NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,960
COMMITMENTS
960 900 0 3,880 3,506 4,840 4,406 120 554
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 809)
300 150 0 509 659 809 809 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 18.1 0.0 78.2 70.7 97.6 88.8 2.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 18 15 19 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 165,595
COMMITMENTS
24,278 23,869 20,773 93,184 88,858 138,235 133,500 27,360 32,095
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 6,351)
228 3,797 1,681 2,542 -2,865 4,451 2,613 1,900 3,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 14.4 12.5 56.3 53.7 83.5 80.6 16.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
30 35 40 61 64 110 122
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 584,428
COMMITMENTS
54,085 93,072 189,578 271,947 271,505 515,610 554,155 68,818 30,273
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 26,355)
982 202 9,170 15,154 12,538 25,306 21,910 1,049 4,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 15.9 32.4 46.5 46.5 88.2 94.8 11.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
54 55 72 98 75 194 163
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,561
COMMITMENTS
0 791 2,391 45,891 41,742 48,282 44,924 3,279 6,637
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 2,503)
0 312 426 2,831 -342 3,257 396 -754 2,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.5 4.6 89.0 81.0 93.6 87.1 6.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 20 18 21 19
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,528
COMMITMENTS
1,156 6,035 1,448 52,418 47,804 55,022 55,287 5,506 5,241
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 5,301)
760 3,020 -975 6,038 5,602 5,823 7,647 -522 -2,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 10.0 2.4 86.6 79.0 90.9 91.3 9.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 4 22 23 26 28
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,330
COMMITMENTS
10,150 3,432 1,932 81,967 89,130 94,049 94,494 9,281 8,836
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -1,094)
0 856 -856 -724 -21 -1,580 -21 486 -1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 3.3 1.9 79.3 86.3 91.0 91.4 9.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 2 30 30 33 33
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,655
COMMITMENTS
248 744 0 53,540 51,060 53,788 51,804 5,867 7,851
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -312)
0 0 0 -1,098 666 -1,098 666 786 -978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 1.2 0.0 89.7 85.6 90.2 86.8 9.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 18 22 19 23
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,109
COMMITMENTS
0 7,536 1,654 67,588 59,381 69,242 68,571 1,867 2,538
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -1,079)
0 398 -1,730 651 -477 -1,079 -1,809 0 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.6 2.3 95.0 83.5 97.4 96.4 2.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 4 3 19 20 22 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,756
COMMITMENTS
7,415 6,427 2,577 50,762 54,752 60,754 63,756 8,002 5,000
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -1,351)
22 -345 -143 1,644 -1,106 1,523 -1,594 -2,874 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 9.3 3.7 73.8 79.6 88.4 92.7 11.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 20 22 23 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,342
COMMITMENTS
0 6,998 1,288 91,545 83,752 92,833 92,038 7,509 8,304
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 5,650)
0 1,057 -620 6,400 4,357 5,780 4,794 -130 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.0 1.3 91.2 83.5 92.5 91.7 7.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 20 26 21 27
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,803
COMMITMENTS
0 4,029 2,064 33,588 34,667 35,652 40,760 7,151 2,043
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 124)
0 -64 0 218 368 218 304 -94 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.4 4.8 78.5 81.0 83.3 95.2 16.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 20 17 22 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,902
COMMITMENTS
19,421 0 552 32,510 53,768 52,483 54,320 7,419 5,582
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 5,881)
-124 -166 -516 6,155 5,526 5,515 4,844 366 1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 0.0 0.9 54.3 89.8 87.6 90.7 12.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 2 16 19 18 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,536
COMMITMENTS
0 4,237 2,588 58,400 52,245 60,988 59,070 7,548 9,466
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 7,703)
-547 2,586 781 7,025 5,592 7,259 8,959 444 -1,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.2 3.8 85.2 76.2 89.0 86.2 11.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 22 17 24 19
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,354
COMMITMENTS
0 949 1,651 39,734 45,074 41,385 47,674 10,969 4,680
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 589)
0 -2,193 566 -403 1,790 163 163 426 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.8 3.2 75.9 86.1 79.0 91.1 21.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 16 17 17 18
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 163,484
COMMITMENTS
0 20,334 5,990 144,186 133,282 150,176 159,606 13,308 3,878
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 4,588)
-406 -1,337 2,547 499 3,988 2,640 5,198 1,948 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.4 3.7 88.2 81.5 91.9 97.6 8.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 5 3 36 31 39 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,076
COMMITMENTS
10,138 1,973 1,592 60,589 72,625 72,319 76,190 9,757 5,886
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 1,653)
-3,148 0 1,177 1,025 944 -946 2,121 2,599 -468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 2.4 1.9 73.8 88.5 88.1 92.8 11.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 19 21 22 23
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,597
COMMITMENTS
0 7,747 217 66,711 61,529 66,928 69,493 2,669 104
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -5,131)
-5,892 4,208 -7 1,573 -8,710 -4,326 -4,509 -805 -622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.1 0.3 95.9 88.4 96.2 99.9 3.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 15 17 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 200,996
COMMITMENTS
9,533 823 3,749 178,705 190,979 191,987 195,551 9,009 5,445
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 14,281)
2,128 -546 -387 10,535 14,883 12,276 13,950 2,005 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 0.4 1.9 88.9 95.0 95.5 97.3 4.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 1 5 38 40 43 45
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 163,258
COMMITMENTS
16,393 3,988 12,640 127,730 139,749 156,763 156,377 6,495 6,881
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 2,563)
886 -472 -1,501 1,973 4,570 1,358 2,597 1,205 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 2.4 7.7 78.2 85.6 96.0 95.8 4.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 6 33 31 39 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 149,519
COMMITMENTS
5,753 2,318 1,821 133,870 131,795 141,444 135,934 8,075 13,585
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 8,155)
199 -199 -1,515 10,988 10,130 9,672 8,416 -1,517 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 1.6 1.2 89.5 88.1 94.6 90.9 5.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 2 30 31 32 33
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 185,474
COMMITMENTS
8,819 28,720 23,388 147,178 130,422 179,385 182,530 6,089 2,944
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 18,098)
-365 6,254 1,184 19,804 10,034 20,623 17,472 -2,525 626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 15.5 12.6 79.4 70.3 96.7 98.4 3.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 7 29 34 36 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,133
COMMITMENTS
5,061 3,259 0 42,695 40,111 47,756 43,370 3,377 7,763
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 1,979)
217 366 -155 2,840 2,717 2,902 2,928 -923 -949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 6.4 0.0 83.5 78.4 93.4 84.8 6.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 0 19 20 22 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,477,498
COMMITMENTS
273,748 75,797 335,637 846,377 1054230 1455762 1465664 21,736 11,834
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 71,133)
3,273 9,233 35,954 32,698 26,049 71,925 71,236 -792 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 5.1 22.7 57.3 71.4 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
28 9 31 91 81 125 115
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 331,633
COMMITMENTS
89,980 24,292 82,741 155,728 221,952 328,449 328,985 3,184 2,648
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 33,600)
11,230 -22,301 18,489 4,023 37,696 33,742 33,884 -142 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 7.3 24.9 47.0 66.9 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 8 18 30 28 50 50
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 68,717
COMMITMENTS
15,830 9,157 9,741 42,257 48,845 67,828 67,743 889 974
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -960)
-903 360 -537 820 -620 -620 -797 -340 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 13.3 14.2 61.5 71.1 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 4 9 43 42 53 51
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,093
COMMITMENTS
1,310 6,510 1,331 20,479 15,024 23,120 22,865 973 1,228
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 292)
-1,118 -1,440 64 606 928 -448 -448 740 740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 27.0 5.5 85.0 62.4 96.0 94.9 4.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 6 22 25 28 31
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,552
COMMITMENTS
2,122 2,500 430 9,281 9,156 11,833 12,086 719 466
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 831)
0 1,068 -149 982 -86 833 833 -2 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 19.9 3.4 73.9 72.9 94.3 96.3 5.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 17 12 20 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,848
COMMITMENTS
4,130 9,494 978 18,552 13,188 23,660 23,660 1,188 1,188
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 206)
-80 40 0 246 106 166 146 40 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 38.2 3.9 74.7 53.1 95.2 95.2 4.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 5 5 24 22 30 28
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,564
COMMITMENTS
6,320 560 630 12,853 18,932 19,803 20,122 761 442
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -138)
-1,290 -760 80 1,034 750 -176 70 38 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 2.7 3.1 62.5 92.1 96.3 97.9 3.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 4 30 25 34 30
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,118
COMMITMENTS
640 852 1,224 9,738 9,602 11,602 11,678 516 440
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -222)
0 200 -240 18 -182 -222 -222 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 7.0 10.1 80.4 79.2 95.7 96.4 4.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 14 16 18 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 926,564
COMMITMENTS
129,197 147,698 151,570 580,179 566,940 860,946 866,208 65,618 60,356
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -14,616)
-8,476 9,486 -575 -978 -19,762 -10,029 -10,851 -4,587 -3,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 15.9 16.4 62.6 61.2 92.9 93.5 7.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
81 87 100 85 96 226 231
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,189
COMMITMENTS
8,112 1,689 1,052 3,030 12,853 12,194 15,594 3,995 595
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -17)
-268 24 388 214 -437 334 -25 -351 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 10.4 6.5 18.7 79.4 75.3 96.3 24.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
78 7 7 16 26 101 37
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,571
COMMITMENTS
5,197 1,404 83 1,709 7,112 6,989 8,599 2,582 972
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: -1,813)
-1,973 126 -66 311 -1,487 -1,728 -1,427 -85 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.3 14.7 0.9 17.9 74.3 73.0 89.8 27.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
23 9 1 11 17 35 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 165,826
COMMITMENTS
46,312 14,423 11,198 91,023 124,652 148,533 150,273 17,293 15,553
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: 8,597)
6,699 4,620 -1,113 1,616 1,780 7,202 5,287 1,395 3,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 8.7 6.8 54.9 75.2 89.6 90.6 10.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
56 22 36 65 68 132 119
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 02/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 17,031
COMMITMENTS
3,000 0 0 12,463 16,096 15,463 16,096 1,568 935
CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 0.0 0.0 73.2 94.5 90.8 94.5 9.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 14 15 15 15
Updated February 17, 2006