NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,753
COMMITMENTS
960 250 0 3,618 4,123 4,578 4,373 175 380
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 185)
0 75 0 175 110 175 185 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 5.3 0.0 76.1 86.7 96.3 92.0 3.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 16 16 17 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 169,675
COMMITMENTS
24,463 20,719 22,491 98,342 95,159 145,296 138,369 24,379 31,306
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -3,851)
-378 -1,471 -52 -1,217 1,180 -1,647 -343 -2,204 -3,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 12.2 13.3 58.0 56.1 85.6 81.5 14.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
23 36 31 54 55 98 103
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 631,938
COMMITMENTS
34,501 76,274 247,415 271,529 274,477 553,445 598,166 78,493 33,772
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 14,092)
499 406 9,365 2,502 1,618 12,366 11,389 1,726 2,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 12.1 39.2 43.0 43.4 87.6 94.7 12.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
59 53 74 91 73 193 162
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,648
COMMITMENTS
0 612 2,621 47,301 44,875 49,922 48,108 4,726 6,540
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 3,224)
0 -424 714 2,510 2,386 3,224 2,676 0 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 4.8 86.6 82.1 91.4 88.0 8.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 18 16 19 17
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,939
COMMITMENTS
4,687 4,905 2,543 52,631 52,343 59,861 59,791 8,078 8,148
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 7,618)
1,088 -282 591 5,709 7,371 7,388 7,680 230 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 7.2 3.7 77.5 77.0 88.1 88.0 11.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 3 18 16 23 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,121
COMMITMENTS
9,383 2,353 1,926 78,124 84,876 89,433 89,155 11,688 11,966
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 4,807)
616 0 0 5,380 4,351 5,996 4,351 -1,189 456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 2.3 1.9 77.3 83.9 88.4 88.2 11.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 23 20 26 22
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,608
COMMITMENTS
0 1,778 0 67,514 62,385 67,514 64,163 4,094 7,445
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 6,149)
0 124 0 9,120 5,305 9,120 5,429 -2,971 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.5 0.0 94.3 87.1 94.3 89.6 5.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 19 21 19 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,281
COMMITMENTS
0 13,458 516 73,063 55,904 73,579 69,878 2,702 6,403
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 2,126)
0 3,673 117 1,707 -1,911 1,824 1,879 302 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.6 0.7 95.8 73.3 96.5 91.6 3.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 19 15 21 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,930
COMMITMENTS
10,970 8,205 2,248 45,116 50,653 58,334 61,106 8,596 5,824
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 681)
236 0 136 217 1,760 589 1,896 92 -1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 12.3 3.4 67.4 75.7 87.2 91.3 12.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 2 18 19 22 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,269
COMMITMENTS
0 3,000 2,291 91,416 86,798 93,707 92,089 9,562 11,180
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -3,013)
0 -4,800 662 -4,283 -192 -3,621 -4,330 608 1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.9 2.2 88.5 84.1 90.7 89.2 9.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 23 21 24 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,764
COMMITMENTS
19,260 0 0 46,164 69,071 65,424 69,071 10,340 6,693
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 3,474)
0 0 0 2,441 3,385 2,441 3,385 1,033 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 0.0 0.0 60.9 91.2 86.4 91.2 13.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 19 15 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,086
COMMITMENTS
1,164 2,287 2,524 57,642 52,482 61,330 57,293 8,756 12,793
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 2,203)
-520 1,337 -638 4,152 774 2,994 1,473 -791 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 3.3 3.6 82.2 74.9 87.5 81.7 12.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 22 16 24 18
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 173,138
COMMITMENTS
0 25,817 2,571 159,556 139,726 162,127 168,114 11,011 5,024
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 7,531)
0 2,820 459 9,044 5,198 9,503 8,477 -1,972 -946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.9 1.5 92.2 80.7 93.6 97.1 6.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 4 3 36 32 39 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,997
COMMITMENTS
12,054 2,550 1,072 58,337 69,883 71,463 73,505 12,534 10,492
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 1,772)
-3,728 2,550 552 5,613 -387 2,437 2,715 -665 -943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 3.0 1.3 69.5 83.2 85.1 87.5 14.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 13 14 15 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,587
COMMITMENTS
0 7,004 0 64,515 60,723 64,515 67,727 5,072 1,860
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -8,166)
-834 -2,392 0 -7,347 -7,104 -8,181 -9,496 15 1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.1 0.0 92.7 87.3 92.7 97.3 7.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 13 13 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 206,708
COMMITMENTS
8,926 1,330 2,360 188,639 194,601 199,925 198,291 6,783 8,417
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 1,282)
1,235 0 -608 2,637 2,133 3,264 1,525 -1,982 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.6 1.1 91.3 94.1 96.7 95.9 3.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 4 33 36 38 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 154,077
COMMITMENTS
8,816 2,300 9,230 128,458 131,948 146,504 143,478 7,573 10,599
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 1,918)
-2,865 1,148 222 2,758 688 115 2,058 1,803 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 1.5 6.0 83.4 85.6 95.1 93.1 4.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 5 32 27 37 32
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 146,518
COMMITMENTS
6,961 5,594 1,957 125,047 125,364 133,965 132,915 12,553 13,603
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 345)
-2,119 362 751 182 931 -1,186 2,044 1,531 -1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 3.8 1.3 85.3 85.6 91.4 90.7 8.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 2 30 29 32 33
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 186,854
COMMITMENTS
5,057 31,480 26,055 150,795 125,768 181,907 183,303 4,947 3,551
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -213)
-230 -2,724 3,266 -2,873 -1,245 163 -703 -376 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 16.8 13.9 80.7 67.3 97.4 98.1 2.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 8 26 32 34 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,968
COMMITMENTS
3,604 0 0 40,647 36,768 44,251 36,768 4,717 12,200
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 2,617)
0 0 0 2,780 3,686 2,780 3,686 -163 -1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 0.0 0.0 83.0 75.1 90.4 75.1 9.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 14 15 14
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,594,120
COMMITMENTS
253,374 33,702 422,761 900,327 1127040 1576462 1583503 17,658 10,617
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 44,641)
20,273 6,253 1,634 24,917 36,707 46,824 44,594 -2,183 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 2.1 26.5 56.5 70.7 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
24 17 35 90 78 128 116
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 350,121
COMMITMENTS
82,128 22,562 91,299 171,621 231,577 345,048 345,438 5,073 4,683
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 23,857)
14,680 -6,333 4,543 5,288 24,705 24,511 22,915 -654 942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 6.4 26.1 49.0 66.1 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 8 20 30 28 51 49
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 64,768
COMMITMENTS
14,788 11,358 7,302 41,879 45,408 63,969 64,068 799 700
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -310)
-60 140 20 -230 -370 -270 -210 -40 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 17.5 11.3 64.7 70.1 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 4 8 42 38 51 47
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,726
COMMITMENTS
1,144 7,808 1,075 20,784 13,865 23,003 22,748 723 978
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 614)
-86 345 -106 810 335 618 574 -4 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 32.9 4.5 87.6 58.4 97.0 95.9 3.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 4 22 21 27 28
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,203
COMMITMENTS
3,775 768 1,323 7,892 11,112 12,990 13,203 213 0
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 268)
204 40 -44 108 571 268 567 0 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 5.8 10.0 59.8 84.2 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 1 13 14 16 18
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,722
COMMITMENTS
1,238 4,517 105 10,725 8,100 12,068 12,722 654 0
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 937)
0 255 0 937 682 937 937 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 35.5 0.8 84.3 63.7 94.9 100.0 5.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 11 10 13 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,586
COMMITMENTS
3,880 10,654 452 19,726 13,332 24,058 24,438 1,528 1,148
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 666)
0 340 0 446 346 446 686 220 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 41.6 1.8 77.1 52.1 94.0 95.5 6.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 5 20 19 26 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,026
COMMITMENTS
7,590 1,690 810 14,667 21,076 23,067 23,576 959 450
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 1,220)
480 40 0 740 1,180 1,220 1,220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 7.0 3.4 61.0 87.7 96.0 98.1 4.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 4 27 24 31 29
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,676
COMMITMENTS
540 906 1,164 11,268 11,186 12,972 13,256 704 420
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 982)
0 0 0 962 982 962 982 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 6.6 8.5 82.4 81.8 94.9 96.9 5.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 11 16 14 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 980,280
COMMITMENTS
130,086 145,344 159,269 626,316 607,141 915,671 911,754 64,609 68,526
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 13,802)
4,791 923 12,454 -3,144 2,380 14,101 15,757 -299 -1,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 14.8 16.2 63.9 61.9 93.4 93.0 6.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
69 101 111 83 89 230 235
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,680
COMMITMENTS
8,334 1,923 627 2,185 11,419 11,146 13,969 3,534 711
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -1,071)
-191 132 114 -676 -1,431 -753 -1,185 -318 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.8 13.1 4.3 14.9 77.8 75.9 95.2 24.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
79 7 7 18 25 104 36
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,959
COMMITMENTS
3,702 1,177 204 1,682 5,488 5,588 6,869 2,371 1,090
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -809)
-765 70 107 -85 -693 -743 -516 -66 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 14.8 2.6 21.1 69.0 70.2 86.3 29.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
23 9 4 12 15 36 28
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 142,380
COMMITMENTS
23,896 10,534 9,174 95,569 111,295 128,639 131,003 13,741 11,377
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -8,986)
-5,207 -7,741 -2,423 1,221 5,171 -6,409 -4,993 -2,577 -3,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 7.4 6.4 67.1 78.2 90.3 92.0 9.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
38 31 30 65 77 122 122
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,876
COMMITMENTS
5,040 119 809 21,150 26,266 26,999 27,194 1,877 1,682
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 3,226)
1,396 119 8 2,266 3,981 3,670 4,108 -444 -882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 0.4 2.8 73.2 91.0 93.5 94.2 6.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 19 24 24 27
Updated March 17, 2006