NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,008
COMMITMENTS
960 650 0 3,823 3,978 4,783 4,628 225 380
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 255)
0 400 0 205 -145 205 255 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 13.0 0.0 76.3 79.4 95.5 92.4 4.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 0 17 17 18 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 169,997
COMMITMENTS
24,254 18,365 23,305 96,845 97,305 144,404 138,975 25,593 31,022
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 322)
-209 -2,354 814 -1,497 2,146 -892 606 1,214 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 10.8 13.7 57.0 57.2 84.9 81.8 15.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
24 32 32 54 54 99 99
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 649,568
COMMITMENTS
41,665 80,420 254,873 271,321 278,864 567,859 614,157 81,709 35,411
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 17,630)
7,164 4,146 7,458 -208 4,387 14,414 15,991 3,216 1,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 12.4 39.2 41.8 42.9 87.4 94.5 12.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
55 56 75 93 75 194 163
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,194
COMMITMENTS
0 1,272 2,551 47,948 45,471 50,499 49,294 4,695 5,900
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 546)
0 660 -70 647 596 577 1,186 -31 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.3 4.6 86.9 82.4 91.5 89.3 8.5 10.7
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 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,679
COMMITMENTS
6,708 2,470 2,527 50,432 54,902 59,667 59,899 8,012 7,780
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -260)
2,021 -2,435 -16 -2,199 2,559 -194 108 -66 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 3.6 3.7 74.5 81.1 88.2 88.5 11.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 3 18 18 23 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,708
COMMITMENTS
11,367 2,353 1,926 81,539 90,825 94,832 95,104 11,876 11,604
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 5,587)
1,984 0 0 3,415 5,949 5,399 5,949 188 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 2.2 1.8 76.4 85.1 88.9 89.1 11.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 26 23 30 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,396
COMMITMENTS
0 1,778 0 65,576 62,195 65,576 63,973 5,820 7,423
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -212)
0 0 0 -1,938 -190 -1,938 -190 1,726 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.5 0.0 91.8 87.1 91.8 89.6 8.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 18 20 18 21
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,160
COMMITMENTS
0 12,842 701 75,817 60,678 76,518 74,221 2,642 4,939
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 2,879)
0 -616 185 2,754 4,774 2,939 4,343 -60 -1,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.2 0.9 95.8 76.7 96.7 93.8 3.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 2 20 18 22 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,539
COMMITMENTS
10,524 8,205 2,300 45,453 50,577 58,277 61,082 9,262 6,457
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 609)
-446 0 52 337 -76 -57 -24 666 633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 12.1 3.4 67.3 74.9 86.3 90.4 13.7 9.6
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 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,707
COMMITMENTS
0 1,592 4,170 94,675 92,623 98,845 98,385 9,862 10,322
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 5,438)
0 -1,408 1,879 3,259 5,825 5,138 6,296 300 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.5 3.8 87.1 85.2 90.9 90.5 9.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 23 23 24 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,726
COMMITMENTS
10,700 0 0 63,030 75,177 73,730 75,177 8,996 7,549
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 6,962)
-8,560 0 0 16,866 6,106 8,306 6,106 -1,344 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 0.0 0.0 76.2 90.9 89.1 90.9 10.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 18 20 19 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,946
COMMITMENTS
0 5,036 1,904 59,188 49,359 61,092 56,299 7,854 12,647
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -1,140)
-1,164 2,749 -620 1,546 -3,123 -238 -994 -902 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 2.8 85.8 71.6 88.6 81.7 11.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 23 17 25 19
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 179,865
COMMITMENTS
0 25,764 3,327 166,204 146,124 169,531 175,215 10,334 4,650
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 6,727)
0 -53 756 6,648 6,398 7,404 7,101 -677 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.3 1.8 92.4 81.2 94.3 97.4 5.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 4 3 38 33 41 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,040
COMMITMENTS
9,882 2,550 1,272 58,736 66,170 69,890 69,992 13,150 13,048
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -957)
-2,172 0 200 399 -3,713 -1,573 -3,513 616 2,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 3.1 1.5 70.7 79.7 84.2 84.3 15.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 14 14 16 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,195
COMMITMENTS
0 6,944 0 68,267 62,393 68,267 69,337 2,928 1,858
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 1,608)
0 -60 0 3,752 1,670 3,752 1,610 -2,144 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.8 0.0 95.9 87.6 95.9 97.4 4.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 15 14 15 15
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 211,721
COMMITMENTS
10,181 1,330 2,692 191,757 198,893 204,630 202,915 7,091 8,806
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 5,013)
1,255 0 332 3,118 4,292 4,705 4,624 308 389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 0.6 1.3 90.6 93.9 96.7 95.8 3.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 4 35 38 40 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 157,783
COMMITMENTS
10,843 3,156 9,069 129,930 135,028 149,842 147,253 7,941 10,530
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 3,706)
2,027 856 -161 1,472 3,080 3,338 3,775 368 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 2.0 5.7 82.3 85.6 95.0 93.3 5.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 5 33 28 39 33
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 150,347
COMMITMENTS
0 8,495 3,021 137,052 129,511 140,073 141,027 10,274 9,320
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 3,829)
-6,961 2,901 1,064 12,005 4,147 6,108 8,112 -2,279 -4,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.7 2.0 91.2 86.1 93.2 93.8 6.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 5 2 32 31 34 36
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 189,405
COMMITMENTS
7,731 33,379 24,501 151,970 128,002 184,202 185,882 5,203 3,523
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 2,551)
2,674 1,899 -1,554 1,175 2,234 2,295 2,579 256 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 17.6 12.9 80.2 67.6 97.3 98.1 2.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 4 8 28 33 36 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,177
COMMITMENTS
7,272 0 0 41,189 40,922 48,461 40,922 4,716 12,255
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 4,209)
3,668 0 0 542 4,154 4,210 4,154 -1 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 0.0 0.0 77.5 77.0 91.1 77.0 8.9 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 14 16 16 16
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,611,393
COMMITMENTS
262,075 57,777 410,679 920,480 1131558 1593234 1600014 18,159 11,379
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 17,273)
8,701 24,075 -12,082 20,153 4,518 16,772 16,511 501 762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 3.6 25.5 57.1 70.2 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
25 18 36 95 81 135 120
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 382,380
COMMITMENTS
70,803 48,754 94,436 212,082 235,758 377,321 378,948 5,059 3,432
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 32,259)
-11,325 26,192 3,137 40,461 4,181 32,273 33,510 -14 -1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 12.8 24.7 55.5 61.7 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 14 21 30 28 53 51
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 64,987
COMMITMENTS
14,578 11,308 7,502 42,028 41,977 64,108 60,787 879 4,200
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 219)
-210 -50 200 149 -3,431 139 -3,281 80 3,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 17.4 11.5 64.7 64.6 98.6 93.5 1.4 6.5
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 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,536
COMMITMENTS
1,184 8,650 1,035 20,720 13,873 22,939 23,558 1,597 978
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 810)
40 842 -40 -64 8 -64 810 874 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 35.3 4.2 84.4 56.5 93.5 96.0 6.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 4 22 22 27 29
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,907
COMMITMENTS
4,325 808 1,323 8,046 11,138 13,694 13,269 213 638
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 704)
550 40 0 154 26 704 66 0 638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 5.8 9.5 57.9 80.1 98.5 95.4 1.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 1 14 14 17 18
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,786
COMMITMENTS
3,880 10,674 412 19,946 13,492 24,238 24,578 1,548 1,208
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 200)
0 20 -40 220 160 180 140 20 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 41.4 1.6 77.4 52.3 94.0 95.3 6.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 4 21 19 26 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,826
COMMITMENTS
6,630 1,060 1,410 14,757 20,866 22,797 23,336 1,029 490
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -200)
-960 -630 600 90 -210 -270 -240 70 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 4.4 5.9 61.9 87.6 95.7 97.9 4.3 2.1
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 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,356
COMMITMENTS
608 578 1,112 10,768 11,246 12,488 12,936 868 420
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -320)
68 -328 -52 -500 60 -484 -320 164 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 4.3 8.3 80.6 84.2 93.5 96.9 6.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 11 16 14 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 928,551
COMMITMENTS
128,840 135,177 153,850 591,054 568,164 873,744 857,191 54,807 71,360
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -51,729)
-1,246 -10,167 -5,419 -35,262 -38,977 -41,927 -54,563 -9,802 2,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 14.6 16.6 63.7 61.2 94.1 92.3 5.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
68 90 99 74 87 204 227
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,744
COMMITMENTS
8,852 1,863 444 2,140 11,757 11,436 14,064 3,308 680
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 64)
518 -60 -183 -45 338 290 95 -226 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.0 12.6 3.0 14.5 79.7 77.6 95.4 22.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
81 6 6 14 28 98 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,988
COMMITMENTS
4,063 1,119 65 1,594 5,392 5,722 6,576 2,266 1,412
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 29)
361 -58 -139 -88 -96 134 -293 -105 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.9 14.0 0.8 20.0 67.5 71.6 82.3 28.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
22 8 2 10 13 33 23
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 137,690
COMMITMENTS
24,686 8,069 10,053 89,068 108,439 123,807 126,561 13,883 11,129
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -4,690)
790 -2,465 879 -6,501 -2,856 -4,832 -4,442 142 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 5.9 7.3 64.7 78.8 89.9 91.9 10.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
47 30 39 61 72 130 121
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 29,522
COMMITMENTS
5,080 20 834 21,733 27,450 27,647 28,304 1,875 1,218
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 646)
40 -99 25 583 1,184 648 1,110 -2 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 0.1 2.8 73.6 93.0 93.6 95.9 6.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 3 18 25 23 28
Updated March 24, 2006