NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,063
COMMITMENTS
1,080 1,190 25 4,668 4,482 5,773 5,697 290 366
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 0)
0 -300 0 0 243 0 -57 0 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 19.6 0.4 77.0 73.9 95.2 94.0 4.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 1 17 17 19 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 179,889
COMMITMENTS
33,341 18,105 29,862 85,491 104,823 148,694 152,790 31,195 27,099
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 5,487)
3,561 1,055 -39 -1,691 1,526 1,831 2,542 3,656 2,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 10.1 16.6 47.5 58.3 82.7 84.9 17.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
36 32 36 58 58 118 104
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 730,619
COMMITMENTS
63,221 76,661 300,714 288,713 319,553 652,648 696,928 77,971 33,691
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 20,555)
4,396 -11,130 8,239 10,059 18,271 22,694 15,380 -2,139 5,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 10.5 41.2 39.5 43.7 89.3 95.4 10.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
66 48 79 92 70 198 162
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,032
COMMITMENTS
0 11,752 2,021 56,239 43,483 58,260 57,256 4,772 5,776
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 8,960)
-170 11,752 -340 10,266 -2,028 9,756 9,384 -796 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.6 3.2 89.2 69.0 92.4 90.8 7.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 18 18 19 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,067
COMMITMENTS
7,562 2,500 3,974 51,665 58,098 63,201 64,572 7,866 6,495
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 4,420)
541 0 1,448 2,129 3,375 4,118 4,823 302 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 3.5 5.6 72.7 81.8 88.9 90.9 11.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 22 19 26 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,090
COMMITMENTS
1,984 439 920 107,075 110,076 109,979 111,435 12,111 10,655
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -1,102)
0 0 0 -1,222 -1,558 -1,222 -1,558 120 456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.4 0.8 87.7 90.2 90.1 91.3 9.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 26 23 28 24
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,542
COMMITMENTS
6,420 1,658 0 55,172 60,078 61,592 61,736 7,950 7,806
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 5,587)
3,852 0 0 2,471 6,631 6,323 6,631 -736 -1,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 2.4 0.0 79.3 86.4 88.6 88.8 11.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 18 21 19 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,865
COMMITMENTS
0 12,089 1,203 76,811 61,942 78,014 75,234 2,851 5,631
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 1,893)
0 -1,070 871 1,095 3,100 1,966 2,901 -73 -1,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.9 1.5 95.0 76.6 96.5 93.0 3.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 2 20 17 22 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,651
COMMITMENTS
10,721 9,043 3,939 47,524 50,124 62,184 63,106 7,467 6,545
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 1,231)
-2,159 -708 1,864 2,860 -693 2,565 463 -1,334 768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 13.0 5.7 68.2 72.0 89.3 90.6 10.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 4 21 21 25 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,257
COMMITMENTS
0 1,507 3,698 92,857 92,510 96,555 97,715 10,702 9,542
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -226)
-374 1,507 353 635 -2,797 614 -937 -840 711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.4 3.4 86.6 86.3 90.0 91.1 10.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 25 27 26 28
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,563
COMMITMENTS
3,545 1,665 591 29,826 33,626 33,962 35,882 7,601 5,681
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 1,295)
-124 494 -279 1,996 1,256 1,593 1,471 -298 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 4.0 1.4 71.8 80.9 81.7 86.3 18.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 14 16 15
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,584
COMMITMENTS
6,286 0 1,364 75,311 85,319 82,961 86,683 10,623 6,901
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 6,256)
0 0 0 5,652 7,712 5,652 7,712 604 -1,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 0.0 1.5 80.5 91.2 88.6 92.6 11.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 22 23 23 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,793
COMMITMENTS
0 9,176 1,615 62,218 48,589 63,833 59,380 6,960 11,413
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 2,295)
0 1,914 -483 4,757 566 4,274 1,997 -1,979 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.0 2.3 87.9 68.6 90.2 83.9 9.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 25 21 26 23
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,895
COMMITMENTS
0 2,578 1,123 42,506 48,230 43,629 51,931 15,266 6,964
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 1.9 72.2 81.9 74.1 88.2 25.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 13 18 14 19
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,030
COMMITMENTS
403 9,815 0 60,907 52,075 61,310 61,890 1,720 1,140
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 5,658)
-93 31 0 4,767 4,735 4,674 4,766 984 892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 15.6 0.0 96.6 82.6 97.3 98.2 2.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 0 19 21 20 24
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 172,520
COMMITMENTS
588 21,677 3,719 158,785 142,454 163,092 167,850 9,428 4,670
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 2,661)
0 -84 320 2,628 2,970 2,948 3,206 -287 -545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 12.6 2.2 92.0 82.6 94.5 97.3 5.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 3 3 35 31 38 35
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,861
COMMITMENTS
6,848 0 1,409 66,208 70,094 74,465 71,503 12,396 15,358
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 2,021)
2,471 0 -1,399 617 3,704 1,689 2,305 332 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 0.0 1.6 76.2 80.7 85.7 82.3 14.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 17 19 19 20
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,843
COMMITMENTS
403 13,007 0 81,997 68,543 82,400 81,550 1,443 2,293
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 2,525)
-93 -589 0 5,101 2,803 5,008 2,214 -2,483 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 15.5 0.0 97.8 81.8 98.3 97.3 1.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 0 22 21 23 24
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 242,267
COMMITMENTS
15,803 482 1,893 216,611 235,506 234,307 237,881 7,960 4,386
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 6,352)
1,837 0 -432 4,700 9,867 6,105 9,435 247 -3,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 0.2 0.8 89.4 97.2 96.7 98.2 3.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 1 4 38 40 43 45
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,938
COMMITMENTS
8,669 6,834 9,805 136,055 138,216 154,529 154,855 6,409 6,083
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 8,209)
2,063 3,153 577 7,446 6,512 10,086 10,242 -1,877 -2,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 4.2 6.1 84.5 85.9 96.0 96.2 4.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 6 6 35 33 41 41
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 149,965
COMMITMENTS
0 14,463 1,030 137,950 123,544 138,980 139,037 10,985 10,928
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 1,055)
0 4,409 -1,717 2,754 -1,216 1,037 1,476 18 -421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.6 0.7 92.0 82.4 92.7 92.7 7.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 3 2 35 36 37 39
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 190,877
COMMITMENTS
10,831 31,965 22,745 152,645 131,339 186,221 186,049 4,656 4,828
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -2,077)
1,735 -898 148 -3,704 17 -1,821 -733 -256 -1,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 16.7 11.9 80.0 68.8 97.6 97.5 2.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 4 7 30 34 38 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,620
COMMITMENTS
0 496 0 52,868 46,470 52,868 46,966 6,752 12,654
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 3,350)
0 496 0 2,582 2,362 2,582 2,858 768 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 0.0 88.7 77.9 88.7 78.8 11.3 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 15 15 15 16
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,782,506
COMMITMENTS
295,690 45,382 471,787 991,243 1252917 1758720 1770086 23,786 12,420
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 82,996)
47,657 11,935 19,887 15,451 51,039 82,995 82,861 1 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 2.5 26.5 55.6 70.3 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
26 14 35 107 87 146 126
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 503,880
COMMITMENTS
94,410 20,571 123,994 280,507 339,419 498,911 483,984 4,969 19,896
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 67,759)
-9,381 7,107 23,403 53,593 21,761 67,615 52,271 144 15,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 4.1 24.6 55.7 67.4 99.0 96.1 1.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
15 11 20 32 31 56 53
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 59,062
COMMITMENTS
10,502 2,780 7,322 40,549 48,257 58,373 58,359 689 703
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -574)
540 100 -300 -235 32 5 -168 -579 -406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 4.7 12.4 68.7 81.7 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 6 8 42 39 50 50
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,984
COMMITMENTS
1,163 4,684 776 23,247 19,833 25,186 25,293 798 691
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 1,661)
0 598 0 1,575 1,063 1,575 1,661 86 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 18.0 3.0 89.5 76.3 96.9 97.3 3.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 3 3 25 21 30 26
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,431
COMMITMENTS
3,326 760 308 12,797 15,363 16,431 16,431 0 0
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 1,150)
712 -264 308 265 1,106 1,285 1,150 -135 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 4.6 1.9 77.9 93.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 3 1 18 18 21 22
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,897
COMMITMENTS
1,146 3,105 0 10,057 8,792 11,203 11,897 694 0
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -166)
0 553 0 -166 -676 -166 -123 0 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 26.1 0.0 84.5 73.9 94.2 100.0 5.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 10 11 11 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,956
COMMITMENTS
3,220 4,694 302 20,782 19,648 24,304 24,644 1,652 1,312
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 236)
-600 -20 0 810 350 210 330 26 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 18.1 1.2 80.1 75.7 93.6 94.9 6.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 21 19 25 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,972
COMMITMENTS
4,830 160 580 20,345 25,962 25,755 26,702 1,217 270
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 1,398)
-60 0 0 1,108 1,314 1,048 1,314 350 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 0.6 2.2 75.4 96.3 95.5 99.0 4.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 3 30 28 33 32
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,017,674
COMMITMENTS
198,211 124,188 204,796 547,166 613,121 950,173 942,105 67,501 75,569
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 14,955)
15,109 7,835 8,456 -10,258 -3,483 13,307 12,808 1,648 2,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 12.2 20.1 53.8 60.2 93.4 92.6 6.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
105 80 113 81 95 248 245
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 24,911
COMMITMENTS
14,680 14,321 0 0 389 14,680 14,710 10,231 10,201
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -2,291)
-4,596 -142 -492 -493 -1,791 -5,581 -2,425 3,290 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.9 57.5 0.0 0.0 1.6 58.9 59.1 41.1 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
13 7 0 0 1 13 8
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,636
COMMITMENTS
10,538 2,978 916 2,643 13,122 14,097 17,016 3,539 620
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -214)
-587 260 -98 602 -427 -83 -265 -131 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.8 16.9 5.2 15.0 74.4 79.9 96.5 20.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
85 9 7 15 32 106 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,712
COMMITMENTS
5,422 964 0 1,676 7,707 7,098 8,671 2,614 1,041
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 153)
246 5 0 -53 377 193 382 -40 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.8 9.9 0.0 17.3 79.4 73.1 89.3 26.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
32 5 0 12 21 44 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 125,493
COMMITMENTS
30,316 6,437 8,407 67,882 99,753 106,605 114,597 18,888 10,896
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -4,100)
2,118 -2,587 -1,344 -5,471 -1,206 -4,697 -5,137 597 1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 5.1 6.7 54.1 79.5 84.9 91.3 15.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
47 18 30 60 71 122 104
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 43,285
COMMITMENTS
6,916 106 1,282 32,827 39,591 41,025 40,979 2,260 2,306
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 392)
286 27 -8 621 822 899 841 -507 -449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 0.2 3.0 75.8 91.5 94.8 94.7 5.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 1 3 31 30 37 33
Updated April 28, 2006