NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,353
COMMITMENTS
1,080 1,180 0 3,434 3,785 4,514 4,965 839 388
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -1,004)
0 -200 0 -974 -760 -974 -960 -30 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 22.0 0.0 64.2 70.7 84.3 92.8 15.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 14 18 15 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 165,373
COMMITMENTS
25,587 15,968 20,386 88,087 107,012 134,060 143,366 31,313 22,007
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -1,159)
2,068 -1,303 -1,771 -3,822 3,221 -3,525 147 2,366 -1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 9.7 12.3 53.3 64.7 81.1 86.7 18.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
30 24 27 55 60 102 97
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 836,815
COMMITMENTS
90,364 94,553 327,744 347,025 378,389 765,133 800,686 71,682 36,129
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 13,949)
-440 -8,559 6,134 9,948 15,786 15,642 13,361 -1,693 588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 11.3 39.2 41.5 45.2 91.4 95.7 8.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
74 54 81 95 76 205 180
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,150
COMMITMENTS
413 9,798 5,279 56,173 49,161 61,865 64,238 7,285 4,912
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -1,349)
-950 -2,114 1,927 -2,208 -1,396 -1,231 -1,583 -118 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 14.2 7.6 81.2 71.1 89.5 92.9 10.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 19 21 21 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,768
COMMITMENTS
3,194 3,433 4,145 40,949 41,042 48,288 48,620 7,480 7,148
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -11,575)
-2,446 1,026 -1,662 -7,124 -10,905 -11,232 -11,541 -343 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 6.2 7.4 73.4 73.6 86.6 87.2 13.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 21 16 26 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 127,880
COMMITMENTS
7,398 744 615 108,520 115,060 116,533 116,419 11,347 11,461
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -5,199)
1,496 150 -150 -4,097 -6,861 -2,751 -6,861 -2,448 1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 0.6 0.5 84.9 90.0 91.1 91.0 8.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 25 25 29 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,412
COMMITMENTS
11,984 0 0 62,562 71,130 74,546 71,130 5,866 9,282
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 254)
0 0 0 438 636 438 636 -184 -382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 0.0 0.0 77.8 88.5 92.7 88.5 7.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 22 22 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,355
COMMITMENTS
1,044 14,553 3,270 74,571 58,588 78,885 76,411 3,470 5,944
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -5,541)
0 737 -438 -4,903 -5,012 -5,341 -4,713 -200 -828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 17.7 4.0 90.5 71.1 95.8 92.8 4.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 2 18 16 21 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,556
COMMITMENTS
7,939 10,336 2,110 48,935 44,772 58,984 57,218 4,572 6,338
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -4,935)
1,080 154 -1,155 -2,768 -3,475 -2,843 -4,476 -2,092 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 16.3 3.3 77.0 70.4 92.8 90.0 7.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 3 20 21 24 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,106
COMMITMENTS
0 7,109 2,652 88,667 83,235 91,319 92,996 9,787 8,110
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -2,437)
0 4,162 -2,507 -3,150 -3,170 -5,657 -1,515 3,220 -922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.0 2.6 87.7 82.3 90.3 92.0 9.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 30 27 31 28
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,399
COMMITMENTS
3,279 4,629 432 32,872 34,352 36,583 39,413 6,816 3,986
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -3,677)
-658 -1,694 -63 -1,326 -788 -2,047 -2,545 -1,630 -1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 10.7 1.0 75.7 79.2 84.3 90.8 15.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 15 16 17 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,263
COMMITMENTS
6,398 0 1,488 82,852 92,158 90,738 93,646 9,525 6,617
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -6,280)
-1,598 0 48 -5,427 -7,036 -6,977 -6,988 697 708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.0 1.5 82.6 91.9 90.5 93.4 9.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 26 26 27 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,253
COMMITMENTS
0 5,323 6,394 65,118 61,589 71,512 73,306 7,741 5,947
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -2,159)
0 -4,192 1,806 -6,147 1,063 -4,341 -1,323 2,182 -836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.7 8.1 82.2 77.7 90.2 92.5 9.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 2 27 24 29 27
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,225
COMMITMENTS
4,119 0 2,376 40,736 47,047 47,231 49,423 11,994 9,802
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -1,458)
4,119 -222 -1,546 -5,542 -1,091 -2,969 -2,859 1,511 1,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.0 4.0 68.8 79.4 79.7 83.4 20.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 15 18 16 19
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 174,547
COMMITMENTS
1,627 17,367 6,294 158,875 146,072 166,796 169,733 7,751 4,814
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -8,808)
-90 3,074 -658 -7,478 -11,623 -8,226 -9,207 -582 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 9.9 3.6 91.0 83.7 95.6 97.2 4.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 4 36 29 40 33
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,472
COMMITMENTS
7,342 2,114 2,817 64,036 69,097 74,195 74,028 10,277 10,444
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -211)
3,788 2,114 -1,538 -59 3,611 2,191 4,187 -2,402 -4,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 2.5 3.3 75.8 81.8 87.8 87.6 12.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 22 21 24 23
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,281
COMMITMENTS
0 8,738 0 63,561 53,523 63,561 62,261 1,720 3,020
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -10,180)
-4,422 -1,800 0 -5,297 -9,452 -9,719 -11,252 -461 1,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.4 0.0 97.4 82.0 97.4 95.4 2.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 14 15 14 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 266,684
COMMITMENTS
20,329 2,394 1,519 235,029 259,705 256,877 263,618 9,807 3,066
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -3,803)
4,651 -1,082 -1,855 -7,654 -753 -4,858 -3,690 1,055 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 0.9 0.6 88.1 97.4 96.3 98.9 3.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 2 4 39 45 46 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 149,780
COMMITMENTS
13,070 3,798 5,464 122,713 133,860 141,247 143,122 8,533 6,658
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -6,913)
372 -956 -304 -8,656 -6,723 -8,588 -7,983 1,675 1,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 2.5 3.6 81.9 89.4 94.3 95.6 5.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 4 35 32 40 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 151,388
COMMITMENTS
7,887 1,890 3,618 130,049 132,797 141,554 138,305 9,834 13,083
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -2,655)
-3,633 -88 1,449 -654 -6,934 -2,838 -5,573 183 2,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 1.2 2.4 85.9 87.7 93.5 91.4 6.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 2 36 34 38 37
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 174,006
COMMITMENTS
14,736 34,937 9,208 144,275 121,310 168,219 165,455 5,787 8,551
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -14,543)
4,230 -2,604 -3,706 -14,593 -8,132 -14,069 -14,442 -474 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 20.1 5.3 82.9 69.7 96.7 95.1 3.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 3 6 28 33 37 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,030
COMMITMENTS
0 1,744 370 52,190 45,479 52,560 47,593 5,470 10,437
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -244)
0 1,744 370 -748 -1,893 -378 221 134 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.0 0.6 89.9 78.4 90.6 82.0 9.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 19 20 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,542,686
COMMITMENTS
536,022 64,751 726,120 1264630 1739091 2526772 2529962 15,914 12,724
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 544,898)
149,293 8,042 184,203 211,957 352,704 545,453 544,949 -555 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 2.5 28.6 49.7 68.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
26 16 37 98 80 137 121
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 506,910
COMMITMENTS
62,296 39,686 157,917 282,775 305,861 502,988 503,464 3,922 3,446
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 18,566)
-20,472 -3,603 29,065 10,889 -5,915 19,482 19,547 -916 -981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 7.8 31.2 55.8 60.3 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 13 20 32 31 55 54
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 53,199
COMMITMENTS
10,727 3,072 6,202 35,475 43,306 52,404 52,580 795 619
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -3,552)
335 -280 -820 -2,773 -1,698 -3,258 -2,798 -294 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 5.8 11.7 66.7 81.4 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 5 6 39 37 47 46
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,465
COMMITMENTS
1,240 4,148 296 22,929 19,618 24,465 24,062 0 403
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -1,276)
88 -243 -329 -865 -682 -1,106 -1,254 -170 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 17.0 1.2 93.7 80.2 100.0 98.4 0.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 1 25 25 26 30
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,132
COMMITMENTS
3,053 598 0 11,993 14,448 15,046 15,046 86 86
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -959)
87 -46 -308 -650 -605 -871 -959 -88 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 4.0 0.0 79.3 95.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 0 17 16 20 17
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,105
COMMITMENTS
1,020 2,255 0 12,598 11,672 13,618 13,927 487 178
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -229)
-46 -464 0 -139 57 -185 -407 -44 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 16.0 0.0 89.3 82.8 96.5 98.7 3.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 0 13 11 14 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,288
COMMITMENTS
2,980 4,706 346 20,572 18,956 23,898 24,008 390 280
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -898)
-100 26 -26 -742 -864 -868 -864 -30 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 19.4 1.4 84.7 78.0 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 3 21 21 25 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,522
COMMITMENTS
3,320 140 440 22,119 26,544 25,879 27,124 1,643 398
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -1,048)
-50 0 -100 -856 -1,174 -1,006 -1,274 -42 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 0.5 1.6 80.4 96.4 94.0 98.6 6.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 24 26 27 28
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,582
COMMITMENTS
460 380 1,096 11,332 11,666 12,888 13,142 694 440
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -932)
-80 16 -40 -680 -788 -800 -812 -132 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 2.8 8.1 83.4 85.9 94.9 96.8 5.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 14 14 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,044,132
COMMITMENTS
179,813 135,933 224,183 575,586 612,987 979,582 973,103 64,550 71,029
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 25,841)
4,192 8,769 2,660 19,449 13,961 26,301 25,390 -460 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 13.0 21.5 55.1 58.7 93.8 93.2 6.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
91 91 115 84 91 249 238
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 20,111
COMMITMENTS
11,771 11,119 0 0 1,032 11,771 12,151 8,340 7,960
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 2,495)
3,154 1,526 -4 0 1,032 3,150 2,554 -655 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.5 55.3 0.0 0.0 5.1 58.5 60.4 41.5 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
15 10 0 0 1 15 11
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,514
COMMITMENTS
9,018 2,300 970 2,601 11,682 12,589 14,952 2,925 562
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -3,812)
-955 -316 -186 -2,355 -3,166 -3,496 -3,668 -316 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.1 14.8 6.3 16.8 75.3 81.1 96.4 18.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
60 6 8 18 26 84 37
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,905
COMMITMENTS
4,079 2,198 72 2,181 5,491 6,332 7,761 2,573 1,144
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -711)
-666 320 -187 202 -976 -651 -843 -60 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.8 24.7 0.8 24.5 61.7 71.1 87.2 28.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
23 5 1 12 19 36 25
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 92,074
COMMITMENTS
22,570 7,206 5,531 48,615 70,029 76,716 82,766 15,358 9,308
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -3,724)
2,598 613 591 -7,465 -4,895 -4,276 -3,691 552 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 7.8 6.0 52.8 76.1 83.3 89.9 16.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
44 18 21 41 57 99 83
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 46,007
COMMITMENTS
7,657 226 3,091 32,404 39,969 43,152 43,286 2,855 2,721
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -2,971)
721 226 17 -3,467 -3,359 -2,729 -3,116 -242 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 0.5 6.7 70.4 86.9 93.8 94.1 6.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 4 6 27 33 37 40
Updated June 9, 2006