NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,978
COMMITMENTS
1,080 1,180 0 4,152 4,360 5,232 5,540 746 438
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 225)
0 0 0 175 175 175 175 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 19.7 0.0 69.5 72.9 87.5 92.7 12.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 17 21 18 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 173,397
COMMITMENTS
25,421 11,931 24,961 95,059 113,172 145,441 150,064 27,956 23,333
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 3,864)
2,234 -3,709 5,703 -3,046 3,159 4,891 5,153 -1,027 -1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 6.9 14.4 54.8 65.3 83.9 86.5 16.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
35 20 31 62 65 114 106
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 858,036
COMMITMENTS
94,092 76,775 343,388 343,105 399,612 780,585 819,775 77,451 38,261
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -7,665)
5,958 4,460 -7,831 -6,273 -3,254 -8,146 -6,625 481 -1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 8.9 40.0 40.0 46.6 91.0 95.5 9.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
70 56 81 91 74 201 175
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,201
COMMITMENTS
0 7,688 8,458 60,915 56,050 69,373 72,196 7,828 5,005
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 3,854)
-1,806 -1,204 2,659 3,048 2,123 3,901 3,578 -47 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.0 11.0 78.9 72.6 89.9 93.5 10.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 19 21 21 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,314
COMMITMENTS
3,649 4,366 3,847 43,096 42,692 50,592 50,905 6,722 6,409
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 887)
-496 713 -6 2,023 888 1,521 1,595 -634 -708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 7.6 6.7 75.2 74.5 88.3 88.8 11.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 21 19 26 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,701
COMMITMENTS
8,480 0 0 108,988 119,540 117,468 119,540 11,233 9,161
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -440)
-250 0 0 1,310 3,930 1,060 3,930 -1,500 -4,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 0.0 0.0 84.7 92.9 91.3 92.9 8.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 0 29 28 31 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,788
COMMITMENTS
11,984 2,952 0 68,820 75,692 80,804 78,644 5,984 8,144
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 833)
0 0 0 957 1,361 957 1,361 -124 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 3.4 0.0 79.3 87.2 93.1 90.6 6.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 0 24 27 25 28
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,878
COMMITMENTS
1,044 16,452 1,106 77,003 59,917 79,153 77,475 4,725 6,403
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -1,033)
0 1,858 -1,127 183 -1,423 -944 -692 -89 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 19.6 1.3 91.8 71.4 94.4 92.4 5.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 2 18 18 21 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,657
COMMITMENTS
5,613 9,685 3,695 52,467 48,189 61,775 61,569 5,882 6,088
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 2,126)
-1,092 -651 979 929 2,350 816 2,678 1,310 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 14.3 5.5 77.5 71.2 91.3 91.0 8.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 3 21 22 25 27
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,926
COMMITMENTS
248 1,316 5,454 98,048 99,954 103,750 106,724 11,176 8,202
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 6,095)
0 -366 606 4,978 5,611 5,584 5,851 511 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 1.1 4.7 85.3 87.0 90.3 92.9 9.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 32 29 34 30
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,513
COMMITMENTS
2,194 5,072 615 30,572 33,627 33,381 39,314 10,132 4,199
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -1,257)
-657 -992 0 -893 76 -1,550 -916 293 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 11.7 1.4 70.3 77.3 76.7 90.4 23.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 15 16 17 18
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,469
COMMITMENTS
0 11,129 1,537 58,702 46,540 60,239 59,206 10,230 11,263
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 3,036)
0 550 0 3,358 200 3,358 750 -322 2,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 15.8 2.2 83.3 66.0 85.5 84.0 14.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 18 16 19 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,563
COMMITMENTS
0 5,890 2,996 38,261 31,184 41,257 40,070 6,306 7,493
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 929)
0 -772 681 26 -278 707 -369 222 1,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.4 6.3 80.4 65.6 86.7 84.2 13.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 13 10 14 13
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,406
COMMITMENTS
9,902 0 1,488 79,775 93,366 91,165 94,854 12,241 8,552
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 1,561)
428 0 0 -181 -61 247 -61 1,314 1,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.0 1.4 77.1 90.3 88.2 91.7 11.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 25 26 27 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,371
COMMITMENTS
0 11,655 3,045 71,592 61,319 74,637 76,019 6,734 5,352
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -580)
0 2,046 -962 1,639 -651 677 433 -1,257 -1,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.3 3.7 88.0 75.4 91.7 93.4 8.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 2 29 27 31 30
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,878
COMMITMENTS
0 63 4,214 47,431 48,967 51,645 53,244 11,233 9,634
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 440)
-1,289 63 -143 1,613 551 181 471 259 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.1 6.7 75.4 77.9 82.1 84.7 17.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 18 19 19 20
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,532
COMMITMENTS
1,488 7,990 310 44,948 40,015 46,746 48,315 1,786 217
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 2,263)
682 620 310 1,147 1,643 2,139 2,573 124 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 16.5 0.6 92.6 82.5 96.3 99.6 3.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 3 1 14 20 17 24
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 30,024
COMMITMENTS
1,922 3,556 0 27,666 25,544 29,588 29,100 436 924
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 11.8 0.0 92.1 85.1 98.5 96.9 1.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 12 10 14 12
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 189,725
COMMITMENTS
1,627 13,375 13,311 164,878 157,295 179,816 183,981 9,909 5,744
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 571)
0 -1,321 184 -775 1,125 -591 -12 1,162 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 7.0 7.0 86.9 82.9 94.8 97.0 5.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 4 36 30 40 34
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,661
COMMITMENTS
9,761 4,294 1,874 67,245 69,920 78,880 76,088 11,781 14,573
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 1,991)
-9 1,274 -237 2,077 -275 1,831 762 160 1,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 4.7 2.1 74.2 77.1 87.0 83.9 13.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 21 20 23 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,143
COMMITMENTS
620 11,218 310 64,985 52,103 65,915 63,631 1,228 3,512
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 124)
-186 620 310 -217 -992 -93 -62 217 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 16.7 0.5 96.8 77.6 98.2 94.8 1.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 1 21 21 23 25
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 271,164
COMMITMENTS
19,052 2,196 2,176 241,239 263,344 262,467 267,716 8,697 3,448
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 2,103)
-1,142 -8 501 4,611 1,384 3,970 1,877 -1,867 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.8 0.8 89.0 97.1 96.8 98.7 3.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 1 3 45 45 51 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,631
COMMITMENTS
16,005 2,625 5,712 129,249 145,019 150,966 153,356 9,665 7,275
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 4,437)
779 -341 -2 3,620 4,775 4,397 4,432 40 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 1.6 3.6 80.5 90.3 94.0 95.5 6.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 4 35 33 40 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 161,497
COMMITMENTS
11,295 1,712 3,307 138,764 144,651 153,366 149,670 8,131 11,827
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 1,721)
424 -306 -151 3,765 4,625 4,038 4,168 -2,317 -2,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 1.1 2.0 85.9 89.6 95.0 92.7 5.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 2 39 36 41 39
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 186,489
COMMITMENTS
16,567 31,151 12,398 151,063 133,557 180,028 177,106 6,461 9,383
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 3,505)
2,152 -1,799 1,272 -101 3,225 3,323 2,698 182 807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 16.7 6.6 81.0 71.6 96.5 95.0 3.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 2 7 31 34 39 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,597
COMMITMENTS
0 3,433 370 56,995 48,265 57,365 52,068 5,232 10,529
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 1,499)
0 120 0 -204 1,157 -204 1,277 1,703 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.5 0.6 91.1 77.1 91.6 83.2 8.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 20 22 21 24
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,650,262
COMMITMENTS
558,142 92,128 727,898 1346775 1815997 2632815 2636023 17,447 14,239
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 41,572)
10,326 11,810 -7,703 35,136 33,671 37,759 37,778 3,813 3,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 3.5 27.5 50.8 68.5 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
25 21 43 111 88 157 132
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 617,503
COMMITMENTS
97,155 67,372 171,653 343,917 367,069 612,725 606,094 4,778 11,409
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 48,180)
19,440 -2,384 8,280 19,532 33,624 47,252 39,520 928 8,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 10.9 27.8 55.7 59.4 99.2 98.2 0.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
14 17 24 37 36 66 63
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 54,575
COMMITMENTS
10,669 3,072 6,738 36,124 44,105 53,531 53,915 1,044 660
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 423)
232 0 -24 -61 367 147 343 276 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 5.6 12.3 66.2 80.8 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 5 6 40 39 48 48
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,777
COMMITMENTS
1,240 4,148 296 26,115 22,930 27,651 27,374 126 403
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 14.9 1.1 94.0 82.6 99.5 98.5 0.5 1.5
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 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,866
COMMITMENTS
2,205 340 129 14,532 16,397 16,866 16,866 0 0
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -553)
-172 -172 129 -510 -510 -553 -553 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 2.0 0.8 86.2 97.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 17 16 20 18
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,224
COMMITMENTS
848 2,095 129 13,697 12,937 14,674 15,161 550 63
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 867)
-172 -172 129 910 910 867 867 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 13.8 0.8 90.0 85.0 96.4 99.6 3.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 1 14 11 16 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,364
COMMITMENTS
2,920 4,626 406 20,624 19,052 23,950 24,084 414 280
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -60)
-20 -80 20 -20 40 -20 -20 -40 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 19.0 1.7 84.6 78.2 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 3 21 22 25 26
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,564
COMMITMENTS
3,240 140 440 22,343 26,508 26,023 27,088 1,541 476
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 44)
0 0 0 64 -6 64 -6 -20 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 0.5 1.6 81.1 96.2 94.4 98.3 5.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 23 26 26 28
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,282
COMMITMENTS
460 380 1,096 11,032 11,366 12,588 12,842 694 440
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -60 -60 -60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 2.9 8.3 83.1 85.6 94.8 96.7 5.2 3.3
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 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 991,500
COMMITMENTS
171,371 134,557 204,658 559,567 583,683 935,596 922,898 55,904 68,602
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 22,881)
9,656 -412 12,692 -3,654 7,358 18,694 19,638 4,187 3,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 13.6 20.6 56.4 58.9 94.4 93.1 5.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
84 97 107 79 93 232 238
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 20,576
COMMITMENTS
11,954 9,371 1,436 0 362 13,390 11,169 7,186 9,407
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -1,801)
-71 -3,253 -686 0 362 -757 -3,577 -1,044 1,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.1 45.5 7.0 0.0 1.8 65.1 54.3 34.9 45.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 14 7 0 1 15 17
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,149
COMMITMENTS
7,380 2,535 460 2,943 9,513 10,783 12,508 2,366 641
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -532)
10 527 -225 52 -372 -163 -70 -369 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.1 19.3 3.5 22.4 72.3 82.0 95.1 18.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
49 9 7 16 22 70 35
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,093
COMMITMENTS
3,336 1,968 219 2,418 4,770 5,973 6,957 2,120 1,136
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 714)
112 -50 215 312 502 639 667 75 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 24.3 2.7 29.9 58.9 73.8 86.0 26.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 4 2 15 21 35 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 89,729
COMMITMENTS
20,428 6,792 5,692 48,333 68,352 74,453 80,836 15,276 8,893
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 3,709)
6,882 275 -1,235 -4,086 3,968 1,561 3,008 2,148 701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 7.6 6.3 53.9 76.2 83.0 90.1 17.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
39 20 22 53 59 103 90
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 50,423
COMMITMENTS
9,338 199 2,764 34,377 42,521 46,479 45,484 3,944 4,939
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 683)
0 -496 -273 422 536 149 -233 534 916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 0.4 5.5 68.2 84.3 92.2 90.2 7.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 1 7 29 33 41 40
Updated June 30, 2006