NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,003
COMMITMENTS
1,080 1,180 0 4,177 4,360 5,257 5,540 746 463
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 0 25 0 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 19.7 0.0 69.6 72.6 87.6 92.3 12.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 16 20 17 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 168,365
COMMITMENTS
26,967 12,737 21,267 92,867 111,550 141,101 145,554 27,264 22,811
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -5,032)
1,546 806 -3,694 -2,192 -1,622 -4,340 -4,510 -692 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 7.6 12.6 55.2 66.3 83.8 86.5 16.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
37 21 29 58 59 109 98
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 849,611
COMMITMENTS
95,446 78,401 338,030 345,164 396,559 778,640 812,990 70,971 36,621
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -8,425)
1,354 1,626 -5,358 2,059 -3,053 -1,945 -6,785 -6,480 -1,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 9.2 39.8 40.6 46.7 91.6 95.7 8.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
69 57 81 91 71 201 173
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,708
COMMITMENTS
0 7,896 7,936 57,233 51,917 65,169 67,749 7,539 4,959
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -4,493)
0 208 -522 -3,682 -4,133 -4,204 -4,447 -289 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.9 10.9 78.7 71.4 89.6 93.2 10.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 18 19 20 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,593
COMMITMENTS
3,730 1,366 3,217 36,897 38,048 43,844 42,631 5,749 6,962
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -7,721)
81 -3,000 -630 -6,199 -4,644 -6,748 -8,274 -973 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 2.8 6.5 74.4 76.7 88.4 86.0 11.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 4 21 17 26 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 118,992
COMMITMENTS
7,426 0 0 101,637 108,660 109,063 108,660 9,929 10,332
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -9,709)
-1,054 0 0 -7,351 -10,880 -8,405 -10,880 -1,304 1,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 0.0 0.0 85.4 91.3 91.7 91.3 8.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 0 0 28 25 30 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,338
COMMITMENTS
11,984 2,952 0 70,370 77,118 82,354 80,070 5,984 8,268
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 1,550)
0 0 0 1,550 1,426 1,550 1,426 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 3.3 0.0 79.7 87.3 93.2 90.6 6.8 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 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,494
COMMITMENTS
734 13,754 3,308 70,218 56,514 74,260 73,576 5,234 5,918
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -4,384)
-310 -2,698 2,202 -6,785 -3,403 -4,893 -3,899 509 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 17.3 4.2 88.3 71.1 93.4 92.6 6.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 5 2 19 17 22 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,870
COMMITMENTS
4,154 6,523 4,212 46,461 42,867 54,827 53,602 5,043 6,268
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -7,787)
-1,459 -3,162 517 -6,006 -5,322 -6,948 -7,967 -839 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 10.9 7.0 77.6 71.6 91.6 89.5 8.4 10.5
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 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,152
COMMITMENTS
248 3,896 4,745 105,447 103,309 110,440 111,950 9,712 8,202
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 5,226)
0 2,580 -709 7,399 3,355 6,690 5,226 -1,464 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 3.2 3.9 87.8 86.0 91.9 93.2 8.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 34 30 36 31
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,449
COMMITMENTS
0 4,646 187 29,069 30,699 29,256 35,532 10,193 3,917
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -4,064)
-2,194 -426 -428 -1,503 -2,928 -4,125 -3,782 61 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.8 0.5 73.7 77.8 74.2 90.1 25.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 15 16 16 17
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,609
COMMITMENTS
0 12,267 1,537 60,988 46,892 62,525 60,696 10,084 11,913
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 2,140)
0 1,138 0 2,286 352 2,286 1,490 -146 650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.9 2.1 84.0 64.6 86.1 83.6 13.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 19 17 20 18
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,939
COMMITMENTS
0 4,437 3,430 35,068 29,118 38,498 36,985 5,441 6,954
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -3,624)
0 -1,453 434 -3,193 -2,066 -2,759 -3,085 -865 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.1 7.8 79.8 66.3 87.6 84.2 12.4 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 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,144
COMMITMENTS
10,522 0 0 69,613 84,213 80,135 84,213 10,009 5,931
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -13,262)
620 0 -1,488 -10,162 -9,153 -11,030 -10,641 -2,232 -2,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 0.0 0.0 77.2 93.4 88.9 93.4 11.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 25 24 27 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,860
COMMITMENTS
0 15,053 2,065 72,447 59,446 74,512 76,564 7,348 5,296
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 489)
0 3,398 -980 855 -1,873 -125 545 614 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.4 2.5 88.5 72.6 91.0 93.5 9.0 6.5
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 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,482
COMMITMENTS
0 361 4,307 47,911 49,180 52,218 53,848 11,264 9,634
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 604)
0 298 93 480 213 573 604 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 6.8 75.5 77.5 82.3 84.8 17.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 18 19 19 20
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 178,945
COMMITMENTS
0 10,841 15,168 153,460 145,829 168,628 171,838 10,317 7,107
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -10,780)
-1,627 -2,534 1,857 -11,418 -11,466 -11,188 -12,143 408 1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.1 8.5 85.8 81.5 94.2 96.0 5.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 4 4 34 28 38 32
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,677
COMMITMENTS
10,291 4,294 1,341 60,008 62,606 71,640 68,241 10,037 13,436
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -8,984)
530 0 -533 -7,237 -7,314 -7,240 -7,847 -1,744 -1,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 5.3 1.6 73.5 76.7 87.7 83.5 12.3 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 21 19 23 21
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,096
COMMITMENTS
0 8,180 0 61,209 52,242 61,209 60,422 887 1,674
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -5,047)
-620 -3,038 -310 -3,776 139 -4,706 -3,209 -341 -1,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.2 0.0 98.6 84.1 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 16 17 16 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 255,796
COMMITMENTS
16,049 2,196 2,500 227,965 247,877 246,514 252,573 9,282 3,223
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -15,368)
-3,003 0 324 -13,274 -15,467 -15,953 -15,143 585 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.9 1.0 89.1 96.9 96.4 98.7 3.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 1 3 41 44 46 47
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 150,775
COMMITMENTS
14,992 1,484 5,476 120,899 136,001 141,367 142,961 9,408 7,814
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -9,856)
-1,013 -1,141 -236 -8,350 -9,018 -9,599 -10,395 -257 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 1.0 3.6 80.2 90.2 93.8 94.8 6.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 3 35 32 39 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 152,044
COMMITMENTS
10,017 1,712 2,278 133,080 138,307 145,375 142,297 6,669 9,747
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -9,453)
-1,278 0 -1,029 -5,684 -6,344 -7,991 -7,373 -1,462 -2,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 1.1 1.5 87.5 91.0 95.6 93.6 4.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 1 2 38 36 40 39
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 169,084
COMMITMENTS
13,760 17,608 17,375 132,879 124,786 164,014 159,769 5,070 9,315
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -17,405)
-2,807 -13,543 4,977 -18,184 -8,771 -16,014 -17,337 -1,391 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 10.4 10.3 78.6 73.8 97.0 94.5 3.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 2 7 31 33 39 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,259
COMMITMENTS
0 2,232 184 50,899 41,222 51,083 43,638 5,176 12,621
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -6,338)
0 -1,201 -186 -6,096 -7,043 -6,282 -8,430 -56 2,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.0 0.3 90.5 73.3 90.8 77.6 9.2 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 18 18 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,524,182
COMMITMENTS
522,931 87,462 709,506 1273631 1713608 2506068 2510576 18,114 13,606
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -126,080)
-35,211 -4,666 -18,392 -73,144 -102,389 -126,747 -125,447 667 -633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 3.5 28.1 50.5 67.9 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
27 15 38 97 78 136 120
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 569,098
COMMITMENTS
83,514 59,129 163,098 319,433 343,211 566,045 565,438 3,053 3,660
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -48,405)
-13,641 -8,243 -8,555 -24,484 -23,858 -46,680 -40,656 -1,725 -7,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 10.4 28.7 56.1 60.3 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
10 18 22 34 32 59 58
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 50,587
COMMITMENTS
9,763 2,330 6,022 33,937 41,402 49,722 49,754 865 833
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -3,988)
-906 -742 -716 -2,187 -2,703 -3,809 -4,161 -179 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 4.6 11.9 67.1 81.8 98.3 98.4 1.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 4 6 38 35 46 43
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,817
COMMITMENTS
1,240 4,228 296 26,155 22,846 27,691 27,370 126 447
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 40)
0 80 0 40 -84 40 -4 0 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 15.2 1.1 94.0 82.1 99.5 98.4 0.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 5 1 26 24 27 30
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,946
COMMITMENTS
2,285 340 129 14,488 16,477 16,902 16,946 44 0
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 80)
80 0 0 -44 80 36 80 44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 2.0 0.8 85.5 97.2 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 1 17 18 21 20
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,415
COMMITMENTS
848 2,095 129 13,845 13,171 14,822 15,395 593 20
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 191)
0 0 0 148 234 148 234 43 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 13.6 0.8 89.8 85.4 96.2 99.9 3.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 15 11 17 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,138
COMMITMENTS
2,980 4,492 230 19,394 18,136 22,604 22,858 534 280
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -1,226)
60 -134 -176 -1,230 -916 -1,346 -1,226 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 19.4 1.0 83.8 78.4 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 2 18 20 21 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,839
COMMITMENTS
3,210 140 430 21,733 25,395 25,373 25,965 1,466 874
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -725)
-30 0 -10 -610 -1,113 -650 -1,123 -75 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 0.5 1.6 81.0 94.6 94.5 96.7 5.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 21 24 24 26
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,934
COMMITMENTS
420 356 1,080 10,934 11,098 12,434 12,534 500 400
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -348)
-40 -24 -16 -98 -268 -154 -308 -194 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 2.8 8.4 84.5 85.8 96.1 96.9 3.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 14 14 16 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,013,523
COMMITMENTS
176,166 130,888 213,571 563,193 596,678 952,930 941,137 60,593 72,386
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 22,023)
4,795 -3,669 8,913 3,626 12,995 17,334 18,239 4,689 3,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 12.9 21.1 55.6 58.9 94.0 92.9 6.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
87 96 102 82 92 241 228
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 30,308
COMMITMENTS
19,941 14,240 3,317 0 728 23,258 18,285 7,050 12,023
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 9,732)
7,987 4,869 1,881 0 366 9,868 7,116 -136 2,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.8 47.0 10.9 0.0 2.4 76.7 60.3 23.3 39.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
18 14 9 0 1 23 20
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,423
COMMITMENTS
7,635 2,734 418 2,837 9,553 10,890 12,705 2,533 718
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 274)
255 199 -42 -106 40 107 197 167 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.9 20.4 3.1 21.1 71.2 81.1 94.7 18.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
49 11 5 15 24 68 39
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,338
COMMITMENTS
3,425 1,238 3 1,841 5,171 5,269 6,412 2,069 926
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -755)
89 -730 -216 -577 401 -704 -545 -51 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 16.9 0.0 25.1 70.5 71.8 87.4 28.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 4 1 11 18 31 23
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 89,276
COMMITMENTS
23,878 4,616 5,355 45,424 70,610 74,657 80,581 14,619 8,695
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -453)
3,450 -2,176 -337 -2,909 2,258 204 -255 -657 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 5.2 6.0 50.9 79.1 83.6 90.3 16.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
43 14 20 45 58 96 85
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 50,645
COMMITMENTS
8,442 574 2,943 36,131 43,309 47,516 46,826 3,129 3,819
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 222)
-896 375 179 1,754 788 1,037 1,342 -815 -1,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 1.1 5.8 71.3 85.5 93.8 92.5 6.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 4 6 32 35 44 41
Updated July 7, 2006