NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,988
COMMITMENTS
1,080 1,180 0 4,232 4,174 5,312 5,354 676 634
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 42)
0 0 0 195 42 195 42 -153 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 19.7 0.0 70.7 69.7 88.7 89.4 11.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 18 19 19 20
EUR SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,260
COMMITMENTS
50 45 0 1,480 1,525 1,530 1,570 730 690
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 205)
-10 0 0 15 45 5 45 200 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 2.0 0.0 65.5 67.5 67.7 69.5 32.3 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 16 16 18 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 183,228
COMMITMENTS
22,026 11,905 24,465 106,925 120,421 153,416 156,791 29,812 26,437
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -5,833)
-8,365 947 -518 3,995 -8,452 -4,888 -8,023 -945 2,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 6.5 13.4 58.4 65.7 83.7 85.6 16.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
36 22 35 64 74 116 119
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 892,822
COMMITMENTS
94,860 72,484 362,578 361,379 419,907 818,817 854,969 74,005 37,853
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -456)
400 -6,931 6,144 -3,423 2,321 3,121 1,534 -3,577 -1,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 8.1 40.6 40.5 47.0 91.7 95.8 8.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
65 61 83 96 74 206 178
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,400
COMMITMENTS
4,055 6,161 7,369 59,627 58,534 71,051 72,064 7,349 6,336
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 50)
364 -620 15 1,365 580 1,744 -25 -1,694 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 7.9 9.4 76.1 74.7 90.6 91.9 9.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 22 24 24 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,661
COMMITMENTS
2,202 1,366 4,468 36,940 37,263 43,610 43,097 6,051 6,564
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -725)
-487 -376 293 -531 -642 -725 -725 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 2.8 9.0 74.4 75.0 87.8 86.8 12.2 13.2
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 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,378
COMMITMENTS
7,426 0 0 103,537 112,016 110,963 112,016 10,415 9,362
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 1,408)
0 0 0 1,346 1,346 1,346 1,346 62 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 0.0 0.0 85.3 92.3 91.4 92.3 8.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 0 28 27 30 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,517
COMMITMENTS
11,984 2,208 0 65,880 73,970 77,864 76,178 6,653 8,339
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 2,432)
0 0 0 2,370 2,313 2,370 2,313 62 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 2.6 0.0 77.9 87.5 92.1 90.1 7.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 23 24 24 25
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,399
COMMITMENTS
734 7,207 4,390 66,804 60,392 71,928 71,989 5,471 5,410
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 1,365)
0 -1,204 493 457 792 950 81 415 1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 9.3 5.7 86.3 78.0 92.9 93.0 7.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 19 20 21 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,987
COMMITMENTS
1,828 8,514 4,801 53,794 46,226 60,423 59,541 5,564 6,446
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 1,559)
-124 2,290 -1,234 3,314 1,000 1,956 2,056 -397 -497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 12.9 7.3 81.5 70.1 91.6 90.2 8.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 3 21 22 25 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,463
COMMITMENTS
0 1,048 8,663 98,552 99,379 107,215 109,090 10,248 8,373
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -694)
-382 344 -217 630 -498 31 -371 -725 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.9 7.4 83.9 84.6 91.3 92.9 8.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 2 34 30 36 32
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,848
COMMITMENTS
250 5,991 1,890 30,510 30,414 32,650 38,295 9,198 3,553
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 644)
250 426 246 -1,036 -127 -540 545 1,184 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 14.3 4.5 72.9 72.7 78.0 91.5 22.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 15 17 18 20
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,958
COMMITMENTS
0 13,155 3,057 59,635 47,168 62,692 63,380 10,266 9,578
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.0 4.2 81.7 64.7 85.9 86.9 14.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 19 18 20 19
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,233
COMMITMENTS
2,244 492 4,657 40,819 40,446 47,720 45,595 4,513 6,638
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 3,010)
2,244 -743 131 613 3,845 2,988 3,233 22 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.9 8.9 78.1 77.4 91.4 87.3 8.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 12 16 14
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,266
COMMITMENTS
10,094 0 0 69,822 86,384 79,916 86,384 10,350 3,882
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -862)
0 0 0 -742 -866 -742 -866 -120 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 0.0 0.0 77.4 95.7 88.5 95.7 11.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 28 27 30 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,984
COMMITMENTS
0 14,147 2,206 72,768 58,582 74,974 74,935 7,010 7,049
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 2,020)
0 866 -619 2,158 50 1,539 297 481 1,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.3 2.7 88.8 71.5 91.4 91.4 8.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 1 31 28 32 31
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,413
COMMITMENTS
4,731 0 2,751 43,864 52,844 51,346 55,595 13,067 8,818
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 1,512)
2,710 0 -1,259 0 2,835 1,451 1,576 61 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 4.3 68.1 82.0 79.7 86.3 20.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 18 19 19 20
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,616
COMMITMENTS
1,550 6,316 0 44,284 40,324 45,834 46,640 1,782 976
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 2,666)
-930 0 0 3,038 2,418 2,108 2,418 558 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 13.3 0.0 93.0 84.7 96.3 98.0 3.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 0 15 16 19 18
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 189,906
COMMITMENTS
830 9,462 18,153 159,967 155,435 178,950 183,050 10,956 6,856
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 1,844)
0 709 -657 2,941 2,759 2,284 2,811 -440 -967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 5.0 9.6 84.2 81.8 94.2 96.4 5.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 5 6 38 32 44 38
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,911
COMMITMENTS
9,907 4,294 2,062 72,589 74,328 84,558 80,684 8,353 12,227
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 1,576)
971 0 -447 843 1,316 1,367 869 209 707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 4.6 2.2 78.1 80.0 91.0 86.8 9.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 27 23 30 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,211
COMMITMENTS
1,240 8,800 0 64,712 56,799 65,952 65,599 1,259 1,612
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 992)
-1,240 0 0 1,860 5,983 620 5,983 372 -4,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 13.1 0.0 96.3 84.5 98.1 97.6 1.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 0 19 21 22 23
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 268,287
COMMITMENTS
13,433 0 4,195 241,357 258,701 258,985 262,896 9,302 5,391
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 4,505)
-1,535 -2,196 1,235 5,064 5,789 4,764 4,828 -259 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 0.0 1.6 90.0 96.4 96.5 98.0 3.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 0 3 44 47 49 50
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 152,780
COMMITMENTS
10,421 1,189 8,311 123,914 137,931 142,646 147,431 10,134 5,349
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 2,826)
-424 -1,208 1,787 2,690 3,676 4,053 4,255 -1,227 -1,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 0.8 5.4 81.1 90.3 93.4 96.5 6.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 4 37 35 41 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 163,122
COMMITMENTS
10,839 365 5,865 134,900 145,060 151,604 151,290 11,518 11,832
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 4,700)
299 365 284 567 1,844 1,150 2,493 3,550 2,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 0.2 3.6 82.7 88.9 92.9 92.7 7.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 1 2 38 36 40 38
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 187,315
COMMITMENTS
18,714 16,387 22,405 141,864 140,270 182,983 179,062 4,332 8,253
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 9,320)
7,136 -944 1,905 528 8,827 9,569 9,788 -249 -468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 8.7 12.0 75.7 74.9 97.7 95.6 2.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 3 7 35 37 42 45
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,498
COMMITMENTS
0 2,526 494 51,927 42,608 52,421 45,628 5,077 11,870
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 637)
0 596 310 -583 -366 -273 540 910 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.9 90.3 74.1 91.2 79.4 8.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 19 19 20 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,743,527
COMMITMENTS
525,474 103,723 832,403 1366334 1792372 2724211 2728498 19,316 15,029
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 114,806)
44,183 -4,685 54,728 16,025 64,028 114,936 114,071 -130 735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 3.8 30.3 49.8 65.3 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
25 22 43 109 88 152 135
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 746,027
COMMITMENTS
174,335 141,526 180,420 388,910 420,620 743,665 742,566 2,362 3,461
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 77,384)
34,322 26,072 18,082 24,699 33,303 77,103 77,457 281 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 19.0 24.2 52.1 56.4 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
19 15 29 38 36 70 68
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 51,315
COMMITMENTS
10,013 2,142 5,962 34,452 42,331 50,427 50,435 888 880
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 321)
0 -60 0 297 381 297 321 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 4.2 11.6 67.1 82.5 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 6 39 35 47 44
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,937
COMMITMENTS
1,284 3,828 252 25,251 22,452 26,787 26,532 1,150 1,405
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 1,024)
0 0 0 0 0 0 0 1,024 1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 13.7 0.9 90.4 80.4 95.9 95.0 4.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 5 1 26 20 27 26
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,425
COMMITMENTS
2,065 252 129 15,231 17,044 17,425 17,425 0 0
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 1.4 0.7 87.4 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 18 18 22 20
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,467
COMMITMENTS
716 1,853 129 15,095 14,425 15,940 16,407 527 60
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 1,024)
0 0 0 1,024 1,024 1,024 1,024 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 11.3 0.8 91.7 87.6 96.8 99.6 3.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 1 16 12 18 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,414
COMMITMENTS
2,940 4,492 230 19,710 18,312 22,880 23,034 534 380
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 336)
-40 0 0 376 296 336 296 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 19.2 1.0 84.2 78.2 97.7 98.4 2.3 1.6
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 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,213
COMMITMENTS
3,150 140 430 22,367 25,827 25,947 26,397 1,266 816
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -38)
-60 0 0 18 52 -42 52 4 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 0.5 1.6 82.2 94.9 95.3 97.0 4.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 22 24 25 26
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,084
COMMITMENTS
420 356 1,080 11,084 11,258 12,584 12,694 500 390
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 170)
0 0 0 170 180 170 180 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 2.7 8.3 84.7 86.0 96.2 97.0 3.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 13 14 15 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,051,351
COMMITMENTS
185,092 124,807 235,216 570,447 624,736 990,755 984,759 60,596 66,592
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -35,411)
-6,727 -10,243 5,912 -26,033 -28,201 -26,848 -32,532 -8,563 -2,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 11.9 22.4 54.3 59.4 94.2 93.7 5.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
95 91 109 82 92 246 233
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 27,621
COMMITMENTS
17,215 19,906 807 0 0 18,022 20,713 9,599 6,908
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -5,337)
1,519 7,274 -4,718 -204 -574 -3,403 1,982 -1,934 -7,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.3 72.1 2.9 0.0 0.0 65.2 75.0 34.8 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 23 9 0 0 20 27
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,535
COMMITMENTS
8,663 2,690 733 2,746 10,471 12,142 13,894 2,393 641
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 403)
-8 -7 407 58 22 457 422 -54 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.6 18.5 5.0 18.9 72.0 83.5 95.6 16.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
51 9 8 16 25 73 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,567
COMMITMENTS
4,623 648 250 1,575 6,855 6,448 7,753 2,119 814
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -455)
-326 -245 2 81 -83 -243 -326 -212 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 7.6 2.9 18.4 80.0 75.3 90.5 24.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
22 4 2 12 21 36 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 95,655
COMMITMENTS
29,145 4,961 4,558 46,072 76,739 79,775 86,258 15,880 9,397
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -3,045)
-2,839 -351 -434 684 -2,877 -2,589 -3,662 -456 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 5.2 4.8 48.2 80.2 83.4 90.2 16.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
41 18 21 55 61 109 89
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 53,746
COMMITMENTS
8,338 1,239 3,605 37,923 45,130 49,866 49,974 3,880 3,772
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 298)
545 348 157 -496 -639 206 -134 92 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 2.3 6.7 70.6 84.0 92.8 93.0 7.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 3 7 43 42 55 49
Updated July 28, 2006