NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,158
COMMITMENTS
1,180 1,480 0 4,352 3,903 5,532 5,383 626 775
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 170)
0 300 0 170 50 170 350 0 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 24.0 0.0 70.7 63.4 89.8 87.4 10.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 17 18 19 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 181,615
COMMITMENTS
25,904 8,229 23,863 100,774 125,452 150,541 157,544 31,074 24,071
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 2,089)
2,454 215 -1,870 -329 3,064 255 1,409 1,834 680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 4.5 13.1 55.5 69.1 82.9 86.7 17.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
37 19 33 66 74 119 113
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 944,677
COMMITMENTS
92,800 63,235 415,932 362,169 433,202 870,901 912,369 73,776 32,308
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 23,540)
2,638 -1,816 22,210 -3,300 4,980 21,548 25,374 1,992 -1,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 6.7 44.0 38.3 45.9 92.2 96.6 7.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
67 54 76 94 77 203 170
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,842
COMMITMENTS
396 4,914 9,448 56,180 52,612 66,024 66,974 7,818 6,868
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 547)
-1,404 -604 1,297 1,364 280 1,257 973 -710 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 6.7 12.8 76.1 71.2 89.4 90.7 10.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 20 22 22 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,772
COMMITMENTS
4,636 1,943 2,410 30,878 33,317 37,924 37,670 5,848 6,102
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 1,123)
-336 304 304 1,063 546 1,031 1,154 92 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 4.4 5.5 70.5 76.1 86.6 86.1 13.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 4 21 20 26 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,867
COMMITMENTS
6,904 0 1,824 99,815 104,606 108,543 106,430 8,324 10,437
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,650)
1,202 0 1,824 1,262 2,613 4,288 4,437 -638 -787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 0.0 1.6 85.4 89.5 92.9 91.1 7.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 1 26 25 27 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,935
COMMITMENTS
11,984 0 0 61,298 71,192 73,282 71,192 6,653 8,743
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -9,508)
0 -2,208 0 -9,440 -7,028 -9,440 -9,236 -68 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 0.0 0.0 76.7 89.1 91.7 89.1 8.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 23 21 24 21
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,666
COMMITMENTS
424 6,152 4,340 60,851 56,100 65,615 66,592 5,051 4,074
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 754)
0 1,149 -124 -58 -62 -182 963 936 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 8.7 6.1 86.1 79.4 92.9 94.2 7.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 19 20 22 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,933
COMMITMENTS
1,494 5,657 5,579 47,417 41,260 54,490 52,496 4,443 6,437
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 912)
36 826 -246 1,122 332 912 912 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 9.6 9.5 80.5 70.0 92.5 89.1 7.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 3 19 21 23 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,558
COMMITMENTS
0 9,939 4,167 97,036 87,525 101,203 101,631 10,355 9,927
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -8,054)
0 852 225 -7,896 -10,453 -7,671 -9,376 -383 1,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.9 3.7 87.0 78.5 90.7 91.1 9.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 2 33 28 35 30
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,130
COMMITMENTS
310 6,256 1,115 27,530 27,779 28,955 35,150 9,175 2,980
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 244)
0 0 0 154 214 154 214 90 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 16.4 2.9 72.2 72.9 75.9 92.2 24.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 15 19 18 21
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,538
COMMITMENTS
0 15,177 2,693 57,437 42,764 60,130 60,634 9,408 8,904
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -5,421)
0 110 0 -5,318 -4,859 -5,318 -4,749 -103 -672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 21.8 3.9 82.6 61.5 86.5 87.2 13.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 17 15 18 16
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,232
COMMITMENTS
4,843 368 2,500 38,249 41,530 45,592 44,398 4,640 5,834
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -184)
-114 0 0 -70 -214 -184 -214 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.7 5.0 76.1 82.7 90.8 88.4 9.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 15 16 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,761
COMMITMENTS
7,200 0 0 65,544 76,136 72,744 76,136 9,017 5,625
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 916)
-600 0 0 2,485 485 1,885 485 -969 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.0 0.0 80.2 93.1 89.0 93.1 11.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 26 25 28 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,483
COMMITMENTS
0 8,815 4,614 66,778 57,519 71,392 70,948 6,091 6,535
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -5,199)
0 -4,772 1,270 -6,323 -1,640 -5,053 -5,142 -146 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.4 6.0 86.2 74.2 92.1 91.6 7.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 1 29 27 30 30
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,707
COMMITMENTS
0 474 4,552 49,498 49,816 54,050 54,842 10,657 9,865
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -2,341)
-2,337 474 294 2,302 -4,635 259 -3,867 -2,600 1,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 7.0 76.5 77.0 83.5 84.8 16.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 20 20 21 21
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 183,007
COMMITMENTS
830 11,355 15,052 155,715 149,542 171,597 175,949 11,410 7,058
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 7,122)
0 5,184 -1,337 7,737 2,249 6,400 6,096 722 1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 6.2 8.2 85.1 81.7 93.8 96.1 6.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 5 6 37 32 43 38
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,676
COMMITMENTS
6,683 4,170 3,392 74,322 73,810 84,397 81,372 8,279 11,304
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,005)
446 0 -488 3,284 3,252 3,242 2,764 -237 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 4.5 3.7 80.2 79.6 91.1 87.8 8.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 2 26 21 29 24
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,679
COMMITMENTS
40 5,220 1,200 52,951 47,077 54,191 53,497 488 1,182
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 364)
40 -418 1,200 -756 -176 484 606 -120 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 9.5 2.2 96.8 86.1 99.1 97.8 0.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 16 17 17 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 259,754
COMMITMENTS
6,224 114 6,028 238,106 248,041 250,358 254,183 9,396 5,571
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,883)
-3,242 114 1,542 4,749 2,213 3,049 3,869 834 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 0.0 2.3 91.7 95.5 96.4 97.9 3.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 1 4 47 47 53 51
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 156,169
COMMITMENTS
14,644 0 8,619 123,922 142,156 147,185 150,775 8,984 5,394
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 9,149)
7,129 0 -121 2,542 8,557 9,550 8,436 -401 713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 0.0 5.5 79.4 91.0 94.2 96.5 5.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 0 4 35 36 39 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 158,034
COMMITMENTS
6,556 342 7,873 129,470 136,292 143,899 144,507 14,135 13,527
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 2,813)
-3,552 -150 2,712 3,038 132 2,198 2,694 615 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.2 5.0 81.9 86.2 91.1 91.4 8.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 2 34 33 36 35
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 168,655
COMMITMENTS
15,612 893 26,031 120,397 132,228 162,040 159,152 6,615 9,503
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 5,870)
1,451 -2,284 1,090 3,613 6,678 6,154 5,484 -284 386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 0.5 15.4 71.4 78.4 96.1 94.4 3.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 7 33 35 40 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,819
COMMITMENTS
0 2,898 122 48,818 39,138 48,940 42,158 4,879 11,661
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 79)
0 0 0 126 -302 126 -302 -47 381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.4 0.2 90.7 72.7 90.9 78.3 9.1 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 18 18 19 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,939,230
COMMITMENTS
518,143 92,016 1006315 1395019 1828073 2919477 2926404 19,753 12,826
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 243,914)
-5,668 2,597 174,543 75,530 67,652 244,405 244,792 -491 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 3.1 34.2 47.5 62.2 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
24 18 42 102 85 145 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 692,140
COMMITMENTS
154,835 136,409 154,507 378,661 397,612 688,003 688,528 4,137 3,612
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 5,383)
13,676 25,582 -10,000 914 -9,802 4,590 5,780 793 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 19.7 22.3 54.7 57.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 14 26 36 33 66 62
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,607
COMMITMENTS
10,112 1,170 4,952 32,637 41,695 47,701 47,817 906 790
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 294)
-40 0 60 226 254 246 314 48 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 2.4 10.2 67.1 85.8 98.1 98.4 1.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 4 7 37 37 47 46
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,771
COMMITMENTS
1,324 3,428 212 23,129 20,770 24,665 24,410 106 361
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -2,567)
40 -400 -40 -2,507 -2,107 -2,507 -2,547 -60 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 13.8 0.9 93.4 83.8 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 1 25 21 26 26
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,374
COMMITMENTS
1,845 172 69 14,460 16,133 16,374 16,374 0 0
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -1,260)
-220 -80 -60 -980 -960 -1,260 -1,100 0 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 1.1 0.4 88.3 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 17 17 20 19
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,701
COMMITMENTS
556 1,653 69 14,669 13,919 15,294 15,641 407 60
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -1,220)
-160 -200 -60 -760 -960 -980 -1,220 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 10.5 0.4 93.4 88.7 97.4 99.6 2.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 15 12 17 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,234
COMMITMENTS
3,020 4,338 110 22,832 21,586 25,962 26,034 272 200
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 2,844)
40 0 -20 2,804 3,284 2,824 3,264 20 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 16.5 0.4 87.0 82.3 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 2 21 22 24 26
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,707
COMMITMENTS
3,160 190 330 21,949 25,388 25,439 25,908 1,268 799
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 288)
0 0 0 240 288 240 288 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 0.7 1.2 82.2 95.1 95.3 97.0 4.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 22 23 25 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,218
COMMITMENTS
1,080 222 628 20,460 21,368 22,168 22,218 50 0
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 1.0 2.8 92.1 96.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 14 15 17 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,068
COMMITMENTS
360 12 1,080 12,406 12,816 13,846 13,908 222 160
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 1,724)
0 -240 0 1,722 1,904 1,722 1,664 2 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.1 7.7 88.2 91.1 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 16 17 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,164,949
COMMITMENTS
197,612 127,082 256,860 647,964 716,391 1102436 1100333 62,513 64,616
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 55,111)
8,388 3,953 7,134 36,995 41,829 52,517 52,916 2,594 2,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 10.9 22.0 55.6 61.5 94.6 94.5 5.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
103 87 119 88 90 262 243
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 40,913
COMMITMENTS
28,320 27,536 2,598 0 880 30,918 31,014 9,995 9,899
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,392)
3,360 1,292 1,768 -642 -534 4,486 2,526 -1,094 866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.2 67.3 6.4 0.0 2.2 75.6 75.8 24.4 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
22 22 15 0 2 33 28
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,065
COMMITMENTS
7,075 8,182 3,894 12,468 12,840 23,437 24,916 10,628 9,149
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 5,737)
1,906 131 614 2,905 3,293 5,425 4,038 312 1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 24.0 11.4 36.6 37.7 68.8 73.1 31.2 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 8 11 13 13 29 25
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,388
COMMITMENTS
6,399 2,151 747 2,943 9,097 10,089 11,995 2,299 393
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -1,199)
-1,453 -507 -43 173 -692 -1,323 -1,242 124 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.7 17.4 6.0 23.8 73.4 81.4 96.8 18.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
53 11 5 18 26 75 39
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,176
COMMITMENTS
5,785 528 308 1,654 8,411 7,747 9,247 2,429 929
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 904)
470 16 64 75 741 609 821 295 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.8 5.2 3.0 16.3 82.7 76.1 90.9 23.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
25 3 3 8 20 36 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 80,034
COMMITMENTS
22,178 7,379 2,831 40,361 62,292 65,370 72,502 14,664 7,532
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -5,653)
-3,761 578 -571 -654 -6,887 -4,986 -6,880 -667 1,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 9.2 3.5 50.4 77.8 81.7 90.6 18.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
38 20 21 55 64 108 91
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 58,029
COMMITMENTS
11,876 1,040 5,674 36,198 46,956 53,748 53,670 4,281 4,359
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 5,534)
1,727 -310 1,095 1,908 5,043 4,730 5,828 804 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 1.8 9.8 62.4 80.9 92.6 92.5 7.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
13 4 11 42 45 62 56
Updated August 11, 2006