NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,490
COMMITMENTS
1,305 1,528 30 4,554 4,636 5,889 6,194 601 296
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 481)
0 48 30 351 703 381 781 100 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 23.5 0.5 70.2 71.4 90.7 95.4 9.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 1 19 21 23 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 205,106
COMMITMENTS
24,966 17,611 26,808 124,065 127,864 175,839 172,283 29,267 32,823
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 12,528)
3,168 2,842 1,619 6,212 3,913 10,999 8,374 1,529 4,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 8.6 13.1 60.5 62.3 85.7 84.0 14.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
34 29 36 67 77 118 129
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 937,853
COMMITMENTS
121,290 81,232 361,046 380,624 452,038 862,960 894,316 74,893 43,537
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 21,501)
15,714 7,590 7,648 7,417 11,531 30,779 26,769 -9,278 -5,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 8.7 38.5 40.6 48.2 92.0 95.4 8.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
57 70 85 95 77 200 189
E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023655
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 17,639
COMMITMENTS
5,396 10,780 1,688 1,201 936 8,285 13,404 9,354 4,235
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 522)
-301 -1,432 529 -965 518 -737 -385 1,259 907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 61.1 9.6 6.8 5.3 47.0 76.0 53.0 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 9 6 2 2 16 15
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,699
COMMITMENTS
3,926 4,044 7,462 54,951 54,144 66,339 65,650 6,360 7,049
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -2,600)
2,063 0 -1,758 -3,513 -538 -3,208 -2,296 608 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 5.6 10.3 75.6 74.5 91.3 90.3 8.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 22 22 24 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,131
COMMITMENTS
9,895 780 1,002 22,688 33,022 33,585 34,804 9,546 8,327
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 1,102)
1,084 124 -372 294 988 1,006 740 96 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 1.8 2.3 52.6 76.6 77.9 80.7 22.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 16 15 19 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,317
COMMITMENTS
8,830 0 1,824 95,698 101,548 106,352 103,372 9,965 12,945
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 3,012)
968 0 0 -550 90 418 90 2,594 2,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 0.0 1.6 82.3 87.3 91.4 88.9 8.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 27 28 29 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,113
COMMITMENTS
11,984 0 0 51,652 59,067 63,636 59,067 8,477 13,046
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -549)
0 0 0 -642 -2,230 -642 -2,230 93 1,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 0.0 0.0 71.6 81.9 88.2 81.9 11.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 23 18 24 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,381
COMMITMENTS
866 4,409 7,372 61,534 58,370 69,772 70,151 3,609 3,230
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 251)
68 -1,053 -180 301 1,360 189 127 62 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 6.0 10.0 83.9 79.5 95.1 95.6 4.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 21 18 23 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,502
COMMITMENTS
1,644 391 6,656 47,445 43,765 55,745 50,812 4,757 9,690
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 3,699)
0 -2,717 995 795 5,445 1,790 3,723 1,909 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 0.6 11.0 78.4 72.3 92.1 84.0 7.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 2 19 21 22 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,352
COMMITMENTS
0 9,720 6,106 98,178 88,655 104,284 104,481 10,068 9,871
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 170)
0 2,354 -1,616 1,598 -756 -18 -18 188 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.5 5.3 85.9 77.5 91.2 91.4 8.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 2 34 27 36 29
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,437
COMMITMENTS
0 6,956 418 26,269 23,565 26,687 30,939 7,750 3,498
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 92)
0 178 -56 815 187 759 309 -667 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 20.2 1.2 76.3 68.4 77.5 89.8 22.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 15 17 16 19
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,973
COMMITMENTS
169 6,106 3,181 58,221 52,120 61,571 61,407 9,402 9,566
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -309)
0 -245 0 -344 -216 -344 -461 35 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 8.6 4.5 82.0 73.4 86.8 86.5 13.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 16 15 18 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,242
COMMITMENTS
6,074 248 3,560 35,390 38,478 45,024 42,286 4,218 6,956
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -127)
15 -248 428 -752 -640 -309 -460 182 333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 0.5 7.2 71.9 78.1 91.4 85.9 8.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 14 16 15 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,352
COMMITMENTS
5,270 0 62 59,311 70,067 64,643 70,129 11,709 6,223
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 1,425)
0 0 0 145 1,303 145 1,303 1,280 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 0.0 0.1 77.7 91.8 84.7 91.8 15.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 25 25 27 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,048
COMMITMENTS
0 13,211 4,203 66,229 54,067 70,432 71,481 11,616 10,567
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 2,334)
0 2,931 -677 3,011 80 2,334 2,334 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.1 5.1 80.7 65.9 85.8 87.1 14.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 23 19 24 21
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,648
COMMITMENTS
0 1,852 3,702 44,457 49,646 48,159 55,200 14,489 7,448
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 1,626)
0 1,232 106 -3,145 -44 -3,039 1,294 4,665 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.0 5.9 71.0 79.2 76.9 88.1 23.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 19 20 20 21
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,914
COMMITMENTS
1,240 4,568 0 45,846 43,924 47,086 48,492 1,828 422
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 62)
0 248 0 124 -608 124 -360 -62 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 9.3 0.0 93.7 89.8 96.3 99.1 3.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 11 12 12 15
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 174,314
COMMITMENTS
0 17,125 11,372 145,221 138,885 156,593 167,382 17,721 6,932
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -847)
0 2,699 -2,597 684 -1,313 -1,913 -1,211 1,066 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.8 6.5 83.3 79.7 89.8 96.0 10.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 6 6 37 32 43 38
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,104
COMMITMENTS
2,168 5,354 5,489 74,468 71,690 82,125 82,533 10,979 10,571
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -494)
-4,707 1,304 2,373 1,228 -4,535 -1,106 -858 612 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 5.8 5.9 80.0 77.0 88.2 88.6 11.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 24 21 26 24
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,924
COMMITMENTS
1,240 5,084 0 70,190 66,568 71,430 71,652 494 272
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -1,504)
0 248 0 -1,628 -1,814 -1,628 -1,566 124 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 7.1 0.0 97.6 92.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 0 20 20 21 23
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 271,505
COMMITMENTS
11,501 72 7,041 243,841 257,785 262,383 264,898 9,122 6,607
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 7,874)
-676 -981 1,369 9,753 10,126 10,446 10,514 -2,572 -2,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 0.0 2.6 89.8 94.9 96.6 97.6 3.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 1 5 47 43 53 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 156,049
COMMITMENTS
8,937 4,911 7,975 128,530 138,652 145,442 151,538 10,607 4,511
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 14,465)
-817 748 486 12,743 12,410 12,412 13,644 2,053 821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 3.1 5.1 82.4 88.9 93.2 97.1 6.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 2 38 36 42 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,188
COMMITMENTS
0 3,194 6,608 141,417 141,269 148,025 151,071 12,163 9,117
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 1,691)
0 -955 -214 1,836 3,068 1,622 1,899 69 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.0 4.1 88.3 88.2 92.4 94.3 7.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 2 1 38 36 39 38
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 177,938
COMMITMENTS
19,323 4,644 21,380 134,354 142,605 175,057 168,629 2,881 9,309
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 14,217)
2,188 1,842 -1,489 16,866 14,733 17,565 15,086 -3,348 -869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 2.6 12.0 75.5 80.1 98.4 94.8 1.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 6 34 35 40 42
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,702
COMMITMENTS
0 1,474 480 55,322 47,298 55,802 49,252 2,900 9,450
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 4,499)
0 -240 240 5,765 3,434 6,005 3,434 -1,506 1,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.5 0.8 94.2 80.6 95.1 83.9 4.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 23 23 24 24
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,109,225
COMMITMENTS
172,346 169,193 1206293 1711433 1720723 3090072 3096209 19,153 13,016
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 66,794)
-69,411 74,583 21,799 110,377 -33,688 62,765 62,694 4,029 4,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 5.4 38.8 55.0 55.3 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
29 20 42 107 87 155 131
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 768,654
COMMITMENTS
166,140 114,437 208,470 392,557 439,298 767,167 762,205 1,487 6,449
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 3,389)
19,980 -22,867 25,240 -31,654 7,729 13,566 10,102 -10,177 -6,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 14.9 27.1 51.1 57.2 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
22 13 27 33 34 66 63
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,390
COMMITMENTS
8,714 740 3,742 32,526 40,500 44,982 44,982 1,408 1,408
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 1,220)
-1,260 100 100 1,680 320 520 520 700 700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 1.6 8.1 70.1 87.3 97.0 97.0 3.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 4 7 35 37 44 46
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 28,070
COMMITMENTS
1,370 2,665 166 26,451 24,901 27,987 27,732 83 338
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 9.5 0.6 94.2 88.7 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 1 22 20 23 25
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,845
COMMITMENTS
1,684 80 0 17,161 18,765 18,845 18,845 0 0
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 0.4 0.0 91.1 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 16 15 19 16
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,042
COMMITMENTS
372 1,423 0 14,401 13,559 14,773 14,982 269 60
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 344)
0 0 0 344 365 344 365 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 9.5 0.0 95.7 90.1 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 14 11 15 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,884
COMMITMENTS
3,080 4,084 30 21,514 20,640 24,624 24,754 260 130
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -40)
0 -40 0 -40 0 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 16.4 0.1 86.5 82.9 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 1 19 21 22 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,489
COMMITMENTS
3,170 0 230 22,683 25,839 26,083 26,069 1,406 1,420
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 1,410)
0 0 0 1,438 1,252 1,438 1,252 -28 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 0.0 0.8 82.5 94.0 94.9 94.8 5.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 21 22 23 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,360
COMMITMENTS
680 672 840 23,048 23,848 24,568 25,360 792 0
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 2,390)
-100 -30 -40 2,248 2,820 2,108 2,750 282 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 2.6 3.3 90.9 94.0 96.9 100.0 3.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 16 13 18 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,890
COMMITMENTS
432 0 1,056 12,064 12,618 13,552 13,674 338 216
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 216)
0 0 0 210 80 210 80 6 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 7.6 86.9 90.8 97.6 98.4 2.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 15 15 18 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,213,940
COMMITMENTS
177,047 140,027 237,407 730,801 752,627 1145255 1130061 68,685 83,879
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 43,674)
-1,970 8,327 3,271 30,611 16,944 31,912 28,542 11,762 15,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 11.5 19.6 60.2 62.0 94.3 93.1 5.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
86 118 129 84 94 251 274
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 44,270
COMMITMENTS
20,452 28,025 2,846 0 0 23,298 30,871 20,972 13,399
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 3,009)
-3,661 1,324 1,000 -1,174 -1,112 -3,835 1,212 6,844 1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 63.3 6.4 0.0 0.0 52.6 69.7 47.4 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
21 25 12 0 0 28 30
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,988
COMMITMENTS
2,786 8,696 6,384 14,015 5,813 23,185 20,893 8,803 11,095
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 643)
326 -373 -427 106 287 5 -513 638 1,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 27.2 20.0 43.8 18.2 72.5 65.3 27.5 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 10 12 12 9 25 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,489
COMMITMENTS
5,879 2,247 42 3,601 8,855 9,522 11,144 1,967 345
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 45)
-576 342 -7 799 -472 216 -137 -171 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.2 19.6 0.4 31.3 77.1 82.9 97.0 17.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
51 7 2 17 24 69 32
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,399
COMMITMENTS
5,647 600 124 1,679 7,528 7,450 8,252 1,949 1,147
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -870)
-243 -45 43 -112 -1,003 -312 -1,005 -558 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.1 6.4 1.3 17.9 80.1 79.3 87.8 20.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
22 4 3 9 23 32 30
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 53,434
COMMITMENTS
7,028 5,266 2,604 31,950 35,395 41,582 43,265 11,852 10,169
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -4,771)
-435 -617 524 -6,313 -7,167 -6,224 -7,260 1,453 2,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 9.9 4.9 59.8 66.2 77.8 81.0 22.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
28 11 16 44 42 77 65
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 79,638
COMMITMENTS
12,411 1,102 6,299 53,832 67,679 72,542 75,080 7,096 4,558
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 6,752)
691 331 160 3,954 5,005 4,805 5,496 1,947 1,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 1.4 7.9 67.6 85.0 91.1 94.3 8.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
18 5 14 47 56 71 71
Updated September 15, 2006