GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,048
COMMITMENTS
25 0 0 3,752 3,798 3,777 3,798 271 250
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.0 0.0 92.7 93.8 93.3 93.8 6.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 14 14 14
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,890
COMMITMENTS
1,359 1,180 36 4,802 5,286 6,197 6,502 693 388
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 400)
54 -348 6 248 650 308 308 92 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 17.1 0.5 69.7 76.7 89.9 94.4 10.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 21 23 25 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 215,800
COMMITMENTS
21,692 20,598 33,061 131,479 127,862 186,232 181,521 29,568 34,279
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 10,694)
-3,274 2,987 6,253 7,414 -2 10,393 9,238 301 1,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 9.5 15.3 60.9 59.3 86.3 84.1 13.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
30 34 38 67 77 119 133
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 949,798
COMMITMENTS
115,749 82,832 367,751 393,169 457,227 876,669 907,810 73,129 41,988
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 11,945)
-5,541 1,600 6,705 12,545 5,189 13,709 13,494 -1,764 -1,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 8.7 38.7 41.4 48.1 92.3 95.6 7.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
56 68 79 95 76 196 183
E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023655
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 20,280
COMMITMENTS
8,607 13,948 3,040 637 36 12,284 17,024 7,996 3,256
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 2,641)
3,211 3,168 1,352 -564 -900 3,999 3,620 -1,358 -979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 68.8 15.0 3.1 0.2 60.6 83.9 39.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
14 8 3 1 1 17 10
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,463
COMMITMENTS
5,626 3,132 7,634 55,812 57,634 69,072 68,400 8,391 9,063
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 4,764)
1,700 -912 172 861 3,490 2,733 2,750 2,031 2,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 4.0 9.9 72.0 74.4 89.2 88.3 10.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 22 23 24 25
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,169
COMMITMENTS
9,962 780 1,192 24,470 35,870 35,624 37,842 10,545 8,327
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 3,038)
67 0 190 1,782 2,848 2,039 3,038 999 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 1.7 2.6 53.0 77.7 77.2 82.0 22.8 18.0
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 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 115,242
COMMITMENTS
9,132 0 1,824 97,335 103,668 108,291 105,492 6,951 9,750
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -1,075)
302 0 0 1,637 2,120 1,939 2,120 -3,014 -3,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 0.0 1.6 84.5 90.0 94.0 91.5 6.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 27 29 29 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,119
COMMITMENTS
18,064 0 0 50,225 63,322 68,289 63,322 7,830 12,797
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 4,006)
6,080 0 0 -1,427 4,255 4,653 4,255 -647 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 0.0 0.0 66.0 83.2 89.7 83.2 10.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 24 19 26 19
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,579
COMMITMENTS
10 5,879 6,546 63,081 57,589 69,637 70,014 3,942 3,565
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 198)
-856 1,470 -826 1,547 -781 -135 -137 333 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.0 8.9 85.7 78.3 94.6 95.2 5.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 3 21 19 24 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,729
COMMITMENTS
2,017 0 6,523 45,604 44,083 54,144 50,606 6,585 10,123
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 227)
373 -391 -133 -1,841 318 -1,601 -206 1,828 433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.0 10.7 75.1 72.6 89.2 83.3 10.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 2 18 21 21 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,343
COMMITMENTS
3,291 8,747 6,563 99,731 93,047 109,585 108,357 7,758 8,986
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 2,991)
3,291 -973 457 1,553 4,392 5,301 3,876 -2,310 -885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 7.5 5.6 85.0 79.3 93.4 92.3 6.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 3 33 27 36 30
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,942
COMMITMENTS
0 7,107 340 26,701 23,935 27,041 31,382 7,901 3,560
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 505)
0 151 -78 432 370 354 443 151 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 20.3 1.0 76.4 68.5 77.4 89.8 22.6 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 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,338
COMMITMENTS
14 3,680 2,424 59,117 56,649 61,555 62,753 9,783 8,585
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 365)
-155 -2,426 -757 896 4,529 -16 1,346 381 -981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.2 3.4 82.9 79.4 86.3 88.0 13.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 17 17 19 19
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,769
COMMITMENTS
3,188 248 2,730 40,358 40,421 46,276 43,399 3,493 6,370
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 527)
-2,886 0 -830 4,968 1,943 1,252 1,113 -725 -586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.5 5.5 81.1 81.2 93.0 87.2 7.0 12.8
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 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,449
COMMITMENTS
5,270 0 62 60,098 70,868 65,430 70,930 12,019 6,519
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 1,097)
0 0 0 787 801 787 801 310 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 0.0 0.1 77.6 91.5 84.5 91.6 15.5 8.4
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 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,452
COMMITMENTS
0 15,102 3,264 66,280 53,909 69,544 72,275 13,908 11,177
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 1,404)
0 1,891 -939 51 -158 -888 794 2,292 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.1 3.9 79.4 64.6 83.3 86.6 16.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 24 19 25 21
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,515
COMMITMENTS
359 372 4,321 43,202 51,090 47,882 55,783 15,633 7,732
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 867)
359 -1,480 619 -1,255 1,444 -277 583 1,144 284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.6 6.8 68.0 80.4 75.4 87.8 24.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 21 22 23
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,968
COMMITMENTS
1,240 3,452 0 46,838 45,598 48,078 49,050 1,890 918
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 1,054)
0 -1,116 0 992 1,674 992 558 62 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 6.9 0.0 93.7 91.3 96.2 98.2 3.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 0 11 14 12 17
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 178,701
COMMITMENTS
132 12,983 14,875 146,001 142,970 161,008 170,828 17,693 7,873
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 4,387)
132 -4,142 3,503 780 4,085 4,415 3,446 -28 941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 7.3 8.3 81.7 80.0 90.1 95.6 9.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 5 6 38 31 44 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,832
COMMITMENTS
2,168 10,867 3,412 79,204 70,400 84,784 84,679 12,048 12,153
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 3,728)
0 5,513 -2,077 4,736 -1,290 2,659 2,146 1,069 1,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 11.2 3.5 81.8 72.7 87.6 87.4 12.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 26 22 28 25
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,164
COMMITMENTS
1,240 3,968 0 69,958 68,490 71,198 72,458 1,966 706
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 1,240)
0 -1,116 0 -232 1,922 -232 806 1,472 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 5.4 0.0 95.6 93.6 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 0 19 22 20 25
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 278,716
COMMITMENTS
15,435 72 4,343 246,795 266,171 266,573 270,586 12,143 8,130
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 7,211)
3,934 0 -2,698 2,954 8,386 4,190 5,688 3,021 1,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 0.0 1.6 88.5 95.5 95.6 97.1 4.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 1 4 47 43 53 47
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,355
COMMITMENTS
13,458 5,505 9,053 128,732 143,757 151,243 158,315 9,112 2,040
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 4,306)
4,521 594 1,078 202 5,105 5,801 6,777 -1,495 -2,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 3.4 5.6 80.3 89.6 94.3 98.7 5.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 3 39 37 44 42
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 172,422
COMMITMENTS
1,326 1,221 7,429 156,200 152,862 164,955 161,512 7,467 10,910
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 12,234)
1,326 -1,973 821 14,783 11,593 16,930 10,441 -4,696 1,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.7 4.3 90.6 88.7 95.7 93.7 4.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 1 1 40 37 41 39
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 174,876
COMMITMENTS
17,300 7,080 18,660 134,419 139,101 170,379 164,841 4,497 10,035
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -3,062)
-2,023 2,436 -2,720 65 -3,504 -4,678 -3,788 1,616 726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 4.0 10.7 76.9 79.5 97.4 94.3 2.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 3 6 36 36 42 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,532
COMMITMENTS
0 1,534 480 57,008 48,589 57,488 50,603 2,044 8,929
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 830)
0 60 0 1,686 1,291 1,686 1,351 -856 -521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.6 0.8 95.8 81.6 96.6 85.0 3.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 23 25 24 26
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,407,081
COMMITMENTS
158,036 169,400 1359509 1865162 1860495 3382707 3389404 24,374 17,677
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 297,856)
-14,310 207 153,216 153,729 139,772 292,635 293,195 5,221 4,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 5.0 39.9 54.7 54.6 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
31 19 42 107 87 156 131
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 979,775
COMMITMENTS
334,808 302,300 208,047 434,205 465,159 977,060 975,506 2,715 4,269
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 211,121)
168,668 187,863 -423 41,648 25,861 209,893 213,301 1,228 -2,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 30.9 21.2 44.3 47.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
23 11 26 34 34 66 62
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 46,525
COMMITMENTS
8,054 760 4,042 33,661 40,955 45,757 45,757 768 768
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 135)
-660 20 300 1,135 455 775 775 -640 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 1.6 8.7 72.4 88.0 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 4 7 36 35 45 44
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| 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 09/12/06 (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 09/19/06 |
--------------------------------------------------------------| 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 17,118 18,765 18,802 18,845 43 0
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -43 0 -43 0 43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 0.4 0.0 90.8 99.6 99.8 100.0 0.2 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 09/19/06 |
--------------------------------------------------------------| 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 09/12/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,844
COMMITMENTS
3,080 4,084 30 21,454 20,600 24,564 24,714 280 130
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -60 -40 -60 -40 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 16.4 0.1 86.4 82.9 98.9 99.5 1.1 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 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,679
COMMITMENTS
3,130 0 230 22,893 26,089 26,253 26,319 1,426 1,360
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 190)
-40 0 0 210 250 170 250 20 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 0.0 0.8 82.7 94.3 94.8 95.1 5.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 22 23 24 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,280
COMMITMENTS
240 672 1,280 25,744 26,228 27,264 28,180 1,016 100
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 2,920)
-440 0 440 2,696 2,380 2,696 2,820 224 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 2.4 4.5 91.0 92.7 96.4 99.6 3.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
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 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,790
COMMITMENTS
432 0 1,076 11,950 12,594 13,458 13,670 332 120
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -100)
0 0 20 -114 -24 -94 -4 -6 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 7.8 86.7 91.3 97.6 99.1 2.4 0.9
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 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,177,409
COMMITMENTS
161,535 139,037 229,361 717,492 719,409 1108388 1087807 69,021 89,602
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -36,531)
-15,512 -990 -8,046 -13,309 -33,218 -36,867 -42,254 336 5,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 11.8 19.5 60.9 61.1 94.1 92.4 5.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
76 112 122 83 93 239 260
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 52,263
COMMITMENTS
27,468 24,171 2,401 781 1,104 30,650 27,676 21,613 24,587
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 7,993)
7,016 -3,854 -445 781 1,104 7,352 -3,195 641 11,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.6 46.2 4.6 1.5 2.1 58.6 53.0 41.4 47.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 17 17 1 2 26 28
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,572
COMMITMENTS
2,331 7,025 4,267 11,557 5,197 18,155 16,489 7,417 9,083
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -6,416)
-455 -1,671 -2,117 -2,458 -616 -5,030 -4,404 -1,386 -2,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 27.5 16.7 45.2 20.3 71.0 64.5 29.0 35.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 8 7 10 8 20 17
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 10,823
COMMITMENTS
5,111 2,381 2 3,871 8,015 8,984 10,398 1,839 425
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -666)
-768 134 -40 270 -840 -538 -746 -128 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.2 22.0 0.0 35.8 74.1 83.0 96.1 17.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
44 8 1 15 22 60 30
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,528
COMMITMENTS
4,771 550 115 1,835 6,529 6,721 7,194 1,807 1,334
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -871)
-876 -50 -9 156 -999 -729 -1,058 -142 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.9 6.4 1.3 21.5 76.6 78.8 84.4 21.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 3 3 11 19 33 25
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 49,591
COMMITMENTS
4,473 7,456 1,834 32,948 31,035 39,255 40,325 10,336 9,266
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -3,843)
-2,555 2,190 -770 998 -4,360 -2,327 -2,940 -1,516 -903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 15.0 3.7 66.4 62.6 79.2 81.3 20.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
19 20 16 45 40 73 67
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 85,465
COMMITMENTS
12,252 1,893 4,573 61,286 73,847 78,111 80,313 7,354 5,152
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 5,827)
-159 791 -1,726 7,454 6,168 5,569 5,233 258 594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 2.2 5.4 71.7 86.4 91.4 94.0 8.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
19 5 9 53 62 75 75
Updated September 22, 2006