GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,279
COMMITMENTS
25 0 0 2,936 3,279 2,961 3,279 318 0
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -747)
0 0 0 -616 -747 -616 -747 -131 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 0.0 0.0 89.5 100.0 90.3 100.0 9.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 17 15 17
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,803
COMMITMENTS
1,304 1,230 61 5,685 6,143 7,050 7,434 753 369
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 153)
-55 50 25 173 147 143 222 10 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 15.8 0.8 72.9 78.7 90.3 95.3 9.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 2 22 22 26 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 221,674
COMMITMENTS
21,314 28,019 34,621 137,278 127,569 193,213 190,209 28,461 31,465
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 4,094)
-574 5,882 331 4,777 -585 4,534 5,628 -440 -1,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 12.6 15.6 61.9 57.5 87.2 85.8 12.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
23 42 40 65 71 116 133
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 946,291
COMMITMENTS
145,386 98,513 351,432 377,429 456,462 874,247 906,407 72,044 39,884
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 335)
6,137 -501 7,932 -10,304 -4,980 3,765 2,451 -3,430 -2,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 10.4 37.1 39.9 48.2 92.4 95.8 7.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
48 67 75 92 75 188 175
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,052
COMMITMENTS
1,619 676 8,953 54,213 54,418 64,785 64,047 9,267 10,005
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -3,216)
-141 -403 -151 -5,748 -2,990 -6,040 -3,544 2,824 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 0.9 12.1 73.2 73.5 87.5 86.5 12.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 16 21 18 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,609
COMMITMENTS
9,162 0 923 18,821 32,486 28,906 33,409 12,703 8,200
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -6,338)
1,240 0 -1,836 -7,087 -4,793 -7,683 -6,629 1,345 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 0.0 2.2 45.2 78.1 69.5 80.3 30.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 12 12 14 14
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,514
COMMITMENTS
8,272 0 1,824 96,191 103,319 106,287 105,143 8,227 9,371
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -4,918)
-860 0 0 -5,675 -3,906 -6,535 -3,906 1,617 -1,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.0 1.6 84.0 90.2 92.8 91.8 7.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 22 26 24 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,736
COMMITMENTS
18,064 0 0 40,618 54,008 58,682 54,008 9,054 13,728
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -8,290)
0 0 0 -10,087 -9,043 -10,087 -9,043 1,797 753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 0.0 0.0 60.0 79.7 86.6 79.7 13.4 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 13 12 15 12
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,868
COMMITMENTS
322 4,005 6,786 57,071 53,436 64,179 64,227 3,689 3,641
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -6,662)
-116 -1,144 -488 -6,661 -5,408 -7,265 -7,040 603 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 5.9 10.0 84.1 78.7 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 18 18 20 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,688
COMMITMENTS
1,613 974 6,109 43,829 41,656 51,551 48,739 6,137 8,949
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -6,472)
31 -775 -189 -4,767 -3,971 -4,925 -4,935 -1,547 -1,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 1.7 10.6 76.0 72.2 89.4 84.5 10.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 16 17 19 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,977
COMMITMENTS
3,169 6,378 4,971 91,501 86,229 99,641 97,578 8,336 10,399
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -7,438)
-62 -3,038 588 -9,734 -5,658 -9,208 -8,108 1,770 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 5.9 4.6 84.7 79.9 92.3 90.4 7.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 2 27 24 29 27
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,927
COMMITMENTS
372 0 0 53,147 58,139 53,519 58,139 11,408 6,788
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -11,002)
-868 -372 -372 -9,099 -10,234 -10,339 -10,978 -663 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 0.0 0.0 81.9 89.5 82.4 89.5 17.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 22 22 23 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,127
COMMITMENTS
0 8,899 4,561 51,512 48,697 56,073 62,157 17,054 10,970
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -9,398)
0 -5,732 1,143 -12,748 -5,052 -11,605 -9,641 2,207 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.2 6.2 70.4 66.6 76.7 85.0 23.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 18 15 20 17
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,649
COMMITMENTS
735 372 4,086 40,157 47,659 44,978 52,117 16,671 9,532
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -3,457)
-176 0 -124 -4,005 -3,810 -4,305 -3,934 848 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.6 6.6 65.1 77.3 73.0 84.5 27.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 15 18 16 20
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 166,805
COMMITMENTS
2,561 12,764 9,574 135,190 135,015 147,325 157,353 19,480 9,452
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -16,688)
2,429 -1,163 -4,447 -16,171 -11,955 -18,189 -17,565 1,501 877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 7.7 5.7 81.0 80.9 88.3 94.3 11.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 5 32 28 37 34
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,018
COMMITMENTS
4,832 12,503 1,371 73,765 61,295 79,968 75,169 11,050 15,849
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -6,100)
2,602 2,583 -741 -9,344 -11,458 -7,483 -9,616 1,383 3,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 13.7 1.5 81.0 67.3 87.9 82.6 12.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 22 18 24 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 253,612
COMMITMENTS
8,751 620 5,247 223,347 240,000 237,345 245,867 16,267 7,745
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -26,931)
-1,680 548 -1,464 -31,428 -24,873 -34,572 -25,789 7,641 -1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.2 2.1 88.1 94.6 93.6 96.9 6.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 1 4 43 39 47 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 157,385
COMMITMENTS
8,908 13,198 7,477 129,368 132,666 145,753 153,341 11,632 4,044
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -11,074)
-766 3,039 -1,549 -9,465 -12,960 -11,780 -11,470 706 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 8.4 4.8 82.2 84.3 92.6 97.4 7.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 3 36 32 40 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 167,417
COMMITMENTS
0 4,002 6,491 150,738 142,836 157,229 153,329 10,188 14,088
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -7,881)
0 -1,256 86 -9,764 -9,881 -9,678 -11,051 1,797 3,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.4 3.9 90.0 85.3 93.9 91.6 6.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 1 35 32 36 34
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 166,984
COMMITMENTS
24,421 4,132 15,586 118,199 132,564 158,206 152,282 8,778 14,702
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -21,517)
-4,865 -2,237 -673 -18,823 -20,218 -24,361 -23,128 2,844 1,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 2.5 9.3 70.8 79.4 94.7 91.2 5.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 6 28 31 34 37
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,386
COMMITMENTS
0 1,968 480 52,150 44,443 52,630 46,891 3,756 9,495
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -3,901)
0 434 0 -5,737 -4,901 -5,737 -4,467 1,836 566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 0.9 92.5 78.8 93.3 83.2 6.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 22 20 23 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,261,779
COMMITMENTS
169,324 183,687 1278336 1786909 1779679 3234569 3241702 27,210 20,077
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -171,599)
14,420 15,426 -72,172 -118,530 -116,577 -176,282 -173,323 4,683 1,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 5.6 39.2 54.8 54.6 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
29 20 40 101 84 147 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 724,583
COMMITMENTS
152,577 100,837 180,027 390,008 438,575 722,612 719,439 1,971 5,144
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -364,030)
-272,245 -268,133 -30,381 -59,984 -58,841 -362,610 -357,355 -1,420 -6,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 13.9 24.8 53.8 60.5 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 16 22 33 35 59 64
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,921
COMMITMENTS
7,910 660 3,502 33,621 40,871 45,033 45,033 888 888
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -1,158)
-204 -540 -220 -824 -508 -1,248 -1,268 90 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 1.4 7.6 73.2 89.0 98.1 98.1 1.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 5 6 34 34 42 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,792
COMMITMENTS
1,410 2,425 126 23,193 21,923 24,729 24,474 63 318
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -3,366)
40 -240 -40 -3,346 -3,066 -3,346 -3,346 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 9.8 0.5 93.6 88.4 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 1 21 20 22 25
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,227
COMMITMENTS
1,524 0 0 17,660 19,227 19,184 19,227 43 0
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -128)
-160 -80 0 32 -48 -128 -128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 0.0 0.0 91.9 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 16 14 19 14
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,162
COMMITMENTS
252 1,203 0 13,721 12,959 13,973 14,162 189 0
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -880)
-120 -220 0 -680 -600 -800 -820 -80 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 8.5 0.0 96.9 91.5 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 0 11 11 12 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,884
COMMITMENTS
2,760 4,030 0 20,782 19,746 23,542 23,776 342 108
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -786)
-80 -54 -30 -726 -686 -836 -770 50 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 16.9 0.0 87.0 82.7 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 0 20 21 22 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,612
COMMITMENTS
3,120 0 200 22,083 24,884 25,403 25,084 1,209 1,528
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -279)
-10 0 -30 -248 -427 -288 -457 9 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 0.0 0.8 83.0 93.5 95.5 94.3 4.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 22 22 24 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,040
COMMITMENTS
180 672 1,260 24,320 24,008 25,760 25,940 280 100
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -840)
-60 0 -20 -72 -820 -152 -840 -688 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 2.6 4.8 93.4 92.2 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 17 12 19 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,736
COMMITMENTS
316 0 1,052 11,756 12,172 13,124 13,224 612 512
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -26)
-96 0 -24 -118 -250 -238 -274 212 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 7.7 85.6 88.6 95.5 96.3 4.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 14 15 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,173,630
COMMITMENTS
159,235 159,104 240,079 711,235 697,748 1110549 1096931 63,081 76,699
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 24,792)
-7,225 6,329 10,646 17,868 7,137 21,289 24,112 3,503 680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 13.6 20.5 60.6 59.5 94.6 93.5 5.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
79 125 122 87 94 248 271
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 52,559
COMMITMENTS
30,707 34,044 976 630 3,448 32,313 38,468 20,246 14,091
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 9,005)
2,880 252 -60 -277 3,277 2,543 3,469 6,462 5,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.4 64.8 1.9 1.2 6.6 61.5 73.2 38.5 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 23 10 1 3 26 31
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,116
COMMITMENTS
2,565 6,930 4,592 11,432 6,172 18,589 17,694 7,527 8,422
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 890)
261 459 352 921 2,239 1,534 3,050 -644 -2,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 26.5 17.6 43.8 23.6 71.2 67.8 28.8 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 8 8 11 9 22 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,344
COMMITMENTS
5,094 2,106 0 4,129 8,422 9,223 10,528 2,121 816
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 460)
255 233 -100 -20 -30 135 103 325 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 18.6 0.0 36.4 74.2 81.3 92.8 18.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
43 8 0 17 23 60 31
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,682
COMMITMENTS
4,303 964 33 1,775 5,697 6,111 6,694 1,571 988
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -769)
-308 220 -31 -50 -543 -389 -354 -380 -415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.0 12.5 0.4 23.1 74.2 79.5 87.1 20.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 5 1 11 18 31 24
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 36,966
COMMITMENTS
2,324 6,385 461 26,808 20,832 29,593 27,678 7,373 9,288
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -4,108)
-1,508 188 -104 732 -3,867 -880 -3,783 -3,228 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 17.3 1.2 72.5 56.4 80.1 74.9 19.9 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 17 6 36 27 50 46
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 92,034
COMMITMENTS
10,198 3,263 6,574 67,016 74,448 83,788 84,285 8,246 7,749
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 4,579)
-86 193 1,382 2,955 1,272 4,251 2,847 328 1,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 3.5 7.1 72.8 80.9 91.0 91.6 9.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
23 10 15 48 57 79 79
Updated October 6, 2006