GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,815
COMMITMENTS
150 50 0 2,356 2,690 2,506 2,740 309 75
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -1,074)
0 25 -25 -1,065 -1,149 -1,090 -1,149 16 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 1.8 0.0 83.7 95.6 89.0 97.3 11.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 14 14 15
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,839
COMMITMENTS
200 150 450 6,806 6,881 7,456 7,481 383 358
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -547)
-24 0 -36 -445 -552 -505 -588 -42 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 1.9 5.7 86.8 87.8 95.1 95.4 4.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 25 25 28 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 227,431
COMMITMENTS
22,443 27,606 29,392 143,923 138,193 195,758 195,191 31,673 32,240
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -1,406)
627 -2,934 100 -1,983 2,421 -1,256 -413 -150 -993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 12.1 12.9 63.3 60.8 86.1 85.8 13.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
27 37 36 63 67 110 123
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 903,951
COMMITMENTS
123,015 82,764 352,438 362,693 431,995 838,146 867,197 65,805 36,754
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,925)
-5,010 2,725 -1,830 4,551 -2,820 -2,289 -1,925 -1,636 -2,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 9.2 39.0 40.1 47.8 92.7 95.9 7.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
49 61 77 89 73 189 168
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,078
COMMITMENTS
2,960 0 8,060 58,969 59,655 69,989 67,715 9,089 11,363
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -2,860)
-2,200 0 405 -2,735 -3,553 -4,530 -3,148 1,670 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 10.2 74.6 75.4 88.5 85.6 11.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 17 22 19 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,815
COMMITMENTS
8,249 0 685 21,051 33,109 29,985 33,794 12,830 9,021
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -4,301)
-267 0 -517 -1,630 -2,071 -2,414 -2,588 -1,887 -1,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 0.0 1.6 49.2 77.3 70.0 78.9 30.0 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 18 17 20 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 125,867
COMMITMENTS
8,393 0 2,038 107,684 115,888 118,115 117,926 7,752 7,941
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -5,114)
-2,438 -600 94 -1,169 -4,280 -3,513 -4,786 -1,601 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 0.0 1.6 85.6 92.1 93.8 93.7 6.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 2 26 27 29 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,752
COMMITMENTS
18,064 0 0 36,048 49,858 54,112 49,858 10,640 14,894
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,828)
0 0 0 -2,992 -4,152 -2,992 -4,152 -836 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 0.0 0.0 55.7 77.0 83.6 77.0 16.4 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 12 14 12
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,879
COMMITMENTS
0 3,091 4,738 59,998 54,507 64,736 62,336 3,143 5,543
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -5,931)
0 -2,624 -555 -4,924 -2,394 -5,479 -5,573 -452 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.6 7.0 88.4 80.3 95.4 91.8 4.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 17 19 19 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,496
COMMITMENTS
5,960 0 2,962 45,640 48,463 54,562 51,425 5,934 9,071
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,346)
1,498 0 -1,048 -2,716 -3,796 -2,266 -4,844 -1,080 1,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 0.0 4.9 75.4 80.1 90.2 85.0 9.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 2 17 19 20 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,252
COMMITMENTS
3,809 3,043 3,519 87,184 86,012 94,512 92,574 7,740 9,678
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,806)
330 -272 -173 -3,194 -3,028 -3,037 -3,473 -769 -333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 3.0 3.4 85.3 84.1 92.4 90.5 7.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 26 25 28 28
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,852
COMMITMENTS
0 6,515 1,431 57,104 53,404 58,535 61,350 12,317 9,502
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,889)
0 -127 -839 -2,833 -3,404 -3,672 -4,370 -217 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.2 2.0 80.6 75.4 82.6 86.6 17.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 15 15 16 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,504
COMMITMENTS
0 242 614 54,196 57,717 54,810 58,573 8,694 4,931
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,174)
0 60 -60 -1,872 -3,008 -1,932 -3,008 -1,242 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.4 1.0 85.3 90.9 86.3 92.2 13.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 22 23 23 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,236
COMMITMENTS
135 5,101 6,082 55,963 59,392 62,180 70,575 18,056 9,661
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -4,572)
135 -7,048 1,839 -8,685 765 -6,711 -4,444 2,139 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 6.4 7.6 69.7 74.0 77.5 88.0 22.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 20 17 22 20
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,200
COMMITMENTS
0 1,674 2,292 40,815 53,237 43,107 57,203 20,093 5,997
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -2,748)
-239 1,302 -1,069 -646 -1,908 -1,954 -1,675 -794 -1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.6 3.6 64.6 84.2 68.2 90.5 31.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 17 18 18 20
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 184,200
COMMITMENTS
7,602 10,710 15,219 143,549 147,694 166,370 173,623 17,830 10,577
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,733)
5,247 1,531 -356 -7,434 -4,674 -2,543 -3,499 -1,190 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 5.8 8.3 77.9 80.2 90.3 94.3 9.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 5 36 32 41 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,533
COMMITMENTS
5,226 0 2,301 73,456 73,980 80,983 76,281 8,550 13,252
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,839)
1,963 0 -1,054 -4,875 -4,616 -3,966 -5,670 127 1,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 0.0 2.6 82.0 82.6 90.5 85.2 9.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 24 20 26 22
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 274,586
COMMITMENTS
10,406 496 7,535 247,271 259,678 265,212 267,709 9,374 6,877
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -9,523)
-2,889 -132 1,748 -6,498 -9,278 -7,639 -7,662 -1,884 -1,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 0.2 2.7 90.1 94.6 96.6 97.5 3.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 1 5 45 42 50 47
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 181,662
COMMITMENTS
20,767 10,924 11,971 135,089 151,616 167,827 174,511 13,835 7,151
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -222)
6,958 -1,042 -449 -9,513 -1,260 -3,004 -2,751 2,782 2,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 6.0 6.6 74.4 83.5 92.4 96.1 7.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 2 36 34 39 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 169,783
COMMITMENTS
310 5,249 3,887 152,465 145,860 156,662 154,996 13,121 14,787
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -7,249)
-2,805 4,209 -2,378 -328 -7,947 -5,511 -6,116 -1,738 -1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 3.1 2.3 89.8 85.9 92.3 91.3 7.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 2 2 35 34 38 36
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 182,319
COMMITMENTS
40,918 5,507 13,241 119,306 148,184 173,465 166,932 8,854 15,387
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -11,321)
6,613 -1,511 -3,397 -15,449 -9,302 -12,233 -14,210 912 2,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 3.0 7.3 65.4 81.3 95.1 91.6 4.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 5 29 32 35 37
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,607
COMMITMENTS
0 4,184 360 49,478 39,264 49,838 43,808 3,769 9,799
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -4,289)
0 368 -120 -3,114 -4,478 -3,234 -4,230 -1,055 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.8 0.7 92.3 73.2 93.0 81.7 7.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 24 21 25 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,143,063
COMMITMENTS
162,663 165,029 1141809 1817782 1824514 3122254 3131352 20,809 11,711
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 62,729)
2,401 -18,021 -9,741 69,179 88,252 61,839 60,490 890 2,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 5.3 36.3 57.8 58.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
28 21 43 102 86 149 132
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 747,514
COMMITMENTS
147,791 33,559 201,416 393,974 507,460 743,181 742,435 4,333 5,079
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 20,381)
4,362 -3,786 15,940 1,913 11,833 22,215 23,987 -1,834 -3,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 4.5 26.9 52.7 67.9 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
16 10 23 36 36 61 60
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 43,178
COMMITMENTS
5,944 1,120 2,220 34,416 39,290 42,580 42,630 598 548
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 292)
-20 0 -40 472 602 412 562 -120 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 2.6 5.1 79.7 91.0 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 6 5 37 36 44 44
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,602
COMMITMENTS
610 655 926 21,984 21,643 23,520 23,224 82 378
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -1,826)
176 -752 -176 -1,782 -832 -1,782 -1,760 -44 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 2.8 3.9 93.1 91.7 99.7 98.4 0.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 19 20 20 23
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,375
COMMITMENTS
1,348 0 0 16,984 18,375 18,332 18,375 43 0
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -726)
-176 0 0 -550 -726 -726 -726 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 0.0 92.4 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 16 14 18 14
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,414
COMMITMENTS
0 961 0 13,291 12,453 13,291 13,414 123 0
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -748)
-252 -242 0 -430 -506 -682 -748 -66 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.2 0.0 99.1 92.8 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 12 11 12 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,142
COMMITMENTS
120 1,116 832 18,928 18,126 19,880 20,074 262 68
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -1,678)
-110 -24 -106 -1,426 -1,508 -1,642 -1,638 -36 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 5.5 4.1 94.0 90.0 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 1 19 21 21 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,070
COMMITMENTS
2,570 0 300 22,728 25,778 25,598 26,078 1,472 992
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 320)
-150 0 0 287 372 137 372 183 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 0.0 1.1 84.0 95.2 94.6 96.3 5.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 24 22 25 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,444
COMMITMENTS
0 1,208 1,640 24,214 23,456 25,854 26,304 590 140
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -1,310)
0 -60 -160 -1,130 -1,130 -1,290 -1,350 -20 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.6 6.2 91.6 88.7 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 18 12 19 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,226
COMMITMENTS
0 540 632 12,022 11,650 12,654 12,822 572 404
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -512)
-180 16 -16 -284 -364 -480 -364 -32 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.1 4.8 90.9 88.1 95.7 96.9 4.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 15 15 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,160,833
COMMITMENTS
171,129 175,923 220,872 698,770 685,537 1090771 1082332 70,062 78,501
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 2,221)
8,335 1,818 -3,446 5,760 10,881 10,649 9,253 -8,428 -7,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 15.2 19.0 60.2 59.1 94.0 93.2 6.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
96 109 121 95 96 266 264
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 30,151
COMMITMENTS
11,903 18,343 920 1,091 2,692 13,914 21,955 16,237 8,196
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 6,595)
3,386 4,377 527 312 1,213 4,225 6,117 2,370 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 60.8 3.1 3.6 8.9 46.1 72.8 53.9 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 12 8 3 3 21 18
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,240
COMMITMENTS
8,004 5,240 5,992 11,641 13,757 25,637 24,989 7,603 8,251
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 1,207)
470 -567 547 -514 -447 503 -467 704 1,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 15.8 18.0 35.0 41.4 77.1 75.2 22.9 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 4 8 10 10 21 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,963
COMMITMENTS
6,258 2,583 50 4,346 10,017 10,654 12,650 2,309 313
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 256)
455 64 -55 -93 554 307 563 -51 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.3 19.9 0.4 33.5 77.3 82.2 97.6 17.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
51 9 2 19 25 71 36
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,085
COMMITMENTS
4,112 1,548 71 3,060 6,372 7,243 7,991 1,842 1,094
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 1,437)
756 -326 70 617 1,923 1,443 1,667 -6 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 17.0 0.8 33.7 70.1 79.7 88.0 20.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 9 1 14 19 38 28
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 13,261
COMMITMENTS
887 1,382 454 8,235 8,106 9,576 9,942 3,685 3,319
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,648)
-190 -594 105 -3,023 -1,617 -3,108 -2,106 -540 -1,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 10.4 3.4 62.1 61.1 72.2 75.0 27.8 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 6 1 19 12 22 19
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 112,876
COMMITMENTS
14,326 11,226 3,616 83,239 86,838 101,181 101,680 11,695 11,196
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 7,619)
-169 809 1,093 5,435 5,742 6,359 7,644 1,260 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 9.9 3.2 73.7 76.9 89.6 90.1 10.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
27 14 12 56 69 87 94
Updated November 13, 2006