GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,719
COMMITMENTS
100 0 0 2,457 2,659 2,557 2,659 162 60
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -1,270)
0 -50 0 -1,195 -1,230 -1,195 -1,280 -75 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 0.0 90.4 97.8 94.0 97.8 6.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 14 16 14
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,868
COMMITMENTS
353 125 450 6,733 7,044 7,536 7,619 332 249
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -750)
0 25 -25 -674 -681 -699 -681 -51 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 1.6 5.7 85.6 89.5 95.8 96.8 4.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 2 27 29 31 31
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,897
COMMITMENTS
0 0 0 2,267 2,306 2,267 2,306 630 591
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -141)
0 0 0 -28 87 -28 87 -113 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 78.3 79.6 78.3 79.6 21.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 19 18 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 217,467
COMMITMENTS
27,484 26,578 25,226 134,475 137,919 187,185 189,723 30,282 27,744
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -11,309)
4,688 -2,466 -3,395 -12,040 -1,756 -10,747 -7,617 -562 -3,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 12.2 11.6 61.8 63.4 86.1 87.2 13.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
32 39 38 66 69 120 127
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 895,884
COMMITMENTS
135,562 86,482 346,747 354,480 423,640 836,789 856,869 59,095 39,015
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 10,566)
7,310 9,774 1,846 -2,288 -2,820 6,868 8,800 3,698 1,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 9.7 38.7 39.6 47.3 93.4 95.6 6.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
56 62 78 78 67 180 168
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,672
COMMITMENTS
4,293 0 6,602 63,008 67,892 73,903 74,494 9,769 9,178
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -5,694)
-1,419 0 197 -4,639 -5,447 -5,861 -5,250 167 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.0 7.9 75.3 81.1 88.3 89.0 11.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 20 24 22 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,982
COMMITMENTS
5,507 0 655 19,542 29,025 25,704 29,680 12,278 8,302
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -6,606)
-2,133 0 111 -4,387 -5,140 -6,409 -5,029 -197 -1,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 0.0 1.7 51.5 76.4 67.7 78.1 32.3 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 15 17 17 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 125,760
COMMITMENTS
5,068 12,238 1,878 112,806 101,737 119,752 115,853 6,008 9,907
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -7,939)
-3,080 -471 -312 -2,708 -7,764 -6,100 -8,547 -1,839 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 9.7 1.5 89.7 80.9 95.2 92.1 4.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 1 1 25 26 27 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,192
COMMITMENTS
17,422 22,692 0 36,776 30,456 54,198 53,148 11,994 13,044
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -3,302)
0 -741 0 -2,341 -2,477 -2,341 -3,218 -961 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 34.3 0.0 55.6 46.0 81.9 80.3 18.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 13 12 15 13
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,534
COMMITMENTS
118 2,862 6,325 58,320 56,843 64,763 66,030 5,771 4,504
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -2,563)
118 -1,580 555 -5,406 -1,557 -4,733 -2,582 2,170 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 4.1 9.0 82.7 80.6 91.8 93.6 8.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 4 18 17 22 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,611
COMMITMENTS
2,692 236 4,714 48,589 47,666 55,995 52,616 6,616 9,995
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -3,933)
-1,739 62 -632 -2,742 -3,914 -5,113 -4,484 1,180 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.4 7.5 77.6 76.1 89.4 84.0 10.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 17 17 21 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,323
COMMITMENTS
5,868 3,446 4,768 83,760 77,980 94,396 86,194 5,927 14,129
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -5,777)
89 -1,321 101 -4,098 -6,984 -3,908 -8,204 -1,869 2,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 3.4 4.8 83.5 77.7 94.1 85.9 5.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 27 23 31 26
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,613
COMMITMENTS
0 6,961 1,123 55,061 52,312 56,184 60,396 13,429 9,217
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -1,773)
0 1,230 -432 -2,841 -2,472 -3,273 -1,674 1,500 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.0 1.6 79.1 75.1 80.7 86.8 19.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 14 18 15
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,102
COMMITMENTS
10,611 0 1,172 40,912 53,596 52,695 54,768 8,407 6,334
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -5,402)
-2,592 -242 -614 -1,957 -5,158 -5,163 -6,014 -239 612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 0.0 1.9 67.0 87.7 86.2 89.6 13.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 20 21 22 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,803
COMMITMENTS
1,744 9,433 1,474 63,613 62,653 66,831 73,560 14,972 8,243
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -5,740)
-328 -1,969 -1,065 -4,540 -2,763 -5,933 -5,797 193 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 11.5 1.8 77.8 76.6 81.7 89.9 18.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 24 21 27 24
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,579
COMMITMENTS
1,834 2,094 1,688 36,101 48,736 39,623 52,518 17,956 5,061
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -5,727)
-303 117 -296 -3,775 -5,861 -4,374 -6,040 -1,353 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 3.6 2.9 62.7 84.6 68.8 91.2 31.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 13 16 15 19
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 184,986
COMMITMENTS
1,796 14,765 29,272 137,329 135,049 168,397 179,086 16,589 5,900
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -10,941)
-3,232 -2,204 -979 -7,503 -6,063 -11,714 -9,246 773 -1,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 8.0 15.8 74.2 73.0 91.0 96.8 9.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 5 6 35 33 41 40
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,231
COMMITMENTS
1,403 1,086 4,430 67,960 63,699 73,793 69,215 8,438 13,016
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -7,656)
-2,461 -627 614 -5,064 -7,052 -6,911 -7,065 -745 -591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 1.3 5.4 82.6 77.5 89.7 84.2 10.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 22 20 25 23
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 275,218
COMMITMENTS
10,127 10,480 5,966 248,709 251,300 264,802 267,746 10,416 7,472
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -14,526)
655 -486 -1,692 -12,527 -12,627 -13,564 -14,805 -962 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 3.8 2.2 90.4 91.3 96.2 97.3 3.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 2 6 40 40 47 46
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 165,373
COMMITMENTS
15,543 6,082 16,954 118,031 135,767 150,528 158,803 14,845 6,570
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -15,868)
-3,726 1,448 -258 -14,916 -18,530 -18,900 -17,340 3,032 1,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 3.7 10.3 71.4 82.1 91.0 96.0 9.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 3 33 30 37 34
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 171,616
COMMITMENTS
4,386 1,694 5,889 141,493 146,757 151,768 154,340 19,848 17,276
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -7,239)
1,664 -1,378 -907 -12,485 -5,581 -11,728 -7,866 4,489 627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 1.0 3.4 82.4 85.5 88.4 89.9 11.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 3 33 29 37 33
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 204,029
COMMITMENTS
54,443 7,110 11,395 124,310 168,623 190,148 187,128 13,881 16,901
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -8,924)
-27 -6,769 -1,751 -5,817 -1,431 -7,595 -9,951 -1,329 1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 3.5 5.6 60.9 82.6 93.2 91.7 6.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 3 3 32 34 39 38
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,457
COMMITMENTS
0 3,301 1,406 43,214 35,774 44,620 40,481 5,837 9,976
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -6,961)
0 -1,310 -884 -7,537 -5,853 -8,421 -8,047 1,460 1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 2.8 85.6 70.9 88.4 80.2 11.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 19 18 20 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,050,753
COMMITMENTS
137,629 158,815 1142005 1735444 1733561 3015078 3034381 35,675 16,372
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -131,784)
-17,843 -30,188 -1,655 -117,354 -93,804 -136,852 -125,647 5,068 -6,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 5.2 37.4 56.9 56.8 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
25 23 44 97 85 143 132
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 750,790
COMMITMENTS
138,485 46,400 203,159 404,834 495,772 746,478 745,331 4,312 5,459
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 7,594)
4,676 -1,942 -2,191 4,401 11,391 6,886 7,258 708 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 6.2 27.1 53.9 66.0 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
19 10 25 32 33 60 59
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 43,628
COMMITMENTS
4,490 1,530 2,286 36,003 38,832 42,779 42,648 849 980
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -1,353)
-1,554 -400 -14 45 -1,261 -1,523 -1,675 170 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 3.5 5.2 82.5 89.0 98.1 97.8 1.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 4 5 37 35 44 41
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,073
COMMITMENTS
778 348 838 20,417 20,572 22,033 21,758 40 315
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -1,743)
4 -307 -88 -1,617 -1,285 -1,701 -1,680 -42 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 1.6 3.8 92.5 93.2 99.8 98.6 0.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 2 18 19 20 23
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,728
COMMITMENTS
1,268 0 0 16,417 17,728 17,685 17,728 43 0
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -735)
-80 0 0 -655 -735 -735 -735 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.0 0.0 92.6 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 14 14 17 14
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,216
COMMITMENTS
0 818 0 13,156 12,398 13,156 13,216 60 0
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -326)
0 -143 0 -263 -183 -263 -326 -63 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.2 0.0 99.5 93.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 0 11 10 11 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,272
COMMITMENTS
60 1,152 776 18,188 17,296 19,024 19,224 248 48
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -1,192)
-60 -44 -56 -1,072 -1,072 -1,188 -1,172 -4 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 6.0 4.0 94.4 89.7 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 1 19 21 21 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,380
COMMITMENTS
1,270 0 170 13,112 14,662 14,552 14,832 828 548
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 624)
-180 0 40 530 824 390 864 234 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 0.0 1.1 85.3 95.3 94.6 96.4 5.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 16 14 18 16
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,648
COMMITMENTS
1,740 836 300 23,233 24,550 25,273 25,686 1,375 962
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -712)
-590 -70 0 -75 -612 -665 -682 -47 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 3.1 1.1 87.2 92.1 94.8 96.4 5.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 24 22 25 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,396
COMMITMENTS
660 1,062 1,780 23,218 23,362 25,658 26,204 738 192
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -730)
-20 80 -100 -610 -730 -730 -750 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 4.0 6.7 88.0 88.5 97.2 99.3 2.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 1 16 14 19 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,856
COMMITMENTS
0 596 616 11,602 11,262 12,218 12,474 638 382
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -552)
0 16 -16 -498 -492 -514 -492 -38 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.6 4.8 90.2 87.6 95.0 97.0 5.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 15 14 16 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,218,680
COMMITMENTS
167,778 148,767 264,976 719,307 717,578 1152061 1131321 66,619 87,359
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 46,225)
-2,094 -9,291 24,001 19,223 14,880 41,130 29,590 5,095 16,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 12.2 21.7 59.0 58.9 94.5 92.8 5.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
89 108 121 85 89 254 258
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,213
COMMITMENTS
3,330 8,295 3,920 16,571 10,138 23,821 22,353 6,392 7,860
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 3,329)
-181 1,235 1,236 2,780 1,277 3,835 3,748 -506 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 27.5 13.0 54.8 33.6 78.8 74.0 21.2 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 9 13 11 23 20
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,042
COMMITMENTS
4,598 2,496 65 4,118 8,278 8,781 10,839 2,261 203
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -464)
-119 270 -334 122 -83 -331 -147 -133 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 22.6 0.6 37.3 75.0 79.5 98.2 20.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
53 9 4 18 21 74 31
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,015
COMMITMENTS
2,902 961 0 2,244 6,183 5,146 7,144 2,869 871
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -66)
-413 88 -125 340 35 -198 -2 132 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 12.0 0.0 28.0 77.1 64.2 89.1 35.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
18 5 0 11 20 29 25
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 4,907
COMMITMENTS
344 740 0 3,609 2,976 3,953 3,716 954 1,191
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -1,731)
-447 367 -36 -509 -1,474 -992 -1,143 -739 -588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 15.1 0.0 73.5 60.6 80.6 75.7 19.4 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 10 9 11 12
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 121,496
COMMITMENTS
21,069 8,774 4,560 83,288 98,039 108,917 111,373 12,579 10,123
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 175)
2,394 -994 1,089 -4,784 -681 -1,301 -586 1,476 761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 7.2 3.8 68.6 80.7 89.6 91.7 10.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
36 16 21 64 72 108 106
Updated December 8, 2006