NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,642
COMMITMENTS
660 675 0 2,877 2,420 3,537 3,095 105 547
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 522)
660 -225 0 -188 849 472 624 50 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 18.5 0.0 79.0 66.4 97.1 85.0 2.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 18 14 19 15
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 200,464
COMMITMENTS
24,723 17,083 37,526 106,391 114,463 168,641 169,072 31,823 31,392
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 7,215)
3,639 1,484 5,364 -2,299 815 6,703 7,663 512 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 8.5 18.7 53.1 57.1 84.1 84.3 15.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
41 33 43 65 71 123 132
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 887,006
COMMITMENTS
37,630 83,307 401,052 369,313 365,813 807,996 850,172 79,011 36,834
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 24,979)
1,987 1,392 11,102 8,479 9,660 21,568 22,155 3,411 2,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 9.4 45.2 41.6 41.2 91.1 95.8 8.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
59 58 82 93 82 195 182
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,422
COMMITMENTS
1,450 0 1,483 41,392 45,243 44,325 46,726 4,097 1,696
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 1,773)
-942 0 977 1,583 1,352 1,618 2,329 155 -556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 3.1 85.5 93.4 91.5 96.5 8.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 18 19 19 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,176
COMMITMENTS
5,943 942 1,832 30,881 35,414 38,656 38,188 5,520 5,988
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 4,483)
1,688 616 90 2,733 2,867 4,511 3,573 -28 910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 2.1 4.1 69.9 80.2 87.5 86.4 12.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 15 18 18 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,470
COMMITMENTS
16,065 392 1,725 71,306 84,278 89,096 86,395 8,374 11,075
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 133)
-1,109 -214 214 1,174 -1,054 279 -1,054 -146 1,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 0.4 1.8 73.2 86.5 91.4 88.6 8.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 2 3 25 25 31 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,741
COMMITMENTS
1,533 2,360 302 49,657 44,850 51,492 47,512 3,249 7,229
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -906)
-627 -1,240 302 -272 -1,200 -597 -2,138 -309 1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 4.3 0.6 90.7 81.9 94.1 86.8 5.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 16 18 18 21
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,229
COMMITMENTS
0 14,776 1,091 55,465 43,085 56,556 58,952 3,673 1,277
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -1,154)
0 -2,845 11 -947 2,582 -936 -252 -218 -902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.5 1.8 92.1 71.5 93.9 97.9 6.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 2 18 17 20 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,938
COMMITMENTS
13,598 3,164 4,107 42,638 56,553 60,343 63,824 8,595 5,114
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 2,395)
-3,078 -182 795 6,929 2,299 4,646 2,912 -2,251 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 4.6 6.0 61.8 82.0 87.5 92.6 12.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 18 21 21 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,047
COMMITMENTS
76 0 4,153 61,199 61,613 65,428 65,766 6,619 6,281
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 4,395)
-4,636 0 2,695 6,777 1,794 4,836 4,489 -441 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 5.8 84.9 85.5 90.8 91.3 9.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 18 20 19 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,659
COMMITMENTS
0 5,009 1,625 33,646 31,794 35,271 38,428 6,388 3,231
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -2,785)
-691 0 -1,510 -1,354 702 -3,555 -808 770 -1,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.0 3.9 80.8 76.3 84.7 92.2 15.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 21 17 23 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,248
COMMITMENTS
19,347 0 1,092 30,515 48,244 50,954 49,336 6,294 7,912
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -1,426)
2,288 -270 -214 -4,578 -4,182 -2,504 -4,666 1,078 3,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 0.0 1.9 53.3 84.3 89.0 86.2 11.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 16 18 18 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,701
COMMITMENTS
0 5,382 2,462 46,806 34,556 49,268 42,400 6,433 13,301
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -3,337)
0 -1,873 329 -1,170 836 -841 -708 -2,496 -2,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.7 4.4 84.0 62.0 88.5 76.1 11.5 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 19 16 21 18
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 158,401
COMMITMENTS
3,839 15,439 3,662 139,511 134,710 147,012 153,811 11,389 4,590
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 906)
2,873 -518 -505 2,130 5,314 4,498 4,291 -3,592 -3,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 9.7 2.3 88.1 85.0 92.8 97.1 7.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 4 4 34 29 38 35
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,577
COMMITMENTS
7,011 0 2,075 59,619 63,446 68,705 65,521 5,872 9,056
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -691)
3,736 0 -1,537 -1,591 330 608 -1,207 -1,299 516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 2.8 79.9 85.1 92.1 87.9 7.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 18 17 20 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 173,545
COMMITMENTS
11,676 1,938 2,987 148,286 160,676 162,949 165,601 10,596 7,944
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 17,395)
6,136 1,938 -1,569 10,398 16,966 14,965 17,335 2,430 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.1 1.7 85.4 92.6 93.9 95.4 6.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 32 30 36 33
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 158,739
COMMITMENTS
18,959 3,194 14,311 120,787 135,006 154,057 152,511 4,682 6,228
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 5,731)
-5,234 3,194 879 11,929 1,518 7,574 5,591 -1,843 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 2.0 9.0 76.1 85.0 97.1 96.1 2.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 2 7 33 28 41 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 138,793
COMMITMENTS
0 18,560 3,066 122,215 99,773 125,281 121,399 13,512 17,394
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 7,250)
0 9,431 -1,439 11,847 671 10,408 8,663 -3,158 -1,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.4 2.2 88.1 71.9 90.3 87.5 9.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 2 2 27 24 29 26
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 150,461
COMMITMENTS
21,603 20,165 8,773 113,971 117,704 144,347 146,642 6,114 3,819
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 4,231)
3,900 2,213 -199 1,559 2,181 5,260 4,195 -1,029 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 13.4 5.8 75.7 78.2 95.9 97.5 4.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 4 9 25 30 34 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,808
COMMITMENTS
373 11,827 1,308 46,465 33,031 48,146 46,166 4,662 6,642
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 78)
0 -1,772 0 -1,800 2,220 -1,800 448 1,878 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 22.4 2.5 88.0 62.5 91.2 87.4 8.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 2 16 16 19 21
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,409,105
COMMITMENTS
277,899 58,402 301,607 809,914 1035950 1389420 1395959 19,685 13,146
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 53,694)
-14,538 2,397 20,264 49,710 30,100 55,436 52,761 -1,742 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 4.1 21.4 57.5 73.5 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
31 8 33 86 79 124 114
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 304,442
COMMITMENTS
66,239 88,830 62,626 171,791 149,940 300,656 301,396 3,786 3,046
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 17,132)
-7,969 -2,449 9,622 14,213 10,259 15,866 17,432 1,266 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 29.2 20.6 56.4 49.3 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
15 8 17 29 27 48 48
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 86,485
COMMITMENTS
22,287 4,995 17,785 46,087 63,513 86,160 86,294 325 191
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -1,220)
-1,388 -2,546 436 347 1,349 -605 -761 -615 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 5.8 20.6 53.3 73.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 4 12 39 41 51 53
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,543
COMMITMENTS
1,524 7,264 1,752 21,013 15,018 24,289 24,034 254 509
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -1,721)
-126 1,664 -1,191 -595 -2,152 -1,912 -1,679 191 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 29.6 7.1 85.6 61.2 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 6 6 20 20 27 26
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,656
COMMITMENTS
4,029 2,278 1,077 7,789 9,835 12,895 13,190 761 466
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -480)
-256 -508 87 -777 -525 -946 -946 466 466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 16.7 7.9 57.0 72.0 94.4 96.6 5.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 2 16 10 20 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,725
COMMITMENTS
4,460 8,372 1,574 19,591 15,599 25,625 25,545 100 180
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 690)
600 1,264 -40 350 -474 910 750 -220 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 32.5 6.1 76.2 60.6 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 4 5 23 21 30 26
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,060
COMMITMENTS
9,690 720 1,290 10,363 19,694 21,343 21,704 717 356
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 50)
-200 -80 40 230 60 70 20 -20 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 3.3 5.8 47.0 89.3 96.7 98.4 3.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 4 23 24 27 28
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,058
COMMITMENTS
700 676 1,600 9,516 9,522 11,816 11,798 242 260
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 102)
200 104 -152 104 130 152 82 -50 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.6 13.3 78.9 79.0 98.0 97.8 2.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 14 12 18 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,492,595
COMMITMENTS
154,705 92,572 424,577 835,421 892,160 1414703 1409309 77,892 83,286
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 50,510)
10,618 2,795 21,711 8,184 27,254 40,512 51,760 9,997 -1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 6.2 28.4 56.0 59.8 94.8 94.4 5.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
89 106 146 83 91 256 269
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,341
COMMITMENTS
6,513 1,486 0 3,272 11,478 9,785 12,964 3,556 377
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: -589)
-322 204 0 -346 -920 -668 -716 79 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.8 11.1 0.0 24.5 86.0 73.3 97.2 26.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
68 7 0 13 26 81 33
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,905
COMMITMENTS
6,046 846 0 1,473 7,967 7,519 8,813 2,386 1,092
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 521)
519 145 0 137 348 656 493 -135 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.0 8.5 0.0 14.9 80.4 75.9 89.0 24.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
23 5 0 13 19 36 24
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 172,022
COMMITMENTS
38,613 5,895 24,033 88,885 127,836 151,531 157,764 20,492 14,258
CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST: 15,277)
2,932 -1,193 4,641 4,484 9,536 12,057 12,984 3,221 2,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 3.4 14.0 51.7 74.3 88.1 91.7 11.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
55 17 41 59 76 129 121
Updated January 12, 2006