NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,430
COMMITMENTS
685 750 0 3,622 3,133 4,307 3,883 123 547
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 647)
25 300 0 604 347 629 647 18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 16.9 0.0 81.8 70.7 97.2 87.7 2.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 19 15 21 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 206,407
COMMITMENTS
27,565 17,875 42,463 102,747 116,372 172,775 176,710 33,632 29,697
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 5,821)
4,119 -864 3,659 -3,155 3,467 4,623 6,262 1,198 -441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 8.7 20.6 49.8 56.4 83.7 85.6 16.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
36 35 48 64 65 129 123
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 917,735
COMMITMENTS
43,558 91,121 418,755 377,087 372,993 839,400 882,868 78,335 34,866
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 22,626)
1,840 456 17,669 2,986 3,729 22,495 21,854 131 772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 9.9 45.6 41.1 40.6 91.5 96.2 8.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
56 62 82 97 87 200 188
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,410
COMMITMENTS
0 234 2,315 43,166 44,137 45,481 46,686 2,929 1,724
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 154)
-253 234 -84 -136 4 -473 154 627 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 4.8 89.2 91.2 93.9 96.4 6.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 19 19 20 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,340
COMMITMENTS
7,348 1,682 1,461 37,698 43,299 46,507 46,442 6,833 6,898
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 5,484)
627 252 87 3,488 3,801 4,202 4,140 1,282 1,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 3.2 2.7 70.7 81.2 87.2 87.1 12.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 16 19 19 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,424
COMMITMENTS
6,648 1,112 1,098 82,411 88,007 90,157 90,217 11,267 11,207
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 71)
0 248 -155 458 -754 303 -661 -232 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.1 1.1 81.3 86.8 88.9 89.0 11.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 2 26 27 30 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,703
COMMITMENTS
1,416 2,360 0 54,444 47,886 55,860 50,246 2,843 8,457
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 428)
-377 0 -302 2,764 -777 2,085 -1,079 -1,657 1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.0 0.0 92.7 81.6 95.2 85.6 4.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 0 16 19 17 21
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,609
COMMITMENTS
0 10,044 2,550 65,322 56,521 67,872 69,115 2,737 1,494
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 6,305)
0 2,210 -2,489 9,464 6,442 6,975 6,163 -670 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.2 3.6 92.5 80.0 96.1 97.9 3.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 4 3 21 22 24 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,869
COMMITMENTS
12,169 4,452 3,076 47,398 59,154 62,643 66,682 8,226 4,187
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 1,640)
-4,171 1,288 526 5,066 1,181 1,421 2,995 219 -1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 6.3 4.3 66.9 83.5 88.4 94.1 11.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 3 20 24 23 28
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,633
COMMITMENTS
0 4,495 3,158 71,812 69,341 74,970 76,994 8,663 6,639
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 8,588)
0 -379 1,172 7,285 7,983 8,457 8,776 131 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 3.8 85.9 82.9 89.6 92.1 10.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 20 23 21 24
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,230
COMMITMENTS
0 4,772 2,321 36,313 35,762 38,634 42,855 6,596 2,375
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 2,262)
0 -943 544 1,447 2,721 1,991 2,322 271 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.6 5.1 80.3 79.1 85.4 94.7 14.6 5.3
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 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,317
COMMITMENTS
19,347 344 1,306 31,530 49,508 52,183 51,158 6,134 7,159
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -683)
0 310 0 -1,013 -1,061 -1,013 -751 330 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 0.6 2.2 54.1 84.9 89.5 87.7 10.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 17 20 20 23
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,283
COMMITMENTS
0 4,282 2,904 56,069 48,928 58,973 56,114 7,310 10,169
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 5,261)
0 -359 318 1,800 6,210 2,118 6,169 3,143 -908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 4.4 84.6 73.8 89.0 84.7 11.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 21 19 23 21
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,251
COMMITMENTS
0 3,318 1,043 42,210 43,495 43,253 47,856 10,998 6,395
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 1.9 77.8 80.2 79.7 88.2 20.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 15 15 16 16
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 169,822
COMMITMENTS
966 24,930 2,080 153,567 137,849 156,613 164,859 13,209 4,963
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 5,595)
0 2,077 -1,864 5,371 4,785 3,507 4,998 2,088 597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 14.7 1.2 90.4 81.2 92.2 97.1 7.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 4 4 35 30 39 35
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,501
COMMITMENTS
11,427 1,917 1,144 62,201 71,786 74,772 74,847 6,729 6,654
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 2,030)
-1,756 1,917 740 2,185 1,485 1,169 4,142 861 -2,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 2.4 1.4 76.3 88.1 91.7 91.8 8.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 19 20 22 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,212
COMMITMENTS
5,668 3,763 224 64,586 66,011 70,478 69,998 2,734 3,214
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 5.1 0.3 88.2 90.2 96.3 95.6 3.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 17 15 18 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 194,223
COMMITMENTS
4,838 3,046 6,174 171,974 176,531 182,986 185,751 11,237 8,472
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 10,377)
-589 0 890 9,285 9,227 9,586 10,117 791 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.6 3.2 88.5 90.9 94.2 95.6 5.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 4 34 31 38 35
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,639
COMMITMENTS
17,776 4,576 13,037 122,948 136,464 153,761 154,077 6,878 6,562
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 367)
-3,004 1,630 358 2,252 -1,287 -394 701 761 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 2.8 8.1 76.5 85.0 95.7 95.9 4.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 7 32 26 39 33
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 145,249
COMMITMENTS
0 6,798 5,651 129,213 115,552 134,864 128,001 10,385 17,248
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 3,420)
0 -4,274 1,347 1,842 5,741 3,189 2,814 231 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 3.9 89.0 79.6 92.9 88.1 7.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 1 29 29 30 31
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 32,309
COMMITMENTS
2,246 5,107 426 23,900 20,386 26,572 25,919 5,737 6,390
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 53)
112 527 0 1,104 -1,622 1,216 -1,095 -1,163 1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 15.8 1.3 74.0 63.1 82.2 80.2 17.8 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 13 12 15 13
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 164,864
COMMITMENTS
11,784 21,991 18,405 128,684 122,218 158,873 162,614 5,991 2,250
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 4,459)
-356 1,929 -766 5,000 4,510 3,878 5,673 581 -1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 13.3 11.2 78.1 74.1 96.4 98.6 3.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 3 9 28 33 37 42
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,883
COMMITMENTS
5,409 7,108 56 41,607 38,076 47,072 45,240 4,811 6,643
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -423)
0 -496 0 -1,207 1,025 -1,207 529 784 -952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 13.7 0.1 80.2 73.4 90.7 87.2 9.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 1 19 18 21 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,421,396
COMMITMENTS
259,261 70,206 300,861 840,383 1038048 1400505 1409115 20,891 12,281
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 23,126)
6,935 6,204 -1,072 17,504 20,110 23,367 25,242 -241 -2,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 4.9 21.2 59.1 73.0 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
31 13 38 91 82 133 122
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 325,535
COMMITMENTS
53,725 65,949 90,549 176,952 166,518 321,226 323,016 4,309 2,519
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 15,081)
-10,813 -18,551 23,759 1,575 9,757 14,521 14,965 560 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 20.3 27.8 54.4 51.2 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 10 15 30 27 50 46
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 91,425
COMMITMENTS
21,332 6,983 18,683 51,242 65,548 91,257 91,214 169 212
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 2,803)
-593 967 861 2,655 1,113 2,922 2,942 -120 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 7.6 20.4 56.0 71.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 6 12 41 43 54 55
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,098
COMMITMENTS
2,306 8,085 1,434 21,104 15,070 24,844 24,589 254 509
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 283)
782 578 -375 -124 80 283 283 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 32.2 5.7 84.1 60.0 99.0 98.0 1.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 5 6 21 22 28 28
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,315
COMMITMENTS
4,179 1,644 912 7,463 10,293 12,554 12,849 761 466
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -432)
-84 0 -8 -386 -464 -478 -472 46 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 12.3 6.8 56.0 77.3 94.3 96.5 5.7 3.5
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 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,290
COMMITMENTS
4,640 9,492 1,334 20,236 15,364 26,210 26,190 80 100
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 778)
220 1,020 40 498 -302 758 758 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 36.1 5.1 77.0 58.4 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 5 6 23 22 30 29
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 21,986
COMMITMENTS
8,810 730 1,140 11,339 19,460 21,289 21,330 697 656
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: -254)
-600 50 -20 226 -424 -394 -394 140 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 3.3 5.2 51.6 88.5 96.8 97.0 3.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 4 25 24 29 29
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,736
COMMITMENTS
720 616 1,408 10,309 10,412 12,437 12,436 299 300
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 150)
0 -220 48 222 442 270 270 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 4.8 11.1 80.9 81.8 97.7 97.6 2.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 14 13 18 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,499,718
COMMITMENTS
159,114 87,319 429,366 838,602 912,149 1427083 1428834 72,636 70,884
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 32,087)
2,949 -5,979 26,127 7,780 19,988 36,856 40,136 -4,769 -8,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 5.8 28.6 55.9 60.8 95.2 95.3 4.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
99 100 134 85 95 260 264
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,642
COMMITMENTS
6,878 1,588 568 3,782 12,247 11,228 14,403 3,414 239
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 614)
21 -16 359 450 268 830 611 -216 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 10.8 3.9 25.8 83.6 76.7 98.4 23.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
72 6 5 15 28 90 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,278
COMMITMENTS
7,460 1,087 0 1,314 8,944 8,774 10,031 2,504 1,247
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 442)
523 171 0 -250 369 273 540 169 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.1 9.6 0.0 11.7 79.3 77.8 88.9 22.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
29 8 0 10 19 39 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 190,853
COMMITMENTS
40,822 7,572 30,921 97,824 138,356 169,566 176,849 21,287 14,005
CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST: 7,777)
-29 1,395 1,079 7,198 8,070 8,248 10,543 -470 -2,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 4.0 16.2 51.3 72.5 88.8 92.7 11.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
52 23 43 71 80 146 126
Updated January 20, 2006