NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,550
COMMITMENTS
660 750 0 3,647 3,278 4,307 4,028 243 522
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 120)
-25 0 0 25 145 0 145 120 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 16.5 0.0 80.2 72.0 94.7 88.5 5.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 19 15 20 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 188,596
COMMITMENTS
25,445 19,770 30,464 102,552 110,266 158,462 160,500 30,134 28,096
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -17,811)
-2,120 1,895 -11,999 -195 -6,106 -14,313 -16,210 -3,498 -1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 10.5 16.2 54.4 58.5 84.0 85.1 16.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
32 39 38 65 64 120 119
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 871,965
COMMITMENTS
46,530 87,374 387,767 366,450 363,240 800,747 838,381 71,218 33,583
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -45,770)
2,972 -3,747 -30,988 -10,637 -9,753 -38,653 -44,487 -7,117 -1,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 10.0 44.5 42.0 41.7 91.8 96.1 8.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
66 49 86 98 89 202 189
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,732
COMMITMENTS
509 0 1,084 44,081 46,900 45,674 47,984 4,058 1,748
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,322)
509 -234 -1,231 915 2,763 193 1,298 1,129 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 2.2 88.6 94.3 91.8 96.5 8.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 20 20 21 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,045
COMMITMENTS
27 1,494 2,698 43,590 41,998 46,315 46,190 5,730 5,855
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -1,295)
-7,321 -188 1,237 5,892 -1,301 -192 -252 -1,103 -1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 2.9 5.2 83.8 80.7 89.0 88.8 11.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 18 21 21 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,108
COMMITMENTS
11,195 3,368 1,924 88,301 95,341 101,420 100,633 8,688 9,475
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 8,684)
4,547 2,256 826 5,890 7,334 11,263 10,416 -2,579 -1,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 3.1 1.7 80.2 86.6 92.1 91.4 7.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 2 32 31 36 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,725
COMMITMENTS
1,416 2,360 0 53,912 49,992 55,328 52,352 3,397 6,373
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 22)
0 0 0 -532 2,106 -532 2,106 554 -2,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.0 0.0 91.8 85.1 94.2 89.1 5.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 17 22 18 24
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,526
COMMITMENTS
0 10,596 3,075 71,844 62,539 74,919 76,210 2,607 1,316
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 6,917)
0 552 525 6,522 6,018 7,047 7,095 -130 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.7 4.0 92.7 80.7 96.6 98.3 3.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 5 4 22 22 26 27
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,124
COMMITMENTS
8,952 4,088 2,415 50,277 60,990 61,644 67,493 10,480 4,631
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,255)
-3,217 -364 -661 2,879 1,836 -999 811 2,254 444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 5.7 3.3 69.7 84.6 85.5 93.6 14.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 3 19 23 22 27
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,310
COMMITMENTS
0 3,342 4,762 82,477 79,012 87,239 87,116 7,071 7,194
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 10,677)
0 -1,153 1,604 10,665 9,671 12,269 10,122 -1,592 555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 5.0 87.5 83.8 92.5 92.4 7.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 24 27 25 28
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,469
COMMITMENTS
0 4,931 1,734 37,049 37,429 38,783 44,094 7,686 2,375
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,239)
0 159 -587 736 1,667 149 1,239 1,090 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.6 3.7 79.7 80.5 83.5 94.9 16.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 21 18 23 20
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,693
COMMITMENTS
0 6,330 520 42,588 39,293 43,108 46,143 9,585 6,550
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.0 1.0 80.8 74.6 81.8 87.6 18.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 15 15 16
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,488
COMMITMENTS
0 3,530 2,481 40,768 34,758 43,249 40,769 6,239 8,719
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 5.0 82.4 70.2 87.4 82.4 12.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 13 15 14 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,240
COMMITMENTS
19,539 468 878 29,785 51,897 50,202 53,243 7,038 3,997
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -1,077)
192 124 -428 -1,745 2,389 -1,981 2,085 904 -3,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 0.8 1.5 52.0 90.7 87.7 93.0 12.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 17 22 20 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,504
COMMITMENTS
0 4,180 2,242 57,528 48,939 59,770 55,361 6,734 11,143
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 221)
0 -102 -662 1,459 11 797 -753 -576 974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 3.4 86.5 73.6 89.9 83.2 10.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 24 20 26 22
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,840
COMMITMENTS
0 5,137 963 43,720 43,523 44,683 49,623 11,157 6,217
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,589)
0 1,819 -80 1,510 28 1,430 1,767 159 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 1.7 78.3 77.9 80.0 88.9 20.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 16 18 17
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,495
COMMITMENTS
5,892 3,539 224 52,611 55,256 58,727 59,019 768 476
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.9 0.4 88.4 92.9 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 18 12 21 14
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 171,586
COMMITMENTS
966 26,085 2,302 155,692 138,131 158,960 166,518 12,626 5,068
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,764)
0 1,155 222 2,125 282 2,347 1,659 -583 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 15.2 1.3 90.7 80.5 92.6 97.0 7.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 4 2 36 31 38 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,530
COMMITMENTS
11,682 1,917 1,847 62,966 73,634 76,495 77,398 8,035 7,132
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 3,029)
255 0 703 765 1,848 1,723 2,551 1,306 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 2.3 2.2 74.5 87.1 90.5 91.6 9.5 8.4
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 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,728
COMMITMENTS
5,892 3,539 224 65,138 70,239 71,254 74,002 3,474 726
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,516)
224 -224 0 552 4,228 776 4,004 740 -2,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 4.7 0.3 87.2 94.0 95.4 99.0 4.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 22 19 25 21
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 191,959
COMMITMENTS
5,376 2,806 5,184 171,215 177,597 181,775 185,587 10,184 6,372
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -2,264)
538 -240 -990 -759 1,066 -1,211 -164 -1,053 -2,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.5 2.7 89.2 92.5 94.7 96.7 5.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 4 36 34 40 38
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 159,717
COMMITMENTS
13,767 4,564 14,175 124,337 133,834 152,279 152,573 7,438 7,144
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -922)
-4,009 -12 1,138 1,389 -2,630 -1,482 -1,504 560 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 2.9 8.9 77.8 83.8 95.3 95.5 4.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 6 34 27 40 33
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 144,263
COMMITMENTS
462 3,468 6,799 124,807 118,549 132,068 128,816 12,195 15,447
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -986)
462 -3,330 1,148 -4,406 2,997 -2,796 815 1,810 -1,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 2.4 4.7 86.5 82.2 91.5 89.3 8.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 30 32 32 34
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 33,964
COMMITMENTS
1,791 5,019 517 25,363 22,249 27,671 27,785 6,293 6,179
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,655)
-455 -88 91 1,463 1,863 1,099 1,866 556 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 14.8 1.5 74.7 65.5 81.5 81.8 18.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 13 12 15 14
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 167,109
COMMITMENTS
14,912 17,337 19,280 125,225 127,111 159,417 163,728 7,692 3,381
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 2,245)
3,128 -4,654 875 -3,459 4,893 544 1,114 1,701 1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 10.4 11.5 74.9 76.1 95.4 98.0 4.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 2 8 28 33 36 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,182
COMMITMENTS
7,784 5,160 56 45,709 42,579 53,549 47,795 3,633 9,387
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 5,299)
2,375 -1,948 0 4,102 4,503 6,477 2,555 -1,178 2,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 9.0 0.1 79.9 74.5 93.6 83.6 6.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 1 21 18 23 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,356,720
COMMITMENTS
263,291 68,399 284,689 785,720 990,602 1333700 1343690 23,020 13,030
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -64,676)
4,030 -1,807 -16,172 -54,663 -47,446 -66,805 -65,425 2,129 749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 5.0 21.0 57.9 73.0 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
29 10 32 86 76 123 110
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 293,509
COMMITMENTS
67,110 49,992 71,761 150,784 168,370 289,655 290,123 3,854 3,386
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -32,026)
13,385 -15,957 -18,788 -26,168 1,852 -31,571 -32,893 -455 867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 17.0 24.4 51.4 57.4 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 7 16 28 26 48 45
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 84,840
COMMITMENTS
19,572 8,066 17,418 46,692 58,416 83,681 83,900 1,159 940
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -6,585)
-1,760 1,084 -1,265 -4,550 -7,132 -7,575 -7,313 990 728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 9.5 20.5 55.0 68.9 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 5 10 42 42 53 53
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,584
COMMITMENTS
3,334 7,020 1,631 20,365 15,400 25,330 24,051 254 1,533
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 486)
1,028 -1,065 197 -739 330 486 -538 0 1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 27.4 6.4 79.6 60.2 99.0 94.0 1.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 6 21 23 28 29
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,040
COMMITMENTS
2,904 1,644 912 7,463 9,018 11,279 11,574 761 466
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -1,275)
-1,275 0 0 0 -1,275 -1,275 -1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 13.7 7.6 62.0 74.9 93.7 96.1 6.3 3.9
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 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,836
COMMITMENTS
4,550 9,512 1,424 19,714 14,492 25,688 25,428 1,148 1,408
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 546)
-90 20 90 -522 -872 -522 -762 1,068 1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 35.4 5.3 73.5 54.0 95.7 94.8 4.3 5.2
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 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 21,596
COMMITMENTS
8,300 480 1,190 11,529 19,270 21,019 20,940 577 656
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -390)
-510 -250 50 190 -190 -270 -390 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 2.2 5.5 53.4 89.2 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 4 26 24 30 29
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,006
COMMITMENTS
720 656 1,464 10,323 10,426 12,507 12,546 499 460
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 270)
0 40 56 14 14 70 110 200 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.0 11.3 79.4 80.2 96.2 96.5 3.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 14 15 18 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,555,170
COMMITMENTS
168,635 86,749 435,322 872,172 959,420 1476128 1481491 79,042 73,679
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 55,452)
9,521 -570 5,955 33,569 47,271 49,045 52,657 6,407 2,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 5.6 28.0 56.1 61.7 94.9 95.3 5.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
101 98 135 87 100 264 269
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,939
COMMITMENTS
8,099 1,668 930 2,940 12,899 11,969 15,497 3,970 442
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,297)
1,221 80 362 -842 652 741 1,094 556 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.8 10.5 5.8 18.4 80.9 75.1 97.2 24.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
74 9 9 14 28 97 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,690
COMMITMENTS
7,772 1,114 127 1,178 9,292 9,077 10,533 2,613 1,157
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 412)
312 27 127 -136 348 303 502 109 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.5 9.5 1.1 10.1 79.5 77.6 90.1 22.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
30 8 3 7 22 39 32
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 177,803
COMMITMENTS
37,551 6,241 27,055 93,726 132,617 158,332 165,913 19,471 11,890
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -13,050)
-3,271 -1,330 -3,866 -4,098 -5,739 -11,235 -10,935 -1,816 -2,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 3.5 15.2 52.7 74.6 89.0 93.3 11.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
56 20 42 60 74 133 122
Updated February 3, 2006