NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,110
COMMITMENTS
960 1,050 0 4,030 3,506 4,990 4,556 120 554
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 150)
0 150 0 150 0 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 20.5 0.0 78.9 68.6 97.7 89.2 2.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 0 19 15 20 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 195,911
COMMITMENTS
22,393 24,474 36,199 109,331 99,375 167,923 160,047 27,988 35,864
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 3,972)
700 45 93 5,505 2,202 6,298 2,340 -2,326 1,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 12.5 18.5 55.8 50.7 85.7 81.7 14.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
27 41 42 64 67 116 130
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,005,980
COMMITMENTS
46,770 85,445 460,031 422,237 425,570 929,039 971,047 76,941 34,933
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 22,242)
-7,015 8,530 24,844 3,499 -10,974 21,328 22,399 914 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.5 45.7 42.0 42.3 92.4 96.5 7.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
57 55 86 106 93 210 190
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,607
COMMITMENTS
0 1,456 1,792 47,221 42,596 49,013 45,844 3,594 6,763
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 1,046)
0 665 -599 1,330 854 731 920 315 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 3.4 89.8 81.0 93.2 87.1 6.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 20 18 21 19
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,505
COMMITMENTS
1,066 8,941 1,789 51,464 44,952 54,319 55,682 6,186 4,823
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -23)
-90 2,906 341 -954 -2,852 -703 395 680 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 14.8 3.0 85.1 74.3 89.8 92.0 10.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 4 19 19 24 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,618
COMMITMENTS
10,150 2,576 2,788 80,492 88,294 93,430 93,658 9,188 8,960
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -712)
0 -856 856 -1,475 -836 -619 -836 -93 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.5 2.7 78.4 86.0 91.0 91.3 9.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 2 30 28 33 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,409
COMMITMENTS
248 744 0 54,312 52,796 54,560 53,540 5,849 6,869
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 754)
0 0 0 772 1,736 772 1,736 -18 -982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.2 0.0 89.9 87.4 90.3 88.6 9.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 18 23 19 24
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,943
COMMITMENTS
0 9,862 582 70,680 59,659 71,262 70,103 1,681 2,840
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 1,834)
0 2,326 -1,072 3,092 278 2,020 1,532 -186 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.5 0.8 96.9 81.8 97.7 96.1 2.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 20 20 22 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,373
COMMITMENTS
7,867 7,347 2,823 52,441 55,072 63,131 65,242 8,242 6,131
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 2,617)
452 920 246 1,679 320 2,377 1,486 240 1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 10.3 4.0 73.5 77.2 88.5 91.4 11.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 19 21 22 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,268
COMMITMENTS
0 2,954 2,826 88,303 82,997 91,129 88,777 8,139 10,491
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -1,074)
0 -4,044 1,538 -3,242 -755 -1,704 -3,261 630 2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 2.8 89.0 83.6 91.8 89.4 8.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 21 25 22 26
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,067
COMMITMENTS
778 2,117 1,408 33,329 37,071 35,515 40,596 7,552 2,471
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 264)
778 -1,912 -656 -259 2,404 -137 -164 401 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 4.9 3.3 77.4 86.1 82.5 94.3 17.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 19 18 21 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,765
COMMITMENTS
19,359 0 552 35,627 54,802 55,538 55,354 7,227 7,411
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 2,863)
-62 0 0 3,117 1,034 3,055 1,034 -192 1,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 0.0 0.9 56.8 87.3 88.5 88.2 11.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 17 21 19 23
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,727
COMMITMENTS
2,809 969 3,275 54,678 56,037 60,762 60,281 8,965 9,446
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 1,191)
2,809 -3,268 687 -3,722 3,792 -226 1,211 1,417 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.4 4.7 78.4 80.4 87.1 86.5 12.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 20 17 22 19
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,468
COMMITMENTS
0 1,567 1,265 41,814 47,258 43,079 50,090 11,389 4,378
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 2,114)
0 618 -386 2,080 2,184 1,694 2,416 420 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 2.3 76.8 86.8 79.1 92.0 20.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 16 18 17 19
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 173,627
COMMITMENTS
0 25,321 4,451 155,871 139,071 160,322 168,843 13,305 4,784
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 10,143)
0 4,987 -1,539 11,685 5,789 10,146 9,237 -3 906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.6 2.6 89.8 80.1 92.3 97.2 7.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 5 3 36 31 39 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,721
COMMITMENTS
8,548 1,973 2,317 61,243 72,846 72,108 77,136 10,613 5,585
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 645)
-1,590 0 725 654 221 -211 946 856 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 2.4 2.8 74.0 88.1 87.2 93.2 12.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 20 22 23 24
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,306
COMMITMENTS
0 8,181 0 66,482 60,897 66,482 69,078 2,824 228
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -291)
0 434 -217 -229 -632 -446 -415 155 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.8 0.0 95.9 87.9 95.9 99.7 4.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 0 16 14 16 15
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 203,837
COMMITMENTS
5,618 1,057 4,325 183,522 192,308 193,465 197,690 10,372 6,147
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 2,841)
-3,915 234 576 4,817 1,329 1,478 2,139 1,363 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.5 2.1 90.0 94.3 94.9 97.0 5.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 2 5 39 41 44 46
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 166,112
COMMITMENTS
15,547 4,732 12,306 132,097 141,668 159,950 158,706 6,162 7,406
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 2,854)
-846 744 -334 4,367 1,919 3,187 2,329 -333 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.8 7.4 79.5 85.3 96.3 95.5 3.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 6 33 31 39 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 151,313
COMMITMENTS
1,302 3,592 3,647 137,445 128,757 142,394 135,996 8,919 15,317
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 1,794)
-4,451 1,274 1,826 3,575 -3,038 950 62 844 1,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.4 2.4 90.8 85.1 94.1 89.9 5.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 1 1 31 31 32 33
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 194,164
COMMITMENTS
7,130 29,531 25,273 155,685 136,644 188,088 191,448 6,076 2,716
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 8,690)
-1,689 811 1,885 8,507 6,222 8,703 8,918 -13 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 15.2 13.0 80.2 70.4 96.9 98.6 3.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 4 7 29 35 36 42
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,535
COMMITMENTS
5,061 3,499 0 42,911 39,599 47,972 43,098 3,563 8,437
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 402)
0 240 0 216 -512 216 -272 186 674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 6.8 0.0 83.3 76.8 93.1 83.6 6.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 0 20 21 23 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,512,580
COMMITMENTS
263,815 61,780 362,168 864,508 1074913 1490491 1498861 22,089 13,719
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 35,082)
-9,933 -14,017 26,531 18,131 20,683 34,729 33,197 353 1,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 4.1 23.9 57.2 71.1 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
26 10 29 95 82 127 115
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 341,733
COMMITMENTS
88,961 26,038 88,131 161,531 225,267 338,623 339,436 3,110 2,297
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 10,100)
-1,019 1,746 5,390 5,803 3,315 10,174 10,451 -74 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 7.6 25.8 47.3 65.9 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 5 18 32 30 52 51
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 85,548
COMMITMENTS
13,671 7,209 17,065 54,043 60,560 84,779 84,834 769 714
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -848)
-1,036 -366 -490 798 268 -728 -588 -120 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 8.4 19.9 63.2 70.8 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 6 11 44 43 56 54
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,201
COMMITMENTS
1,310 8,059 1,245 21,673 14,669 24,228 23,973 973 1,228
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 1,108)
0 1,549 -86 1,194 -355 1,108 1,108 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 32.0 4.9 86.0 58.2 96.1 95.1 3.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 6 23 23 29 29
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,868
COMMITMENTS
2,801 968 1,707 8,641 10,727 13,149 13,402 719 466
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 1,316)
679 -1,532 1,277 -640 1,571 1,316 1,316 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 7.0 12.3 62.3 77.4 94.8 96.6 5.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 1 17 14 20 17
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,310
COMMITMENTS
1,398 4,247 145 10,153 7,918 11,696 12,310 614 0
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 34.5 1.2 82.5 64.3 95.0 100.0 5.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 13 10 15 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,448
COMMITMENTS
4,110 9,714 978 19,172 13,568 24,260 24,260 1,188 1,188
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 600)
-20 220 0 620 380 600 600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 38.2 3.8 75.3 53.3 95.3 95.3 4.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 5 5 24 22 30 28
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,162
COMMITMENTS
6,720 560 630 13,761 20,544 21,111 21,734 1,051 428
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 1,598)
400 0 0 908 1,612 1,308 1,612 290 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 2.5 2.8 62.1 92.7 95.3 98.1 4.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 4 31 27 35 32
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,266
COMMITMENTS
640 852 984 10,126 9,990 11,750 11,826 516 440
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 148)
0 0 -240 388 388 148 148 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.9 8.0 82.6 81.4 95.8 96.4 4.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 2 14 16 18 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,475,737
COMMITMENTS
124,985 98,814 409,333 878,741 904,766 1413059 1412913 62,678 62,824
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -125,864)
-15,294 -3,980 -59,458 -34,758 -56,632 -109,510 -120,070 -16,353 -5,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 6.7 27.7 59.5 61.3 95.8 95.7 4.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
82 91 124 79 87 235 241
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,219
COMMITMENTS
8,201 1,816 1,699 3,370 13,046 13,270 16,561 3,949 658
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 1,030)
89 127 647 340 193 1,076 967 -46 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 10.5 9.9 19.6 75.8 77.1 96.2 22.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
74 8 11 16 27 98 43
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,739
COMMITMENTS
4,149 1,020 163 1,861 6,349 6,173 7,532 2,566 1,207
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -834)
-1,048 -384 80 152 -763 -816 -1,067 -18 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 11.7 1.9 21.3 72.7 70.6 86.2 29.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
19 7 2 14 17 35 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 192,000
COMMITMENTS
36,142 16,819 28,937 106,513 128,959 171,591 174,714 20,409 17,286
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -1,491)
-7,078 1,965 -2,077 7,027 -1,111 -2,128 -1,224 637 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 8.8 15.1 55.5 67.2 89.4 91.0 10.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
49 31 38 67 78 131 133
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,304
COMMITMENTS
3,280 0 150 15,844 19,281 19,274 19,431 1,030 873
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 3,273)
280 0 150 3,381 3,185 3,811 3,335 -538 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 0.0 0.7 78.0 95.0 94.9 95.7 5.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 16 18 18 19
Updated February 24, 2006