NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,180
COMMITMENTS
960 1,050 0 4,012 3,631 4,972 4,681 208 499
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 70)
0 0 0 -18 125 -18 125 88 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 20.3 0.0 77.5 70.1 96.0 90.4 4.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 0 18 17 19 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 184,440
COMMITMENTS
23,161 25,480 28,843 107,758 97,945 159,762 152,268 24,678 32,173
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -11,470)
768 1,006 -7,356 -1,573 -1,430 -8,160 -7,780 -3,310 -3,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 13.8 15.6 58.4 53.1 86.6 82.6 13.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
25 41 34 63 65 108 123
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 937,379
COMMITMENTS
40,055 70,152 441,719 376,480 393,268 858,255 905,139 79,124 32,240
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -68,601)
-6,715 -15,293 -18,312 -45,757 -32,302 -70,784 -65,908 2,184 -2,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.5 47.1 40.2 42.0 91.6 96.6 8.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
64 53 88 89 80 196 181
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,116
COMMITMENTS
353 0 1,863 46,202 44,452 48,418 46,315 4,698 6,801
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 509)
353 -1,456 71 -1,019 1,856 -595 471 1,104 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 3.5 87.0 83.7 91.2 87.2 8.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 20 18 21 19
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,725
COMMITMENTS
3,597 5,526 1,761 49,323 47,911 54,681 55,198 7,044 6,527
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,220)
2,531 -3,415 -28 -2,141 2,959 362 -484 858 1,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 9.0 2.9 79.9 77.6 88.6 89.4 11.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 4 18 19 23 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,206
COMMITMENTS
10,150 2,756 2,608 81,659 88,274 94,417 93,638 8,789 9,568
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 588)
0 180 -180 1,167 -20 987 -20 -399 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 2.7 2.5 79.1 85.5 91.5 90.7 8.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 2 32 27 35 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,166
COMMITMENTS
248 744 0 55,527 52,841 55,775 53,585 6,391 8,581
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,757)
0 0 0 1,215 45 1,215 45 542 1,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 1.2 0.0 89.3 85.0 89.7 86.2 10.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 21 24 22 25
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,656
COMMITMENTS
0 10,928 576 75,399 64,168 75,975 75,672 1,681 1,984
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 4,713)
0 1,066 -6 4,719 4,509 4,713 5,569 0 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.1 0.7 97.1 82.6 97.8 97.4 2.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 20 21 22 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,186
COMMITMENTS
8,509 8,267 2,827 51,992 54,899 63,328 65,993 8,858 6,193
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 813)
642 920 4 -449 -173 197 751 616 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 11.5 3.9 72.0 76.1 87.7 91.4 12.3 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 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,411
COMMITMENTS
0 4,350 2,509 96,597 90,653 99,106 97,512 8,305 9,899
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 8,143)
0 1,396 -317 8,294 7,656 7,977 8,735 166 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 2.3 89.9 84.4 92.3 90.8 7.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 25 25 26 26
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,175
COMMITMENTS
778 1,504 1,838 34,987 40,254 37,603 43,596 7,572 1,579
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 2,108)
0 -613 430 1,658 3,183 2,088 3,000 20 -892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.3 4.1 77.4 89.1 83.2 96.5 16.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 20 19 22 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,462
COMMITMENTS
19,359 0 552 40,823 61,459 60,734 62,011 6,728 5,451
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 4,697)
0 0 0 5,196 6,657 5,196 6,657 -499 -1,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 0.0 0.8 60.5 91.1 90.0 91.9 10.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 20 24 22 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,970
COMMITMENTS
3,705 1,087 2,141 55,047 55,382 60,893 58,610 8,077 10,360
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -757)
896 118 -1,134 369 -655 131 -1,671 -888 914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.6 3.1 79.8 80.3 88.3 85.0 11.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 21 19 23 21
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,092
COMMITMENTS
0 2,417 791 44,391 49,630 45,182 52,838 11,910 4,254
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 2,624)
0 850 -474 2,577 2,372 2,103 2,748 521 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 1.4 77.8 86.9 79.1 92.5 20.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 15 18 16 19
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,671
COMMITMENTS
1,634 9,148 0 57,952 49,970 59,586 59,118 1,085 1,553
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 15.1 0.0 95.5 82.4 98.2 97.4 1.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 0 19 17 22 18
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 176,083
COMMITMENTS
884 23,709 3,857 160,867 144,364 165,608 171,930 10,475 4,153
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 2,456)
884 -1,612 -594 4,996 5,293 5,286 3,087 -2,830 -631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 13.5 2.2 91.4 82.0 94.1 97.6 5.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 3 38 32 41 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,487
COMMITMENTS
11,486 1,973 1,747 60,345 73,204 73,578 76,924 9,909 6,563
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 766)
2,938 0 -570 -898 358 1,470 -212 -704 978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 2.4 2.1 72.3 87.7 88.1 92.1 11.9 7.9
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 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,753
COMMITMENTS
834 9,396 0 71,862 67,827 72,696 77,223 5,057 530
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 8,447)
834 1,215 0 5,380 6,930 6,214 8,145 2,233 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 12.1 0.0 92.4 87.2 93.5 99.3 6.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 0 22 17 24 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 210,827
COMMITMENTS
5,912 823 4,318 190,189 199,421 200,419 204,562 10,408 6,265
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 6,990)
294 -234 -7 6,667 7,113 6,954 6,872 36 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.4 2.0 90.2 94.6 95.1 97.0 4.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 1 4 40 43 45 47
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 163,131
COMMITMENTS
14,880 3,048 8,804 133,683 143,235 157,367 155,087 5,764 8,044
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -2,981)
-667 -1,684 -3,502 1,586 1,567 -2,583 -3,619 -398 638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 1.9 5.4 81.9 87.8 96.5 95.1 3.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 6 33 29 39 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 154,772
COMMITMENTS
3,355 5,269 3,743 139,635 130,353 146,733 139,365 8,039 15,407
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 3,459)
2,053 1,677 96 2,190 1,596 4,339 3,369 -880 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.4 2.4 90.2 84.2 94.8 90.0 5.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 2 2 32 32 34 35
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 197,880
COMMITMENTS
6,125 34,485 25,351 159,998 135,456 191,474 195,292 6,406 2,588
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 3,716)
-1,005 4,954 78 4,313 -1,188 3,386 3,844 330 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 17.4 12.8 80.9 68.5 96.8 98.7 3.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 3 7 29 34 36 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,999
COMMITMENTS
4,844 3,019 0 44,347 40,901 49,191 43,920 3,808 9,079
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,464)
-217 -480 0 1,436 1,302 1,219 822 245 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 5.7 0.0 83.7 77.2 92.8 82.9 7.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 0 19 21 21 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,480,743
COMMITMENTS
246,544 24,520 387,547 828,170 1054953 1462261 1467020 18,482 13,723
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -31,837)
-17,271 -37,260 25,379 -36,338 -19,960 -28,230 -31,841 -3,607 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 1.7 26.2 55.9 71.2 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
28 8 30 89 77 123 109
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 306,614
COMMITMENTS
68,314 24,053 82,380 151,603 197,262 302,297 303,695 4,317 2,919
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -35,119)
-20,647 -1,985 -5,751 -9,928 -28,005 -36,326 -35,741 1,207 622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 7.8 26.9 49.4 64.3 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 9 17 29 25 48 44
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 81,656
COMMITMENTS
13,425 8,542 14,984 52,428 57,370 80,837 80,896 819 760
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -3,892)
-246 1,333 -2,080 -1,615 -3,190 -3,942 -3,938 50 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 10.5 18.4 64.2 70.3 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 4 8 42 40 51 49
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,023
COMMITMENTS
1,310 8,059 1,245 21,765 14,761 24,320 24,065 703 958
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -178)
0 0 0 92 92 92 92 -270 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 32.2 5.0 87.0 59.0 97.2 96.2 2.8 3.8
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 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,935
COMMITMENTS
3,311 968 1,707 8,664 11,260 13,682 13,935 253 0
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 67)
510 0 0 23 533 533 533 -466 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 6.9 12.2 62.2 80.8 98.2 100.0 1.8 0.0
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 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,350
COMMITMENTS
1,398 4,287 105 10,153 7,958 11,656 12,350 694 0
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 40)
0 40 -40 0 40 -40 40 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 34.7 0.9 82.2 64.4 94.4 100.0 5.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 13 11 15 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,498
COMMITMENTS
4,060 10,214 868 20,442 14,268 25,370 25,350 1,128 1,148
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,050)
-50 500 -110 1,270 700 1,110 1,090 -60 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 38.5 3.3 77.1 53.8 95.7 95.7 4.3 4.3
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 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,732
COMMITMENTS
7,180 1,420 730 15,001 21,130 22,911 23,280 821 452
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,570)
460 860 100 1,240 586 1,800 1,546 -230 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 6.0 3.1 63.2 89.0 96.5 98.1 3.5 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 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,086
COMMITMENTS
640 902 1,224 10,706 10,500 12,570 12,626 516 460
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 820)
0 50 240 580 510 820 800 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 6.9 9.4 81.8 80.2 96.1 96.5 3.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 2 14 17 18 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,552,008
COMMITMENTS
133,063 99,554 431,436 915,028 942,812 1479528 1473803 72,480 78,205
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 76,271)
8,077 740 22,104 36,287 38,046 66,468 60,890 9,802 15,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 6.4 27.8 59.0 60.7 95.3 95.0 4.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
90 96 134 85 89 251 256
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,905
COMMITMENTS
8,224 1,703 906 4,289 14,017 13,419 16,626 3,486 279
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -314)
23 -113 -793 919 971 149 65 -463 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 10.1 5.4 25.4 82.9 79.4 98.3 20.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
77 7 12 21 27 104 43
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,580
COMMITMENTS
4,301 1,170 236 1,552 6,026 6,089 7,432 2,491 1,148
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -159)
152 150 73 -309 -323 -84 -100 -75 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 13.6 2.7 18.1 70.2 71.0 86.6 29.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 11 2 9 18 31 29
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 172,941
COMMITMENTS
29,901 18,434 25,891 98,440 112,600 154,232 156,925 18,708 16,016
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -19,059)
-6,241 1,615 -3,045 -8,072 -16,358 -17,359 -17,789 -1,701 -1,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 10.7 15.0 56.9 65.1 89.2 90.7 10.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
50 29 44 66 79 133 140
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 22,161
COMMITMENTS
3,530 0 350 16,882 20,210 20,762 20,560 1,399 1,601
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,857)
250 0 200 1,038 929 1,488 1,129 369 728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 1.6 76.2 91.2 93.7 92.8 6.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 15 20 19 22
Updated March 3, 2006