NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,753
COMMITMENTS
960 250 0 3,618 4,123 4,578 4,373 175 380
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 185)
0 75 0 175 110 175 185 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 5.3 0.0 76.1 86.7 96.3 92.0 3.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 16 16 17 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 195,401
COMMITMENTS
23,512 21,748 35,163 109,062 104,773 167,737 161,684 27,664 33,718
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -1,481)
-337 -1,451 1,420 -715 1,981 369 1,951 -1,850 -3,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 11.1 18.0 55.8 53.6 85.8 82.7 14.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
26 36 35 59 57 106 109
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 969,105
COMMITMENTS
38,265 71,389 453,862 392,043 405,340 884,170 930,591 84,935 38,514
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 16,243)
-3,662 87 12,275 6,355 1,552 14,969 13,915 1,274 2,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 7.4 46.8 40.5 41.8 91.2 96.0 8.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
68 54 89 95 82 206 184
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,648
COMMITMENTS
0 612 2,621 47,301 44,875 49,922 48,108 4,726 6,540
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 3,224)
0 -424 714 2,510 2,386 3,224 2,676 0 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 4.8 86.6 82.1 91.4 88.0 8.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 18 16 19 17
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,939
COMMITMENTS
4,687 4,905 2,543 52,631 52,343 59,861 59,791 8,078 8,148
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 7,618)
1,088 -282 591 5,709 7,371 7,388 7,680 230 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 7.2 3.7 77.5 77.0 88.1 88.0 11.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 3 18 16 23 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,121
COMMITMENTS
9,383 2,353 1,926 78,124 84,876 89,433 89,155 11,688 11,966
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 4,807)
616 0 0 5,380 4,351 5,996 4,351 -1,189 456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 2.3 1.9 77.3 83.9 88.4 88.2 11.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 23 20 26 22
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,608
COMMITMENTS
0 1,778 0 67,514 62,385 67,514 64,163 4,094 7,445
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 6,149)
0 124 0 9,120 5,305 9,120 5,429 -2,971 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 94.3 87.1 94.3 89.6 5.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 19 21 19 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,281
COMMITMENTS
0 13,458 516 73,063 55,904 73,579 69,878 2,702 6,403
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 2,126)
0 3,673 117 1,707 -1,911 1,824 1,879 302 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.6 0.7 95.8 73.3 96.5 91.6 3.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 19 15 21 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,930
COMMITMENTS
10,970 8,205 2,248 45,116 50,653 58,334 61,106 8,596 5,824
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 681)
236 0 136 217 1,760 589 1,896 92 -1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 12.3 3.4 67.4 75.7 87.2 91.3 12.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 2 18 19 22 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,269
COMMITMENTS
0 3,000 2,291 91,416 86,798 93,707 92,089 9,562 11,180
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -3,013)
0 -4,800 662 -4,283 -192 -3,621 -4,330 608 1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 2.2 88.5 84.1 90.7 89.2 9.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 23 21 24 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,764
COMMITMENTS
19,260 0 0 46,164 69,071 65,424 69,071 10,340 6,693
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 3,474)
0 0 0 2,441 3,385 2,441 3,385 1,033 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 0.0 0.0 60.9 91.2 86.4 91.2 13.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 19 15 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,086
COMMITMENTS
1,164 2,287 2,524 57,642 52,482 61,330 57,293 8,756 12,793
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 2,203)
-520 1,337 -638 4,152 774 2,994 1,473 -791 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.3 3.6 82.2 74.9 87.5 81.7 12.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 22 16 24 18
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 173,138
COMMITMENTS
0 25,817 2,571 159,556 139,726 162,127 168,114 11,011 5,024
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 7,531)
0 2,820 459 9,044 5,198 9,503 8,477 -1,972 -946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.9 1.5 92.2 80.7 93.6 97.1 6.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 4 3 36 32 39 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,997
COMMITMENTS
12,054 2,550 1,072 58,337 69,883 71,463 73,505 12,534 10,492
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 1,772)
-3,728 2,550 552 5,613 -387 2,437 2,715 -665 -943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 3.0 1.3 69.5 83.2 85.1 87.5 14.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 13 14 15 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,587
COMMITMENTS
0 7,004 0 64,515 60,723 64,515 67,727 5,072 1,860
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -8,166)
-834 -2,392 0 -7,347 -7,104 -8,181 -9,496 15 1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.1 0.0 92.7 87.3 92.7 97.3 7.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 13 13 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 206,708
COMMITMENTS
8,926 1,330 2,360 188,639 194,601 199,925 198,291 6,783 8,417
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 1,282)
1,235 0 -608 2,637 2,133 3,264 1,525 -1,982 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.6 1.1 91.3 94.1 96.7 95.9 3.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 4 33 36 38 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 154,077
COMMITMENTS
8,816 2,300 9,230 128,458 131,948 146,504 143,478 7,573 10,599
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 1,918)
-2,865 1,148 222 2,758 688 115 2,058 1,803 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.5 6.0 83.4 85.6 95.1 93.1 4.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 5 32 27 37 32
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 146,518
COMMITMENTS
6,961 5,594 1,957 125,047 125,364 133,965 132,915 12,553 13,603
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 345)
-2,119 362 751 182 931 -1,186 2,044 1,531 -1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.8 1.3 85.3 85.6 91.4 90.7 8.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 2 30 29 32 33
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 186,854
COMMITMENTS
5,057 31,480 26,055 150,795 125,768 181,907 183,303 4,947 3,551
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -213)
-230 -2,724 3,266 -2,873 -1,245 163 -703 -376 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 16.8 13.9 80.7 67.3 97.4 98.1 2.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 8 26 32 34 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,968
COMMITMENTS
3,604 0 0 40,647 36,768 44,251 36,768 4,717 12,200
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 2,617)
0 0 0 2,780 3,686 2,780 3,686 -163 -1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.0 83.0 75.1 90.4 75.1 9.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 14 15 14
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,594,120
COMMITMENTS
253,374 33,702 422,761 900,327 1127040 1576462 1583503 17,658 10,617
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 44,641)
20,273 6,253 1,634 24,917 36,707 46,824 44,594 -2,183 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 2.1 26.5 56.5 70.7 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
24 17 35 90 78 128 116
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 350,121
COMMITMENTS
82,128 22,562 91,299 171,621 231,577 345,048 345,438 5,073 4,683
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 23,857)
14,680 -6,333 4,543 5,288 24,705 24,511 22,915 -654 942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 6.4 26.1 49.0 66.1 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 8 20 30 28 51 49
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 83,263
COMMITMENTS
13,302 9,759 14,711 54,451 58,085 82,464 82,555 799 708
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 836)
-68 325 -182 1,126 786 876 928 -40 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 11.7 17.7 65.4 69.8 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 5 10 42 39 53 49
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,726
COMMITMENTS
1,144 7,808 1,075 20,784 13,865 23,003 22,748 723 978
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 614)
-86 345 -106 810 335 618 574 -4 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 32.9 4.5 87.6 58.4 97.0 95.9 3.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 4 22 21 27 28
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,203
COMMITMENTS
3,775 768 1,323 7,892 11,112 12,990 13,203 213 0
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 268)
204 40 -44 108 571 268 567 0 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 5.8 10.0 59.8 84.2 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 1 13 14 16 18
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,722
COMMITMENTS
1,238 4,517 105 10,725 8,100 12,068 12,722 654 0
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 937)
0 255 0 937 682 937 937 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 35.5 0.8 84.3 63.7 94.9 100.0 5.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 11 10 13 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,586
COMMITMENTS
3,880 10,654 452 19,726 13,332 24,058 24,438 1,528 1,148
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 666)
0 340 0 446 346 446 686 220 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 41.6 1.8 77.1 52.1 94.0 95.5 6.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 5 20 19 26 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,026
COMMITMENTS
7,590 1,690 810 14,667 21,076 23,067 23,576 959 450
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 1,220)
480 40 0 740 1,180 1,220 1,220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 7.0 3.4 61.0 87.7 96.0 98.1 4.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 4 27 24 31 29
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,676
COMMITMENTS
540 906 1,164 11,268 11,186 12,972 13,256 704 420
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 982)
0 0 0 962 982 962 982 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 6.6 8.5 82.4 81.8 94.9 96.9 5.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 11 16 14 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,605,483
COMMITMENTS
139,708 102,261 453,579 938,637 973,156 1531924 1528996 73,559 76,487
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 15,631)
4,379 9 15,421 -3,492 2,602 16,309 18,032 -677 -2,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 6.4 28.3 58.5 60.6 95.4 95.2 4.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
102 104 153 87 94 272 279
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,680
COMMITMENTS
8,334 1,923 627 2,185 11,419 11,146 13,969 3,534 711
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -1,071)
-191 132 114 -676 -1,431 -753 -1,185 -318 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.8 13.1 4.3 14.9 77.8 75.9 95.2 24.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
79 7 7 18 25 104 36
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,961
COMMITMENTS
3,702 1,177 204 1,682 5,488 5,589 6,869 2,372 1,092
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -812)
-765 70 107 -85 -693 -742 -516 -70 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 14.8 2.6 21.1 68.9 70.2 86.3 29.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
23 9 4 12 15 36 28
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 171,948
COMMITMENTS
23,308 9,892 28,744 101,578 117,892 153,630 156,528 18,317 15,420
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -4,319)
-3,753 -8,883 126 740 7,022 -2,887 -1,735 -1,433 -2,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 5.8 16.7 59.1 68.6 89.3 91.0 10.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
42 31 37 67 81 129 132
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 28,876
COMMITMENTS
5,040 119 809 21,150 26,266 26,999 27,194 1,877 1,682
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 3,226)
1,396 119 8 2,266 3,981 3,670 4,108 -444 -882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 0.4 2.8 73.2 91.0 93.5 94.2 6.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 19 24 24 27
Updated March 17, 2006