NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,063
COMMITMENTS
1,080 1,490 25 4,668 4,239 5,773 5,754 290 309
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 140)
0 240 -100 240 57 140 197 0 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 24.6 0.4 77.0 69.9 95.2 94.9 4.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 1 17 17 19 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 204,148
COMMITMENTS
28,716 18,603 44,649 99,361 113,781 172,725 177,033 31,423 27,116
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 13,055)
1,619 2,723 9,452 1,425 3,569 12,496 15,743 558 -2,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 9.1 21.9 48.7 55.7 84.6 86.7 15.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
31 36 37 63 61 120 110
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,047,158
COMMITMENTS
54,412 85,351 506,092 399,575 421,067 960,079 1012509 87,079 34,649
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 32,862)
-5,612 -4,901 24,295 13,836 18,792 32,519 38,187 343 -5,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 8.2 48.3 38.2 40.2 91.7 96.7 8.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
77 60 96 93 82 216 196
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,072
COMMITMENTS
170 0 2,361 45,973 45,511 48,504 47,872 5,568 6,200
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 166)
170 -189 101 -136 -602 135 -690 31 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 4.4 85.0 84.2 89.7 88.5 10.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 19 19 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,647
COMMITMENTS
7,021 2,500 2,526 49,536 54,723 59,083 59,749 7,564 6,898
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 3,333)
-188 0 653 3,451 2,618 3,916 3,271 -583 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 3.8 3.8 74.3 82.1 88.7 89.6 11.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 3 21 18 25 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,192
COMMITMENTS
1,984 439 920 108,297 111,634 111,201 112,993 11,991 10,199
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 5,086)
0 0 0 4,900 5,300 4,900 5,300 186 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.4 0.7 87.9 90.6 90.3 91.7 9.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 25 21 27 22
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,955
COMMITMENTS
2,568 1,658 0 52,701 53,447 55,269 55,105 8,686 8,850
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 1,988)
2,568 0 0 -580 1,706 1,988 1,706 0 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.6 0.0 82.4 83.6 86.4 86.2 13.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 17 21 18 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,972
COMMITMENTS
0 13,159 332 75,716 58,842 76,048 72,333 2,924 6,639
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 1,218)
0 -3,524 30 1,432 4,160 1,462 666 -244 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.7 0.4 95.9 74.5 96.3 91.6 3.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 2 20 17 22 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,420
COMMITMENTS
12,880 9,751 2,075 44,664 50,817 59,619 62,643 8,801 5,777
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 1,090)
-686 64 -146 1,736 986 904 904 186 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 14.3 3.0 65.3 74.3 87.1 91.6 12.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 3 19 21 24 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,483
COMMITMENTS
374 0 3,345 92,222 95,307 95,941 98,652 11,542 8,831
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -2,011)
374 -5,532 1,735 -5,332 1,473 -3,223 -2,324 1,212 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 3.1 85.8 88.7 89.3 91.8 10.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 0 1 24 24 25 25
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,268
COMMITMENTS
3,669 1,171 870 27,830 32,370 32,369 34,411 7,899 5,857
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 2.9 2.2 69.1 80.4 80.4 85.5 19.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 14 16 15
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,328
COMMITMENTS
6,286 0 1,364 69,659 77,607 77,309 78,971 10,019 8,357
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 1,712)
0 0 0 796 2,080 796 2,080 916 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 1.6 79.8 88.9 88.5 90.4 11.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 20 21 21 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,498
COMMITMENTS
0 7,262 2,098 57,461 48,023 59,559 57,383 8,939 11,115
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 2,249)
0 495 18 1,375 1,149 1,393 1,662 856 587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.6 3.1 83.9 70.1 86.9 83.8 13.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 23 17 25 19
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,372
COMMITMENTS
496 9,784 0 56,140 47,340 56,636 57,124 736 248
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 17.1 0.0 97.9 82.5 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 13 13 14 15
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 169,859
COMMITMENTS
588 21,761 3,399 156,157 139,484 160,144 164,644 9,715 5,215
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 3,465)
0 3,804 -1,245 4,100 720 2,855 3,279 610 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 12.8 2.0 91.9 82.1 94.3 96.9 5.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 3 36 32 39 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,840
COMMITMENTS
4,377 0 2,808 65,591 66,390 72,776 69,198 12,064 15,642
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 2,314)
857 -60 -654 2,262 3,028 2,465 2,314 -151 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 3.3 77.3 78.3 85.8 81.6 14.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 17 18 19 19
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,318
COMMITMENTS
496 13,596 0 76,896 65,740 77,392 79,336 3,926 1,982
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 10,004)
0 7,360 0 10,128 2,644 10,128 10,004 -124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 16.7 0.0 94.6 80.8 95.2 97.6 4.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 16 14 17 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 235,915
COMMITMENTS
13,966 482 2,325 211,911 225,639 228,202 228,446 7,713 7,469
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 13,949)
9 0 -64 13,103 13,557 13,048 13,493 901 456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.2 1.0 89.8 95.6 96.7 96.8 3.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 4 37 39 42 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 152,729
COMMITMENTS
6,606 3,681 9,228 128,609 131,704 144,443 144,613 8,286 8,116
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -1,033)
296 922 151 -1,723 -2,293 -1,276 -1,220 243 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 2.4 6.0 84.2 86.2 94.6 94.7 5.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 5 34 30 39 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 148,910
COMMITMENTS
0 10,054 2,747 135,196 124,760 137,943 137,561 10,967 11,349
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 216)
0 4,677 -2,083 850 -4,163 -1,233 -1,569 1,449 1,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 1.8 90.8 83.8 92.6 92.4 7.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 2 33 32 35 35
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 192,954
COMMITMENTS
9,096 32,863 22,597 156,349 131,322 188,042 186,782 4,912 6,172
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 2,355)
1,932 3,687 -333 161 -2,927 1,760 427 595 1,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 17.0 11.7 81.0 68.1 97.5 96.8 2.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 4 8 29 33 38 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,270
COMMITMENTS
0 0 0 50,286 44,108 50,286 44,108 5,984 12,162
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 1,140)
0 0 0 344 1,016 344 1,016 796 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.4 78.4 89.4 78.4 10.6 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 15 14 15
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,699,510
COMMITMENTS
248,033 33,447 451,900 975,792 1201878 1675725 1687225 23,785 12,285
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 42,478)
-7,768 -5,547 15,518 29,014 30,164 36,764 40,135 5,714 2,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 2.0 26.6 57.4 70.7 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
26 16 39 96 81 139 121
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 436,121
COMMITMENTS
103,791 13,464 100,591 226,914 317,658 431,296 431,713 4,825 4,408
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 26,181)
14,028 -3,999 565 10,756 28,399 25,349 24,965 832 1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 3.1 23.1 52.0 72.8 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
16 10 21 31 31 55 54
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 79,539
COMMITMENTS
9,069 2,791 12,720 56,435 62,887 78,224 78,397 1,315 1,141
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -1,179)
-726 359 -278 -1,049 -1,994 -2,053 -1,913 875 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 3.5 16.0 71.0 79.1 98.3 98.6 1.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 4 8 43 40 52 49
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,323
COMMITMENTS
1,163 4,086 776 21,672 18,770 23,611 23,632 712 691
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 408)
11 -109 33 278 484 322 408 86 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 16.8 3.2 89.1 77.2 97.1 97.2 2.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 3 3 25 22 30 27
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,281
COMMITMENTS
2,614 1,024 0 12,532 14,257 15,146 15,281 135 0
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 807)
0 44 0 862 763 862 807 -55 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 6.7 0.0 82.0 93.3 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 4 0 18 18 20 22
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,063
COMMITMENTS
1,146 2,552 0 10,223 9,468 11,369 12,020 694 43
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 86)
0 0 0 0 86 0 86 86 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 21.2 0.0 84.7 78.5 94.2 99.6 5.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 11 11 12 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,720
COMMITMENTS
3,820 4,714 302 19,972 19,298 24,094 24,314 1,626 1,406
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 148)
-20 -20 0 170 130 150 110 -2 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 18.3 1.2 77.7 75.0 93.7 94.5 6.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 21 20 25 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,574
COMMITMENTS
4,890 160 580 19,237 24,648 24,707 25,388 867 186
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 486)
160 0 -40 494 678 614 638 -128 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 0.6 2.3 75.2 96.4 96.6 99.3 3.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 28 27 31 31
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,408
COMMITMENTS
540 248 1,132 10,436 11,368 12,108 12,748 1,300 660
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 50)
0 0 240 -250 -230 -10 10 60 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.8 8.4 77.8 84.8 90.3 95.1 9.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 13 15 15 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,620,646
COMMITMENTS
196,345 92,652 481,216 867,076 968,529 1544638 1542397 76,008 78,249
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -16,111)
21,105 -5,119 -9,438 -31,290 -1,465 -19,622 -16,022 3,511 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 5.7 29.7 53.5 59.8 95.3 95.2 4.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
104 96 146 89 104 272 287
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 27,202
COMMITMENTS
19,276 14,463 492 493 2,180 20,261 17,135 6,941 10,067
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 3,604)
3,010 1,686 -192 0 1,474 2,818 2,968 786 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.9 53.2 1.8 1.8 8.0 74.5 63.0 25.5 37.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 8 5 1 1 17 12
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,850
COMMITMENTS
11,125 2,718 1,014 2,041 13,549 14,180 17,281 3,670 569
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -411)
-253 100 -39 -263 -496 -555 -435 144 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.3 15.2 5.7 11.4 75.9 79.4 96.8 20.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
88 9 7 14 29 109 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,561
COMMITMENTS
5,176 959 0 1,729 7,330 6,905 8,289 2,656 1,272
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 269)
214 -100 0 28 332 242 232 27 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.1 10.0 0.0 18.1 76.7 72.2 86.7 27.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
30 6 0 13 21 43 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 172,028
COMMITMENTS
27,628 5,560 39,723 79,199 109,637 146,550 154,920 25,478 17,108
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 11,714)
3,275 -2,083 6,357 -328 5,418 9,303 9,692 2,411 2,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 3.2 23.1 46.0 63.7 85.2 90.1 14.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
49 24 42 61 72 131 120
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 42,893
COMMITMENTS
6,630 79 1,290 32,206 38,769 40,126 40,138 2,767 2,755
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 4,161)
381 -185 -312 4,097 4,536 4,166 4,039 -5 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 0.2 3.0 75.1 90.4 93.5 93.6 6.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 2 4 24 26 31 30
Updated April 21, 2006