NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,899
COMMITMENTS
1,080 1,410 25 4,281 4,117 5,386 5,552 513 347
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -164)
0 220 0 -387 -365 -387 -145 223 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 23.9 0.4 72.6 69.8 91.3 94.1 8.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 1 13 17 15 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 204,834
COMMITMENTS
33,808 22,291 40,380 95,429 113,750 169,617 176,421 35,216 28,413
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 4,144)
1,504 3,898 255 1,275 765 3,034 4,917 1,110 -773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 10.9 19.7 46.6 55.5 82.8 86.1 17.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
31 38 40 58 61 120 112
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,071,305
COMMITMENTS
72,029 99,338 490,870 424,612 443,559 987,511 1033766 83,794 37,539
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 42,969)
11,894 22,923 4,119 26,996 16,239 43,009 43,281 -40 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 9.3 45.8 39.6 41.4 92.2 96.5 7.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
73 69 99 94 82 216 204
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,058
COMMITMENTS
0 14,990 2,174 56,418 41,005 58,592 58,169 5,466 5,889
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 1,026)
0 3,238 153 179 -2,478 332 913 694 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.4 3.4 88.1 64.0 91.5 90.8 8.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 17 18 18 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,748
COMMITMENTS
4,890 5,638 3,369 49,264 48,147 57,523 57,154 7,225 7,594
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -6,319)
-2,672 3,138 -605 -2,401 -9,951 -5,678 -7,418 -641 1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 8.7 5.2 76.1 74.4 88.8 88.3 11.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 24 18 28 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,861
COMMITMENTS
4,304 594 765 102,056 104,681 107,125 106,040 9,736 10,821
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -5,229)
2,320 155 -155 -5,019 -5,395 -2,854 -5,395 -2,375 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.5 0.7 87.3 89.6 91.7 90.7 8.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 26 24 29 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,797
COMMITMENTS
8,560 0 0 50,606 55,805 59,166 55,805 7,631 10,992
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -2,745)
2,140 -1,658 0 -4,566 -4,273 -2,426 -5,931 -319 3,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.0 0.0 75.8 83.5 88.6 83.5 11.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 16 18 17 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,021
COMMITMENTS
1,044 12,828 1,364 72,467 58,791 74,875 72,983 2,146 4,038
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -3,844)
1,044 739 161 -4,344 -3,151 -3,139 -2,251 -705 -1,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 16.7 1.8 94.1 76.3 97.2 94.8 2.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 2 19 17 22 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,557
COMMITMENTS
9,944 9,354 3,294 45,749 46,706 58,987 59,354 6,570 6,203
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -4,094)
-777 311 -645 -1,775 -3,418 -3,197 -3,752 -897 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 14.3 5.0 69.8 71.2 90.0 90.5 10.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 4 20 22 25 27
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,801
COMMITMENTS
1,392 0 3,265 91,601 90,520 96,258 93,785 7,543 10,016
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -3,456)
1,392 -1,507 -433 -1,256 -1,990 -297 -3,930 -3,159 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 3.1 88.2 87.2 92.7 90.4 7.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 26 26 27 27
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,669
COMMITMENTS
3,483 1,850 435 28,851 32,224 32,769 34,509 6,900 5,160
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -1,894)
-62 185 -156 -975 -1,402 -1,193 -1,373 -701 -521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 4.7 1.1 72.7 81.2 82.6 87.0 17.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 14 14 16 15
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,446
COMMITMENTS
7,650 0 0 76,712 85,599 84,362 85,599 9,084 7,847
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -138)
1,364 0 -1,364 1,401 280 1,401 -1,084 -1,539 946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 0.0 82.1 91.6 90.3 91.6 9.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 23 21 24 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,979
COMMITMENTS
3,939 5,335 2,611 55,576 51,903 62,126 59,849 7,853 10,130
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -814)
3,939 -3,841 996 -6,642 3,314 -1,707 469 893 -1,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.6 3.7 79.4 74.2 88.8 85.5 11.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 23 20 24 22
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,803
COMMITMENTS
0 2,736 1,242 42,925 46,869 44,167 50,847 12,636 5,956
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -2,092)
0 158 119 419 -1,361 538 -1,084 -2,630 -1,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 2.2 75.6 82.5 77.8 89.5 22.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 15 19 16 20
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 162,113
COMMITMENTS
433 16,423 5,317 146,425 135,045 152,175 156,785 9,938 5,328
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -10,407)
-155 -5,254 1,598 -12,360 -7,409 -10,917 -11,065 510 658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.1 3.3 90.3 83.3 93.9 96.7 6.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 3 33 28 36 32
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,013
COMMITMENTS
4,625 0 1,751 61,889 62,974 68,265 64,725 11,748 15,288
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -6,848)
-2,223 0 342 -4,319 -7,120 -6,200 -6,778 -648 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 2.2 77.3 78.7 85.3 80.9 14.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 16 16 18 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,383
COMMITMENTS
1,452 10,814 0 62,501 54,713 63,953 65,527 3,430 1,856
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -16,460)
1,049 -2,193 0 -19,496 -13,830 -18,447 -16,023 1,987 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 16.0 0.0 92.8 81.2 94.9 97.2 5.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 0 13 13 15 15
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 232,981
COMMITMENTS
15,475 2,016 1,797 207,321 226,652 224,593 230,465 8,388 2,516
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -9,286)
-328 1,534 -96 -9,290 -8,854 -9,714 -7,416 428 -1,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.9 0.8 89.0 97.3 96.4 98.9 3.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 3 4 37 41 42 47
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 150,997
COMMITMENTS
7,932 5,997 9,026 126,938 129,764 143,896 144,787 7,101 6,210
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -9,941)
-737 -837 -779 -9,117 -8,452 -10,633 -10,068 692 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.0 6.0 84.1 85.9 95.3 95.9 4.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 5 6 35 31 41 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 140,688
COMMITMENTS
0 7,497 3,156 125,807 119,401 128,963 130,054 11,725 10,634
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -9,277)
0 -6,966 2,126 -12,143 -4,143 -10,017 -8,983 740 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 2.2 89.4 84.9 91.7 92.4 8.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 2 32 34 34 37
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 178,358
COMMITMENTS
11,743 30,540 19,845 140,882 122,600 172,470 172,985 5,888 5,373
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -12,519)
912 -1,425 -2,900 -11,763 -8,739 -13,751 -13,064 1,232 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 17.1 11.1 79.0 68.7 96.7 97.0 3.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 4 7 28 33 35 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,029
COMMITMENTS
0 0 0 50,451 44,541 50,451 44,541 5,578 11,488
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -3,591)
0 -496 0 -2,417 -1,929 -2,417 -2,425 -1,174 -1,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.0 79.5 90.0 79.5 10.0 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 14 17 14 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,804,941
COMMITMENTS
318,018 41,013 491,550 969,013 1257449 1778581 1790012 26,360 14,929
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 22,435)
22,328 -4,369 19,763 -22,230 4,532 19,861 19,926 2,574 2,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 2.3 27.2 53.7 69.7 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
22 16 33 95 82 130 120
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 461,737
COMMITMENTS
77,651 19,791 111,088 269,102 326,901 457,841 457,780 3,896 3,957
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -42,143)
-16,759 -780 -12,906 -11,405 -12,518 -41,070 -26,204 -1,073 -15,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 4.3 24.1 58.3 70.8 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 12 19 30 30 52 52
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 77,985
COMMITMENTS
8,878 2,947 12,819 55,301 61,443 76,998 77,209 987 776
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -3,079)
-213 -223 -498 -2,614 -2,394 -3,324 -3,115 245 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 3.8 16.4 70.9 78.8 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 5 10 40 38 52 48
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,752
COMMITMENTS
1,152 4,391 625 22,599 19,105 24,376 24,121 376 631
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -1,232)
-11 -293 -151 -648 -728 -810 -1,172 -422 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 17.7 2.5 91.3 77.2 98.5 97.5 1.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 2 25 20 27 25
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,301
COMMITMENTS
2,966 600 308 12,027 14,393 15,301 15,301 0 0
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -1,130)
-360 -160 0 -770 -970 -1,130 -1,130 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 3.9 2.0 78.6 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 1 17 18 20 21
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,672
COMMITMENTS
1,066 2,845 0 9,952 8,827 11,018 11,672 654 0
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -225)
-80 -260 0 -105 35 -185 -225 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 24.4 0.0 85.3 75.6 94.4 100.0 5.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 0 11 11 12 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,478
COMMITMENTS
3,160 4,640 292 20,494 19,314 23,946 24,246 1,532 1,232
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -478)
-60 -54 -10 -288 -334 -358 -398 -120 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 18.2 1.1 80.4 75.8 94.0 95.2 6.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
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 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,530
COMMITMENTS
4,110 140 560 24,451 29,584 29,121 30,284 1,409 246
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 3,558)
-720 -20 -20 4,106 3,622 3,366 3,582 192 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.5 1.8 80.1 96.9 95.4 99.2 4.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 27 26 30 29
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,272
COMMITMENTS
540 384 1,120 11,704 12,088 13,364 13,592 908 680
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 864)
0 136 -12 1,268 720 1,256 844 -392 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.7 7.8 82.0 84.7 93.6 95.2 6.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 13 15 16 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,779,441
COMMITMENTS
228,385 97,650 575,244 898,053 1023866 1701682 1696760 77,758 82,681
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 112,213)
17,186 873 57,605 33,694 51,200 108,485 109,678 3,728 2,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 5.5 32.3 50.5 57.5 95.6 95.4 4.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
127 102 167 98 113 310 316
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 27,711
COMMITMENTS
17,452 18,393 290 0 585 17,742 19,268 9,969 8,443
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 2,800)
2,772 4,072 290 0 196 3,062 4,558 -262 -1,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.0 66.4 1.0 0.0 2.1 64.0 69.5 36.0 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 9 2 0 1 15 11
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,339
COMMITMENTS
11,461 3,143 805 2,593 13,770 14,859 17,718 3,480 621
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 703)
923 165 -111 -50 648 762 702 -59 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.5 17.1 4.4 14.1 75.1 81.0 96.6 19.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
85 10 8 15 29 108 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,909
COMMITMENTS
5,581 1,064 0 1,526 7,680 7,107 8,744 2,802 1,165
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 196)
159 100 0 -150 -27 9 73 187 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 10.7 0.0 15.4 77.5 71.7 88.2 28.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
32 7 0 8 21 40 28
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 144,931
COMMITMENTS
31,074 6,854 31,298 58,810 91,375 121,182 129,527 23,749 15,404
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -13,876)
1,126 1,448 1,649 -15,077 -15,321 -12,302 -12,224 -1,574 -1,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 4.7 21.6 40.6 63.0 83.6 89.4 16.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
48 22 34 56 68 121 107
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 43,307
COMMITMENTS
6,892 0 1,801 32,620 38,898 41,313 40,699 1,994 2,608
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 22)
-24 -106 519 -207 -693 288 -280 -266 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 4.2 75.3 89.8 95.4 94.0 4.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 0 5 27 30 34 35
Updated May 5, 2006