NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,099
COMMITMENTS
1,080 1,410 25 4,431 4,217 5,536 5,652 563 447
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 200)
0 0 0 150 100 150 100 50 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 23.1 0.4 72.7 69.1 90.8 92.7 9.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 1 14 18 16 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 200,200
COMMITMENTS
26,090 23,040 38,962 99,361 109,298 164,413 171,301 35,786 28,899
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -4,634)
-7,718 749 -1,418 3,932 -4,452 -5,204 -5,121 570 487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 11.5 19.5 49.6 54.6 82.1 85.6 17.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
31 35 42 58 61 120 111
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,123,973
COMMITMENTS
73,557 100,292 519,563 443,490 458,041 1036610 1077897 87,363 46,076
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 52,667)
1,528 955 28,693 18,878 14,482 49,099 44,130 3,568 8,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 8.9 46.2 39.5 40.8 92.2 95.9 7.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
76 67 103 93 83 215 210
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,604
COMMITMENTS
0 12,154 3,497 56,271 47,222 59,768 62,873 7,836 4,731
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 3,546)
0 -2,836 1,323 -147 6,217 1,176 4,704 2,370 -1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.0 5.2 83.2 69.9 88.4 93.0 11.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 16 19 17 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,836
COMMITMENTS
5,750 5,680 4,047 49,730 50,466 59,527 60,193 7,309 6,643
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 2,088)
860 42 678 466 2,319 2,004 3,039 84 -951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 8.5 6.1 74.4 75.5 89.1 90.1 10.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 4 24 19 29 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 124,982
COMMITMENTS
5,528 594 765 108,398 112,157 114,691 113,516 10,291 11,466
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 8,121)
1,224 0 0 6,342 7,476 7,566 7,476 555 645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.5 0.6 86.7 89.7 91.8 90.8 8.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 27 24 31 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,520
COMMITMENTS
8,560 0 0 55,451 61,828 64,011 61,828 7,509 9,692
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 4,723)
0 0 0 4,845 6,023 4,845 6,023 -122 -1,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 0.0 0.0 77.5 86.4 89.5 86.4 10.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 18 20 19 20
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,377
COMMITMENTS
1,044 13,732 1,292 78,228 62,775 80,564 77,799 1,813 4,578
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 5,356)
0 904 -72 5,761 3,984 5,689 4,816 -333 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 16.7 1.6 95.0 76.2 97.8 94.4 2.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 2 20 18 23 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,619
COMMITMENTS
9,442 9,354 2,942 47,479 48,242 59,863 60,538 6,756 6,081
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 1,062)
-502 0 -352 1,730 1,536 876 1,184 186 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 14.0 4.4 71.3 72.4 89.9 90.9 10.1 9.1
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 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,342
COMMITMENTS
0 7,415 3,048 93,271 83,909 96,319 94,372 7,023 8,970
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -459)
-1,392 7,415 -217 1,670 -6,611 61 587 -520 -1,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 2.9 90.3 81.2 93.2 91.3 6.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 28 27 29 28
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,648
COMMITMENTS
3,843 3,494 435 30,078 33,133 34,356 37,062 7,292 4,586
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 1,979)
360 1,644 0 1,227 909 1,587 2,553 392 -574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 8.4 1.0 72.2 79.6 82.5 89.0 17.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 14 15 16 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,025
COMMITMENTS
7,898 0 0 77,611 87,678 85,509 87,678 8,516 6,347
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 579)
248 0 0 899 2,079 1,147 2,079 -568 -1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 0.0 82.5 93.2 90.9 93.2 9.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 24 22 25 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,852
COMMITMENTS
0 8,253 3,287 65,620 52,666 68,907 64,206 4,945 9,646
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 3,873)
-3,939 2,918 676 10,044 763 6,781 4,357 -2,908 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 4.5 88.9 71.3 93.3 86.9 6.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 25 20 26 22
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,820
COMMITMENTS
0 3,554 1,572 46,582 48,728 48,154 53,854 11,666 5,966
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 3,017)
0 818 330 3,657 1,859 3,987 3,007 -970 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 2.6 77.9 81.5 80.5 90.0 19.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 17 20 18 21
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,954
COMMITMENTS
1,452 8,850 0 47,278 41,104 48,730 49,954 1,224 0
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -13,076)
1,049 -965 0 -13,629 -10,971 -12,580 -11,936 -496 -1,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 17.7 0.0 94.6 82.3 97.5 100.0 2.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 0 9 12 11 14
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 168,716
COMMITMENTS
433 16,969 4,277 153,777 141,692 158,487 162,938 10,229 5,778
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 6,603)
0 546 -1,040 7,352 6,647 6,312 6,153 291 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.1 2.5 91.1 84.0 93.9 96.6 6.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 3 33 29 36 33
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,431
COMMITMENTS
6,101 0 1,937 59,981 63,483 68,019 65,420 12,412 15,011
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 418)
1,476 0 186 -1,908 509 -246 695 664 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 2.4 74.6 78.9 84.6 81.3 15.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 17 16 19 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,963
COMMITMENTS
1,452 11,558 0 65,081 56,673 66,533 68,231 3,430 1,732
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 2,580)
0 744 0 2,580 1,960 2,580 2,704 0 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 16.5 0.0 93.0 81.0 95.1 97.5 4.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 14 15 16 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 236,950
COMMITMENTS
15,887 2,812 2,514 209,571 228,952 227,972 234,278 8,978 2,672
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 3,969)
412 796 717 2,250 2,300 3,379 3,813 590 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.2 1.1 88.4 96.6 96.2 98.9 3.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 3 4 39 42 44 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 155,203
COMMITMENTS
7,792 6,345 8,238 132,374 133,721 148,404 148,304 6,799 6,899
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 4,206)
-140 348 -788 5,436 3,957 4,508 3,517 -302 689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.1 5.3 85.3 86.2 95.6 95.6 4.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 5 6 36 32 42 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 136,071
COMMITMENTS
3,534 2,762 4,035 116,209 118,940 123,778 125,737 12,293 10,334
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -4,617)
3,534 -4,735 879 -9,598 -461 -5,185 -4,317 568 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.0 3.0 85.4 87.4 91.0 92.4 9.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 2 32 34 34 37
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 186,541
COMMITMENTS
13,040 31,425 21,079 147,188 127,573 181,307 180,077 5,234 6,464
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 8,183)
1,297 885 1,234 6,306 4,973 8,837 7,092 -654 1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 16.8 11.3 78.9 68.4 97.2 96.5 2.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 7 28 33 36 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,930
COMMITMENTS
0 0 0 55,458 48,532 55,458 48,532 4,472 11,398
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 3,901)
0 0 0 5,007 3,991 5,007 3,991 -1,106 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.5 81.0 92.5 81.0 7.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 19 18 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,871,379
COMMITMENTS
327,139 36,212 527,533 994,379 1296815 1849051 1860560 22,328 10,819
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 66,438)
9,121 -4,801 35,983 25,366 39,366 70,470 70,548 -4,032 -4,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 1.9 28.2 53.1 69.3 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
24 15 34 96 83 132 122
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 492,345
COMMITMENTS
94,383 39,009 114,832 278,742 333,684 487,957 487,525 4,388 4,820
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 30,608)
16,732 19,218 3,744 9,640 6,783 30,116 29,745 492 863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 7.9 23.3 56.6 67.8 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 14 20 30 30 53 52
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 78,499
COMMITMENTS
9,278 3,264 12,691 55,539 61,848 77,508 77,803 990 695
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 514)
400 317 -128 238 405 510 595 4 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 4.2 16.2 70.8 78.8 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 5 10 40 39 52 49
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,242
COMMITMENTS
1,152 4,391 625 23,089 19,595 24,866 24,611 376 631
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 490)
0 0 0 490 490 490 490 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 17.4 2.5 91.5 77.6 98.5 97.5 1.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 2 25 21 27 26
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,361
COMMITMENTS
2,966 600 308 12,087 14,453 15,361 15,361 0 0
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 3.9 2.0 78.7 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 18 18 21 21
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,201
COMMITMENTS
1,066 2,845 0 10,481 9,356 11,547 12,201 654 0
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 529)
0 0 0 529 529 529 529 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 23.3 0.0 85.9 76.7 94.6 100.0 5.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 12 11 13 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,808
COMMITMENTS
3,160 4,660 292 20,654 19,494 24,106 24,446 702 362
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -670)
0 20 0 160 180 160 200 -830 -870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 18.8 1.2 83.3 78.6 97.2 98.5 2.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 3 23 22 27 26
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,584
COMMITMENTS
4,110 140 560 24,453 29,708 29,123 30,408 1,461 176
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 54)
0 0 0 2 124 2 124 52 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 0.5 1.8 80.0 97.1 95.2 99.4 4.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 28 27 31 30
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,316
COMMITMENTS
540 384 1,120 11,792 12,156 13,452 13,660 864 656
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 44)
0 0 0 88 68 88 68 -44 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.7 7.8 82.4 84.9 94.0 95.4 6.0 4.6
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 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,787,826
COMMITMENTS
202,454 93,092 585,359 915,585 1023650 1703398 1702101 84,428 85,725
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 8,385)
-25,931 -4,557 10,115 17,532 -216 1,716 5,341 6,670 3,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 5.2 32.7 51.2 57.3 95.3 95.2 4.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
127 97 166 98 110 307 311
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 22,854
COMMITMENTS
11,490 16,078 153 415 659 12,058 16,890 10,796 5,964
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -4,857)
-5,962 -2,315 -137 415 74 -5,684 -2,378 827 -2,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 70.4 0.7 1.8 2.9 52.8 73.9 47.2 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 10 2 1 1 12 11
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,379
COMMITMENTS
11,180 3,258 878 2,891 13,704 14,949 17,840 3,430 539
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 40)
-281 115 73 298 -66 90 122 -50 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 17.7 4.8 15.7 74.6 81.3 97.1 18.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
86 12 8 17 29 109 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,010
COMMITMENTS
5,513 1,211 48 1,626 7,695 7,187 8,954 2,823 1,056
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 101)
-68 147 48 100 15 80 210 21 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.1 12.1 0.5 16.2 76.9 71.8 89.5 28.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
32 7 1 9 22 42 29
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 138,370
COMMITMENTS
21,739 7,467 29,096 63,480 85,235 114,314 121,798 24,056 16,571
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -6,562)
-9,336 613 -2,202 4,670 -6,140 -6,869 -7,729 307 1,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 5.4 21.0 45.9 61.6 82.6 88.0 17.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
39 27 33 63 74 120 116
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 44,796
COMMITMENTS
7,100 0 1,844 33,220 40,016 42,164 41,860 2,632 2,936
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 1,489)
208 0 43 600 1,118 851 1,161 638 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 0.0 4.1 74.2 89.3 94.1 93.4 5.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 0 5 28 32 35 37
Updated May 12, 2006