NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,357
COMMITMENTS
1,080 1,380 0 4,408 4,545 5,488 5,925 869 432
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 223)
0 120 -25 95 178 70 273 153 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 21.7 0.0 69.3 71.5 86.3 93.2 13.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 0 16 21 17 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 185,541
COMMITMENTS
22,524 18,112 29,983 99,041 110,128 151,548 158,223 33,993 27,318
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -13,223)
2,019 -2,094 -9,690 -3,329 -621 -11,000 -12,405 -2,223 -818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 9.8 16.2 53.4 59.4 81.7 85.3 18.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
27 27 32 59 61 108 101
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,208,580
COMMITMENTS
89,156 96,612 571,331 466,643 500,136 1127130 1168079 81,450 40,501
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -36,881)
3,401 -6,639 -15,276 -22,710 -7,712 -34,585 -29,628 -2,296 -7,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 8.0 47.3 38.6 41.4 93.3 96.6 6.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
70 68 95 95 86 211 205
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,499
COMMITMENTS
1,363 11,912 3,352 58,381 50,557 63,096 65,821 7,403 4,678
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 910)
1,243 0 -737 1,121 1,421 1,627 684 -717 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 16.9 4.8 82.8 71.7 89.5 93.4 10.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 18 21 19 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,343
COMMITMENTS
5,640 2,407 5,807 48,073 51,947 59,520 60,161 7,823 7,182
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -426)
-2,664 0 360 1,274 -1,210 -1,030 -850 604 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 3.6 8.6 71.4 77.1 88.4 89.3 11.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 4 24 18 29 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 133,079
COMMITMENTS
5,902 594 765 112,617 121,921 119,284 123,280 13,795 9,799
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 2,388)
744 0 0 1,099 1,840 1,843 1,840 545 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.4 0.6 84.6 91.6 89.6 92.6 10.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 1 26 26 30 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,158
COMMITMENTS
11,984 0 0 62,124 70,494 74,108 70,494 6,050 9,664
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -336)
0 0 0 -246 -457 -246 -457 -90 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.0 0.0 77.5 87.9 92.5 87.9 7.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 23 24 24 24
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,896
COMMITMENTS
1,044 13,816 3,708 79,474 63,600 84,226 81,124 3,670 6,772
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 3,411)
0 1,342 -60 2,437 1,677 2,377 2,959 1,034 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 15.7 4.2 90.4 72.4 95.8 92.3 4.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 2 21 17 24 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,491
COMMITMENTS
6,859 10,182 3,265 51,703 48,247 61,827 61,694 6,664 6,797
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 901)
-1,183 0 42 1,490 721 349 763 552 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 14.9 4.8 75.5 70.4 90.3 90.1 9.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 4 19 20 24 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,543
COMMITMENTS
0 2,947 5,159 91,817 86,405 96,976 94,511 6,567 9,032
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -1,757)
0 -4,368 1,712 -2,861 899 -1,149 -1,757 -608 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 5.0 88.7 83.4 93.7 91.3 6.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 29 27 30 28
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,076
COMMITMENTS
3,937 6,323 495 34,198 35,140 38,630 41,958 8,446 5,118
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 1,060)
-60 622 60 213 -96 213 586 847 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 13.4 1.1 72.6 74.6 82.1 89.1 17.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 15 17 17 19
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,042
COMMITMENTS
0 2,396 2,586 49,596 50,681 52,182 55,663 11,860 8,379
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 214)
0 123 60 434 370 494 553 -280 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 4.0 77.4 79.1 81.5 86.9 18.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 17 16 18 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,543
COMMITMENTS
7,996 0 1,440 88,279 99,194 97,715 100,634 8,828 5,909
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 2,371)
0 0 0 2,727 2,395 2,727 2,395 -356 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 1.4 82.9 93.1 91.7 94.5 8.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 28 26 29 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,412
COMMITMENTS
0 9,515 4,588 71,265 60,526 75,853 74,629 5,559 6,783
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 1,269)
0 -1,840 1,383 -196 1,626 1,187 1,169 82 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.7 5.6 87.5 74.3 93.2 91.7 6.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 1 28 25 29 28
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,683
COMMITMENTS
0 222 3,922 46,278 48,138 50,200 52,282 10,483 8,401
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 1,584)
0 -919 824 732 7 1,556 -88 28 1,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 6.5 76.3 79.3 82.7 86.2 17.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 17 22 18 23
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,676
COMMITMENTS
5,382 7,830 0 49,405 48,972 54,787 56,802 2,889 874
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 5,040)
2,460 240 0 1,575 5,190 4,035 5,430 1,005 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 13.6 0.0 85.7 84.9 95.0 98.5 5.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 3 0 16 23 23 26
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 183,355
COMMITMENTS
1,717 14,293 6,952 166,353 157,695 175,022 178,940 8,333 4,415
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 5,613)
0 -3,874 1,854 4,908 9,105 6,762 7,085 -1,149 -1,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 7.8 3.8 90.7 86.0 95.5 97.6 4.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 4 36 31 40 35
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,683
COMMITMENTS
3,554 0 4,355 64,095 65,486 72,004 69,841 12,679 14,842
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 1,025)
894 -194 -640 1,291 1,712 1,545 878 -520 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 5.1 75.7 77.3 85.0 82.5 15.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 21 18 23 19
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,461
COMMITMENTS
4,422 10,538 0 68,858 62,975 73,280 73,513 2,181 1,948
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 3,184)
1,500 240 0 1,695 2,910 3,195 3,150 -11 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 14.0 0.0 91.2 83.5 97.1 97.4 2.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 3 0 21 23 27 26
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 270,487
COMMITMENTS
15,678 3,476 3,374 242,683 260,458 261,735 267,308 8,752 3,179
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 5,176)
-2,956 0 1,326 6,468 3,418 4,838 4,744 338 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 1.3 1.2 89.7 96.3 96.8 98.8 3.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 3 5 41 45 48 51
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 156,693
COMMITMENTS
12,698 4,754 5,768 131,369 140,583 149,835 151,105 6,858 5,588
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 334)
1,025 -794 -1,431 1,422 3,316 1,016 1,091 -682 -757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 3.0 3.7 83.8 89.7 95.6 96.4 4.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 4 5 36 33 42 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 154,043
COMMITMENTS
11,520 1,978 2,169 130,703 139,731 144,392 143,878 9,651 10,165
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 8,434)
11,520 -1,969 -2,531 3,197 15,438 12,186 10,938 -3,752 -2,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.3 1.4 84.8 90.7 93.7 93.4 6.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 2 2 39 39 41 42
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 188,549
COMMITMENTS
10,506 37,541 12,914 158,868 129,442 182,288 179,897 6,261 8,652
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 4,350)
1,515 -754 134 2,865 4,419 4,514 3,799 -164 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 19.9 6.8 84.3 68.7 96.7 95.4 3.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 4 8 29 34 38 42
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,274
COMMITMENTS
0 0 0 52,938 47,372 52,938 47,372 5,336 10,902
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 20)
0 0 0 -804 -117 -804 -117 824 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.8 81.3 90.8 81.3 9.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 20 18 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,997,788
COMMITMENTS
386,729 56,709 541,917 1052673 1386387 1981319 1985013 16,469 12,775
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -19,123)
8,134 8,503 3,456 -29,562 -31,576 -17,972 -19,617 -1,151 494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 2.8 27.1 52.7 69.4 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
25 15 37 98 79 136 119
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 488,344
COMMITMENTS
82,768 43,289 128,852 271,886 311,776 483,506 483,917 4,838 4,427
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -50,308)
-33,115 3,614 -10,545 -6,956 -43,850 -50,616 -50,781 308 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 8.9 26.4 55.7 63.8 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 11 20 31 30 55 52
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 77,184
COMMITMENTS
9,418 3,694 12,511 54,165 59,605 76,095 75,811 1,089 1,373
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -1,094)
180 491 -343 -956 -1,891 -1,120 -1,743 26 649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.8 16.2 70.2 77.2 98.6 98.2 1.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 6 9 40 40 52 51
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,741
COMMITMENTS
1,152 4,391 625 23,794 20,300 25,571 25,316 170 425
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 174)
0 0 0 174 174 174 174 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 17.1 2.4 92.4 78.9 99.3 98.3 0.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 2 25 25 27 30
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,091
COMMITMENTS
2,966 644 308 12,643 15,053 15,917 16,005 174 86
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -18)
0 0 0 -192 -104 -192 -104 174 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 4.0 1.9 78.6 93.5 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 19 19 22 22
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,334
COMMITMENTS
1,066 2,719 0 12,737 11,615 13,803 14,334 531 0
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -72)
0 0 0 -72 -72 -72 -72 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 19.0 0.0 88.9 81.0 96.3 100.0 3.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 0 13 11 14 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,186
COMMITMENTS
3,080 4,680 372 21,314 19,820 24,766 24,872 420 314
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -220)
0 20 0 -220 -240 -220 -220 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 18.6 1.5 84.6 78.7 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 3 24 21 28 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,570
COMMITMENTS
3,370 140 540 22,975 27,718 26,885 28,398 1,685 172
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 10)
0 0 0 20 10 20 10 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.5 1.9 80.4 97.0 94.1 99.4 5.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 27 27 30 30
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,746
COMMITMENTS
580 0 1,460 20,118 21,146 22,158 22,606 588 140
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -80 -60 -80 -60 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 6.4 88.4 93.0 97.4 99.4 2.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 13 15 15 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,514
COMMITMENTS
540 364 1,136 12,012 12,454 13,688 13,954 826 560
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.5 7.8 82.8 85.8 94.3 96.1 5.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 14 15 17 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,628,692
COMMITMENTS
185,190 104,041 514,962 856,281 930,809 1556434 1549813 72,259 78,879
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 33,296)
6,002 11,197 -456 18,831 17,946 24,377 28,686 8,920 4,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 6.4 31.6 52.6 57.2 95.6 95.2 4.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
107 104 155 92 104 285 292
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 17,616
COMMITMENTS
8,617 9,593 4 0 0 8,621 9,597 8,995 8,019
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -8,530)
-4,591 -6,995 -718 -1,368 -593 -6,677 -8,306 -1,853 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 54.5 0.0 0.0 0.0 48.9 54.5 51.1 45.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 10 1 0 0 12 11
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,326
COMMITMENTS
9,973 2,616 1,156 4,956 14,848 16,085 18,620 3,241 706
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 1,938)
86 -566 100 2,157 2,709 2,343 2,243 -405 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 13.5 6.0 25.6 76.8 83.2 96.3 16.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
65 6 8 19 30 89 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,677
COMMITMENTS
4,685 1,878 319 2,039 6,467 7,043 8,664 2,634 1,013
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 88)
275 432 153 -132 175 296 760 -208 -672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 19.4 3.3 21.1 66.8 72.8 89.5 27.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
28 7 5 14 18 46 28
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 120,550
COMMITMENTS
19,528 6,388 20,532 61,117 80,090 101,177 107,009 19,373 13,541
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -18,798)
1,186 -2,253 -12,370 -7,878 -5,252 -19,062 -19,874 264 1,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 5.3 17.0 50.7 66.4 83.9 88.8 16.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
41 15 28 54 65 108 95
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 49,009
COMMITMENTS
6,936 0 3,074 35,871 43,328 45,881 46,402 3,128 2,607
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -1,087)
-890 0 462 -1,208 -1,408 -1,636 -946 549 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 0.0 6.3 73.2 88.4 93.6 94.7 6.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 0 4 28 35 35 39
Updated June 2, 2006