NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,946
COMMITMENTS
1,080 1,180 0 4,037 4,132 5,117 5,312 829 634
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 50)
0 0 0 120 50 120 50 -70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 19.8 0.0 67.9 69.5 86.1 89.3 13.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 18 19 19 20
EUR SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,055
COMMITMENTS
60 45 0 1,465 1,480 1,525 1,525 530 530
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.2 0.0 71.3 72.0 74.2 74.2 25.8 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 14 16 16 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 211,521
COMMITMENTS
29,168 12,132 35,000 111,314 135,897 175,481 183,029 36,040 28,492
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 18,545)
6,380 -945 3,380 8,363 16,938 18,123 19,374 422 -828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 5.7 16.5 52.6 64.2 83.0 86.5 17.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
39 22 38 66 71 125 115
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,370,264
COMMITMENTS
105,886 89,785 644,784 533,505 591,172 1284175 1325740 86,090 44,524
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 46,422)
1,400 -1,452 22,009 19,474 24,617 42,883 45,175 3,540 1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 6.6 47.1 38.9 43.1 93.7 96.8 6.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
65 75 98 96 86 216 209
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,350
COMMITMENTS
3,691 6,781 7,354 58,262 57,954 69,307 72,089 9,043 6,261
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 2,362)
687 0 -7 1,290 1,515 1,970 1,508 392 854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 8.7 9.4 74.4 74.0 88.5 92.0 11.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 22 22 24 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,386
COMMITMENTS
2,689 1,742 4,175 37,471 37,905 44,335 43,822 6,051 6,564
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 894)
-694 312 1,062 133 218 501 1,592 393 -698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 3.5 8.3 74.4 75.2 88.0 87.0 12.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 4 21 18 26 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,970
COMMITMENTS
7,426 0 0 102,191 110,670 109,617 110,670 10,353 9,300
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,280)
0 0 0 1,096 1,646 1,096 1,646 184 -366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 0.0 85.2 92.2 91.4 92.2 8.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 27 26 29 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,085
COMMITMENTS
11,984 2,208 0 63,510 71,657 75,494 73,865 6,591 8,220
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,152)
0 0 0 1,030 1,147 1,030 1,147 122 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 2.7 0.0 77.4 87.3 92.0 90.0 8.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 23 25 24 26
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,034
COMMITMENTS
734 8,411 3,897 66,347 59,600 70,978 71,908 5,056 4,126
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -3,606)
0 -2,880 -372 -4,512 72 -4,884 -3,180 1,278 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 11.1 5.1 87.3 78.4 93.4 94.6 6.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 4 2 18 21 21 25
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,428
COMMITMENTS
1,952 6,224 6,035 50,480 45,226 58,467 57,485 5,961 6,943
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,794)
-2,344 -299 1,865 2,273 -50 1,794 1,516 0 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 9.7 9.4 78.4 70.2 90.7 89.2 9.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 3 21 22 25 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 118,157
COMMITMENTS
382 704 8,880 97,922 99,877 107,184 109,461 10,973 8,696
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,429)
382 -2,451 3,025 -2,096 -144 1,311 430 118 999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.6 7.5 82.9 84.5 90.7 92.6 9.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 2 33 29 35 31
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,204
COMMITMENTS
0 5,565 1,644 31,546 30,541 33,190 37,750 8,014 3,454
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,600)
0 1,265 60 2,553 310 2,613 1,635 -1,013 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.5 4.0 76.6 74.1 80.6 91.6 19.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 16 17 18 19
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,223
COMMITMENTS
0 1,235 4,526 40,206 36,601 44,732 42,362 4,491 6,861
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 6,027)
0 529 2,026 3,941 2,653 5,967 5,208 60 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 9.2 81.7 74.4 90.9 86.1 9.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 15 11 16 13
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,128
COMMITMENTS
10,094 0 0 70,564 87,250 80,658 87,250 10,470 3,878
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 284)
0 0 0 -445 1,235 -445 1,235 729 -951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 0.0 77.4 95.7 88.5 95.7 11.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 0 28 28 30 28
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,964
COMMITMENTS
0 13,281 2,825 70,610 58,532 73,435 74,638 6,529 5,326
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 781)
0 685 -574 1,541 928 967 1,039 -186 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.6 3.5 88.3 73.2 91.8 93.3 8.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 1 31 26 32 29
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,901
COMMITMENTS
2,021 0 4,010 43,864 50,009 49,895 54,019 13,006 8,882
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 4,305)
1,128 0 906 2,125 3,872 4,159 4,778 146 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 6.4 69.7 79.5 79.3 85.9 20.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 18 19 19 20
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,950
COMMITMENTS
2,480 6,316 0 41,246 37,906 43,726 44,222 1,224 728
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 14.1 0.0 91.8 84.3 97.3 98.4 2.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 0 11 13 14 15
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 188,062
COMMITMENTS
830 8,753 18,810 157,026 152,676 176,666 180,239 11,396 7,823
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 8,350)
830 531 3,377 4,040 3,245 8,247 7,153 103 1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.7 10.0 83.5 81.2 93.9 95.8 6.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 4 5 36 30 41 35
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,335
COMMITMENTS
8,936 4,294 2,509 71,746 73,012 83,191 79,815 8,144 11,520
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 6,053)
-1,904 0 994 7,573 8,200 6,663 9,194 -610 -3,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 4.7 2.7 78.6 79.9 91.1 87.4 8.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 26 23 29 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,219
COMMITMENTS
2,480 8,800 0 62,852 50,816 65,332 59,616 887 6,603
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 3,875)
2,232 0 0 1,705 -1,054 3,937 -1,054 -62 4,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 13.3 0.0 94.9 76.7 98.7 90.0 1.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 0 17 18 20 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 263,782
COMMITMENTS
14,968 2,196 2,960 236,293 252,912 254,221 258,068 9,561 5,714
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 4,763)
-1,871 -310 703 5,351 2,068 4,183 2,461 580 2,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.8 1.1 89.6 95.9 96.4 97.8 3.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 1 3 43 45 48 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 149,954
COMMITMENTS
10,845 2,397 6,524 121,224 134,255 138,593 143,176 11,361 6,778
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,022)
2,701 1,427 -935 -2,151 465 -385 957 1,407 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.6 4.4 80.8 89.5 92.4 95.5 7.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 4 34 33 38 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 158,422
COMMITMENTS
10,540 0 5,581 134,333 143,216 150,454 148,797 7,968 9,625
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,355)
-870 0 1,863 798 1,578 1,791 3,441 -436 -2,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 3.5 84.8 90.4 95.0 93.9 5.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 0 2 39 38 41 40
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 177,995
COMMITMENTS
11,578 17,331 20,500 141,336 131,443 173,414 169,274 4,581 8,721
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,398)
-2,181 814 -623 3,763 2,893 959 3,084 439 -1,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 9.7 11.5 79.4 73.8 97.4 95.1 2.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 5 35 37 41 42
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,861
COMMITMENTS
0 1,930 184 52,510 42,974 52,694 45,088 4,167 11,773
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 589)
0 302 0 1,598 132 1,598 434 -1,009 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.3 92.3 75.6 92.7 79.3 7.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 21 20 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,628,721
COMMITMENTS
481,291 108,408 777,675 1350309 1728344 2609275 2614427 19,446 14,294
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 34,974)
-4,421 6,012 18,302 19,514 7,092 33,395 31,406 1,579 3,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 4.1 29.6 51.4 65.7 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
24 18 40 102 81 143 124
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 668,643
COMMITMENTS
140,013 115,454 162,338 364,211 387,317 666,562 665,109 2,081 3,534
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 46,308)
34,594 10,577 -5,258 16,838 40,139 46,174 45,458 134 850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 17.3 24.3 54.5 57.9 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
13 16 24 38 36 65 64
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 73,649
COMMITMENTS
8,952 2,920 10,327 53,542 59,577 72,822 72,824 828 826
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 990)
45 -79 -281 1,212 1,344 977 985 13 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.0 14.0 72.7 80.9 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 5 11 40 39 53 51
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,913
COMMITMENTS
1,284 3,828 252 25,251 22,452 26,787 26,532 126 381
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 558)
0 0 0 558 558 558 558 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 14.2 0.9 93.8 83.4 99.5 98.6 0.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 5 1 25 20 26 26
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,425
COMMITMENTS
2,065 252 129 15,231 17,044 17,425 17,425 0 0
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,403)
0 0 0 1,403 1,403 1,403 1,403 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 1.4 0.7 87.4 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 18 18 22 20
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,443
COMMITMENTS
716 1,853 129 14,071 13,401 14,916 15,383 527 60
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 930)
0 0 0 930 890 930 890 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 12.0 0.8 91.1 86.8 96.6 99.6 3.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 1 16 12 18 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,078
COMMITMENTS
2,980 4,492 230 19,334 18,016 22,544 22,738 534 340
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -100 -40 -100 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 19.5 1.0 83.8 78.1 97.7 98.5 2.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 2 18 20 21 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,251
COMMITMENTS
3,210 140 430 22,349 25,775 25,989 26,345 1,262 906
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 340)
0 0 0 576 328 576 328 -236 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.5 1.6 82.0 94.6 95.4 96.7 4.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 22 24 25 26
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,914
COMMITMENTS
420 356 1,080 10,914 11,078 12,414 12,514 500 400
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 -20 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.8 8.4 84.5 85.8 96.1 96.9 3.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 13 14 15 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,706,416
COMMITMENTS
207,219 106,938 527,374 895,364 995,005 1629956 1629316 76,459 77,099
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 6,274)
1,334 -4,628 -8,895 10,871 26,449 3,309 12,926 2,965 -6,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 6.3 30.9 52.5 58.3 95.5 95.5 4.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
113 100 139 87 104 277 274
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 32,958
COMMITMENTS
15,696 12,632 5,525 204 574 21,425 18,731 11,533 14,227
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -4,310)
-8,305 -11,483 2,765 204 -196 -5,336 -8,914 1,026 4,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 38.3 16.8 0.6 1.7 65.0 56.8 35.0 43.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
15 11 10 1 1 21 17
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 27,403
COMMITMENTS
4,020 7,590 4,070 7,149 6,703 15,239 18,363 12,164 9,040
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 2,856)
-197 1,516 -115 2,519 1,559 2,207 2,960 649 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 27.7 14.9 26.1 24.5 55.6 67.0 44.4 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 7 10 8 8 19 22
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,132
COMMITMENTS
8,671 2,697 326 2,688 10,449 11,685 13,472 2,447 660
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 237)
502 -48 -98 -102 358 302 212 -65 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.4 19.1 2.3 19.0 73.9 82.7 95.3 17.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
56 9 5 15 26 73 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,022
COMMITMENTS
4,949 893 248 1,494 6,938 6,691 8,079 2,331 943
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 809)
560 -53 245 5 528 810 720 -1 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.9 9.9 2.7 16.6 76.9 74.2 89.5 25.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
24 4 2 11 21 37 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 121,745
COMMITMENTS
31,480 4,524 18,467 50,974 85,797 100,921 108,788 20,824 12,957
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 9,564)
3,701 184 1,400 2,693 6,587 7,793 8,171 1,771 1,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 3.7 15.2 41.9 70.5 82.9 89.4 17.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
53 16 28 56 65 122 98
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 53,697
COMMITMENTS
7,793 891 3,448 38,584 45,934 49,825 50,273 3,872 3,424
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 2,162)
-412 540 -85 2,613 1,907 2,116 2,362 47 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 1.7 6.4 71.9 85.5 92.8 93.6 7.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 1 8 35 41 48 49
Updated July 21, 2006