NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,158
COMMITMENTS
1,180 1,480 0 4,352 3,903 5,532 5,383 626 775
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 170)
0 300 0 170 50 170 350 0 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 24.0 0.0 70.7 63.4 89.8 87.4 10.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 17 18 19 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 207,106
COMMITMENTS
24,157 8,572 36,842 108,148 132,865 169,147 178,280 37,958 28,825
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,902)
2,901 -309 -576 -1,302 3,344 1,023 2,459 2,879 1,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 4.1 17.8 52.2 64.2 81.7 86.1 18.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
32 26 36 68 76 123 118
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,431,438
COMMITMENTS
92,459 66,281 721,174 535,258 605,581 1348891 1393036 82,547 38,402
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 29,868)
4,580 -1,248 27,820 -4,191 5,584 28,209 32,156 1,659 -2,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 4.6 50.4 37.4 42.3 94.2 97.3 5.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
68 64 95 99 89 220 198
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,842
COMMITMENTS
396 4,914 9,448 56,180 52,612 66,024 66,974 7,818 6,868
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 547)
-1,404 -604 1,297 1,364 280 1,257 973 -710 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 6.7 12.8 76.1 71.2 89.4 90.7 10.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 20 22 22 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,772
COMMITMENTS
4,636 1,943 2,410 30,878 33,317 37,924 37,670 5,848 6,102
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 1,123)
-336 304 304 1,063 546 1,031 1,154 92 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 4.4 5.5 70.5 76.1 86.6 86.1 13.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 4 21 20 26 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,867
COMMITMENTS
6,904 0 1,824 99,815 104,606 108,543 106,430 8,324 10,437
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,650)
1,202 0 1,824 1,262 2,613 4,288 4,437 -638 -787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 1.6 85.4 89.5 92.9 91.1 7.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 0 1 26 25 27 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,935
COMMITMENTS
11,984 0 0 61,298 71,192 73,282 71,192 6,653 8,743
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -9,508)
0 -2,208 0 -9,440 -7,028 -9,440 -9,236 -68 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.0 0.0 76.7 89.1 91.7 89.1 8.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 23 21 24 21
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,666
COMMITMENTS
424 6,152 4,340 60,851 56,100 65,615 66,592 5,051 4,074
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 754)
0 1,149 -124 -58 -62 -182 963 936 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.7 6.1 86.1 79.4 92.9 94.2 7.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 19 20 22 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,933
COMMITMENTS
1,494 5,657 5,579 47,417 41,260 54,490 52,496 4,443 6,437
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 912)
36 826 -246 1,122 332 912 912 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 9.6 9.5 80.5 70.0 92.5 89.1 7.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 3 19 21 23 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,558
COMMITMENTS
0 9,939 4,167 97,036 87,525 101,203 101,631 10,355 9,927
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -8,054)
0 852 225 -7,896 -10,453 -7,671 -9,376 -383 1,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 3.7 87.0 78.5 90.7 91.1 9.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 2 33 28 35 30
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,130
COMMITMENTS
310 6,256 1,115 27,530 27,779 28,955 35,150 9,175 2,980
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 244)
0 0 0 154 214 154 214 90 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 16.4 2.9 72.2 72.9 75.9 92.2 24.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 15 19 18 21
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,538
COMMITMENTS
0 15,177 2,693 57,437 42,764 60,130 60,634 9,408 8,904
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -5,421)
0 110 0 -5,318 -4,859 -5,318 -4,749 -103 -672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.8 3.9 82.6 61.5 86.5 87.2 13.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 17 15 18 16
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,232
COMMITMENTS
4,843 368 2,500 38,249 41,530 45,592 44,398 4,640 5,834
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -184)
-114 0 0 -70 -214 -184 -214 0 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.7 5.0 76.1 82.7 90.8 88.4 9.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 15 16 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,761
COMMITMENTS
7,200 0 0 65,544 76,136 72,744 76,136 9,017 5,625
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 916)
-600 0 0 2,485 485 1,885 485 -969 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 0.0 80.2 93.1 89.0 93.1 11.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 26 25 28 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,483
COMMITMENTS
0 8,815 4,614 66,778 57,519 71,392 70,948 6,091 6,535
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -5,199)
0 -4,772 1,270 -6,323 -1,640 -5,053 -5,142 -146 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.4 6.0 86.2 74.2 92.1 91.6 7.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 1 29 27 30 30
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,707
COMMITMENTS
0 474 4,552 49,498 49,816 54,050 54,842 10,657 9,865
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -2,341)
-2,337 474 294 2,302 -4,635 259 -3,867 -2,600 1,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 7.0 76.5 77.0 83.5 84.8 16.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 20 20 21 21
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 183,007
COMMITMENTS
830 11,355 15,052 155,715 149,542 171,597 175,949 11,410 7,058
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 7,122)
0 5,184 -1,337 7,737 2,249 6,400 6,096 722 1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 6.2 8.2 85.1 81.7 93.8 96.1 6.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 5 6 37 32 43 38
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,676
COMMITMENTS
6,683 4,170 3,392 74,322 73,810 84,397 81,372 8,279 11,304
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,005)
446 0 -488 3,284 3,252 3,242 2,764 -237 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 4.5 3.7 80.2 79.6 91.1 87.8 8.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 2 26 21 29 24
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,679
COMMITMENTS
40 5,220 1,200 52,951 47,077 54,191 53,497 488 1,182
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 364)
40 -418 1,200 -756 -176 484 606 -120 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 9.5 2.2 96.8 86.1 99.1 97.8 0.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 16 17 17 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 259,754
COMMITMENTS
6,224 114 6,028 238,106 248,041 250,358 254,183 9,396 5,571
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,883)
-3,242 114 1,542 4,749 2,213 3,049 3,869 834 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.0 2.3 91.7 95.5 96.4 97.9 3.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 1 4 47 47 53 51
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 156,169
COMMITMENTS
14,644 0 8,619 123,922 142,156 147,185 150,775 8,984 5,394
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 9,149)
7,129 0 -121 2,542 8,557 9,550 8,436 -401 713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 5.5 79.4 91.0 94.2 96.5 5.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 0 4 35 36 39 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 158,034
COMMITMENTS
6,556 342 7,873 129,470 136,292 143,899 144,507 14,135 13,527
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 2,813)
-3,552 -150 2,712 3,038 132 2,198 2,694 615 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.2 5.0 81.9 86.2 91.1 91.4 8.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 2 34 33 36 35
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 168,655
COMMITMENTS
15,612 893 26,031 120,397 132,228 162,040 159,152 6,615 9,503
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 5,870)
1,451 -2,284 1,090 3,613 6,678 6,154 5,484 -284 386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 0.5 15.4 71.4 78.4 96.1 94.4 3.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 7 33 35 40 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,819
COMMITMENTS
0 2,898 122 48,818 39,138 48,940 42,158 4,879 11,661
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 79)
0 0 0 126 -302 126 -302 -47 381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.2 90.7 72.7 90.9 78.3 9.1 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 18 18 19 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,939,230
COMMITMENTS
518,143 92,016 1006315 1395019 1828073 2919477 2926404 19,753 12,826
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 243,914)
-5,668 2,597 174,543 75,530 67,652 244,405 244,792 -491 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 3.1 34.2 47.5 62.2 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
24 18 42 102 85 145 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 692,140
COMMITMENTS
154,835 136,409 154,507 378,661 397,612 688,003 688,528 4,137 3,612
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 5,383)
13,676 25,582 -10,000 914 -9,802 4,590 5,780 793 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 19.7 22.3 54.7 57.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 14 26 36 33 66 62
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 70,838
COMMITMENTS
9,917 2,661 7,289 52,705 59,923 69,911 69,872 926 965
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 2,792)
-19 -277 159 2,583 2,753 2,723 2,634 69 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 3.8 10.3 74.4 84.6 98.7 98.6 1.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
9 4 11 41 40 55 51
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,771
COMMITMENTS
1,324 3,428 212 23,129 20,770 24,665 24,410 106 361
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -2,567)
40 -400 -40 -2,507 -2,107 -2,507 -2,547 -60 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 13.8 0.9 93.4 83.8 99.6 98.5 0.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 1 25 21 26 26
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,374
COMMITMENTS
1,845 172 69 14,460 16,133 16,374 16,374 0 0
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -1,260)
-220 -80 -60 -980 -960 -1,260 -1,100 0 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 1.1 0.4 88.3 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 17 17 20 19
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,701
COMMITMENTS
556 1,653 69 14,669 13,919 15,294 15,641 407 60
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -1,220)
-160 -200 -60 -760 -960 -980 -1,220 -240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 10.5 0.4 93.4 88.7 97.4 99.6 2.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 15 12 17 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,234
COMMITMENTS
3,020 4,338 110 22,832 21,586 25,962 26,034 272 200
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 2,844)
40 0 -20 2,804 3,284 2,824 3,264 20 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 16.5 0.4 87.0 82.3 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 2 21 22 24 26
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,707
COMMITMENTS
3,160 190 330 21,949 25,388 25,439 25,908 1,268 799
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 288)
0 0 0 240 288 240 288 48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.7 1.2 82.2 95.1 95.3 97.0 4.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 22 23 25 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,218
COMMITMENTS
1,080 222 628 20,460 21,368 22,168 22,218 50 0
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.0 2.8 92.1 96.2 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 14 15 17 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,068
COMMITMENTS
360 12 1,080 12,406 12,816 13,846 13,908 222 160
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 1,724)
0 -240 0 1,722 1,904 1,722 1,664 2 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.1 7.7 88.2 91.1 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 16 17 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,849,874
COMMITMENTS
214,797 103,019 598,398 963,866 1074448 1777061 1775864 72,813 74,009
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 87,235)
10,900 3,239 29,236 45,155 53,528 85,292 86,004 1,944 1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 5.6 32.3 52.1 58.1 96.1 96.0 3.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
114 115 162 93 99 306 291
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 40,913
COMMITMENTS
28,320 27,536 2,598 0 880 30,918 31,014 9,995 9,899
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,392)
3,360 1,292 1,768 -642 -534 4,486 2,526 -1,094 866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 67.3 6.4 0.0 2.2 75.6 75.8 24.4 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
22 22 15 0 2 33 28
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,065
COMMITMENTS
7,075 8,182 3,894 12,468 12,840 23,437 24,916 10,628 9,149
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 5,737)
1,906 131 614 2,905 3,293 5,425 4,038 312 1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 24.0 11.4 36.6 37.7 68.8 73.1 31.2 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 8 11 13 13 29 25
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,388
COMMITMENTS
6,399 2,151 747 2,943 9,097 10,089 11,995 2,299 393
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -1,199)
-1,453 -507 -43 173 -692 -1,323 -1,242 124 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 17.4 6.0 23.8 73.4 81.4 96.8 18.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
53 11 5 18 26 75 39
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,176
COMMITMENTS
5,785 528 308 1,654 8,411 7,747 9,247 2,429 929
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 904)
470 16 64 75 741 609 821 295 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.8 5.2 3.0 16.3 82.7 76.1 90.9 23.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
25 3 3 8 20 36 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 95,700
COMMITMENTS
21,240 6,366 13,130 44,744 67,104 79,114 86,600 16,586 9,100
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -5,873)
-3,885 831 -696 -128 -6,852 -4,709 -6,716 -1,165 843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 6.7 13.7 46.8 70.1 82.7 90.5 17.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
42 17 24 61 69 115 99
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 58,142
COMMITMENTS
11,876 1,040 5,674 36,210 46,969 53,760 53,683 4,383 4,459
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 5,587)
1,727 -310 1,095 1,920 5,056 4,742 5,841 845 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 1.8 9.8 62.3 80.8 92.5 92.3 7.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
13 4 11 42 45 62 56
Updated August 11, 2006