NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,379
COMMITMENTS
1,180 1,480 0 4,273 3,824 5,453 5,304 926 1,075
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 221)
0 0 0 -79 -79 -79 -79 300 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 23.2 0.0 67.0 59.9 85.5 83.1 14.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 16 19 18 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 210,812
COMMITMENTS
19,477 12,270 38,073 116,516 128,550 174,066 178,893 36,746 31,919
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 3,707)
-4,680 3,698 1,231 8,367 -4,316 4,919 613 -1,212 3,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 5.8 18.1 55.3 61.0 82.6 84.9 17.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
33 28 38 67 75 123 121
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,439,389
COMMITMENTS
101,799 71,832 726,092 528,071 603,464 1355961 1401388 83,427 38,001
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 7,951)
9,339 5,551 4,918 -7,188 -2,117 7,070 8,352 881 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 5.0 50.4 36.7 41.9 94.2 97.4 5.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
69 62 99 95 87 218 199
E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 11,797
COMMITMENTS
2,680 7,549 1,598 2,744 328 7,022 9,475 4,775 2,322
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 64.0 13.5 23.3 2.8 59.5 80.3 40.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 12 4 3 2 13 15
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,656
COMMITMENTS
20 4,914 9,700 59,748 53,131 69,468 67,745 6,188 7,911
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,814)
-376 0 252 3,568 519 3,444 771 -1,630 1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 12.8 79.0 70.2 91.8 89.5 8.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 21 23 23 25
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,181
COMMITMENTS
6,851 2,221 1,978 30,812 36,093 39,641 40,292 6,540 5,889
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 2,409)
2,215 278 -432 -66 2,776 1,717 2,622 692 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 4.8 4.3 66.7 78.2 85.8 87.2 14.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 4 20 21 25 25
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,491
COMMITMENTS
8,818 0 1,824 101,251 109,170 111,893 110,994 9,598 10,497
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 4,624)
1,914 0 0 1,436 4,564 3,350 4,564 1,274 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 1.5 83.3 89.9 92.1 91.4 7.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 26 26 28 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,289
COMMITMENTS
11,984 0 0 59,562 68,174 71,546 68,174 6,743 10,115
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -1,646)
0 0 0 -1,736 -3,018 -1,736 -3,018 90 1,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 0.0 0.0 76.1 87.1 91.4 87.1 8.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 24 22 25 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,781
COMMITMENTS
424 10,453 2,860 63,326 54,516 66,610 67,829 5,171 3,952
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,115)
0 4,301 -1,480 2,475 -1,584 995 1,237 120 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 14.6 4.0 88.2 75.9 92.8 94.5 7.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 2 19 20 22 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,557
COMMITMENTS
1,951 2,486 6,202 47,381 43,571 55,534 52,259 5,023 8,298
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,624)
457 -3,171 623 -36 2,311 1,044 -237 580 1,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.1 10.2 78.2 72.0 91.7 86.3 8.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 3 19 20 23 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,873
COMMITMENTS
0 9,687 5,767 98,357 90,088 104,124 105,542 10,749 9,331
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 3,315)
0 -252 1,600 1,321 2,563 2,921 3,911 394 -596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 5.0 85.6 78.4 90.6 91.9 9.4 8.1
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 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,354
COMMITMENTS
130 5,956 1,425 27,410 27,779 28,965 35,160 9,389 3,194
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 224)
-180 -300 310 -120 0 10 10 214 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 15.5 3.7 71.5 72.4 75.5 91.7 24.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 15 19 18 22
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,433
COMMITMENTS
0 11,019 4,447 58,047 48,155 62,494 63,621 9,939 8,812
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 2,895)
0 -4,158 1,754 610 5,391 2,364 2,987 531 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.2 6.1 80.1 66.5 86.3 87.8 13.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 18 15 20 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,288
COMMITMENTS
5,069 368 1,634 39,945 43,150 46,648 45,152 4,640 6,136
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,056)
226 0 -866 1,696 1,620 1,056 754 0 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.7 3.2 77.9 84.1 91.0 88.0 9.0 12.0
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 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,603
COMMITMENTS
5,986 0 122 62,758 71,648 68,866 71,770 9,737 6,833
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -3,158)
-1,214 0 122 -2,786 -4,488 -3,878 -4,366 720 1,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 0.2 79.8 91.2 87.6 91.3 12.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 25 24 27 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,577
COMMITMENTS
1,037 6,340 5,283 68,166 61,815 74,486 73,438 6,091 7,139
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 3,094)
1,037 -2,475 669 1,388 4,296 3,094 2,490 0 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 7.9 6.6 84.6 76.7 92.4 91.1 7.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 1 30 28 31 31
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,665
COMMITMENTS
1,007 0 3,886 49,903 52,699 54,796 56,585 9,869 8,080
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -42)
1,007 -474 -666 405 2,883 746 1,743 -788 -1,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 6.0 77.2 81.5 84.7 87.5 15.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 21 21 22 22
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,134
COMMITMENTS
40 3,906 1,200 50,286 47,028 51,526 52,134 608 0
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.5 2.3 96.5 90.2 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 11 12 12 15
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 184,676
COMMITMENTS
830 9,089 15,094 156,364 153,429 172,288 177,612 12,388 7,064
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,669)
0 -2,266 42 649 3,887 691 1,663 978 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.9 8.2 84.7 83.1 93.3 96.2 6.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 4 5 38 33 43 38
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,914
COMMITMENTS
7,039 4,170 3,812 75,566 75,478 86,417 83,460 8,497 11,454
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 2,238)
356 0 420 1,244 1,668 2,020 2,088 218 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.4 4.0 79.6 79.5 91.0 87.9 9.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 2 25 22 28 25
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,553
COMMITMENTS
40 3,258 1,200 64,705 60,671 65,945 65,129 608 1,424
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 11,874)
0 -1,962 0 11,754 13,594 11,754 11,632 120 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 4.9 1.8 97.2 91.2 99.1 97.9 0.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 17 18 18 21
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 268,828
COMMITMENTS
10,711 471 5,601 246,953 255,369 263,265 261,441 5,563 7,387
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 9,074)
4,487 357 -427 8,847 7,328 12,907 7,258 -3,833 1,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.2 2.1 91.9 95.0 97.9 97.3 2.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 3 6 48 47 55 53
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 161,255
COMMITMENTS
14,311 142 10,505 127,143 145,210 151,959 155,857 9,296 5,398
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 5,086)
-333 142 1,886 3,221 3,054 4,774 5,082 312 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.1 6.5 78.8 90.0 94.2 96.7 5.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 1 4 35 35 39 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,480
COMMITMENTS
0 2,937 9,887 140,525 136,415 150,412 149,239 10,068 11,241
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 2,446)
-6,556 2,595 2,014 11,055 123 6,513 4,732 -4,067 -2,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 6.2 87.6 85.0 93.7 93.0 6.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 3 3 36 36 39 39
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 175,801
COMMITMENTS
13,009 893 30,112 125,476 135,843 168,597 166,848 7,204 8,953
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 7,146)
-2,603 0 4,081 5,079 3,615 6,557 7,696 589 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.5 17.1 71.4 77.3 95.9 94.9 4.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 3 7 32 35 39 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,283
COMMITMENTS
0 4,510 122 51,076 39,910 51,198 44,542 4,085 10,741
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,464)
0 1,612 0 2,258 772 2,258 2,384 -794 -920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 0.2 92.4 72.2 92.6 80.6 7.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 1 20 19 21 21
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,033,933
COMMITMENTS
450,684 81,855 1099166 1461437 1838372 3011287 3019393 22,646 14,540
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 94,703)
-67,459 -10,161 92,851 66,418 10,299 91,810 92,989 2,893 1,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 2.7 36.2 48.2 60.6 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
26 16 41 104 86 146 129
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 710,572
COMMITMENTS
156,825 134,235 165,218 385,587 407,828 707,630 707,281 2,942 3,291
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 18,432)
1,990 -2,174 10,711 6,926 10,216 19,627 18,753 -1,195 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 18.9 23.3 54.3 57.4 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
17 14 25 39 36 68 63
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,156
COMMITMENTS
10,305 2,618 7,130 53,921 61,724 71,356 71,472 800 684
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,318)
388 -43 -159 1,216 1,802 1,445 1,600 -127 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 3.6 9.9 74.7 85.5 98.9 99.1 1.1 0.9
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 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 29,991
COMMITMENTS
1,324 3,428 212 27,839 25,990 29,375 29,630 616 361
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 5,220)
0 0 0 4,710 5,220 4,710 5,220 510 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 11.4 0.7 92.8 86.7 97.9 98.8 2.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 1 25 22 26 27
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,248
COMMITMENTS
1,845 172 69 18,288 19,961 20,202 20,202 46 46
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 3,874)
0 0 0 3,828 3,828 3,828 3,828 46 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.8 0.3 90.3 98.6 99.8 99.8 0.2 0.2
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 08/15/06 |
--------------------------------------------------------------| 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 08/08/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,254
COMMITMENTS
3,020 4,278 110 22,852 21,646 25,982 26,034 272 220
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 20)
0 -60 0 20 60 20 0 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 16.3 0.4 87.0 82.4 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 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,819
COMMITMENTS
3,160 190 330 22,029 25,468 25,519 25,988 1,300 831
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 112)
0 0 0 80 80 80 80 32 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.7 1.2 82.1 95.0 95.2 96.9 4.8 3.1
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 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,458
COMMITMENTS
840 222 868 20,700 21,368 22,408 22,458 50 0
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 240)
-240 0 240 240 0 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.0 3.9 92.2 95.1 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 08/15/06 |
--------------------------------------------------------------| 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 08/08/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,883,364
COMMITMENTS
198,498 93,044 623,133 992,594 1089606 1814224 1805783 69,140 77,581
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 33,490)
-16,299 -9,975 24,735 28,727 15,158 37,164 29,919 -3,673 3,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 4.9 33.1 52.7 57.9 96.3 95.9 3.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
124 100 167 90 97 300 290
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 39,362
COMMITMENTS
21,289 22,839 4,643 1,535 554 27,467 28,036 11,895 11,326
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -1,551)
-7,031 -4,697 2,045 1,535 -326 -3,451 -2,978 1,900 1,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.1 58.0 11.8 3.9 1.4 69.8 71.2 30.2 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 16 15 1 1 29 26
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,912
COMMITMENTS
6,434 8,763 3,962 12,644 11,089 23,040 23,814 10,872 10,098
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -153)
-641 581 68 176 -1,751 -397 -1,102 244 949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 25.8 11.7 37.3 32.7 67.9 70.2 32.1 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 9 11 12 12 26 25
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,911
COMMITMENTS
6,535 1,685 927 3,140 9,865 10,602 12,477 2,309 434
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 523)
136 -466 180 197 768 513 482 10 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.6 13.1 7.2 24.3 76.4 82.1 96.6 17.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
54 9 6 19 27 77 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,948
COMMITMENTS
5,652 443 388 1,594 8,165 7,634 8,996 2,314 952
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -228)
-133 -85 80 -60 -246 -113 -251 -115 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.8 4.5 3.9 16.0 82.1 76.7 90.4 23.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
25 2 4 7 20 35 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 86,054
COMMITMENTS
11,225 5,002 13,519 46,417 57,934 71,160 76,455 14,894 9,599
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -9,647)
-10,015 -1,364 388 1,672 -9,170 -7,954 -10,145 -1,692 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 5.8 15.7 53.9 67.3 82.7 88.8 17.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
38 17 24 56 64 102 97
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 63,625
COMMITMENTS
12,016 202 5,448 41,357 53,157 58,821 58,807 4,803 4,817
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 5,482)
140 -838 -226 5,148 6,188 5,062 5,124 421 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 0.3 8.6 65.0 83.5 92.5 92.4 7.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
13 4 9 39 45 57 54
Updated August 18, 2006