NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,634
COMMITMENTS
1,305 1,480 0 4,753 4,379 6,058 5,859 576 775
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 175)
25 0 0 150 175 175 175 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 22.3 0.0 71.6 66.0 91.3 88.3 8.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 0 18 20 21 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 213,595
COMMITMENTS
20,189 14,359 36,872 124,993 132,341 182,053 183,572 31,542 30,023
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 689)
-1,617 2,896 -1,353 3,844 274 874 1,817 -184 -1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 6.7 17.3 58.5 62.0 85.2 85.9 14.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
34 30 38 67 73 125 123
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,377,094
COMMITMENTS
120,636 73,162 578,800 604,711 690,296 1304146 1342258 72,948 34,836
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -79,045)
9,714 -5,648 -142,305 62,418 72,501 -70,173 -75,452 -8,872 -3,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 5.3 42.0 43.9 50.1 94.7 97.5 5.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
71 58 97 95 87 216 196
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,524
COMMITMENTS
0 4,191 10,661 62,972 57,950 73,633 72,802 5,891 6,722
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 1,230)
-1,306 2,361 268 1,964 -1,391 926 1,238 304 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 13.4 79.2 72.9 92.6 91.5 7.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 2 22 24 24 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,958
COMMITMENTS
8,420 2,349 1,891 32,464 39,306 42,775 43,546 7,183 6,412
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 2,132)
367 -150 -17 1,117 2,174 1,467 2,007 665 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 4.7 3.8 65.0 78.7 85.6 87.2 14.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 4 20 21 25 25
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,305
COMMITMENTS
8,996 0 1,824 101,887 109,858 112,707 111,682 9,598 10,623
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 1,301)
114 0 0 1,187 1,361 1,301 1,361 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 1.5 83.3 89.8 92.2 91.3 7.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 27 26 29 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,187
COMMITMENTS
11,984 0 0 60,788 69,127 72,772 69,127 7,415 11,060
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 722)
0 0 0 390 -223 390 -223 332 945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.0 0.0 75.8 86.2 90.8 86.2 9.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 0 0 25 21 26 21
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,424
COMMITMENTS
424 8,511 7,720 66,719 58,761 74,863 74,992 4,561 4,432
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 3,743)
0 -3,597 4,280 -837 2,760 3,443 3,443 300 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 10.7 9.7 84.0 74.0 94.3 94.4 5.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 2 23 19 26 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,435
COMMITMENTS
1,584 5,384 5,935 54,410 45,522 61,929 56,841 3,506 8,594
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 3,464)
-1,233 2,898 302 4,396 886 3,465 4,086 -1 -622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 8.2 9.1 83.2 69.6 94.6 86.9 5.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 4 3 21 22 25 27
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,329
COMMITMENTS
0 10,262 6,376 106,269 94,858 112,645 111,496 8,684 9,833
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 845)
0 -1,628 -212 3,182 2,454 2,970 614 -2,125 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.5 5.3 87.6 78.2 92.8 91.9 7.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 2 2 35 29 37 31
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,727
COMMITMENTS
271 6,039 2,135 29,395 28,725 31,801 36,899 7,926 2,828
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 113)
-37 603 246 -180 -736 29 113 84 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 15.2 5.4 74.0 72.3 80.0 92.9 20.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 4 17 21 21 25
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,557
COMMITMENTS
59 8,402 3,047 61,419 53,985 64,525 65,434 10,032 9,123
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -28)
59 -2,831 -791 611 3,283 -121 -339 93 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 11.3 4.1 82.4 72.4 86.5 87.8 13.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 19 17 21 19
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,678
COMMITMENTS
6,470 616 3,132 39,424 43,643 49,026 47,391 4,652 6,287
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 189)
467 0 0 -278 189 189 189 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 1.1 5.8 73.4 81.3 91.3 88.3 8.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 17 15 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,012
COMMITMENTS
6,110 0 122 65,721 74,917 71,953 75,039 10,059 6,973
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 2,577)
124 0 0 2,201 3,221 2,325 3,221 252 -644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 0.1 80.1 91.3 87.7 91.5 12.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 27 26 29 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,844
COMMITMENTS
0 13,967 3,871 78,024 60,207 81,895 78,045 5,949 9,799
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 1,523)
0 1,467 -347 1,769 753 1,422 1,873 101 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.9 4.4 88.8 68.5 93.2 88.8 6.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 3 1 32 29 33 32
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,567
COMMITMENTS
0 1,125 3,565 50,219 52,939 53,784 57,629 11,783 7,938
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 761)
0 709 -227 -682 358 -909 840 1,670 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 5.4 76.6 80.7 82.0 87.9 18.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 21 21 22 22
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,038
COMMITMENTS
1,720 5,546 780 56,562 52,872 59,062 59,198 976 840
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 2,876)
480 1,372 -1,800 4,684 2,584 3,364 2,156 -488 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 9.2 1.3 94.2 88.1 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 2 15 19 20 23
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 190,493
COMMITMENTS
1,206 10,048 17,651 156,331 156,074 175,188 183,773 15,305 6,720
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 1,306)
-39 -34 -1,087 667 2,246 -459 1,125 1,765 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.3 9.3 82.1 81.9 92.0 96.5 8.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 5 6 39 33 45 39
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,682
COMMITMENTS
8,246 4,170 3,108 77,187 79,324 88,541 86,602 11,141 13,080
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 1,097)
1,549 0 -1,413 327 1,316 463 -97 634 1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 4.2 3.1 77.4 79.6 88.8 86.9 11.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 2 24 23 27 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,024
COMMITMENTS
1,480 4,718 780 76,552 73,444 78,812 78,942 1,212 1,082
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 10,077)
-272 680 -1,288 11,033 11,147 9,473 10,539 604 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.9 1.0 95.7 91.8 98.5 98.6 1.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 2 21 23 25 27
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 275,542
COMMITMENTS
13,928 12 4,577 252,068 263,871 270,573 268,460 4,969 7,082
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 5,167)
-351 12 267 5,977 5,171 5,893 5,450 -726 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.0 1.7 91.5 95.8 98.2 97.4 1.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 1 4 49 49 55 53
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 155,188
COMMITMENTS
7,706 999 9,899 128,369 139,404 145,974 150,302 9,214 4,886
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -5,194)
-5,776 237 -396 786 -5,707 -5,386 -5,866 192 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.6 6.4 82.7 89.8 94.1 96.9 5.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 2 4 38 36 42 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 165,149
COMMITMENTS
0 2,906 7,066 148,289 145,132 155,355 155,104 9,794 10,045
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 3,061)
0 60 33 2,058 2,406 2,091 2,499 970 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 4.3 89.8 87.9 94.1 93.9 5.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 2 2 39 40 41 42
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 186,232
COMMITMENTS
16,374 918 31,585 130,786 143,131 178,745 175,634 7,487 10,598
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 3,847)
2,895 362 -1,314 2,220 3,580 3,801 2,628 46 1,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.5 17.0 70.2 76.9 96.0 94.3 4.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 2 7 33 35 40 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,874
COMMITMENTS
0 2,016 0 54,138 47,481 54,138 49,497 4,736 9,377
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 357)
0 -1,386 -122 102 2,040 -20 532 377 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 0.0 92.0 80.6 92.0 84.1 8.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 21 20 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,249,954
COMMITMENTS
317,202 159,468 1185044 1717026 1887545 3219272 3232057 30,682 17,897
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 164,878)
-36,625 95,157 12,486 181,760 55,785 157,621 163,428 7,257 1,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 4.9 36.5 52.8 58.1 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
31 20 43 118 92 167 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 709,892
COMMITMENTS
164,867 99,580 127,142 412,817 478,244 704,826 704,966 5,066 4,926
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -64,641)
-19,373 -45,690 -50,870 4,703 32,071 -65,540 -64,489 899 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 14.0 17.9 58.2 67.4 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
16 14 22 34 36 63 59
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 76,843
COMMITMENTS
10,780 2,503 6,895 58,442 66,701 76,118 76,099 725 744
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 3,328)
-90 -187 253 3,259 3,142 3,422 3,208 -94 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 3.3 9.0 76.1 86.8 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
10 5 12 42 40 57 52
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 30,094
COMMITMENTS
1,324 2,987 212 28,452 26,534 29,988 29,733 106 361
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 63)
0 -441 0 63 504 63 63 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 9.9 0.7 94.5 88.2 99.6 98.8 0.4 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 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,202
COMMITMENTS
1,845 172 69 18,288 19,961 20,202 20,202 0 0
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.9 0.3 90.5 98.8 100.0 100.0 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 08/29/06 |
--------------------------------------------------------------| 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 08/22/06 (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 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,558
COMMITMENTS
3,020 4,278 110 23,166 22,040 26,296 26,428 262 130
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -10 10 -10 10 10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 16.1 0.4 87.2 83.0 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 2 22 23 25 27
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,979
COMMITMENTS
3,160 190 330 21,763 25,626 25,253 26,146 1,726 833
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 200)
0 0 0 14 198 14 198 186 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.7 1.2 80.7 95.0 93.6 96.9 6.4 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 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,970
COMMITMENTS
780 702 880 20,800 21,028 22,460 22,610 510 360
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 200)
-60 240 60 -260 -460 -260 -160 460 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.1 3.8 90.6 91.5 97.8 98.4 2.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 14 14 16 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,192
COMMITMENTS
360 12 1,080 12,506 12,940 13,946 14,032 246 160
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.1 7.6 88.1 91.2 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 16 18 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,808,704
COMMITMENTS
185,582 104,247 568,797 984,541 1054487 1738920 1727530 69,784 81,174
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 67,264)
1,351 7,952 5,076 55,412 42,350 61,840 55,378 5,424 11,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 5.8 31.4 54.4 58.3 96.1 95.5 3.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
124 86 154 84 93 276 276
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 36,593
COMMITMENTS
21,846 24,332 2,027 0 1,262 23,873 27,621 12,720 8,972
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 11,315)
7,812 8,645 1,449 -1,600 -8 7,661 10,086 3,654 1,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.7 66.5 5.5 0.0 3.4 65.2 75.5 34.8 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
24 23 9 0 1 28 29
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,669
COMMITMENTS
2,993 6,983 5,462 12,015 6,267 20,470 18,712 9,199 10,957
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 4,155)
282 568 2,466 734 -336 3,482 2,698 673 1,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 23.5 18.4 40.5 21.1 69.0 63.1 31.0 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 8 12 12 10 26 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,073
COMMITMENTS
6,343 1,393 1,406 4,233 11,063 11,982 13,862 2,091 211
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 999)
-320 -68 173 1,386 1,041 1,239 1,146 -240 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 9.9 10.0 30.1 78.6 85.1 98.5 14.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
57 5 7 21 25 82 35
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,665
COMMITMENTS
5,368 525 497 1,662 7,679 7,527 8,701 2,138 964
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -212)
-165 142 61 86 -368 -18 -165 -194 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.5 5.4 5.1 17.2 79.5 77.9 90.0 22.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
21 3 6 8 20 32 29
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 67,908
COMMITMENTS
7,156 5,557 7,072 42,109 46,950 56,336 59,579 11,572 8,329
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -15,697)
-2,428 970 -6,551 -3,700 -9,448 -12,679 -15,029 -3,018 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 8.2 10.4 62.0 69.1 83.0 87.7 17.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
31 13 21 62 57 100 85
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 69,973
COMMITMENTS
10,427 965 4,548 47,599 59,218 62,573 64,730 7,400 5,243
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 1,277)
-1,060 525 -114 1,277 1,605 103 2,017 1,173 -740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 1.4 6.5 68.0 84.6 89.4 92.5 10.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
12 2 6 45 46 59 52
Updated September 1, 2006