NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,009
COMMITMENTS
1,305 1,480 0 4,203 3,933 5,508 5,413 501 596
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -625)
0 0 0 -550 -446 -550 -446 -75 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 24.6 0.0 69.9 65.5 91.7 90.1 8.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 0 17 18 20 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 214,917
COMMITMENTS
20,324 14,779 38,566 123,235 129,576 182,125 182,921 32,792 31,996
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 1,323)
136 420 1,694 -1,758 -2,765 72 -651 1,251 1,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 6.9 17.9 57.3 60.3 84.7 85.1 15.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
28 33 42 63 73 118 127
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,387,889
COMMITMENTS
118,736 83,616 638,891 534,330 608,267 1291958 1330774 95,931 57,115
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 10,795)
-1,900 10,454 60,091 -70,380 -82,029 -12,189 -11,484 22,984 22,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 6.0 46.0 38.5 43.8 93.1 95.9 6.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
64 72 101 98 88 220 208
E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 17,117
COMMITMENTS
5,697 12,212 1,159 2,166 418 9,022 13,789 8,095 3,328
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 208)
-11 1,572 -658 -1,266 -390 -1,935 524 2,143 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 71.3 6.8 12.7 2.4 52.7 80.6 47.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 10 8 4 3 19 18
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,299
COMMITMENTS
1,863 4,044 9,220 58,464 54,682 69,547 67,946 5,752 7,353
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -4,225)
1,863 -147 -1,441 -4,508 -3,268 -4,086 -4,856 -139 631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 5.4 12.2 77.6 72.6 92.4 90.2 7.6 9.8
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 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,029
COMMITMENTS
8,811 656 1,374 22,394 32,034 32,579 34,064 9,450 7,965
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -7,929)
391 -1,693 -517 -10,070 -7,272 -10,196 -9,482 2,267 1,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 1.6 3.3 53.3 76.2 77.5 81.0 22.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 15 15 18 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 113,305
COMMITMENTS
7,862 0 1,824 96,248 101,458 105,934 103,282 7,371 10,023
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -9,000)
-1,134 0 0 -5,639 -8,400 -6,773 -8,400 -2,227 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 1.6 84.9 89.5 93.5 91.2 6.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 26 28 28 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,662
COMMITMENTS
11,984 0 0 52,294 61,297 64,278 61,297 8,384 11,365
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -7,525)
0 0 0 -8,494 -7,830 -8,494 -7,830 969 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 0.0 0.0 72.0 84.4 88.5 84.4 11.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 23 19 24 19
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,130
COMMITMENTS
798 5,462 7,552 61,233 57,010 69,583 70,024 3,547 3,106
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -6,294)
374 -3,049 -168 -5,486 -1,751 -5,280 -4,968 -1,014 -1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.5 10.3 83.7 78.0 95.1 95.8 4.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 22 18 24 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,803
COMMITMENTS
1,644 3,108 5,661 46,650 38,320 53,955 47,089 2,848 9,714
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -8,632)
60 -2,276 -274 -7,760 -7,202 -7,974 -9,752 -658 1,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.5 10.0 82.1 67.5 95.0 82.9 5.0 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 19 18 22 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,182
COMMITMENTS
0 7,366 7,722 96,580 89,411 104,302 104,499 9,880 9,683
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -7,147)
0 -2,896 1,346 -9,689 -5,447 -8,343 -6,997 1,196 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 6.8 84.6 78.3 91.3 91.5 8.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 2 2 34 27 36 29
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,345
COMMITMENTS
0 6,778 474 25,454 23,378 25,928 30,630 8,417 3,715
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -5,382)
-271 739 -1,661 -3,941 -5,347 -5,873 -6,269 491 887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.7 1.4 74.1 68.1 75.5 89.2 24.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 14 16 15 18
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,282
COMMITMENTS
169 6,351 3,181 58,565 52,336 61,915 61,868 9,367 9,414
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -3,275)
110 -2,051 134 -2,854 -1,649 -2,610 -3,566 -665 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.9 4.5 82.2 73.4 86.9 86.8 13.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 17 15 19 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,369
COMMITMENTS
6,059 496 3,132 36,142 39,118 45,333 42,746 4,036 6,623
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -4,309)
-411 -120 0 -3,282 -4,525 -3,693 -4,645 -616 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 1.0 6.3 73.2 79.2 91.8 86.6 8.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 13 16 14 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,927
COMMITMENTS
5,270 0 62 59,166 68,764 64,498 68,826 10,429 6,101
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -7,085)
-840 0 -60 -6,555 -6,153 -7,455 -6,213 370 -872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.1 79.0 91.8 86.1 91.9 13.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 1 25 25 27 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,714
COMMITMENTS
0 10,280 4,880 63,218 53,987 68,098 69,147 11,616 10,567
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -8,130)
0 -3,687 1,009 -14,806 -6,220 -13,797 -8,898 5,667 768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.9 6.1 79.3 67.7 85.4 86.7 14.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 23 19 24 21
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,022
COMMITMENTS
0 620 3,596 47,602 49,690 51,198 53,906 9,824 7,116
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -4,545)
0 -505 31 -2,617 -3,249 -2,586 -3,723 -1,959 -822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 5.9 78.0 81.4 83.9 88.3 16.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 20 20 21 21
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,852
COMMITMENTS
1,240 4,320 0 45,722 44,532 46,962 48,852 1,890 0
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -11,186)
-480 -1,226 -780 -10,840 -8,340 -12,100 -10,346 914 -840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 8.8 0.0 93.6 91.2 96.1 100.0 3.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 0 11 13 12 16
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 175,161
COMMITMENTS
0 14,426 13,969 144,537 140,198 158,506 168,593 16,655 6,568
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -15,332)
-1,206 4,378 -3,682 -11,794 -15,876 -16,682 -15,180 1,350 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 8.0 82.5 80.0 90.5 96.3 9.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 6 6 37 32 43 38
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,598
COMMITMENTS
6,875 4,050 3,116 73,240 76,225 83,231 83,391 10,367 10,207
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -6,084)
-1,371 -120 8 -3,947 -3,099 -5,310 -3,211 -774 -2,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 4.3 3.3 78.2 81.4 88.9 89.1 11.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 24 21 26 24
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,428
COMMITMENTS
1,240 4,836 0 71,818 68,382 73,058 73,218 370 210
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -6,596)
-240 118 -780 -4,734 -5,062 -5,754 -5,724 -842 -872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 6.6 0.0 97.8 93.1 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 0 21 19 22 22
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 263,631
COMMITMENTS
12,177 1,053 5,672 234,088 247,659 251,937 254,384 11,694 9,247
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -11,911)
-1,751 1,041 1,095 -17,980 -16,212 -18,636 -14,076 6,725 2,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.4 2.2 88.8 93.9 95.6 96.5 4.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 2 5 46 43 52 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 141,584
COMMITMENTS
9,754 4,163 7,489 115,787 126,242 133,030 137,894 8,554 3,690
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -13,604)
2,048 3,164 -2,410 -12,582 -13,162 -12,944 -12,408 -660 -1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.9 5.3 81.8 89.2 94.0 97.4 6.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 3 36 36 40 41
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 158,497
COMMITMENTS
0 4,149 6,822 139,581 138,201 146,403 149,172 12,094 9,325
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -6,652)
0 1,243 -244 -8,708 -6,931 -8,952 -5,932 2,300 -720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 4.3 88.1 87.2 92.4 94.1 7.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 2 2 36 37 38 39
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 163,721
COMMITMENTS
17,135 2,802 22,869 117,488 127,872 157,492 153,543 6,229 10,178
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -22,511)
761 1,884 -8,716 -13,298 -15,259 -21,253 -22,091 -1,258 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 1.7 14.0 71.8 78.1 96.2 93.8 3.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 6 32 33 38 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,203
COMMITMENTS
0 1,714 240 49,557 43,864 49,797 45,818 4,406 8,385
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -4,671)
0 -302 240 -4,581 -3,617 -4,341 -3,679 -330 -992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.4 91.4 80.9 91.9 84.5 8.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 19 21 20 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,042,431
COMMITMENTS
241,757 94,610 1184494 1601056 1754411 3027307 3033515 15,124 8,916
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -207,523)
-75,445 -64,858 -550 -115,970 -133,134 -191,965 -198,542 -15,558 -8,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.1 38.9 52.6 57.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
27 19 42 105 86 151 129
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 765,265
COMMITMENTS
146,160 137,304 183,230 424,211 431,569 753,601 752,103 11,664 13,162
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 55,373)
-18,707 37,724 56,088 11,394 -46,675 48,775 47,137 6,598 8,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 17.9 23.9 55.4 56.4 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
20 15 26 32 34 65 62
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 71,771
COMMITMENTS
9,494 1,424 6,010 55,559 63,629 71,063 71,063 708 708
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -5,072)
-1,286 -1,080 -884 -2,884 -3,072 -5,055 -5,036 -17 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 2.0 8.4 77.4 88.7 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 5 11 39 39 53 50
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 28,070
COMMITMENTS
1,370 2,665 166 26,451 24,901 27,987 27,732 83 338
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -2,024)
46 -322 -46 -2,001 -1,633 -2,001 -2,001 -23 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 9.5 0.6 94.2 88.7 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 1 22 20 23 25
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,845
COMMITMENTS
1,684 80 0 17,161 18,765 18,845 18,845 0 0
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -1,357)
-161 -92 -69 -1,127 -1,196 -1,357 -1,357 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.4 0.0 91.1 99.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 16 15 19 16
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,698
COMMITMENTS
372 1,423 0 14,057 13,194 14,429 14,617 269 81
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -1,003)
-184 -230 -69 -612 -725 -865 -1,024 -138 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 9.7 0.0 95.6 89.8 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 14 11 15 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,924
COMMITMENTS
3,080 4,124 30 21,554 20,640 24,664 24,794 260 130
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -1,634)
60 -154 -80 -1,612 -1,400 -1,632 -1,634 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 16.5 0.1 86.5 82.8 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 1 19 21 22 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,079
COMMITMENTS
3,170 0 230 21,245 24,587 24,645 24,817 1,434 1,262
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -900)
10 -190 -100 -518 -1,039 -608 -1,329 -292 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.0 0.9 81.5 94.3 94.5 95.2 5.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 22 22 24 23
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,674
COMMITMENTS
432 0 1,056 11,854 12,538 13,342 13,594 332 80
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -518)
72 -12 -24 -652 -402 -604 -438 86 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 7.7 86.7 91.7 97.6 99.4 2.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 14 15 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,862,186
COMMITMENTS
185,115 115,518 600,066 1010622 1069712 1795804 1785297 66,382 76,890
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 53,482)
-467 11,271 31,270 26,081 15,226 56,884 57,766 -3,402 -4,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 6.2 32.2 54.3 57.4 96.4 95.9 3.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
121 102 168 86 94 286 297
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 41,261
COMMITMENTS
24,113 26,701 1,846 1,174 1,112 27,133 29,659 14,128 11,602
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 4,668)
2,267 2,369 -181 1,174 -150 3,260 2,038 1,408 2,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 64.7 4.5 2.8 2.7 65.8 71.9 34.2 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
22 22 8 1 1 28 26
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,345
COMMITMENTS
2,460 9,069 6,811 13,909 5,526 23,180 21,406 8,165 9,939
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 1,676)
-533 2,086 1,349 1,894 -741 2,710 2,694 -1,034 -1,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 28.9 21.7 44.4 17.6 74.0 68.3 26.0 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 11 14 13 9 29 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,444
COMMITMENTS
6,455 1,905 49 2,802 9,327 9,306 11,281 2,138 163
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -2,629)
112 512 -1,357 -1,431 -1,736 -2,676 -2,581 47 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.4 16.6 0.4 24.5 81.5 81.3 98.6 18.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
57 5 3 21 24 81 29
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,269
COMMITMENTS
5,890 645 81 1,791 8,531 7,762 9,257 2,507 1,012
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 604)
522 120 -416 129 852 235 556 369 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.4 6.3 0.8 17.4 83.1 75.6 90.1 24.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
25 5 2 10 24 35 31
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 65,012
COMMITMENTS
6,520 5,395 7,071 40,308 44,448 53,900 56,915 11,112 8,097
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -2,897)
-636 -161 -0 -1,800 -2,502 -2,436 -2,664 -460 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 8.3 10.9 62.0 68.4 82.9 87.5 17.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
28 11 18 43 50 76 74
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 75,227
COMMITMENTS
11,693 952 7,174 50,823 63,313 69,690 71,439 5,537 3,788
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 5,254)
1,266 -13 2,626 3,224 4,095 7,117 6,708 -1,863 -1,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 1.3 9.5 67.6 84.2 92.6 95.0 7.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
19 5 13 44 47 67 61
Updated September 8, 2006