GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,026
COMMITMENTS
25 0 0 3,552 4,026 3,577 4,026 449 0
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -22)
0 0 0 -200 228 -200 228 178 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 88.2 100.0 88.8 100.0 11.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 14 17 15 17
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,650
COMMITMENTS
1,359 1,180 36 5,512 5,996 6,907 7,212 743 438
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 760)
0 0 0 710 710 710 710 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 15.4 0.5 72.1 78.4 90.3 94.3 9.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 1 1 23 24 27 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 243,158
COMMITMENTS
21,408 24,382 47,244 142,293 135,732 210,944 207,357 32,213 35,801
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -311)
454 2,679 -926 1,206 -800 733 953 -1,045 -1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 10.0 19.4 58.5 55.8 86.8 85.3 13.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
29 37 43 65 71 121 132
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,356,047
COMMITMENTS
143,025 97,873 602,391 530,443 609,670 1275858 1309934 80,189 46,113
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -131,041)
5,264 533 -96,164 -39,911 -35,711 -130,811 -131,343 -230 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 7.2 44.4 39.1 45.0 94.1 96.6 5.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
60 70 88 94 85 203 195
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,268
COMMITMENTS
1,760 1,079 9,104 59,961 57,408 70,825 67,591 6,443 9,677
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -195)
-3,866 -2,053 1,470 4,149 -226 1,753 -809 -1,948 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.4 11.8 77.6 74.3 91.7 87.5 8.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 24 23 26 25
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,947
COMMITMENTS
7,922 0 2,759 25,908 37,279 36,589 40,038 11,358 7,909
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 1,778)
-2,040 -780 1,567 1,438 1,409 965 2,196 813 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 0.0 5.8 54.0 77.8 76.3 83.5 23.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 2 18 16 21 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,432
COMMITMENTS
9,132 0 1,824 101,866 107,225 112,822 109,049 6,610 10,383
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 4,190)
0 0 0 4,531 3,557 4,531 3,557 -341 633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 1.5 85.3 89.8 94.5 91.3 5.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 25 28 27 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,026
COMMITMENTS
18,064 0 0 50,705 63,051 68,769 63,051 7,257 12,975
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -93)
0 0 0 480 -271 480 -271 -573 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 0.0 0.0 66.7 82.9 90.5 82.9 9.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 0 24 18 26 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,530
COMMITMENTS
438 5,149 7,274 63,732 58,844 71,444 71,267 3,086 3,263
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 951)
428 -730 728 651 1,255 1,807 1,253 -856 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.9 9.8 85.5 79.0 95.9 95.6 4.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 21 20 24 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,160
COMMITMENTS
1,582 1,749 6,298 48,596 45,627 56,476 53,674 7,684 10,486
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 3,431)
-435 1,749 -225 2,992 1,544 2,332 3,068 1,099 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 2.7 9.8 75.7 71.1 88.0 83.7 12.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 2 19 22 22 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 115,415
COMMITMENTS
3,231 9,416 4,383 101,235 91,887 108,849 105,686 6,566 9,729
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -1,928)
-60 669 -2,180 1,504 -1,160 -736 -2,671 -1,192 743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 8.2 3.8 87.7 79.6 94.3 91.6 5.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 3 33 28 36 31
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,004
COMMITMENTS
0 7,107 340 26,887 23,906 27,227 31,353 7,777 3,651
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 62)
0 0 0 186 -29 186 -29 -124 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.3 1.0 76.8 68.3 77.8 89.6 22.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 15 16 16 18
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,790
COMMITMENTS
0 3,710 2,238 57,707 55,320 59,945 61,268 10,845 9,522
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -548)
-14 30 -186 -1,410 -1,329 -1,610 -1,485 1,062 937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.2 3.2 81.5 78.1 84.7 86.5 15.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 16 17 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,287
COMMITMENTS
2,222 248 3,276 41,235 40,575 46,733 44,099 3,554 6,188
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 518)
-966 0 546 877 154 457 700 61 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.5 6.5 82.0 80.7 92.9 87.7 7.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 14 16 15 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,929
COMMITMENTS
1,240 372 372 62,246 68,373 63,858 69,117 12,071 6,812
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -1,520)
-4,030 372 310 2,148 -2,495 -1,572 -1,813 52 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.5 0.5 82.0 90.0 84.1 91.0 15.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 26 25 28 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,525
COMMITMENTS
0 14,631 3,418 64,260 53,749 67,678 71,798 14,847 10,727
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -927)
0 -471 154 -2,020 -160 -1,866 -477 939 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.7 4.1 77.9 65.1 82.0 87.0 18.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 24 20 25 22
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,106
COMMITMENTS
911 372 4,210 44,162 51,469 49,283 56,051 15,823 9,055
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 1,591)
552 0 -111 960 379 1,401 268 190 1,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.6 6.5 67.8 79.1 75.7 86.1 24.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 21 22 23
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,021
COMMITMENTS
3,988 1,612 848 48,806 52,220 53,642 54,680 1,379 341
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 5,053)
2,748 -1,840 848 1,968 6,622 5,564 5,630 -511 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 2.9 1.5 88.7 94.9 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 1 14 20 18 24
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 183,493
COMMITMENTS
132 13,927 14,021 151,361 146,970 165,514 174,918 17,979 8,575
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 4,792)
0 944 -854 5,360 4,000 4,506 4,090 286 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 7.6 7.6 82.5 80.1 90.2 95.3 9.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 5 6 38 33 44 39
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,118
COMMITMENTS
2,230 9,920 2,112 83,109 72,753 87,451 84,785 9,667 12,333
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 286)
62 -947 -1,300 3,905 2,353 2,667 106 -2,381 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 10.2 2.2 85.6 74.9 90.0 87.3 10.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 27 22 29 25
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,467
COMMITMENTS
5,456 2,170 0 68,641 70,258 74,097 72,428 370 2,039
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 1,303)
4,216 -1,798 0 -1,317 1,768 2,899 -30 -1,596 1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.9 0.0 92.2 94.3 99.5 97.3 0.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 0 20 24 24 27
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 280,543
COMMITMENTS
10,431 72 6,711 254,775 264,873 271,917 271,656 8,626 8,887
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 1,827)
-5,004 0 2,368 7,980 -1,298 5,344 1,070 -3,517 757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 2.4 90.8 94.4 96.9 96.8 3.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 1 5 49 44 55 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 168,459
COMMITMENTS
9,674 10,159 9,026 138,833 145,626 157,533 164,811 10,926 3,648
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 8,104)
-3,784 4,654 -27 10,101 1,869 6,290 6,496 1,814 1,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.0 5.4 82.4 86.4 93.5 97.8 6.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 3 4 40 36 44 42
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 175,298
COMMITMENTS
0 5,258 6,405 160,502 152,717 166,907 164,380 8,391 10,918
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 2,876)
-1,326 4,037 -1,024 4,302 -145 1,952 2,868 924 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 3.7 91.6 87.1 95.2 93.8 4.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
0 2 1 40 38 41 40
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,874
COMMITMENTS
0 7,477 1,928 38,124 23,064 40,052 32,469 6,822 14,405
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.0 4.1 81.3 49.2 85.4 69.3 14.6 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 16 16 17 18
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 188,501
COMMITMENTS
29,286 6,369 16,259 137,022 152,782 182,567 175,410 5,934 13,091
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 13,625)
11,986 -711 -2,401 2,603 13,681 12,188 10,569 1,437 3,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 3.4 8.6 72.7 81.1 96.9 93.1 3.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 7 37 37 44 44
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,287
COMMITMENTS
0 1,534 480 57,887 49,344 58,367 51,358 1,920 8,929
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 755)
0 0 0 879 755 879 755 -124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.8 96.0 81.8 96.8 85.2 3.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 1 24 25 25 26
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,433,378
COMMITMENTS
154,904 168,261 1350508 1905439 1896256 3410851 3415025 22,527 18,353
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 26,297)
-3,132 -1,139 -9,001 40,277 35,761 28,144 25,621 -1,847 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.9 39.3 55.5 55.2 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
32 23 47 115 93 168 142
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,088,613
COMMITMENTS
424,822 368,970 210,408 449,992 497,416 1085222 1076794 3,391 11,819
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 108,838)
90,014 66,670 2,361 15,787 32,257 108,162 101,288 676 7,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 33.9 19.3 41.3 45.7 99.7 98.9 0.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
25 12 26 36 36 70 66
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 80,515
COMMITMENTS
8,268 1,138 6,323 65,085 72,258 79,676 79,719 839 797
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 3,979)
274 252 -229 3,877 3,927 3,921 3,950 58 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.4 7.9 80.8 89.7 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 5 12 39 39 53 51
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 28,158
COMMITMENTS
1,370 2,665 166 26,539 24,989 28,075 27,820 83 338
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 88)
0 0 0 88 88 88 88 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 9.5 0.6 94.3 88.7 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 1 22 21 23 26
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,355
COMMITMENTS
1,684 80 0 17,628 19,275 19,312 19,355 43 0
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 510)
0 0 0 510 510 510 510 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.4 0.0 91.1 99.6 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 17 15 20 16
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,042
COMMITMENTS
372 1,423 0 14,401 13,559 14,773 14,982 269 60
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 9.5 0.0 95.7 90.1 98.2 99.6 1.8 0.4
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 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,670
COMMITMENTS
2,840 4,084 30 21,508 20,432 24,378 24,546 292 124
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -174)
-240 0 0 54 -168 -186 -168 12 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 16.6 0.1 87.2 82.8 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 1 20 22 23 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,891
COMMITMENTS
3,130 0 230 22,331 25,311 25,691 25,541 1,200 1,350
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -788)
0 0 0 -562 -778 -562 -778 -226 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 0.9 83.0 94.1 95.5 95.0 4.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 23 24 25 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,880
COMMITMENTS
240 672 1,280 24,392 24,828 25,912 26,780 968 100
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -1,400)
0 0 0 -1,352 -1,400 -1,352 -1,400 -48 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.5 4.8 90.7 92.4 96.4 99.6 3.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 16 13 18 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,762
COMMITMENTS
412 0 1,076 11,874 12,422 13,362 13,498 400 264
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -28)
-20 0 0 -76 -172 -96 -172 68 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 7.8 86.3 90.3 97.1 98.1 2.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 15 16 18 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,968,523
COMMITMENTS
178,134 123,413 659,063 1060012 1097227 1897209 1879703 71,314 88,820
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 40,354)
12,387 3,473 47,207 -11,159 1,072 48,435 51,753 -8,081 -11,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 6.3 33.5 53.8 55.7 96.4 95.5 3.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
125 97 158 87 95 283 290
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 43,554
COMMITMENTS
27,827 33,792 1,036 907 171 29,770 34,999 13,784 8,555
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -8,709)
359 9,621 -1,365 126 -933 -880 7,323 -7,829 -16,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.9 77.6 2.4 2.1 0.4 68.4 80.4 31.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
23 27 10 2 1 30 33
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,226
COMMITMENTS
2,304 6,471 4,240 10,511 3,933 17,055 14,644 8,171 10,582
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -346)
-27 -554 -27 -1,046 -1,264 -1,100 -1,845 754 1,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 25.7 16.8 41.7 15.6 67.6 58.1 32.4 41.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 7 7 9 7 19 15
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 10,884
COMMITMENTS
4,839 1,873 100 4,149 8,452 9,088 10,425 1,796 459
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 61)
-272 -508 98 278 437 104 27 -43 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 17.2 0.9 38.1 77.7 83.5 95.8 16.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
42 8 1 16 23 59 31
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,451
COMMITMENTS
4,611 744 64 1,825 6,240 6,500 7,048 1,951 1,403
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -77)
-160 194 -51 -10 -289 -221 -146 144 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.6 8.8 0.8 21.6 73.8 76.9 83.4 23.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
19 5 1 9 15 28 21
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 44,156
COMMITMENTS
3,850 5,792 1,980 27,252 26,285 33,082 34,057 11,075 10,099
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -13,395)
242 -1,213 -5,211 -8,934 -7,555 -13,903 -13,978 508 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 13.1 4.5 61.7 59.5 74.9 77.1 25.1 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
19 14 8 37 40 59 59
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 90,970
COMMITMENTS
9,669 3,070 6,913 66,025 74,508 82,608 84,491 8,362 6,479
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 2,449)
-2,271 1,177 948 3,186 -576 1,864 1,549 586 900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 3.4 7.6 72.6 81.9 90.8 92.9 9.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
21 6 11 51 61 75 77
Updated September 29, 2006