GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,279
COMMITMENTS
25 0 0 2,936 3,279 2,961 3,279 318 0
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -747)
0 0 0 -616 -747 -616 -747 -131 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.0 0.0 89.5 100.0 90.3 100.0 9.7 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 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,803
COMMITMENTS
1,304 1,230 61 5,685 6,143 7,050 7,434 753 369
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 153)
-55 50 25 173 147 143 222 10 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 15.8 0.8 72.9 78.7 90.3 95.3 9.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 2 22 22 26 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 250,430
COMMITMENTS
20,731 30,374 49,696 147,890 135,770 218,317 215,841 32,113 34,589
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 7,272)
-677 5,992 2,453 5,597 38 7,373 8,484 -101 -1,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 12.1 19.8 59.1 54.2 87.2 86.2 12.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
25 44 42 65 73 119 137
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,357,200
COMMITMENTS
143,502 93,786 612,846 523,312 606,416 1279660 1313048 77,539 44,152
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 1,152)
478 -4,087 10,455 -7,130 -3,254 3,802 3,113 -2,650 -1,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 6.9 45.2 38.6 44.7 94.3 96.7 5.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
56 70 91 93 84 201 196
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,052
COMMITMENTS
1,619 676 8,953 54,213 54,418 64,785 64,047 9,267 10,005
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -3,216)
-141 -403 -151 -5,748 -2,990 -6,040 -3,544 2,824 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.9 12.1 73.2 73.5 87.5 86.5 12.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 16 21 18 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,609
COMMITMENTS
9,162 0 923 18,821 32,486 28,906 33,409 12,703 8,200
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -6,338)
1,240 0 -1,836 -7,087 -4,793 -7,683 -6,629 1,345 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 0.0 2.2 45.2 78.1 69.5 80.3 30.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 12 12 14 14
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,514
COMMITMENTS
8,272 0 1,824 96,191 103,319 106,287 105,143 8,227 9,371
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -4,918)
-860 0 0 -5,675 -3,906 -6,535 -3,906 1,617 -1,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 1.6 84.0 90.2 92.8 91.8 7.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 22 26 24 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,736
COMMITMENTS
18,064 0 0 40,618 54,008 58,682 54,008 9,054 13,728
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -8,290)
0 0 0 -10,087 -9,043 -10,087 -9,043 1,797 753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 0.0 0.0 60.0 79.7 86.6 79.7 13.4 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 13 12 15 12
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,868
COMMITMENTS
322 4,005 6,786 57,071 53,436 64,179 64,227 3,689 3,641
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -6,662)
-116 -1,144 -488 -6,661 -5,408 -7,265 -7,040 603 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.9 10.0 84.1 78.7 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 18 18 20 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,688
COMMITMENTS
1,613 974 6,109 43,829 41,656 51,551 48,739 6,137 8,949
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -6,472)
31 -775 -189 -4,767 -3,971 -4,925 -4,935 -1,547 -1,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.7 10.6 76.0 72.2 89.4 84.5 10.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 16 17 19 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,977
COMMITMENTS
3,169 6,378 4,971 91,501 86,229 99,641 97,578 8,336 10,399
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -7,438)
-62 -3,038 588 -9,734 -5,658 -9,208 -8,108 1,770 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 5.9 4.6 84.7 79.9 92.3 90.4 7.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 2 27 24 29 27
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,927
COMMITMENTS
372 0 0 53,147 58,139 53,519 58,139 11,408 6,788
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -11,002)
-868 -372 -372 -9,099 -10,234 -10,339 -10,978 -663 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 81.9 89.5 82.4 89.5 17.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 0 22 22 23 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,127
COMMITMENTS
0 8,899 4,561 51,512 48,697 56,073 62,157 17,054 10,970
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -9,398)
0 -5,732 1,143 -12,748 -5,052 -11,605 -9,641 2,207 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.2 6.2 70.4 66.6 76.7 85.0 23.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 18 15 20 17
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,649
COMMITMENTS
735 372 4,086 40,157 47,659 44,978 52,117 16,671 9,532
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -3,457)
-176 0 -124 -4,005 -3,810 -4,305 -3,934 848 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.6 6.6 65.1 77.3 73.0 84.5 27.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 15 18 16 20
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 166,805
COMMITMENTS
2,561 12,764 9,574 135,190 135,015 147,325 157,353 19,480 9,452
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -16,688)
2,429 -1,163 -4,447 -16,171 -11,955 -18,189 -17,565 1,501 877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 7.7 5.7 81.0 80.9 88.3 94.3 11.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 3 5 32 28 37 34
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,018
COMMITMENTS
4,832 12,503 1,371 73,765 61,295 79,968 75,169 11,050 15,849
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -6,100)
2,602 2,583 -741 -9,344 -11,458 -7,483 -9,616 1,383 3,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 13.7 1.5 81.0 67.3 87.9 82.6 12.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 22 18 24 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 253,612
COMMITMENTS
8,751 620 5,247 223,347 240,000 237,345 245,867 16,267 7,745
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -26,931)
-1,680 548 -1,464 -31,428 -24,873 -34,572 -25,789 7,641 -1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.2 2.1 88.1 94.6 93.6 96.9 6.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 1 4 43 39 47 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 157,385
COMMITMENTS
8,908 13,198 7,477 129,368 132,666 145,753 153,341 11,632 4,044
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -11,074)
-766 3,039 -1,549 -9,465 -12,960 -11,780 -11,470 706 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 8.4 4.8 82.2 84.3 92.6 97.4 7.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 3 3 36 32 40 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 167,417
COMMITMENTS
0 4,002 6,491 150,738 142,836 157,229 153,329 10,188 14,088
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -7,881)
0 -1,256 86 -9,764 -9,881 -9,678 -11,051 1,797 3,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.4 3.9 90.0 85.3 93.9 91.6 6.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 1 35 32 36 34
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 166,984
COMMITMENTS
24,421 4,132 15,586 118,199 132,564 158,206 152,282 8,778 14,702
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -21,517)
-4,865 -2,237 -673 -18,823 -20,218 -24,361 -23,128 2,844 1,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 2.5 9.3 70.8 79.4 94.7 91.2 5.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 6 28 31 34 37
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,386
COMMITMENTS
0 1,968 480 52,150 44,443 52,630 46,891 3,756 9,495
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -3,901)
0 434 0 -5,737 -4,901 -5,737 -4,467 1,836 566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.9 92.5 78.8 93.3 83.2 6.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 22 20 23 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,261,779
COMMITMENTS
169,324 183,687 1278336 1786909 1779679 3234569 3241702 27,210 20,077
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -171,599)
14,420 15,426 -72,172 -118,530 -116,577 -176,282 -173,323 4,683 1,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 5.6 39.2 54.8 54.6 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
29 20 40 101 84 147 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 724,583
COMMITMENTS
152,577 100,837 180,027 390,008 438,575 722,612 719,439 1,971 5,144
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -364,030)
-272,245 -268,133 -30,381 -59,984 -58,841 -362,610 -357,355 -1,420 -6,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 13.9 24.8 53.8 60.5 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 16 22 33 35 59 64
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 74,826
COMMITMENTS
8,318 850 5,382 60,217 67,695 73,916 73,926 909 900
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -5,689)
50 -288 -941 -4,868 -4,564 -5,759 -5,792 70 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 1.1 7.2 80.5 90.5 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 5 12 37 36 51 48
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,792
COMMITMENTS
1,410 2,425 126 23,193 21,923 24,729 24,474 63 318
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -3,366)
40 -240 -40 -3,346 -3,066 -3,346 -3,346 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 9.8 0.5 93.6 88.4 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 1 21 20 22 25
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,227
COMMITMENTS
1,524 0 0 17,660 19,227 19,184 19,227 43 0
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -128)
-160 -80 0 32 -48 -128 -128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.0 91.9 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 0 16 14 19 14
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,162
COMMITMENTS
252 1,203 0 13,721 12,959 13,973 14,162 189 0
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -880)
-120 -220 0 -680 -600 -800 -820 -80 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 8.5 0.0 96.9 91.5 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 0 11 11 12 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,884
COMMITMENTS
2,760 4,030 0 20,782 19,746 23,542 23,776 342 108
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -786)
-80 -54 -30 -726 -686 -836 -770 50 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 16.9 0.0 87.0 82.7 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 0 20 21 22 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,612
COMMITMENTS
3,120 0 200 22,083 24,884 25,403 25,084 1,209 1,528
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -279)
-10 0 -30 -248 -427 -288 -457 9 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.0 0.8 83.0 93.5 95.5 94.3 4.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 22 22 24 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,040
COMMITMENTS
180 672 1,260 24,320 24,008 25,760 25,940 280 100
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -840)
-60 0 -20 -72 -820 -152 -840 -688 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.6 4.8 93.4 92.2 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 17 12 19 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,736
COMMITMENTS
316 0 1,052 11,756 12,172 13,124 13,224 612 512
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -26)
-96 0 -24 -118 -250 -238 -274 212 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 7.7 85.6 88.6 95.5 96.3 4.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 14 15 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,054,608
COMMITMENTS
172,399 138,247 652,697 1153988 1175778 1979084 1966723 75,524 87,886
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 86,085)
-5,735 14,834 -6,365 93,976 78,551 81,875 87,019 4,210 -935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 6.7 31.8 56.2 57.2 96.3 95.7 3.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
118 113 166 92 100 291 308
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 52,559
COMMITMENTS
30,707 34,044 976 630 3,448 32,313 38,468 20,246 14,091
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 9,005)
2,880 252 -60 -277 3,277 2,543 3,469 6,462 5,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 64.8 1.9 1.2 6.6 61.5 73.2 38.5 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 23 10 1 3 26 31
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,116
COMMITMENTS
2,565 6,930 4,592 11,432 6,172 18,589 17,694 7,527 8,422
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 890)
261 459 352 921 2,239 1,534 3,050 -644 -2,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 26.5 17.6 43.8 23.6 71.2 67.8 28.8 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 8 8 11 9 22 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,344
COMMITMENTS
5,094 2,106 0 4,129 8,422 9,223 10,528 2,121 816
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 460)
255 233 -100 -20 -30 135 103 325 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 18.6 0.0 36.4 74.2 81.3 92.8 18.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
43 8 0 17 23 60 31
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,682
COMMITMENTS
4,303 964 33 1,775 5,697 6,111 6,694 1,571 988
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -769)
-308 220 -31 -50 -543 -389 -354 -380 -415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 12.5 0.4 23.1 74.2 79.5 87.1 20.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 5 1 11 18 31 24
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 39,960
COMMITMENTS
2,226 6,052 2,230 27,507 21,870 31,963 30,152 7,997 9,808
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -4,196)
-1,624 260 250 255 -4,415 -1,119 -3,905 -3,077 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 15.1 5.6 68.8 54.7 80.0 75.5 20.0 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
9 18 7 37 29 52 48
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 96,006
COMMITMENTS
9,762 3,254 8,453 69,028 76,092 87,244 87,799 8,762 8,207
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 5,036)
93 184 1,540 3,003 1,584 4,636 3,308 400 1,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 3.4 8.8 71.9 79.3 90.9 91.5 9.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
24 9 15 48 57 79 79
Updated October 6, 2006