GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,639
COMMITMENTS
0 25 25 3,321 3,589 3,346 3,639 293 0
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 35)
0 25 0 60 10 60 35 -25 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 0.7 91.3 98.6 91.9 100.0 8.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 16 17 17 18
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,884
COMMITMENTS
224 150 486 6,698 6,931 7,408 7,567 476 317
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 138)
0 0 0 305 325 305 325 -167 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.9 6.2 85.0 87.9 94.0 96.0 6.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 28 25 32 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 255,140
COMMITMENTS
20,481 31,756 46,102 155,373 143,446 221,956 221,305 33,184 33,835
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 6,588)
218 4,030 4,095 4,190 -61 8,503 8,064 -1,915 -1,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 12.4 18.1 60.9 56.2 87.0 86.7 13.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
28 35 38 70 73 121 127
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,354,294
COMMITMENTS
117,916 76,033 629,146 526,847 603,825 1273909 1309004 80,385 45,290
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -16,143)
-1,846 -1,951 -5,686 -7,673 -6,647 -15,205 -14,285 -938 -1,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 5.6 46.5 38.9 44.6 94.1 96.7 5.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
58 69 97 94 83 208 197
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,291
COMMITMENTS
3,113 676 8,614 61,507 60,884 73,234 70,174 8,057 11,117
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -217)
-960 0 450 535 -191 25 259 -242 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.8 10.6 75.7 74.9 90.1 86.3 9.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 19 23 21 25
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,072
COMMITMENTS
10,844 0 1,273 21,325 36,071 33,442 37,344 13,630 9,728
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 2,986)
946 0 -122 34 3,693 858 3,571 2,128 -585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 0.0 2.7 45.3 76.6 71.0 79.3 29.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 17 16 19 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,207
COMMITMENTS
9,782 0 1,824 107,252 119,330 118,858 121,154 9,349 7,053
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 6,538)
3,020 0 0 5,518 6,538 8,538 6,538 -2,000 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 1.4 83.7 93.1 92.7 94.5 7.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 0 1 29 28 32 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,242
COMMITMENTS
18,064 0 0 38,733 54,131 56,797 54,131 11,445 14,111
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -424)
0 0 0 -1,783 -454 -1,783 -454 1,359 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 0.0 0.0 56.8 79.3 83.2 79.3 16.8 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 12 14 12
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,360
COMMITMENTS
0 4,359 5,237 62,435 56,018 67,672 65,614 3,688 5,746
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 691)
0 -330 -903 1,868 640 965 -593 -274 1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 7.3 87.5 78.5 94.8 91.9 5.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 17 19 19 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,302
COMMITMENTS
1,902 0 4,199 49,556 50,550 55,657 54,749 6,645 7,553
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 59)
289 -497 -577 49 3,107 -239 2,033 298 -1,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 6.7 79.5 81.1 89.3 87.9 10.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 3 19 20 22 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,822
COMMITMENTS
3,417 4,345 3,267 93,851 91,336 100,535 98,948 8,287 9,874
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -1,309)
248 -3,500 819 -1,855 1,619 -788 -1,062 -521 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.0 3.0 86.2 83.9 92.4 90.9 7.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 26 26 28 29
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,182
COMMITMENTS
0 5,575 2,118 54,494 53,018 56,612 60,711 13,570 9,471
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.9 3.0 77.6 75.5 80.7 86.5 19.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 17 16 18 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,692
COMMITMENTS
0 182 674 54,988 59,777 55,662 60,633 10,030 5,059
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -1,016)
0 0 0 -675 -570 -675 -570 -341 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.0 83.7 91.0 84.7 92.3 15.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 23 23 24 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,470
COMMITMENTS
0 8,746 5,440 56,798 53,684 62,238 67,870 15,232 9,600
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 1,424)
0 -2,408 1,393 1,153 2,167 2,546 1,152 -1,122 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.3 7.0 73.3 69.3 80.3 87.6 19.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 23 18 25 21
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,154
COMMITMENTS
287 372 3,775 41,779 54,277 45,841 58,424 19,313 6,730
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 870)
230 0 -230 -122 1,404 -122 1,174 992 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.6 5.8 64.1 83.3 70.4 89.7 29.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 15 19 16 21
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,588
COMMITMENTS
780 3,458 0 42,280 40,104 43,060 43,562 1,528 1,026
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.8 0.0 94.8 89.9 96.6 97.7 3.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 0 14 11 15 14
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 182,664
COMMITMENTS
344 11,472 9,718 154,969 151,990 165,031 173,180 17,633 9,484
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 5,425)
-326 -3,324 368 5,866 7,494 5,908 4,538 -483 887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.3 5.3 84.8 83.2 90.3 94.8 9.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 4 5 36 31 41 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,742
COMMITMENTS
3,687 0 2,770 76,232 75,468 82,689 78,238 11,053 15,504
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 3,204)
2,705 0 -731 448 4,247 2,422 3,516 782 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 3.0 81.3 80.5 88.2 83.5 11.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 24 22 25 23
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,116
COMMITMENTS
780 2,730 0 57,654 56,780 58,434 59,510 2,682 1,606
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.5 0.0 94.3 92.9 95.6 97.4 4.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 14 16 15 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 269,895
COMMITMENTS
11,282 620 4,563 240,840 254,922 256,685 260,105 13,210 9,790
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 4,726)
5,324 0 -1,276 29 4,776 4,077 3,500 649 1,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.2 1.7 89.2 94.5 95.1 96.4 4.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 1 4 43 40 47 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 177,799
COMMITMENTS
16,815 14,973 9,505 140,177 148,492 166,497 172,970 11,302 4,829
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 7,406)
4,406 1,354 762 2,102 4,947 7,270 7,063 136 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 8.4 5.3 78.8 83.5 93.6 97.3 6.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 3 38 35 42 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 173,781
COMMITMENTS
0 1,401 6,544 151,910 147,756 158,454 155,701 15,327 18,080
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 156)
0 -1,781 975 -3,115 -490 -2,140 -1,296 2,296 1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 3.8 87.4 85.0 91.2 89.6 8.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
0 2 2 35 34 37 36
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,370
COMMITMENTS
0 7,157 2,293 36,321 21,135 38,614 30,585 7,756 15,785
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 650)
0 354 48 -337 -329 -289 73 939 577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.4 4.9 78.3 45.6 83.3 66.0 16.7 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 15 16 17 18
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 183,989
COMMITMENTS
28,029 888 19,020 126,467 151,640 173,516 171,548 10,473 12,441
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 8,933)
-3,529 -6,182 6,581 4,279 9,102 7,331 9,501 1,602 -568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.5 10.3 68.7 82.4 94.3 93.2 5.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 1 5 31 36 36 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,004
COMMITMENTS
0 3,732 480 53,987 46,326 54,467 50,538 4,537 8,466
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 925)
0 158 240 624 195 864 593 61 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.3 0.8 91.5 78.5 92.3 85.7 7.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 24 24 25 26
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,244,990
COMMITMENTS
147,511 212,370 1221742 1855104 1794580 3224357 3228692 20,633 16,298
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 53,854)
-15,938 -3,006 1,849 72,597 56,183 58,508 55,026 -4,654 -1,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 6.5 37.7 57.2 55.3 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
29 20 45 110 93 158 140
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 800,239
COMMITMENTS
204,426 53,426 197,320 396,528 546,052 798,274 796,798 1,965 3,441
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 43,360)
36,138 5,986 3,672 3,659 34,525 43,469 44,183 -109 -823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 6.7 24.7 49.6 68.2 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
19 15 25 40 42 71 70
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 77,480
COMMITMENTS
7,054 648 5,140 64,444 70,822 76,639 76,610 841 870
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 813)
-1,198 -48 248 2,053 647 1,102 846 -289 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.8 6.6 83.2 91.4 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 4 9 38 37 49 46
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,428
COMMITMENTS
434 1,407 1,102 23,766 22,475 25,302 24,984 126 444
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 0)
0 -552 0 63 552 63 0 -63 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 5.5 4.3 93.5 88.4 99.5 98.3 0.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 1 22 20 23 24
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,013
COMMITMENTS
1,524 0 0 17,446 19,013 18,970 19,013 43 0
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.0 91.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 16 14 18 14
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| 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 10/17/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,744
COMMITMENTS
230 1,140 938 20,278 19,558 21,446 21,636 298 108
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -272)
0 0 0 -274 -272 -274 -272 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.2 4.3 93.3 89.9 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 20 21 24 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,582
COMMITMENTS
2,720 0 300 22,029 25,126 25,049 25,426 1,533 1,156
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -106)
-80 0 0 86 -214 6 -214 -112 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 1.1 82.9 94.5 94.2 95.7 5.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 23 23 25 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,494
COMMITMENTS
0 1,508 1,320 25,654 24,566 26,974 27,394 520 100
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 200)
-140 -100 60 40 240 -40 200 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 4.8 93.3 89.4 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 2 18 12 20 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,930
COMMITMENTS
180 44 1,128 12,090 12,206 13,398 13,378 532 552
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 30)
-76 44 76 30 -90 30 30 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.3 8.1 86.8 87.6 96.2 96.0 3.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 15 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,989,902
COMMITMENTS
169,550 128,228 610,868 1137605 1168702 1918024 1907798 71,879 82,104
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -13,500)
6,194 4,800 697 -16,613 -11,313 -9,721 -5,815 -3,779 -7,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 6.4 30.7 57.2 58.7 96.4 95.9 3.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
117 102 148 97 100 286 290
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 19,047
COMMITMENTS
7,248 8,986 233 718 387 8,199 9,606 10,848 9,441
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -16,705)
-10,788 -14,533 -942 332 -1,174 -11,398 -16,649 -5,307 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 47.2 1.2 3.8 2.0 43.0 50.4 57.0 49.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 12 8 2 1 16 17
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,265
COMMITMENTS
0 0 0 18,265 18,265 18,265 18,265 0 0
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 18 16 18
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,688
COMMITMENTS
2,679 6,630 3,539 10,481 6,231 16,699 16,400 6,989 7,288
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -6,119)
-1,173 -434 -3,341 -780 -81 -5,294 -3,856 -825 -2,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 28.0 14.9 44.2 26.3 70.5 69.2 29.5 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 6 7 10 9 20 17
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,139
COMMITMENTS
5,592 2,469 127 4,182 8,900 9,901 11,496 2,238 643
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 641)
398 65 7 -90 477 315 549 326 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 20.3 1.0 34.5 73.3 81.6 94.7 18.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
44 9 3 17 23 63 35
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,046
COMMITMENTS
3,464 1,668 1 1,837 3,988 5,302 5,657 1,744 1,389
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -242)
144 96 -1 -413 -510 -270 -415 28 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 23.7 0.0 26.1 56.6 75.2 80.3 24.8 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
20 7 1 11 18 32 25
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 26,288
COMMITMENTS
741 2,027 3,410 15,356 14,344 19,507 19,781 6,781 6,507
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -4,954)
-404 -3,005 726 -4,289 -1,496 -3,967 -3,774 -987 -1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 7.7 13.0 58.4 54.6 74.2 75.2 25.8 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 9 10 31 26 44 40
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 107,080
COMMITMENTS
11,504 6,289 6,420 77,530 84,280 95,454 96,989 11,626 10,091
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 2,855)
910 2,071 608 63 -997 1,580 1,682 1,275 1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 5.9 6.0 72.4 78.7 89.1 90.6 10.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
23 12 11 61 65 90 84
Updated October 27, 2006