GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,815
COMMITMENTS
150 50 0 2,356 2,690 2,506 2,740 309 75
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -1,074)
0 25 -25 -1,065 -1,149 -1,090 -1,149 16 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.8 0.0 83.7 95.6 89.0 97.3 11.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 14 14 15
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,839
COMMITMENTS
200 150 450 6,806 6,881 7,456 7,481 383 358
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -547)
-24 0 -36 -445 -552 -505 -588 -42 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 1.9 5.7 86.8 87.8 95.1 95.4 4.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 2 2 25 25 28 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 259,714
COMMITMENTS
22,623 29,966 45,819 155,570 148,753 224,013 224,539 35,702 35,176
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 422)
1,517 -2,466 460 -1,550 3,469 426 1,464 -4 -1,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 11.5 17.6 59.9 57.3 86.3 86.5 13.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
30 35 38 66 72 115 129
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,319,221
COMMITMENTS
115,088 85,647 599,422 533,258 593,411 1247768 1278480 71,454 40,741
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 5,268)
-7,531 5,304 1,895 12,025 505 6,389 7,704 -1,121 -2,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 6.5 45.4 40.4 45.0 94.6 96.9 5.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
54 70 92 93 84 204 193
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,078
COMMITMENTS
2,960 0 8,060 58,969 59,655 69,989 67,715 9,089 11,363
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -2,860)
-2,200 0 405 -2,735 -3,553 -4,530 -3,148 1,670 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.0 10.2 74.6 75.4 88.5 85.6 11.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 17 22 19 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,815
COMMITMENTS
8,249 0 685 21,051 33,109 29,985 33,794 12,830 9,021
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -4,301)
-267 0 -517 -1,630 -2,071 -2,414 -2,588 -1,887 -1,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 0.0 1.6 49.2 77.3 70.0 78.9 30.0 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 18 17 20 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 125,867
COMMITMENTS
8,393 0 2,038 107,684 115,888 118,115 117,926 7,752 7,941
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -5,114)
-2,438 -600 94 -1,169 -4,280 -3,513 -4,786 -1,601 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 1.6 85.6 92.1 93.8 93.7 6.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 2 26 27 29 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,752
COMMITMENTS
18,064 0 0 36,048 49,858 54,112 49,858 10,640 14,894
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,828)
0 0 0 -2,992 -4,152 -2,992 -4,152 -836 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 0.0 0.0 55.7 77.0 83.6 77.0 16.4 23.0
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 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,879
COMMITMENTS
0 3,091 4,738 59,998 54,507 64,736 62,336 3,143 5,543
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -5,931)
0 -2,624 -555 -4,924 -2,394 -5,479 -5,573 -452 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 7.0 88.4 80.3 95.4 91.8 4.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 17 19 19 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,496
COMMITMENTS
5,960 0 2,962 45,640 48,463 54,562 51,425 5,934 9,071
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,346)
1,498 0 -1,048 -2,716 -3,796 -2,266 -4,844 -1,080 1,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 4.9 75.4 80.1 90.2 85.0 9.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 2 17 19 20 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,252
COMMITMENTS
3,809 3,043 3,519 87,184 86,012 94,512 92,574 7,740 9,678
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,806)
330 -272 -173 -3,194 -3,028 -3,037 -3,473 -769 -333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.0 3.4 85.3 84.1 92.4 90.5 7.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 26 25 28 28
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,852
COMMITMENTS
0 6,515 1,431 57,104 53,404 58,535 61,350 12,317 9,502
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,889)
0 -127 -839 -2,833 -3,404 -3,672 -4,370 -217 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.2 2.0 80.6 75.4 82.6 86.6 17.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 15 15 16 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,504
COMMITMENTS
0 242 614 54,196 57,717 54,810 58,573 8,694 4,931
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,174)
0 60 -60 -1,872 -3,008 -1,932 -3,008 -1,242 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 1.0 85.3 90.9 86.3 92.2 13.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 22 23 23 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,236
COMMITMENTS
135 5,101 6,082 55,963 59,392 62,180 70,575 18,056 9,661
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -4,572)
135 -7,048 1,839 -8,685 765 -6,711 -4,444 2,139 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 6.4 7.6 69.7 74.0 77.5 88.0 22.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 20 17 22 20
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,200
COMMITMENTS
0 1,674 2,292 40,815 53,237 43,107 57,203 20,093 5,997
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -2,748)
-239 1,302 -1,069 -646 -1,908 -1,954 -1,675 -794 -1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 3.6 64.6 84.2 68.2 90.5 31.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 17 18 18 20
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 184,200
COMMITMENTS
7,602 10,710 15,219 143,549 147,694 166,370 173,623 17,830 10,577
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,733)
5,247 1,531 -356 -7,434 -4,674 -2,543 -3,499 -1,190 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.8 8.3 77.9 80.2 90.3 94.3 9.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 5 36 32 41 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,533
COMMITMENTS
5,226 0 2,301 73,456 73,980 80,983 76,281 8,550 13,252
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,839)
1,963 0 -1,054 -4,875 -4,616 -3,966 -5,670 127 1,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.0 2.6 82.0 82.6 90.5 85.2 9.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 24 20 26 22
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 274,586
COMMITMENTS
10,406 496 7,535 247,271 259,678 265,212 267,709 9,374 6,877
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -9,523)
-2,889 -132 1,748 -6,498 -9,278 -7,639 -7,662 -1,884 -1,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.2 2.7 90.1 94.6 96.6 97.5 3.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 1 5 45 42 50 47
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 181,662
COMMITMENTS
20,767 10,924 11,971 135,089 151,616 167,827 174,511 13,835 7,151
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -222)
6,958 -1,042 -449 -9,513 -1,260 -3,004 -2,751 2,782 2,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 6.0 6.6 74.4 83.5 92.4 96.1 7.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 2 36 34 39 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 169,783
COMMITMENTS
310 5,249 3,887 152,465 145,860 156,662 154,996 13,121 14,787
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -7,249)
-2,805 4,209 -2,378 -328 -7,947 -5,511 -6,116 -1,738 -1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.1 2.3 89.8 85.9 92.3 91.3 7.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 2 2 35 34 38 36
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 182,319
COMMITMENTS
40,918 5,507 13,241 119,306 148,184 173,465 166,932 8,854 15,387
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -11,321)
6,613 -1,511 -3,397 -15,449 -9,302 -12,233 -14,210 912 2,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 3.0 7.3 65.4 81.3 95.1 91.6 4.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 1 5 29 32 35 37
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,607
COMMITMENTS
0 4,184 360 49,478 39,264 49,838 43,808 3,769 9,799
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -4,289)
0 368 -120 -3,114 -4,478 -3,234 -4,230 -1,055 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 0.7 92.3 73.2 93.0 81.7 7.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 24 21 25 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,143,063
COMMITMENTS
162,663 165,029 1141809 1817782 1824514 3122254 3131352 20,809 11,711
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 62,729)
2,401 -18,021 -9,741 69,179 88,252 61,839 60,490 890 2,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 5.3 36.3 57.8 58.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
28 21 43 102 86 149 132
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 747,514
COMMITMENTS
147,791 33,559 201,416 393,974 507,460 743,181 742,435 4,333 5,079
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 20,381)
4,362 -3,786 15,940 1,913 11,833 22,215 23,987 -1,834 -3,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 4.5 26.9 52.7 67.9 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
16 10 23 36 36 61 60
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 73,834
COMMITMENTS
6,237 1,070 3,994 63,057 68,264 73,288 73,327 545 506
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 1,567)
-48 -26 42 1,758 1,838 1,752 1,853 -185 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 1.4 5.4 85.4 92.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 6 9 40 39 51 48
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,602
COMMITMENTS
610 655 926 21,984 21,643 23,520 23,224 82 378
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -1,826)
176 -752 -176 -1,782 -832 -1,782 -1,760 -44 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.8 3.9 93.1 91.7 99.7 98.4 0.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 19 20 20 23
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,375
COMMITMENTS
1,348 0 0 16,984 18,375 18,332 18,375 43 0
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -726)
-176 0 0 -550 -726 -726 -726 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.0 92.4 100.0 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 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,414
COMMITMENTS
0 961 0 13,291 12,453 13,291 13,414 123 0
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -748)
-252 -242 0 -430 -506 -682 -748 -66 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 0.0 99.1 92.8 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 12 11 12 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,142
COMMITMENTS
120 1,116 832 18,928 18,126 19,880 20,074 262 68
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -1,678)
-110 -24 -106 -1,426 -1,508 -1,642 -1,638 -36 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.5 4.1 94.0 90.0 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 1 19 21 21 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,070
COMMITMENTS
2,570 0 300 22,728 25,778 25,598 26,078 1,472 992
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 320)
-150 0 0 287 372 137 372 183 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 1.1 84.0 95.2 94.6 96.3 5.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 24 22 25 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,444
COMMITMENTS
0 1,208 1,640 24,214 23,456 25,854 26,304 590 140
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -1,310)
0 -60 -160 -1,130 -1,130 -1,290 -1,350 -20 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 6.2 91.6 88.7 97.8 99.5 2.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 18 12 19 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,226
COMMITMENTS
0 540 632 12,022 11,650 12,654 12,822 572 404
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -512)
-180 16 -16 -284 -364 -480 -364 -32 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 4.8 90.9 88.1 95.7 96.9 4.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 15 15 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,048,030
COMMITMENTS
176,948 128,243 642,278 1155930 1191503 1975156 1962024 72,874 86,006
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 5,097)
6,465 -7,601 3,204 7,514 13,037 17,183 8,639 -12,086 -3,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 6.3 31.4 56.4 58.2 96.4 95.8 3.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
112 119 165 98 99 301 304
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 30,151
COMMITMENTS
11,903 18,343 920 1,091 2,692 13,914 21,955 16,237 8,196
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 6,595)
3,386 4,377 527 312 1,213 4,225 6,117 2,370 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 60.8 3.1 3.6 8.9 46.1 72.8 53.9 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 12 8 3 3 21 18
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,240
COMMITMENTS
8,004 5,240 5,992 11,641 13,757 25,637 24,989 7,603 8,251
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 1,207)
470 -567 547 -514 -447 503 -467 704 1,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 15.8 18.0 35.0 41.4 77.1 75.2 22.9 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 4 8 10 10 21 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,963
COMMITMENTS
6,258 2,583 50 4,346 10,017 10,654 12,650 2,309 313
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 256)
455 64 -55 -93 554 307 563 -51 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 19.9 0.4 33.5 77.3 82.2 97.6 17.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
51 9 2 19 25 71 36
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,085
COMMITMENTS
4,112 1,548 71 3,060 6,372 7,243 7,991 1,842 1,094
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 1,437)
756 -326 70 617 1,923 1,443 1,667 -6 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 17.0 0.8 33.7 70.1 79.7 88.0 20.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 9 1 14 19 38 28
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 14,693
COMMITMENTS
893 1,183 1,195 8,427 8,701 10,515 11,079 4,178 3,615
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,540)
-187 -737 332 -2,946 -1,621 -2,801 -2,026 -739 -1,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 8.0 8.1 57.4 59.2 71.6 75.4 28.4 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 4 5 19 14 26 21
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 118,997
COMMITMENTS
13,700 11,226 6,236 86,289 89,199 106,224 106,660 12,773 12,337
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 8,069)
191 807 1,052 5,388 5,941 6,631 7,800 1,438 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 9.4 5.2 72.5 75.0 89.3 89.6 10.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
27 14 12 57 69 88 94
Updated November 13, 2006