GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,514
COMMITMENTS
100 50 0 4,177 4,439 4,277 4,489 237 25
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 1,310)
-50 0 0 1,457 1,285 1,407 1,285 -97 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.1 0.0 92.5 98.3 94.7 99.4 5.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 16 16 17 17
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,648
COMMITMENTS
308 100 475 7,482 7,735 8,265 8,310 383 338
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 526)
0 -25 25 501 546 526 546 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.2 5.5 86.5 89.4 95.6 96.1 4.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 25 27 29 29
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,798
COMMITMENTS
0 0 0 2,120 2,034 2,120 2,034 678 764
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 75.8 72.7 75.8 72.7 24.2 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 18 17 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 265,792
COMMITMENTS
22,662 29,275 52,267 155,305 148,978 230,234 230,521 35,558 35,271
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 7,168)
148 -1,406 1,698 5,331 5,719 7,176 6,011 -8 1,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 11.0 19.7 58.4 56.1 86.6 86.7 13.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
32 37 45 72 76 128 139
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,365,298
COMMITMENTS
115,111 91,013 615,885 569,062 617,135 1300058 1324033 65,240 41,265
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 14,712)
-1,318 4,099 6,377 13,113 5,636 18,172 16,112 -3,460 -1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 6.7 45.1 41.7 45.2 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
60 74 99 92 83 212 199
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,496
COMMITMENTS
6,072 0 6,293 67,467 73,581 79,832 79,874 9,664 9,622
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 3,617)
1,014 0 61 2,169 5,583 3,244 5,644 373 -2,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.0 7.0 75.4 82.2 89.2 89.2 10.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 19 25 21 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,534
COMMITMENTS
8,230 0 514 23,591 34,250 32,335 34,764 12,199 9,770
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 173)
-1,098 0 62 -16 -936 -1,052 -874 1,225 1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 0.0 1.2 53.0 76.9 72.6 78.1 27.4 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 20 19 22 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,574
COMMITMENTS
8,148 12,709 2,190 112,389 107,096 122,727 121,995 7,847 8,579
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 2,425)
0 12,709 0 2,239 -9,918 2,239 2,791 186 -366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 9.7 1.7 86.1 82.0 94.0 93.4 6.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 2 26 27 29 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,120
COMMITMENTS
17,422 23,433 0 39,482 32,907 56,904 56,340 12,216 12,780
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 3,450)
0 23,433 0 2,336 -19,823 2,336 3,610 1,114 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 33.9 0.0 57.1 47.6 82.3 81.5 17.7 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 16 13 18 14
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,841
COMMITMENTS
0 3,988 6,460 62,600 57,660 69,060 68,108 3,781 4,733
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 3,580)
0 539 844 1,794 2,706 2,638 4,089 942 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 8.9 85.9 79.2 94.8 93.5 5.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 3 20 20 23 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,996
COMMITMENTS
3,955 149 5,791 51,081 50,736 60,827 56,676 5,169 9,320
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 3,497)
-2,771 149 2,160 4,412 1,030 3,801 3,339 -304 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.2 8.8 77.4 76.9 92.2 85.9 7.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 3 19 19 23 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,169
COMMITMENTS
6,232 4,406 4,392 84,237 82,951 94,861 91,749 7,308 10,420
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -992)
2,059 989 1,080 -2,939 -3,721 200 -1,652 -1,192 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 4.3 4.3 82.4 81.2 92.8 89.8 7.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 26 25 29 29
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,933
COMMITMENTS
0 6,686 1,369 57,616 53,174 58,985 61,229 11,948 9,704
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 109)
0 -313 62 -124 158 -62 -93 171 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 1.9 81.2 75.0 83.2 86.3 16.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 16 15 17 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,814
COMMITMENTS
13,079 242 1,786 43,179 59,002 58,044 61,030 8,770 5,784
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 2,981)
13,079 0 1,172 -11,332 838 2,919 2,010 62 971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 0.4 2.7 64.6 88.3 86.9 91.3 13.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 21 23 24 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,229
COMMITMENTS
224 9,422 3,375 65,523 63,661 69,122 76,458 15,107 7,771
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 1,769)
0 882 -440 2,285 2,693 1,845 3,135 -76 -1,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 11.2 4.0 77.8 75.6 82.1 90.8 17.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 2 22 20 25 23
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,041
COMMITMENTS
0 1,383 2,354 38,933 53,609 41,287 57,346 21,754 5,695
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 31)
0 -71 0 -2,084 102 -2,084 31 2,115 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 3.7 61.8 85.0 65.5 91.0 34.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 16 18 17 20
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 194,239
COMMITMENTS
5,925 16,733 30,237 141,774 139,738 177,936 186,708 16,303 7,531
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 11,185)
1,574 6,097 13,373 -2,881 -5,600 12,066 13,870 -881 -2,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 8.6 15.6 73.0 71.9 91.6 96.1 8.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 4 6 37 32 43 39
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,554
COMMITMENTS
2,297 2,169 3,936 72,713 68,935 78,946 75,040 9,608 13,514
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 454)
-1,118 2,169 1,442 -233 -3,642 91 -31 363 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.4 4.4 82.1 77.8 89.2 84.7 10.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 25 20 28 23
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,291
COMMITMENTS
2,542 620 0 55,751 53,701 58,293 54,321 2,998 6,970
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 1,513)
1,054 620 0 273 707 1,327 1,327 186 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.0 0.0 91.0 87.6 95.1 88.6 4.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 10 16 12 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 289,109
COMMITMENTS
7,182 10,627 8,011 262,500 263,469 277,693 282,107 11,416 7,002
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 14,301)
-878 10,131 618 13,439 3,007 13,179 13,756 1,122 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.7 2.8 90.8 91.1 96.1 97.6 3.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 3 6 43 43 49 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 180,442
COMMITMENTS
23,652 6,913 14,433 131,457 153,774 169,542 175,120 10,900 5,322
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 184)
2,084 1,867 -1,029 -828 -1,083 227 -245 -43 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 3.8 8.0 72.9 85.2 94.0 97.1 6.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 3 37 35 41 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 179,064
COMMITMENTS
4,106 5,153 5,200 154,011 151,705 163,317 162,058 15,747 17,006
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 8,394)
3,858 3,477 -21 971 2,035 4,808 5,491 3,586 2,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.9 2.9 86.0 84.7 91.2 90.5 8.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 2 3 36 36 40 39
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,704
COMMITMENTS
0 4,151 2,402 33,391 21,213 35,793 27,766 8,911 16,938
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 1,463)
0 49 267 -506 571 -239 887 1,702 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.3 5.4 74.7 47.5 80.1 62.1 19.9 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 15 14 17 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 206,645
COMMITMENTS
51,696 13,809 11,704 129,699 165,749 193,099 191,262 13,546 15,383
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 13,833)
6,026 6,630 -628 5,382 7,287 10,780 13,289 3,053 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 6.7 5.7 62.8 80.2 93.4 92.6 6.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 4 34 33 40 38
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,908
COMMITMENTS
0 4,611 2,290 50,849 41,303 53,139 48,204 3,769 8,704
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 412)
0 427 1,930 -1,518 -1,703 412 654 0 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 4.0 89.4 72.6 93.4 84.7 6.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 2 24 21 26 24
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,183,153
COMMITMENTS
162,037 146,278 1173772 1819308 1846040 3155117 3166090 28,036 17,063
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 33,542)
-1,827 -7,015 19,882 11,982 18,573 30,037 31,440 3,505 2,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 4.6 36.9 57.2 58.0 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
27 22 45 108 91 156 139
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 808,782
COMMITMENTS
176,876 66,096 213,927 414,879 523,349 805,682 803,372 3,100 5,410
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 27,299)
17,557 24,871 2,943 6,202 -1,238 26,702 26,576 597 723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 8.2 26.5 51.3 64.7 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
17 15 24 39 39 66 68
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 79,913
COMMITMENTS
6,348 1,594 5,500 67,388 72,162 79,236 79,256 677 657
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 1,947)
151 505 1,526 190 -63 1,868 1,968 79 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 2.0 6.9 84.3 90.3 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 7 9 39 37 51 47
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,728
COMMITMENTS
774 655 926 21,946 21,769 23,646 23,350 82 378
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 0)
164 0 0 -164 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.8 3.9 92.5 91.7 99.7 98.4 0.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 18 20 20 23
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,463
COMMITMENTS
1,348 0 0 17,072 18,463 18,420 18,463 43 0
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.0 92.5 100.0 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 11/21/06 |
--------------------------------------------------------------| 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 11/14/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 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 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,464
COMMITMENTS
120 1,196 832 19,270 18,368 20,222 20,396 242 68
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 222)
0 120 0 222 102 222 222 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.8 4.1 94.2 89.8 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
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 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,398
COMMITMENTS
2,330 906 300 23,346 25,200 25,976 26,406 1,422 992
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 1,092)
0 906 0 932 316 932 1,222 160 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 3.3 1.1 85.2 92.0 94.8 96.4 5.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 24 22 25 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,128
COMMITMENTS
680 968 1,880 23,878 24,156 26,438 27,004 690 124
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 462)
680 0 0 -336 488 344 488 118 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.6 6.9 88.0 89.0 97.5 99.5 2.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 1 17 14 20 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,398
COMMITMENTS
0 580 632 12,098 11,762 12,730 12,974 668 424
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 60)
0 0 0 -36 60 -36 60 96 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 4.7 90.3 87.8 95.0 96.8 5.0 3.2
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 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,854,012
COMMITMENTS
177,890 136,589 543,885 1061222 1100214 1782998 1780689 71,015 73,324
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -20,385)
3,709 706 3,534 -32,392 -10,987 -25,149 -6,747 4,764 -13,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 7.4 29.3 57.2 59.3 96.2 96.0 3.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
114 110 143 91 97 278 290
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,845
COMMITMENTS
3,718 7,053 2,689 13,777 8,960 20,184 18,702 6,661 8,143
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -11,210)
-3,230 1,456 -5,682 -1,030 -6,924 -9,942 -11,150 -1,268 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 26.3 10.0 51.3 33.4 75.2 69.7 24.8 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 7 12 10 20 17
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,632
COMMITMENTS
5,137 2,190 1,054 4,369 8,853 10,560 12,097 2,072 535
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -299)
-779 -182 371 340 -719 -68 -530 -231 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 17.3 8.3 34.6 70.1 83.6 95.8 16.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
52 8 8 22 24 81 39
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,580
COMMITMENTS
3,642 804 0 1,764 5,631 5,406 6,435 2,174 1,145
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -678)
-442 -532 0 -399 -355 -841 -887 163 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 10.6 0.0 23.3 74.3 71.3 84.9 28.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
22 3 0 8 20 30 23
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 10,529
COMMITMENTS
636 524 1,192 5,700 5,946 7,528 7,662 3,001 2,867
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -2,445)
-240 -294 48 -1,443 -1,433 -1,636 -1,679 -810 -766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 5.0 11.3 54.1 56.5 71.5 72.8 28.5 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 7 14 12 22 19
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 131,287
COMMITMENTS
18,567 8,768 6,584 93,195 102,968 118,346 118,320 12,940 12,966
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 5,222)
3,112 -103 203 2,008 5,367 5,323 5,467 -101 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 6.7 5.0 71.0 78.4 90.1 90.1 9.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
31 15 15 65 74 105 98
Updated November 27, 2006