GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,989
COMMITMENTS
100 50 0 3,652 3,889 3,752 3,939 237 50
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -525)
0 0 0 -525 -550 -525 -550 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 1.3 0.0 91.6 97.5 94.1 98.7 5.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 18 16 19 17
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,618
COMMITMENTS
353 100 475 7,407 7,725 8,235 8,300 383 318
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -30)
45 0 0 -75 -10 -30 -10 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.2 5.5 85.9 89.6 95.6 96.3 4.4 3.7
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 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,038
COMMITMENTS
0 0 0 2,295 2,219 2,295 2,219 743 819
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 240)
0 0 0 175 185 175 185 65 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 75.5 73.0 75.5 73.0 24.5 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 20 19 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 253,702
COMMITMENTS
22,272 28,966 42,348 154,207 148,030 218,827 219,343 34,875 34,359
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -12,090)
-390 -310 -9,920 -1,097 -949 -11,407 -11,178 -683 -912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 11.4 16.7 60.8 58.3 86.3 86.5 13.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
27 43 43 69 72 125 135
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,297,098
COMMITMENTS
115,506 87,757 582,626 537,968 585,905 1236101 1256289 60,997 40,809
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -68,200)
396 -3,256 -33,258 -31,094 -31,230 -63,957 -67,745 -4,243 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 6.8 44.9 41.5 45.2 95.3 96.9 4.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
64 63 92 84 80 198 190
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,366
COMMITMENTS
5,712 0 6,405 67,647 73,339 79,764 79,744 9,602 9,622
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -130)
-360 0 112 180 -242 -68 -130 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 7.2 75.7 82.1 89.3 89.2 10.7 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 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,588
COMMITMENTS
7,640 0 544 23,929 34,165 32,113 34,709 12,475 9,879
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 54)
-590 0 30 338 -85 -222 -55 276 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.0 1.2 53.7 76.6 72.0 77.8 28.0 22.2
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 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 133,699
COMMITMENTS
8,148 12,709 2,190 115,514 109,501 125,852 124,400 7,847 9,299
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 3,125)
0 0 0 3,125 2,405 3,125 2,405 0 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 9.5 1.6 86.4 81.9 94.1 93.0 5.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 1 2 26 30 29 33
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,494
COMMITMENTS
17,422 23,433 0 39,117 32,933 56,539 56,366 12,955 13,128
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 374)
0 0 0 -365 26 -365 26 739 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 33.7 0.0 56.3 47.4 81.4 81.1 18.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 15 14 17 15
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,097
COMMITMENTS
0 4,442 5,770 63,726 58,400 69,496 68,612 3,601 4,485
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 256)
0 454 -690 1,126 740 436 504 -180 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 7.9 87.2 79.9 95.1 93.9 4.9 6.1
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 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,544
COMMITMENTS
4,431 174 5,346 51,331 51,580 61,108 57,100 5,436 9,444
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 548)
476 25 -445 250 844 281 424 267 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.3 8.0 77.1 77.5 91.8 85.8 8.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 4 19 20 24 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,100
COMMITMENTS
5,779 4,767 4,667 87,858 84,964 98,304 94,398 7,796 11,702
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 3,931)
-453 361 275 3,621 2,013 3,443 2,649 488 1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 4.5 4.4 82.8 80.1 92.7 89.0 7.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 4 27 24 31 28
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,386
COMMITMENTS
0 5,731 1,555 57,902 54,784 59,457 62,070 11,929 9,316
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 453)
0 -955 186 286 1,610 472 841 -19 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 2.2 81.1 76.7 83.3 86.9 16.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 18 17 19 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,504
COMMITMENTS
13,203 242 1,786 42,869 58,754 57,858 60,782 8,646 5,722
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -310)
124 0 0 -310 -248 -186 -248 -124 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 0.4 2.7 64.5 88.3 87.0 91.4 13.0 8.6
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 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,543
COMMITMENTS
2,072 11,402 2,539 68,153 65,416 72,764 79,357 14,779 8,186
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 3,314)
1,848 1,980 -836 2,630 1,755 3,642 2,899 -328 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 13.0 2.9 77.9 74.7 83.1 90.6 16.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 1 23 21 26 24
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,306
COMMITMENTS
2,137 1,977 1,984 39,876 54,597 43,997 58,558 19,309 4,748
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 265)
2,137 594 -370 943 988 2,710 1,212 -2,445 -947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 3.1 3.1 63.0 86.2 69.5 92.5 30.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 1 18 21 20 23
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,806
COMMITMENTS
868 2,344 0 39,885 37,184 40,753 39,528 2,053 3,278
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 5.5 0.0 93.2 86.9 95.2 92.3 4.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 0 16 13 18 16
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 195,927
COMMITMENTS
5,028 16,969 30,251 144,832 141,112 180,111 188,332 15,816 7,595
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 1,688)
-897 236 14 3,058 1,374 2,175 1,624 -487 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 8.7 15.4 73.9 72.0 91.9 96.1 8.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 6 38 32 44 39
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,887
COMMITMENTS
3,864 1,713 3,816 73,024 70,751 80,704 76,280 9,183 13,607
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 1,333)
1,567 -456 -120 311 1,816 1,758 1,240 -425 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 1.9 4.2 81.2 78.7 89.8 84.9 10.2 15.1
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 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,173
COMMITMENTS
868 1,736 0 62,159 55,048 63,027 56,784 2,146 8,389
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 3,882)
-1,674 1,116 0 6,408 1,347 4,734 2,463 -852 1,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.7 0.0 95.4 84.5 96.7 87.1 3.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 0 17 20 19 23
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 289,744
COMMITMENTS
9,472 10,966 7,658 261,236 263,927 278,366 282,551 11,378 7,193
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 635)
2,290 339 -353 -1,264 458 673 444 -38 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.8 2.6 90.2 91.1 96.1 97.5 3.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 2 7 43 44 50 51
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 181,241
COMMITMENTS
19,269 4,634 17,212 132,947 154,297 169,428 176,143 11,813 5,098
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 799)
-4,383 -2,279 2,779 1,490 523 -114 1,023 913 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 2.6 9.5 73.4 85.1 93.5 97.2 6.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 4 4 36 34 41 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 178,855
COMMITMENTS
2,722 3,072 6,796 153,978 152,338 163,496 162,206 15,359 16,649
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -209)
-1,384 -2,081 1,596 -33 633 179 148 -388 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.7 3.8 86.1 85.2 91.4 90.7 8.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 3 3 36 37 40 41
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,196
COMMITMENTS
0 3,388 2,402 32,327 20,938 34,729 26,728 9,467 17,468
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -508)
0 -763 0 -1,064 -275 -1,064 -1,038 556 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 5.4 73.1 47.4 78.6 60.5 21.4 39.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 2 14 13 16 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 212,953
COMMITMENTS
54,470 13,879 13,146 130,127 170,054 197,743 197,079 15,210 15,874
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 6,308)
2,774 70 1,442 428 4,305 4,644 5,817 1,664 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 6.5 6.2 61.1 79.9 92.9 92.5 7.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 3 4 33 34 41 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,418
COMMITMENTS
0 4,611 2,290 50,751 41,627 53,041 48,528 4,377 8,890
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 510)
0 0 0 -98 324 -98 324 608 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 4.0 88.4 72.5 92.4 84.5 7.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 3 2 23 20 25 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,182,537
COMMITMENTS
155,472 189,003 1143660 1852798 1827365 3151930 3160028 30,607 22,509
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -616)
-6,565 42,725 -30,112 33,490 -18,675 -3,187 -6,062 2,571 5,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.9 35.9 58.2 57.4 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
28 25 47 114 94 166 144
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 743,196
COMMITMENTS
133,809 48,342 205,350 400,433 484,381 739,592 738,073 3,604 5,123
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -65,586)
-43,067 -17,754 -8,577 -14,446 -38,968 -66,090 -65,299 504 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 6.5 27.6 53.9 65.2 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
18 10 20 34 34 59 57
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 80,829
COMMITMENTS
6,241 1,483 5,588 68,305 73,075 80,134 80,147 694 682
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 916)
-107 -111 88 917 913 898 891 17 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.8 6.9 84.5 90.4 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 7 9 39 36 51 46
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,816
COMMITMENTS
774 655 926 22,034 21,857 23,734 23,438 82 378
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 88)
0 0 0 88 88 88 88 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.8 3.9 92.5 91.8 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 11/28/06 |
--------------------------------------------------------------| 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 11/21/06 (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 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,542
COMMITMENTS
0 961 0 13,419 12,581 13,419 13,542 123 0
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 128)
0 0 0 128 128 128 128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 0.0 99.1 92.9 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 11/28/06 |
--------------------------------------------------------------| 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 19,260 18,368 20,212 20,396 252 68
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -10 0 -10 0 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.8 4.1 94.1 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
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,756
COMMITMENTS
1,450 0 130 12,582 13,838 14,162 13,968 594 788
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 0.9 85.3 93.8 96.0 94.7 4.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 16 13 18 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,360
COMMITMENTS
2,330 906 300 23,308 25,162 25,938 26,368 1,422 992
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -38)
0 0 0 -38 -38 -38 -38 0 0
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 21 25 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,126
COMMITMENTS
680 982 1,880 23,828 24,092 26,388 26,954 738 172
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -2)
0 14 0 -50 -64 -50 -50 48 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.6 6.9 87.8 88.8 97.3 99.4 2.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 17 15 20 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,408
COMMITMENTS
0 580 632 12,100 11,754 12,732 12,966 676 442
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 10)
0 0 0 2 -8 2 -8 8 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 4.7 90.2 87.7 95.0 96.7 5.0 3.3
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 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,887,299
COMMITMENTS
184,356 135,734 560,981 1076714 1114894 1822051 1811609 65,249 75,691
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 33,287)
6,466 -856 17,096 15,492 14,680 39,053 30,920 -5,766 2,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.2 29.7 57.1 59.1 96.5 96.0 3.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
112 118 149 92 99 287 300
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,884
COMMITMENTS
3,511 7,060 2,684 13,791 8,861 19,986 18,605 6,898 8,279
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 39)
-207 7 -5 14 -99 -198 -97 237 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 26.3 10.0 51.3 33.0 74.3 69.2 25.7 30.8
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 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,506
COMMITMENTS
4,717 2,226 399 3,996 8,361 9,112 10,986 2,394 520
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -1,126)
-420 36 -655 -373 -492 -1,448 -1,111 322 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 19.3 3.5 34.7 72.7 79.2 95.5 20.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
51 7 3 20 23 74 32
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,099
COMMITMENTS
3,315 891 125 1,922 6,148 5,362 7,164 2,737 935
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 519)
-327 87 125 158 517 -44 729 563 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 11.0 1.5 23.7 75.9 66.2 88.5 33.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
19 5 2 11 20 32 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 7,053
COMMITMENTS
791 274 236 4,248 4,667 5,275 5,178 1,778 1,875
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -3,476)
155 -250 -955 -1,452 -1,279 -2,253 -2,484 -1,223 -992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 3.9 3.4 60.2 66.2 74.8 73.4 25.2 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 11 12 14 15
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 128,887
COMMITMENTS
18,827 9,809 6,415 91,047 101,638 116,289 117,862 12,598 11,025
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -2,400)
260 1,041 -169 -2,148 -1,330 -2,057 -458 -342 -1,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 7.6 5.0 70.6 78.9 90.2 91.4 9.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
29 21 17 68 76 109 103
Updated December 1, 2006