GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,087
COMMITMENTS
0 50 50 2,800 2,852 2,850 2,952 237 135
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 368)
-100 50 50 343 193 293 293 75 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 1.6 90.7 92.4 92.3 95.6 7.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 15 14 16 16
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,201
COMMITMENTS
353 322 498 7,018 7,132 7,869 7,952 332 249
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 333)
0 197 48 285 88 333 333 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.9 6.1 85.6 87.0 96.0 97.0 4.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 27 28 31 30
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,054
COMMITMENTS
30 0 0 2,454 2,608 2,484 2,608 570 446
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 157)
30 0 0 187 302 217 302 -60 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 80.4 85.4 81.3 85.4 18.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 20 21 21 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 241,968
COMMITMENTS
27,928 31,458 38,601 141,098 139,505 207,627 209,563 34,340 32,404
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -1,519)
869 5,066 -1,333 -1,212 -6,962 -1,675 -3,229 157 1,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 13.0 16.0 58.3 57.7 85.8 86.6 14.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
28 41 34 69 71 117 129
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,339,702
COMMITMENTS
118,959 103,544 600,935 554,512 600,088 1274406 1304566 65,296 35,136
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -2,532)
-2,074 12,534 -9,855 9,248 3,065 -2,680 5,744 148 -8,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 7.7 44.9 41.4 44.8 95.1 97.4 4.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
60 77 99 84 82 202 205
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,565
COMMITMENTS
4,494 0 6,247 62,659 67,049 73,400 73,296 10,165 10,269
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -107)
201 0 -355 -349 -843 -503 -1,198 396 1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 7.5 75.0 80.2 87.8 87.7 12.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 20 23 22 25
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,258
COMMITMENTS
3,669 0 1,434 26,872 33,583 31,975 35,017 12,283 9,241
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 6,276)
-1,838 0 779 7,330 4,558 6,271 5,337 5 939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 3.2 60.7 75.9 72.2 79.1 27.8 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 1 16 18 18 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,718
COMMITMENTS
5,068 0 1,878 113,854 114,680 120,800 116,558 5,918 10,160
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 958)
0 -12,238 0 1,048 12,943 1,048 705 -90 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 1.5 89.8 90.5 95.3 92.0 4.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 0 1 25 27 27 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,933
COMMITMENTS
17,422 0 0 38,811 56,227 56,233 56,227 12,700 12,706
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 2,741)
0 -22,692 0 2,035 25,771 2,035 3,079 706 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 0.0 0.0 56.3 81.6 81.6 81.6 18.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 15 15 17 15
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,267
COMMITMENTS
314 1,935 6,396 58,780 57,760 65,490 66,091 5,777 5,176
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 733)
196 -927 71 460 917 727 61 6 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.7 9.0 82.5 81.0 91.9 92.7 8.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 3 18 18 21 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,095
COMMITMENTS
2,684 0 4,527 50,116 49,293 57,327 53,820 6,768 10,275
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 1,484)
-8 -236 -187 1,527 1,627 1,332 1,204 152 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 7.1 78.2 76.9 89.4 84.0 10.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 2 18 18 21 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,166
COMMITMENTS
3,778 4,275 3,068 86,677 79,100 93,523 86,443 6,643 13,723
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -157)
-2,090 829 -1,700 2,917 1,120 -873 249 716 -406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 4.3 3.1 86.5 79.0 93.4 86.3 6.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 3 2 27 24 30 27
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,299
COMMITMENTS
0 7,351 1,292 60,028 56,657 61,320 65,300 11,979 7,999
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 3,686)
0 390 169 4,967 4,345 5,136 4,904 -1,450 -1,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.0 1.8 81.9 77.3 83.7 89.1 16.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 19 15 20 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,781
COMMITMENTS
5,992 1,744 0 51,078 58,423 57,070 60,167 8,711 5,614
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 4,679)
-4,619 1,744 -1,172 10,166 4,827 4,375 5,399 304 -720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 2.7 0.0 77.6 88.8 86.8 91.5 13.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 0 22 22 23 23
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,820
COMMITMENTS
1,880 5,507 4,096 66,334 69,396 72,310 78,999 15,510 8,821
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 6,017)
136 -3,926 2,622 2,721 6,743 5,479 5,439 538 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 6.3 4.7 75.5 79.0 82.3 90.0 17.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 24 22 27 25
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,930
COMMITMENTS
0 2,548 1,421 40,047 48,660 41,468 52,629 16,462 5,301
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 351)
-1,834 454 -267 3,946 -76 1,845 111 -1,494 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 2.5 69.1 84.0 71.6 90.8 28.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 16 16 17 18
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 191,786
COMMITMENTS
3,209 7,247 24,389 150,416 154,307 178,014 185,943 13,772 5,843
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 6,800)
1,413 -7,518 -4,883 13,087 19,258 9,617 6,857 -2,817 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 3.8 12.7 78.4 80.5 92.8 97.0 7.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 5 38 35 44 41
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,238
COMMITMENTS
1,585 0 2,124 71,328 67,851 75,037 69,975 9,201 14,263
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 2,007)
182 -1,086 -2,306 3,368 4,152 1,244 760 763 1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 2.5 84.7 80.5 89.1 83.1 10.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 22 21 24 23
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 285,176
COMMITMENTS
9,019 2,310 6,699 258,956 267,322 274,674 276,331 10,502 8,845
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 9,958)
-1,108 -8,170 733 10,247 16,022 9,872 8,585 86 1,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.8 2.3 90.8 93.7 96.3 96.9 3.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 2 5 41 42 47 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 168,112
COMMITMENTS
14,241 4,889 16,201 123,591 138,864 154,033 159,954 14,079 8,158
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 2,739)
-1,302 -1,193 -753 5,560 3,097 3,505 1,151 -766 1,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 2.9 9.6 73.5 82.6 91.6 95.1 8.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 3 34 30 38 34
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 170,628
COMMITMENTS
1,457 1,882 5,695 152,249 147,707 159,401 155,284 11,227 15,344
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -988)
-2,929 188 -194 10,756 950 7,633 944 -8,621 -1,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.1 3.3 89.2 86.6 93.4 91.0 6.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 3 36 33 39 37
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 223,752
COMMITMENTS
60,108 636 9,644 139,237 198,019 208,989 208,299 14,763 15,453
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 19,723)
5,665 -6,474 -1,751 14,927 29,396 18,841 21,171 882 -1,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 0.3 4.3 62.2 88.5 93.4 93.1 6.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 1 5 33 36 41 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,321
COMMITMENTS
0 2,089 0 45,813 41,211 45,813 43,300 6,508 9,021
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 1,864)
0 -1,212 -1,406 2,599 5,437 1,193 2,819 671 -955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 0.0 87.6 78.8 87.6 82.8 12.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 23 22 23 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,083,223
COMMITMENTS
134,912 181,651 1125266 1785250 1757552 3045428 3064469 37,795 18,754
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 32,470)
-2,717 22,836 -16,739 49,806 23,991 30,350 30,088 2,120 2,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 5.9 36.5 57.9 57.0 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
28 20 44 99 87 146 134
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 794,770
COMMITMENTS
164,506 68,180 197,759 428,526 523,744 790,791 789,683 3,979 5,087
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 43,980)
26,021 21,780 -5,400 23,692 27,972 44,313 44,352 -333 -372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 8.6 24.9 53.9 65.9 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
17 10 24 35 35 61 60
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 80,870
COMMITMENTS
4,616 1,042 3,171 72,099 75,868 79,886 80,080 985 790
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 1,826)
-745 -3 -1,974 4,406 3,993 1,688 2,016 138 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.3 3.9 89.2 93.8 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 3 5 39 38 48 44
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,073
COMMITMENTS
778 340 758 20,497 20,660 22,033 21,758 40 315
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 0)
0 -8 -80 80 88 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.5 3.4 92.9 93.6 99.8 98.6 0.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 1 19 21 20 24
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,728
COMMITMENTS
1,180 0 0 16,505 17,728 17,685 17,728 43 0
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 0)
-88 0 0 88 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.0 93.1 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 15 14 17 14
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,490
COMMITMENTS
0 730 0 13,430 12,760 13,430 13,490 60 0
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 274)
0 -88 0 274 362 274 274 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 0.0 99.6 94.6 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 12 12 12 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,436
COMMITMENTS
60 1,152 776 18,352 17,464 19,188 19,392 248 44
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 164)
0 0 0 164 168 164 168 0 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.9 4.0 94.4 89.9 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 1 19 22 21 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,778
COMMITMENTS
60 492 164 14,492 14,852 14,716 15,508 1,062 270
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 398)
-1,210 492 -6 1,380 190 164 676 234 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.1 1.0 91.8 94.1 93.3 98.3 6.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 16 15 18 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,826
COMMITMENTS
1,740 80 300 23,411 25,544 25,451 25,924 1,375 902
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 178)
0 -756 0 178 994 178 238 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.3 1.1 87.3 95.2 94.9 96.6 5.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 24 23 25 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,396
COMMITMENTS
60 1,302 1,780 23,818 23,122 25,658 26,204 738 192
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 0)
-600 240 0 600 -240 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.9 6.7 90.2 87.6 97.2 99.3 2.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 18 14 20 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,908
COMMITMENTS
0 596 616 11,066 10,234 11,682 11,446 226 462
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -948)
0 0 0 -536 -1,028 -536 -1,028 -412 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 5.2 92.9 85.9 98.1 96.1 1.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 17 14 18 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,951,987
COMMITMENTS
176,713 140,334 545,110 1152489 1181174 1874312 1866618 77,675 85,369
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 14,395)
-1,197 13,659 -21,885 31,128 29,134 8,046 20,907 6,349 -6,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 7.2 27.9 59.0 60.5 96.0 95.6 4.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
107 102 147 92 95 281 282
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 33,142
COMMITMENTS
3,490 8,219 4,540 19,637 12,374 27,667 25,133 5,475 8,009
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 2,929)
160 -76 620 3,066 2,236 3,846 2,780 -917 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 24.8 13.7 59.3 37.3 83.5 75.8 16.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 5 10 14 13 25 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,196
COMMITMENTS
4,685 2,598 63 4,092 8,264 8,840 10,925 2,356 271
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 154)
87 102 -2 -26 -14 59 86 95 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 23.2 0.6 36.5 73.8 79.0 97.6 21.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
54 9 3 19 21 75 31
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,162
COMMITMENTS
2,870 1,000 189 2,311 5,859 5,370 7,048 2,792 1,114
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 129)
-32 21 189 49 -324 206 -114 -77 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 12.3 2.3 28.3 71.8 65.8 86.4 34.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 5 3 15 24 37 32
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 138,730
COMMITMENTS
24,979 11,875 7,672 89,673 106,354 122,323 125,901 16,407 12,829
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 7,593)
4,025 3,039 -896 2,784 4,704 5,913 6,847 1,680 746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 8.6 5.5 64.6 76.7 88.2 90.8 11.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
39 16 21 72 76 121 107
Updated December 15, 2006