GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,487
COMMITMENTS
0 0 50 3,100 3,202 3,150 3,252 337 235
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 400)
0 -50 0 300 350 300 300 100 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 1.4 88.9 91.8 90.3 93.3 9.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 1 17 17 18 18
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,366
COMMITMENTS
353 322 498 7,183 7,247 8,034 8,067 332 299
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 165)
0 0 0 165 115 165 115 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.8 6.0 85.9 86.6 96.0 96.4 4.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 28 29 32 31
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,147
COMMITMENTS
0 0 0 2,432 2,596 2,432 2,596 715 551
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 93)
-30 0 0 -22 -12 -52 -12 145 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 77.3 82.5 77.3 82.5 22.7 17.5
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 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 242,437
COMMITMENTS
26,465 29,557 34,646 146,144 144,168 207,255 208,371 35,182 34,065
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 469)
-1,463 -1,900 -3,955 5,046 4,663 -372 -1,192 841 1,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 12.2 14.3 60.3 59.5 85.5 85.9 14.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
23 41 31 69 72 113 126
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,366,391
COMMITMENTS
107,526 110,448 608,652 574,831 607,170 1291010 1326270 75,381 40,121
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 26,689)
-11,433 6,904 7,717 20,319 7,083 16,604 21,704 10,085 4,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 8.1 44.5 42.1 44.4 94.5 97.1 5.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
56 83 101 88 82 205 209
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,589
COMMITMENTS
4,039 0 6,369 62,948 66,765 73,356 73,134 10,233 10,455
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 24)
-455 0 122 289 -284 -44 -162 68 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 7.6 75.3 79.9 87.8 87.5 12.2 12.5
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 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,887
COMMITMENTS
1,220 0 1,746 31,565 32,650 34,531 34,396 9,356 9,491
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -371)
-2,449 0 312 4,693 -933 2,556 -621 -2,927 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 4.0 71.9 74.4 78.7 78.4 21.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 18 19 20 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 129,260
COMMITMENTS
5,068 496 1,878 117,128 117,999 124,074 120,373 5,186 8,887
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 2,542)
0 496 0 3,274 3,319 3,274 3,815 -732 -1,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.4 1.5 90.6 91.3 96.0 93.1 4.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 1 26 29 28 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,513
COMMITMENTS
17,422 0 0 40,186 55,191 57,608 55,191 11,905 14,322
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 580)
0 0 0 1,375 -1,036 1,375 -1,036 -795 1,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 0.0 0.0 57.8 79.4 82.9 79.4 17.1 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 15 14 17 14
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,835
COMMITMENTS
2,748 1,657 4,376 59,812 62,260 66,936 68,293 6,899 5,542
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 2,568)
2,434 -278 -2,020 1,032 4,500 1,446 2,202 1,122 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.2 5.9 81.0 84.3 90.7 92.5 9.3 7.5
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 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,969
COMMITMENTS
4,891 0 2,412 50,516 51,762 57,819 54,174 7,150 10,795
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 874)
2,207 0 -2,115 400 2,469 492 354 382 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 3.7 77.8 79.7 89.0 83.4 11.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 18 19 21 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,625
COMMITMENTS
3,778 4,661 2,966 84,839 84,014 91,583 91,641 9,042 8,984
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 459)
0 386 -102 -1,838 4,914 -1,940 5,198 2,399 -4,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 4.6 2.9 84.3 83.5 91.0 91.1 9.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 2 28 27 31 30
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,411
COMMITMENTS
0 4,173 2,165 64,298 63,129 66,463 69,467 9,948 6,944
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 3,112)
0 -3,178 873 4,270 6,472 5,143 4,167 -2,031 -1,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 2.8 84.1 82.6 87.0 90.9 13.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 21 17 22 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,441
COMMITMENTS
5,992 3,976 0 52,558 57,851 58,550 61,827 8,891 5,614
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 1,660)
0 2,232 0 1,480 -572 1,480 1,660 180 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 5.9 0.0 77.9 85.8 86.8 91.7 13.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 21 21 22 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,017
COMMITMENTS
1,756 8,953 3,113 76,677 74,431 81,546 86,497 12,471 7,520
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 6,197)
-124 3,446 -983 10,343 5,035 9,236 7,498 -3,039 -1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 9.5 3.3 81.6 79.2 86.7 92.0 13.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 27 23 30 26
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,436
COMMITMENTS
0 6,159 807 44,980 49,200 45,787 56,166 15,649 5,270
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 3,506)
0 3,611 -614 4,933 540 4,319 3,537 -813 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.0 1.3 73.2 80.1 74.5 91.4 25.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 17 16 18 18
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 24,547
COMMITMENTS
620 1,061 0 23,307 22,990 23,927 24,051 620 496
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.3 0.0 94.9 93.7 97.5 98.0 2.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 14 12 15 14
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 196,056
COMMITMENTS
4,033 11,110 22,524 153,811 155,055 180,368 188,689 15,688 7,367
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 4,270)
824 3,863 -1,865 3,395 748 2,354 2,746 1,916 1,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 5.7 11.5 78.5 79.1 92.0 96.2 8.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 4 5 37 36 44 42
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,504
COMMITMENTS
2,863 1,644 2,246 72,216 73,706 77,325 77,596 9,179 8,908
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 2,266)
1,278 1,644 122 888 5,855 2,288 7,621 -22 -5,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.9 2.6 83.5 85.2 89.4 89.7 10.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 3 23 23 26 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,018
COMMITMENTS
1,747 248 0 53,953 50,702 55,700 50,950 2,318 7,068
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.4 0.0 93.0 87.4 96.0 87.8 4.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 11 18 13 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 290,114
COMMITMENTS
12,815 1,696 6,422 259,060 273,865 278,297 281,983 11,817 8,131
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 4,938)
3,796 -614 -277 104 6,543 3,623 5,652 1,315 -714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.6 2.2 89.3 94.4 95.9 97.2 4.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 1 5 41 42 47 47
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 167,790
COMMITMENTS
14,151 6,271 15,733 124,069 137,990 153,953 159,994 13,837 7,796
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -322)
-90 1,382 -468 478 -874 -80 40 -242 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 3.7 9.4 73.9 82.2 91.8 95.4 8.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 5 3 34 31 38 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 172,713
COMMITMENTS
909 5,916 4,523 151,530 145,476 156,962 155,915 15,751 16,798
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 2,085)
-548 4,034 -1,172 -719 -2,231 -2,439 631 4,524 1,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 3.4 2.6 87.7 84.2 90.9 90.3 9.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 3 3 35 32 38 36
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 229,630
COMMITMENTS
57,378 1,700 11,932 146,873 204,967 216,183 218,599 13,447 11,031
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 5,878)
-2,730 1,064 2,288 7,636 6,948 7,194 10,300 -1,316 -4,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 0.7 5.2 64.0 89.3 94.1 95.2 5.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 2 5 34 37 42 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,509
COMMITMENTS
0 2,089 0 46,970 42,399 46,970 44,488 6,539 9,021
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 1,188)
0 0 0 1,157 1,188 1,157 1,188 31 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 0.0 87.8 79.2 87.8 83.1 12.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 24 22 24 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,077,164
COMMITMENTS
148,448 179,179 1122190 1773512 1762477 3044150 3063846 33,014 13,318
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -6,059)
13,536 -2,472 -3,076 -11,738 4,925 -1,278 -623 -4,781 -5,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.8 36.5 57.6 57.3 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
25 23 47 102 87 150 136
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 834,282
COMMITMENTS
183,268 70,194 198,245 448,935 560,879 830,448 829,318 3,834 4,964
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 39,512)
18,762 2,014 486 20,409 37,135 39,657 39,635 -145 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 8.4 23.8 53.8 67.2 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 12 26 35 35 63 62
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 82,428
COMMITMENTS
3,463 1,340 3,095 74,830 77,333 81,389 81,769 1,039 659
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 1,557)
-1,153 298 -75 2,732 1,465 1,503 1,688 54 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 1.6 3.8 90.8 93.8 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 4 5 39 38 48 44
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,115
COMMITMENTS
778 382 758 20,539 20,660 22,075 21,800 40 315
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 42)
0 42 0 42 0 42 42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 1.7 3.4 92.9 93.4 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 12/19/06 |
--------------------------------------------------------------| 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 12/12/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 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 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,578
COMMITMENTS
0 730 0 13,518 12,848 13,518 13,578 60 0
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 88)
0 0 0 88 88 88 88 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 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,520
COMMITMENTS
60 1,152 776 18,388 17,552 19,224 19,480 296 40
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 84)
0 0 0 36 88 36 88 48 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 5.9 4.0 94.2 89.9 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 1 20 22 22 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,634
COMMITMENTS
60 482 164 14,350 14,698 14,574 15,344 1,060 290
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -144)
0 -10 0 -142 -154 -142 -164 -2 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.1 1.0 91.8 94.0 93.2 98.1 6.8 1.9
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 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,914
COMMITMENTS
1,740 80 300 22,499 24,632 24,539 25,012 1,375 902
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -912)
0 0 0 -912 -912 -912 -912 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.3 1.2 86.8 95.1 94.7 96.5 5.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 26 23 27 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,134
COMMITMENTS
60 1,312 1,780 23,708 22,840 25,548 25,932 586 202
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -262)
0 10 0 -110 -282 -110 -272 -152 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.0 6.8 90.7 87.4 97.8 99.2 2.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 17 14 19 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,848
COMMITMENTS
0 596 616 11,006 10,214 11,622 11,426 226 422
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -60)
0 0 0 -60 -20 -60 -20 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 5.2 92.9 86.2 98.1 96.4 1.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 17 13 18 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,825,990
COMMITMENTS
169,480 128,666 484,299 1106626 1130860 1760405 1743825 65,585 82,165
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -125,997)
-7,233 -11,668 -60,811 -45,863 -50,315 -113,907 -122,794 -12,090 -3,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 7.0 26.5 60.6 61.9 96.4 95.5 3.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
95 99 134 87 95 260 266
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 30,726
COMMITMENTS
2,438 8,852 5,265 18,635 10,668 26,338 24,785 4,388 5,941
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -2,416)
-1,052 633 725 -1,002 -1,706 -1,329 -348 -1,087 -2,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 28.8 17.1 60.6 34.7 85.7 80.7 14.3 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 7 11 13 12 25 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,185
COMMITMENTS
4,504 2,600 48 4,238 8,120 8,790 10,768 2,395 417
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -11)
-181 2 -15 146 -144 -50 -157 39 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 23.2 0.4 37.9 72.6 78.6 96.3 21.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
46 9 3 16 24 64 34
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,167
COMMITMENTS
2,977 948 289 2,296 5,710 5,562 6,947 2,605 1,220
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 5)
107 -52 100 -15 -149 192 -101 -187 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 11.6 3.5 28.1 69.9 68.1 85.1 31.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
22 5 5 14 22 38 32
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 148,303
COMMITMENTS
25,503 9,292 8,608 94,248 116,767 128,359 134,666 19,944 13,637
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 9,574)
525 -2,584 937 4,575 10,413 6,036 8,765 3,537 808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 6.3 5.8 63.6 78.7 86.6 90.8 13.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
40 14 17 69 76 118 103
Updated December 22, 2006