NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 184,489: 17,988 24,255 24,175 111,895 109,152 154,058 157,582: 30,431 26,907
Old : 184,489: 17,988 24,255 24,175 111,895 109,152 154,058 157,582: 30,431 26,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,791: 2,951 836 -106 170 2,372 3,015 3,102: -1,224 -1,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 13.1 13.1 60.7 59.2 83.5 85.4: 16.5 14.6
Old : 100.0: 9.8 13.1 13.1 60.7 59.2 83.5 85.4: 16.5 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 32 32 38 72 67 126 118:
Old : 146: 32 32 38 72 67 126 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 15.5 32.4 26.8 14.7 10.3 21.2 18.0
Old : 20.5 15.5 32.4 26.8 14.7 10.3 21.2 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 550,058: 45,963 95,671 168,839 261,003 250,844 475,805 515,354: 74,253 34,704
Old : 550,058: 45,963 95,671 168,839 261,003 250,844 475,805 515,354: 74,253 34,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -7,421: -2,193 3,695 -8,517 731 -4,390 -9,979 -9,212: 2,558 1,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 17.4 30.7 47.5 45.6 86.5 93.7: 13.5 6.3
Old : 100.0: 8.4 17.4 30.7 47.5 45.6 86.5 93.7: 13.5 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 48 50 72 93 77 181 160:
Old : 195: 48 50 72 93 77 181 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 29.3 36.0 43.6 9.0 12.9 13.7 19.9
Old : 24.8 29.3 36.0 43.6 9.0 12.9 13.7 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,916: 2,420 372 554 46,501 51,056 49,475 51,982: 5,441 2,934
Old : 54,916: 2,420 372 554 46,501 51,056 49,475 51,982: 5,441 2,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 14,063: -517 0 122 15,638 13,879 15,243 14,001: -1,180 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.7 1.0 84.7 93.0 90.1 94.7: 9.9 5.3
Old : 100.0: 4.4 0.7 1.0 84.7 93.0 90.1 94.7: 9.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 1 17 18 18 20:
Old : 28: 1 1 1 17 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 69.7 78.8 80.5 57.4 69.1 74.6 79.6
Old : 59.6 69.7 78.8 80.5 57.4 69.1 74.6 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 39,469: 0 8,475 922 32,995 23,582 33,917 32,979: 5,552 6,490
Old : 39,469: 0 8,475 922 32,995 23,582 33,917 32,979: 5,552 6,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 509: 0 1,444 -96 881 -1,364 785 -16: -276 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.5 2.3 83.6 59.7 85.9 83.6: 14.1 16.4
Old : 100.0: 0.0 21.5 2.3 83.6 59.7 85.9 83.6: 14.1 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 2 17 14 19 16:
Old : 23: 0 2 2 17 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 46.0 65.6 66.5 39.6 43.4 59.7 62.2
Old : 41.6 46.0 65.6 66.5 39.6 43.4 59.7 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 108,418: 16,816 2,308 2,833 82,463 93,006 102,112 98,147: 6,306 10,271
Old : 108,418: 16,816 2,308 2,833 82,463 93,006 102,112 98,147: 6,306 10,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,576: 2,248 -166 -1,083 550 1,218 1,715 -31: -139 1,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 2.1 2.6 76.1 85.8 94.2 90.5: 5.8 9.5
Old : 100.0: 15.5 2.1 2.6 76.1 85.8 94.2 90.5: 5.8 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 2 4 27 27 32 32:
Old : 39: 4 2 4 27 27 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 43.9 61.1 61.2 43.2 40.1 55.9 55.2
Old : 44.8 43.9 61.1 61.2 43.2 40.1 55.9 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,062: 2,904 5,684 0 49,351 43,388 52,255 49,072: 3,807 6,990
Old : 56,062: 2,904 5,684 0 49,351 43,388 52,255 49,072: 3,807 6,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 76: 0 0 0 85 23 85 23: -9 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 10.1 0.0 88.0 77.4 93.2 87.5: 6.8 12.5
Old : 100.0: 5.2 10.1 0.0 88.0 77.4 93.2 87.5: 6.8 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 0 16 15 17 17:
Old : 25: 1 2 0 16 15 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 43.9 76.3 65.7 50.5 43.2 69.1 63.3
Old : 55.0 43.9 76.3 65.7 50.5 43.2 69.1 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,962: 0 11,703 3,982 60,296 53,233 64,278 68,918: 11,684 7,044
Old : 75,962: 0 11,703 3,982 60,296 53,233 64,278 68,918: 11,684 7,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 5,898: 0 -1,066 399 430 2,737 829 2,070: 5,069 3,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.4 5.2 79.4 70.1 84.6 90.7: 15.4 9.3
Old : 100.0: 0.0 15.4 5.2 79.4 70.1 84.6 90.7: 15.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 3 3 18 18 21 21:
Old : 25: 0 3 3 18 18 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 54.4 62.6 72.7 35.3 43.6 51.7 55.5
Old : 38.7 54.4 62.6 72.7 35.3 43.6 51.7 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 76,871: 20,366 5,521 4,710 42,788 60,759 67,864 70,990: 9,007 5,881
Old : 76,871: 20,366 5,521 4,710 42,788 60,759 67,864 70,990: 9,007 5,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 2,214: -2,167 131 638 4,138 2,155 2,609 2,924: -395 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 7.2 6.1 55.7 79.0 88.3 92.3: 11.7 7.7
Old : 100.0: 26.5 7.2 6.1 55.7 79.0 88.3 92.3: 11.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 3 21 20 25 24:
Old : 28: 2 3 3 21 20 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 45.7 69.7 64.0 43.8 36.5 53.6 49.8
Old : 53.9 45.7 69.7 64.0 43.8 36.5 53.6 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,078: 0 1,670 1,801 60,778 55,497 62,579 58,968: 2,499 6,110
Old : 65,078: 0 1,670 1,801 60,778 55,497 62,579 58,968: 2,499 6,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,162: -36 1,670 -581 2,233 -327 1,616 762: -454 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 2.8 93.4 85.3 96.2 90.6: 3.8 9.4
Old : 100.0: 0.0 2.6 2.8 93.4 85.3 96.2 90.6: 3.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 19 19 20 20:
Old : 26: 0 1 1 19 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 43.2 77.5 66.3 58.3 39.3 68.4 56.1
Old : 58.5 43.2 77.5 66.3 58.3 39.3 68.4 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,873: 0 6,936 3,022 46,792 40,457 49,814 50,415: 8,059 7,458
Old : 57,873: 0 6,936 3,022 46,792 40,457 49,814 50,415: 8,059 7,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 3,128: 0 -2,171 1,084 -166 3,033 918 1,946: 2,210 1,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.0 5.2 80.9 69.9 86.1 87.1: 13.9 12.9
Old : 100.0: 0.0 12.0 5.2 80.9 69.9 86.1 87.1: 13.9 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 23 18 25 20:
Old : 27: 0 2 2 23 18 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 45.1 53.0 69.3 23.8 35.4 35.2 43.8
Old : 33.7 45.1 53.0 69.3 23.8 35.4 35.2 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 48,157: 0 4,176 18 39,899 38,217 39,917 42,411: 8,240 5,746
Old : 48,157: 0 4,176 18 39,899 38,217 39,917 42,411: 8,240 5,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.7 0.0 82.9 79.4 82.9 88.1: 17.1 11.9
Old : 100.0: 0.0 8.7 0.0 82.9 79.4 82.9 88.1: 17.1 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 14 12 15 13:
Old : 20: 0 1 1 14 12 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 64.0 74.9 84.2 59.1 64.0 73.6 81.7
Old : 59.5 64.0 74.9 84.2 59.1 64.0 73.6 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 43,805: 738 0 2,633 36,186 36,507 39,557 39,140: 4,248 4,665
Old : 43,805: 738 0 2,633 36,186 36,507 39,557 39,140: 4,248 4,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 3,055: 738 -222 753 1,058 2,524 2,549 3,055: 506 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 6.0 82.6 83.3 90.3 89.4: 9.7 10.6
Old : 100.0: 1.7 0.0 6.0 82.6 83.3 90.3 89.4: 9.7 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 14 15 15 16:
Old : 20: 1 0 1 14 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 57.0 75.6 78.2 52.0 53.6 65.4 65.2
Old : 56.3 57.0 75.6 78.2 52.0 53.6 65.4 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,602: 18,711 0 1,824 41,170 60,203 61,705 62,027: 5,897 5,575
Old : 67,602: 18,711 0 1,824 41,170 60,203 61,705 62,027: 5,897 5,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,125: 980 0 -366 207 1,491 821 1,125: 304 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 0.0 2.7 60.9 89.1 91.3 91.8: 8.7 8.2
Old : 100.0: 27.7 0.0 2.7 60.9 89.1 91.3 91.8: 8.7 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 0 3 16 20 20 23:
Old : 26: 4 0 3 16 20 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 45.8 81.1 68.5 39.7 29.1 46.1 39.3
Old : 61.1 45.8 81.1 68.5 39.7 29.1 46.1 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,936: 3,184 578 3,619 37,739 36,876 44,542 41,073: 8,394 11,863
Old : 52,936: 3,184 578 3,619 37,739 36,876 44,542 41,073: 8,394 11,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 2,389: -1,351 578 305 1,721 1,749 675 2,632: 1,714 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.1 6.8 71.3 69.7 84.1 77.6: 15.9 22.4
Old : 100.0: 6.0 1.1 6.8 71.3 69.7 84.1 77.6: 15.9 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 19 16 21 19:
Old : 25: 1 2 2 19 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 38.8 65.7 59.3 39.4 31.9 54.9 46.1
Old : 43.7 38.8 65.7 59.3 39.4 31.9 54.9 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,990: 35 248 1,677 50,585 50,380 52,297 52,305: 7,693 7,685
Old : 59,990: 35 248 1,677 50,585 50,380 52,297 52,305: 7,693 7,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.4 2.8 84.3 84.0 87.2 87.2: 12.8 12.8
Old : 100.0: 0.1 0.4 2.8 84.3 84.0 87.2 87.2: 12.8 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 16 15 17 17:
Old : 22: 1 1 1 16 15 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 55.5 78.4 76.6 67.0 53.4 71.6 68.4
Old : 68.3 55.5 78.4 76.6 67.0 53.4 71.6 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 179,537: 2,290 10,597 10,760 150,603 148,345 163,653 169,702: 15,884 9,835
Old : 179,537: 2,290 10,597 10,760 150,603 148,345 163,653 169,702: 15,884 9,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.9 6.0 83.9 82.6 91.2 94.5: 8.8 5.5
Old : 100.0: 1.3 5.9 6.0 83.9 82.6 91.2 94.5: 8.8 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 4 6 34 31 40 37:
Old : 46: 2 4 6 34 31 40 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 35.6 58.0 53.9 31.8 34.2 48.5 49.7
Old : 37.5 35.6 58.0 53.9 31.8 34.2 48.5 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,524: 2,658 649 4,423 68,868 70,903 75,949 75,975: 9,575 9,549
Old : 85,524: 2,658 649 4,423 68,868 70,903 75,949 75,975: 9,575 9,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.8 5.2 80.5 82.9 88.8 88.8: 11.2 11.2
Old : 100.0: 3.1 0.8 5.2 80.5 82.9 88.8 88.8: 11.2 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 1 18 18 20 19:
Old : 28: 1 1 1 18 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 64.1 64.0 81.2 38.2 64.0 60.4 76.2
Old : 39.1 64.1 64.0 81.2 38.2 64.0 60.4 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,202: 18,820 1,426 1,680 44,750 59,891 65,250 62,997: 1,952 4,205
Old : 67,202: 18,820 1,426 1,680 44,750 59,891 65,250 62,997: 1,952 4,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 2.1 2.5 66.6 89.1 97.1 93.7: 2.9 6.3
Old : 100.0: 28.0 2.1 2.5 66.6 89.1 97.1 93.7: 2.9 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 12 14 14 16:
Old : 21: 2 1 1 12 14 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 74.4 91.3 87.5 42.1 35.1 47.9 44.9
Old : 72.6 74.4 91.3 87.5 42.1 35.1 47.9 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 155,231: 7,071 0 4,337 137,159 142,314 148,567 146,651: 6,664 8,580
Old : 155,231: 7,071 0 4,337 137,159 142,314 148,567 146,651: 6,664 8,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 2.8 88.4 91.7 95.7 94.5: 4.3 5.5
Old : 100.0: 4.6 0.0 2.8 88.4 91.7 95.7 94.5: 4.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 0 2 32 31 35 33:
Old : 38: 3 0 2 32 31 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 41.5 65.9 59.0 32.9 30.1 46.5 42.4
Old : 48.3 41.5 65.9 59.0 32.9 30.1 46.5 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 162,361: 15,755 1,415 17,380 125,569 141,062 158,704 159,857: 3,657 2,504
Old : 162,361: 15,755 1,415 17,380 125,569 141,062 158,704 159,857: 3,657 2,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.9 10.7 77.3 86.9 97.7 98.5: 2.3 1.5
Old : 100.0: 9.7 0.9 10.7 77.3 86.9 97.7 98.5: 2.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 2 7 37 31 45 38:
Old : 48: 6 2 7 37 31 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 55.2 52.8 70.8 31.3 52.3 42.2 61.0
Old : 35.9 55.2 52.8 70.8 31.3 52.3 42.2 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 142,006: 4,533 5,363 4,139 117,857 117,550 126,529 127,052: 15,477 14,954
Old : 142,006: 4,533 5,363 4,139 117,857 117,550 126,529 127,052: 15,477 14,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.8 2.9 83.0 82.8 89.1 89.5: 10.9 10.5
Old : 100.0: 3.2 3.8 2.9 83.0 82.8 89.1 89.5: 10.9 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 2 28 27 30 29:
Old : 35: 1 1 2 28 27 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 54.9 59.3 70.0 36.6 54.2 50.3 65.2
Old : 41.4 54.9 59.3 70.0 36.6 54.2 50.3 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 160,067: 4,345 20,412 13,431 133,013 119,346 150,789 153,189: 9,278 6,878
Old : 160,067: 4,345 20,412 13,431 133,013 119,346 150,789 153,189: 9,278 6,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 12.8 8.4 83.1 74.6 94.2 95.7: 5.8 4.3
Old : 100.0: 2.7 12.8 8.4 83.1 74.6 94.2 95.7: 5.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 6 8 27 29 35 39:
Old : 42: 4 6 8 27 29 35 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 37.4 69.5 57.0 43.1 34.3 55.0 48.4
Old : 45.1 37.4 69.5 57.0 43.1 34.3 55.0 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,731: 1,109 16,534 2,575 57,820 35,868 61,504 54,977: 2,227 8,754
Old : 63,731: 1,109 16,534 2,575 57,820 35,868 61,504 54,977: 2,227 8,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 25.9 4.0 90.7 56.3 96.5 86.3: 3.5 13.7
Old : 100.0: 1.7 25.9 4.0 90.7 56.3 96.5 86.3: 3.5 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 5 5 17 19 23 25:
Old : 29: 2 5 5 17 19 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 32.8 78.2 55.8 54.6 29.3 63.6 47.7
Old : 60.6 32.8 78.2 55.8 54.6 29.3 63.6 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,465,330: 330,743 55,553 294,186 796,476 1,078,722 1,421,405 1,428,461: 43,925 36,869
Old : 1,465,330: 330,743 55,553 294,186 796,476 1,078,722 1,421,405 1,428,461: 43,925 36,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 57,053: -4,780 -1,531 9,178 26,800 23,971 31,198 31,618: 25,855 25,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 3.8 20.1 54.4 73.6 97.0 97.5: 3.0 2.5
Old : 100.0: 22.6 3.8 20.1 54.4 73.6 97.0 97.5: 3.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 32 10 35 97 82 137 119:
Old : 143: 32 10 35 97 82 137 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 24.1 37.8 40.4 15.6 17.2 24.5 29.7
Old : 24.1 24.1 37.8 40.4 15.6 17.2 24.5 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 328,201: 80,990 107,410 73,851 170,697 145,444 325,538 326,705: 2,663 1,496
Old : 328,201: 80,990 107,410 73,851 170,697 145,444 325,538 326,705: 2,663 1,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 19,765: 8,125 9,922 -1,540 13,605 10,934 20,190 19,316: -425 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 32.7 22.5 52.0 44.3 99.2 99.5: 0.8 0.5
Old : 100.0: 24.7 32.7 22.5 52.0 44.3 99.2 99.5: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 15 8 17 33 30 53 50:
Old : 58: 15 8 17 33 30 53 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 54.7 56.0 71.7 22.7 39.7 32.8 45.3
Old : 33.8 54.7 56.0 71.7 22.7 39.7 32.8 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 72,890: 22,536 9,048 11,282 38,940 52,510 72,758 72,840: 132 50
Old : 72,890: 22,536 9,048 11,282 38,940 52,510 72,758 72,840: 132 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 167: 100 2,468 -372 1,069 -1,179 797 917: -630 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 12.4 15.5 53.4 72.0 99.8 99.9: 0.2 0.1
Old : 100.0: 30.9 12.4 15.5 53.4 72.0 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 3 8 10 38 41 48 52:
Old : 54: 3 8 10 38 41 48 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 37.6 69.1 57.9 45.8 30.8 50.9 45.0
Old : 55.0 37.6 69.1 57.9 45.8 30.8 50.9 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 25,738: 4,765 4,084 2,222 18,751 18,923 25,738 25,229: 0 509
Old : 25,738: 4,765 4,084 2,222 18,751 18,923 25,738 25,229: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -617: 1,293 -42 -497 -1,372 -37 -576 -576: -41 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 15.9 8.6 72.9 73.5 100.0 98.0: 0.0 2.0
Old : 100.0: 18.5 15.9 8.6 72.9 73.5 100.0 98.0: 0.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 4 6 23 24 30 30:
Old : 39: 3 4 6 23 24 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 48.2 77.9 72.4 51.7 45.4 68.5 62.7
Old : 59.2 48.2 77.9 72.4 51.7 45.4 68.5 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 12,582: 1,677 5,199 932 9,973 6,451 12,582 12,582: 0 0
Old : 12,582: 1,677 5,199 932 9,973 6,451 12,582 12,582: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,234: 0 848 86 1,148 300 1,234 1,234: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 41.3 7.4 79.3 51.3 100.0 100.0: 0.0 0.0
Old : 100.0: 13.3 41.3 7.4 79.3 51.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 3 2 17 11 21 15:
Old : 26: 3 3 2 17 11 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 55.5 78.6 80.9 42.1 52.4 59.5 70.7
Old : 55.8 55.5 78.6 80.9 42.1 52.4 59.5 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 20,412: 3,900 5,420 2,374 13,965 12,274 20,239 20,068: 173 344
Old : 20,412: 3,900 5,420 2,374 13,965 12,274 20,239 20,068: 173 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 940: -140 48 320 919 728 1,099 1,096: -159 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 26.6 11.6 68.4 60.1 99.2 98.3: 0.8 1.7
Old : 100.0: 19.1 26.6 11.6 68.4 60.1 99.2 98.3: 0.8 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 3 7 21 22 28 29:
Old : 31: 4 3 7 21 22 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 50.8 63.7 77.2 33.9 40.2 49.0 58.4
Old : 41.3 50.8 63.7 77.2 33.9 40.2 49.0 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 22,810: 10,000 120 1,350 10,782 20,772 22,132 22,242: 678 568
Old : 22,810: 10,000 120 1,350 10,782 20,772 22,132 22,242: 678 568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -126: -240 0 60 12 -226 -168 -166: 42 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 0.5 5.9 47.3 91.1 97.0 97.5: 3.0 2.5
Old : 100.0: 43.8 0.5 5.9 47.3 91.1 97.0 97.5: 3.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 3 22 26 25 29:
Old : 32: 2 1 3 22 26 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 52.1 78.1 74.8 58.4 49.2 70.6 68.4
Old : 65.4 52.1 78.1 74.8 58.4 49.2 70.6 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 10,807: 618 80 904 8,672 9,523 10,194 10,507: 613 300
Old : 10,807: 618 80 904 8,672 9,523 10,194 10,507: 613 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 197: -128 0 100 132 97 104 197: 93 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.7 8.4 80.2 88.1 94.3 97.2: 5.7 2.8
Old : 100.0: 5.7 0.7 8.4 80.2 88.1 94.3 97.2: 5.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 2 16 12 18 15:
Old : 21: 2 1 2 16 12 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 70.0 79.3 89.7 39.4 65.6 59.9 69.0
Old : 49.4 70.0 79.3 89.7 39.4 65.6 59.9 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 805,527: 115,470 158,534 117,270 527,909 466,685 760,649 742,489: 44,878 63,038
Old : 805,527: 115,470 158,534 117,270 527,909 466,685 760,649 742,489: 44,878 63,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -39,538: -24 -13,128 -4,135 -15,949 -6,519 -20,108 -23,782: -19,430 -15,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 19.7 14.6 65.5 57.9 94.4 92.2: 5.6 7.8
Old : 100.0: 14.3 19.7 14.6 65.5 57.9 94.4 92.2: 5.6 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 56 90 77 75 76 185 197:
Old : 242: 56 90 77 75 76 185 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 18.1 40.1 27.4 21.2 11.2 28.7 18.1
Old : 28.0 18.1 40.1 27.4 21.2 11.2 28.7 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,981: 8,740 2,311 455 2,473 11,758 11,668 14,524: 3,313 457
Old : 14,981: 8,740 2,311 455 2,473 11,758 11,668 14,524: 3,313 457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 143: 53 -48 16 -368 203 -299 171: 442 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 15.4 3.0 16.5 78.5 77.9 96.9: 22.1 3.1
Old : 100.0: 58.3 15.4 3.0 16.5 78.5 77.9 96.9: 22.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 59 13 9 15 26 81 44:
Old : 114: 59 13 9 15 26 81 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 37.0 37.3 55.4 25.6 37.0 37.2 55.4
Old : 25.8 37.0 37.3 55.4 25.6 37.0 37.2 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 13,491: 10,153 745 0 997 11,480 11,150 12,225: 2,341 1,266
Old : 13,491: 10,153 745 0 997 11,480 11,150 12,225: 2,341 1,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 578: 342 74 0 26 535 368 609: 210 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 5.5 0.0 7.4 85.1 82.6 90.6: 17.4 9.4
Old : 100.0: 75.3 5.5 0.0 7.4 85.1 82.6 90.6: 17.4 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 31 7 0 8 23 39 30:
Old : 65: 31 7 0 8 23 39 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 46.0 51.7 68.8 36.6 44.5 51.7 67.3
Old : 36.6 46.0 51.7 68.8 36.6 44.5 51.7 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 142,891: 29,474 8,163 14,576 88,578 109,511 132,628 132,250: 10,263 10,641
Old : 142,891: 29,474 8,163 14,576 88,578 109,511 132,628 132,250: 10,263 10,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,655: 608 11 2,164 3,190 2,204 5,962 4,379: -1,307 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 5.7 10.2 62.0 76.6 92.8 92.6: 7.2 7.4
Old : 100.0: 20.6 5.7 10.2 62.0 76.6 92.8 92.6: 7.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 48 20 36 73 70 137 115:
Old : 156: 48 20 36 73 70 137 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 21.2 39.0 35.2 20.5 18.5 30.6 27.7
Old : 25.4 21.2 39.0 35.2 20.5 18.5 30.6 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2005