NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, December 6, 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 : 183,846: 23,117 24,026 21,780 108,908 111,101 153,805 156,907: 30,041 26,939
Old : 183,846: 23,117 24,026 21,780 108,908 111,101 153,805 156,907: 30,041 26,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 1,100: 2,426 -1,776 2,009 -3,949 2,228 486 2,461: 614 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 13.1 11.8 59.2 60.4 83.7 85.3: 16.3 14.7
Old : 100.0: 12.6 13.1 11.8 59.2 60.4 83.7 85.3: 16.3 14.7
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 : 150: 41 28 40 69 68 126 122:
Old : 150: 41 28 40 69 68 126 122:
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 : 21.0 18.5 33.1 29.8 17.1 13.7 24.5 22.7
Old : 21.0 18.5 33.1 29.8 17.1 13.7 24.5 22.7
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, December 6, 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 : 549,314: 52,293 91,176 176,805 247,181 249,528 476,279 517,509: 73,035 31,805
Old : 549,314: 52,293 91,176 176,805 247,181 249,528 476,279 517,509: 73,035 31,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 12,725: 8,475 -2,823 9,046 -5,964 8,184 11,557 14,407: 1,168 -1,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 16.6 32.2 45.0 45.4 86.7 94.2: 13.3 5.8
Old : 100.0: 9.5 16.6 32.2 45.0 45.4 86.7 94.2: 13.3 5.8
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 : 192: 47 50 69 87 70 174 153:
Old : 192: 47 50 69 87 70 174 153:
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 : 25.6 31.4 37.0 45.1 9.7 14.3 14.4 21.2
Old : 25.6 31.4 37.0 45.1 9.7 14.3 14.4 21.2
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, December 6, 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 : 52,622: 3,950 0 196 43,943 48,953 48,089 49,149: 4,533 3,473
Old : 52,622: 3,950 0 196 43,943 48,953 48,089 49,149: 4,533 3,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -2,358: 1,468 -372 -358 -2,560 -2,167 -1,450 -2,897: -908 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 0.4 83.5 93.0 91.4 93.4: 8.6 6.6
Old : 100.0: 7.5 0.0 0.4 83.5 93.0 91.4 93.4: 8.6 6.6
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 : 25: 1 0 1 16 17 17 18:
Old : 25: 1 0 1 16 17 17 18:
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 : 60.3 70.4 82.3 81.6 58.9 70.2 78.9 80.1
Old : 60.3 70.4 82.3 81.6 58.9 70.2 78.9 80.1
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, December 6, 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 : 103,478: 18,478 2,516 3,175 73,320 87,168 94,973 92,859: 8,505 10,619
Old : 103,478: 18,478 2,516 3,175 73,320 87,168 94,973 92,859: 8,505 10,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -5,939: -242 149 106 -8,010 -6,480 -8,146 -6,225: 2,207 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 2.4 3.1 70.9 84.2 91.8 89.7: 8.2 10.3
Old : 100.0: 17.9 2.4 3.1 70.9 84.2 91.8 89.7: 8.2 10.3
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 : 34: 4 3 4 21 23 26 29:
Old : 34: 4 3 4 21 23 26 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 : 48.7 44.9 65.5 62.6 47.3 42.2 61.6 57.2
Old : 48.7 44.9 65.5 62.6 47.3 42.2 61.6 57.2
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, December 6, 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 : 54,235: 2,160 4,320 0 49,385 43,412 51,545 47,732: 2,690 6,503
Old : 54,235: 2,160 4,320 0 49,385 43,412 51,545 47,732: 2,690 6,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -2,194: -744 -1,364 0 -271 -405 -1,015 -1,769: -1,179 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 8.0 0.0 91.1 80.0 95.0 88.0: 5.0 12.0
Old : 100.0: 4.0 8.0 0.0 91.1 80.0 95.0 88.0: 5.0 12.0
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 : 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 : 58.3 48.9 79.4 69.0 53.1 47.2 73.0 65.9
Old : 58.3 48.9 79.4 69.0 53.1 47.2 73.0 65.9
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, December 6, 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 : 65,192: 0 10,465 2,683 58,122 48,932 60,805 62,080: 4,387 3,112
Old : 65,192: 0 10,465 2,683 58,122 48,932 60,805 62,080: 4,387 3,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -3,010: 0 -1,035 -710 514 -2,526 -196 -4,271: -2,814 1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.1 4.1 89.2 75.1 93.3 95.2: 6.7 4.8
Old : 100.0: 0.0 16.1 4.1 89.2 75.1 93.3 95.2: 6.7 4.8
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 : 23: 0 3 2 18 16 20 19:
Old : 23: 0 3 2 18 16 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 : 42.6 60.8 66.8 81.2 39.5 51.8 61.0 68.4
Old : 42.6 60.8 66.8 81.2 39.5 51.8 61.0 68.4
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, December 6, 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 : 70,004: 19,179 4,361 4,031 39,152 56,572 62,362 64,964: 7,642 5,040
Old : 70,004: 19,179 4,361 4,031 39,152 56,572 62,362 64,964: 7,642 5,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -6,588: -2,119 -1,896 646 -4,421 -5,158 -5,894 -6,408: -694 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 6.2 5.8 55.9 80.8 89.1 92.8: 10.9 7.2
Old : 100.0: 27.4 6.2 5.8 55.9 80.8 89.1 92.8: 10.9 7.2
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: 2 2 3 19 19 23 22:
Old : 26: 2 2 3 19 19 23 22:
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 : 56.1 46.4 71.8 65.5 46.2 37.6 55.7 51.2
Old : 56.1 46.4 71.8 65.5 46.2 37.6 55.7 51.2
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, December 6, 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 : 64,047: 0 2,380 2,072 60,283 53,916 62,355 58,368: 1,692 5,679
Old : 64,047: 0 2,380 2,072 60,283 53,916 62,355 58,368: 1,692 5,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -1,577: 0 2,376 -973 327 -2,093 -646 -690: -931 -887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 3.2 94.1 84.2 97.4 91.1: 2.6 8.9
Old : 100.0: 0.0 3.7 3.2 94.1 84.2 97.4 91.1: 2.6 8.9
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 : 26: 0 1 1 17 20 18 21:
Old : 26: 0 1 1 17 20 18 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 : 62.9 42.4 80.8 67.9 62.4 38.3 73.1 60.3
Old : 62.9 42.4 80.8 67.9 62.4 38.3 73.1 60.3
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, December 6, 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 : 50,377: 0 5,350 4,302 39,488 35,119 43,790 44,771: 6,587 5,606
Old : 50,377: 0 5,350 4,302 39,488 35,119 43,790 44,771: 6,587 5,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -4,670: 0 -724 666 -6,138 -5,003 -5,472 -5,061: 802 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.6 8.5 78.4 69.7 86.9 88.9: 13.1 11.1
Old : 100.0: 0.0 10.6 8.5 78.4 69.7 86.9 88.9: 13.1 11.1
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 : 25: 0 2 2 20 15 22 17:
Old : 25: 0 2 2 20 15 22 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 : 34.9 45.4 56.6 73.8 28.7 37.3 45.5 50.8
Old : 34.9 45.4 56.6 73.8 28.7 37.3 45.5 50.8
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, December 6, 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 : 42,767: 0 251 3,182 36,165 35,053 39,347 38,486: 3,420 4,281
Old : 42,767: 0 251 3,182 36,165 35,053 39,347 38,486: 3,420 4,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -1,038: -1,315 251 549 66 -1,454 -700 -654: -338 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 7.4 84.6 82.0 92.0 90.0: 8.0 10.0
Old : 100.0: 0.0 0.6 7.4 84.6 82.0 92.0 90.0: 8.0 10.0
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 : 20: 0 1 1 13 13 14 14:
Old : 20: 0 1 1 13 13 14 14:
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 60.3 79.1 81.0 51.6 56.9 67.1 66.8
Old : 59.2 60.3 79.1 81.0 51.6 56.9 67.1 66.8
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, December 6, 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 : 62,205: 17,815 208 1,492 37,925 56,294 57,232 57,994: 4,973 4,211
Old : 62,205: 17,815 208 1,492 37,925 56,294 57,232 57,994: 4,973 4,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -4,845: -716 208 -332 -3,450 -4,064 -4,498 -4,188: -347 -657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 0.3 2.4 61.0 90.5 92.0 93.2: 8.0 6.8
Old : 100.0: 28.6 0.3 2.4 61.0 90.5 92.0 93.2: 8.0 6.8
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 : 26: 3 1 3 15 19 19 22:
Old : 26: 3 1 3 15 19 19 22:
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 : 61.8 48.1 83.1 69.7 43.3 27.0 48.3 39.2
Old : 61.8 48.1 83.1 69.7 43.3 27.0 48.3 39.2
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, December 6, 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 : 164,844: 1,586 8,803 9,598 139,008 138,174 150,192 156,575: 14,652 8,269
Old : 164,844: 1,586 8,803 9,598 139,008 138,174 150,192 156,575: 14,652 8,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -14,164: -704 -1,358 -1,558 -10,907 -10,300 -13,169 -13,216: -995 -948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.3 5.8 84.3 83.8 91.1 95.0: 8.9 5.0
Old : 100.0: 1.0 5.3 5.8 84.3 83.8 91.1 95.0: 8.9 5.0
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 : 46: 1 5 4 34 32 38 38:
Old : 46: 1 5 4 34 32 38 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 : 35.5 37.9 55.8 56.2 28.8 36.0 47.5 51.6
Old : 35.5 37.9 55.8 56.2 28.8 36.0 47.5 51.6
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, December 6, 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 : 79,360: 2,596 3,735 2,351 66,012 64,532 70,959 70,618: 8,401 8,742
Old : 79,360: 2,596 3,735 2,351 66,012 64,532 70,959 70,618: 8,401 8,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -6,042: -62 3,553 -2,072 -2,856 -7,892 -4,990 -6,411: -1,052 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 4.7 3.0 83.2 81.3 89.4 89.0: 10.6 11.0
Old : 100.0: 3.3 4.7 3.0 83.2 81.3 89.4 89.0: 10.6 11.0
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 : 27: 1 1 1 17 18 19 19:
Old : 27: 1 1 1 17 18 19 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 : 41.7 63.5 67.4 81.3 40.4 62.8 64.3 78.2
Old : 41.7 63.5 67.4 81.3 40.4 62.8 64.3 78.2
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, December 6, 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 : 143,146: 6,302 0 5,233 120,844 129,990 132,379 135,223: 10,767 7,923
Old : 143,146: 6,302 0 5,233 120,844 129,990 132,379 135,223: 10,767 7,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -11,859: -463 0 432 -15,280 -12,928 -15,311 -12,496: 3,452 637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 3.7 84.4 90.8 92.5 94.5: 7.5 5.5
Old : 100.0: 4.4 0.0 3.7 84.4 90.8 92.5 94.5: 7.5 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 : 36: 2 0 3 30 31 33 34:
Old : 36: 2 0 3 30 31 33 34:
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 : 51.2 38.7 68.4 59.0 33.8 30.3 44.2 43.2
Old : 51.2 38.7 68.4 59.0 33.8 30.3 44.2 43.2
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, December 6, 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 : 157,060: 23,538 1,172 12,852 115,275 139,320 151,665 153,344: 5,395 3,716
Old : 157,060: 23,538 1,172 12,852 115,275 139,320 151,665 153,344: 5,395 3,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -8,918: 6,546 -243 -4,339 -11,908 -5,211 -9,701 -9,793: 783 875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 0.7 8.2 73.4 88.7 96.6 97.6: 3.4 2.4
Old : 100.0: 15.0 0.7 8.2 73.4 88.7 96.6 97.6: 3.4 2.4
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 : 45: 7 1 7 33 30 41 37:
Old : 45: 7 1 7 33 30 41 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 : 33.5 58.3 50.7 71.9 28.8 55.0 40.3 62.5
Old : 33.5 58.3 50.7 71.9 28.8 55.0 40.3 62.5
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, December 6, 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 : 138,179: 5,866 4,994 3,419 113,867 115,439 123,152 123,852: 15,027 14,327
Old : 138,179: 5,866 4,994 3,419 113,867 115,439 123,152 123,852: 15,027 14,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -3,313: 1,084 -121 -742 -3,273 -989 -2,931 -1,852: -382 -1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.6 2.5 82.4 83.5 89.1 89.6: 10.9 10.4
Old : 100.0: 4.2 3.6 2.5 82.4 83.5 89.1 89.6: 10.9 10.4
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 : 35: 1 1 2 27 26 29 28:
Old : 35: 1 1 2 27 26 29 28:
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 56.1 60.2 71.6 36.9 55.5 51.8 67.0
Old : 43.7 56.1 60.2 71.6 36.9 55.5 51.8 67.0
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, December 6, 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 : 149,635: 7,491 18,341 10,214 123,736 116,862 141,441 145,417: 8,194 4,218
Old : 149,635: 7,491 18,341 10,214 123,736 116,862 141,441 145,417: 8,194 4,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -10,070: 1,186 -2,028 -1,711 -10,065 -4,972 -10,590 -8,711: 520 -1,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 12.3 6.8 82.7 78.1 94.5 97.2: 5.5 2.8
Old : 100.0: 5.0 12.3 6.8 82.7 78.1 94.5 97.2: 5.5 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 : 43: 4 5 8 25 30 33 39:
Old : 43: 4 5 8 25 30 33 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 : 45.0 37.9 72.1 57.4 43.9 34.2 58.3 48.9
Old : 45.0 37.9 72.1 57.4 43.9 34.2 58.3 48.9
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, December 6, 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 : 62,323: 991 16,662 2,098 57,144 35,954 60,233 54,714: 2,090 7,609
Old : 62,323: 991 16,662 2,098 57,144 35,954 60,233 54,714: 2,090 7,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -3,529: -180 1,306 -1,066 -2,297 -3,108 -3,543 -2,868: 14 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 26.7 3.4 91.7 57.7 96.6 87.8: 3.4 12.2
Old : 100.0: 1.6 26.7 3.4 91.7 57.7 96.6 87.8: 3.4 12.2
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 : 27: 2 5 4 15 16 20 22:
Old : 27: 2 5 4 15 16 20 22:
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 : 60.7 39.4 80.6 63.2 55.5 36.8 65.7 53.7
Old : 60.7 39.4 80.6 63.2 55.5 36.8 65.7 53.7
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, December 6, 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 : 1,385,539: 312,741 59,021 291,224 756,870 1,020,507 1,360,835 1,370,752: 24,704 14,787
Old : 1,385,539: 312,741 59,021 291,224 756,870 1,020,507 1,360,835 1,370,752: 24,704 14,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -859: -26,785 -7,415 20,574 19,952 1,576 13,741 14,735: -14,600 -15,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 4.3 21.0 54.6 73.7 98.2 98.9: 1.8 1.1
Old : 100.0: 22.6 4.3 21.0 54.6 73.7 98.2 98.9: 1.8 1.1
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 : 129: 29 10 30 85 75 123 106:
Old : 129: 29 10 30 85 75 123 106:
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 : 27.0 25.7 41.4 42.3 19.4 18.6 28.0 31.8
Old : 27.0 25.7 41.4 42.3 19.4 18.6 28.0 31.8
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, December 6, 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 : 300,334: 76,215 87,649 68,942 151,637 140,277 296,794 296,868: 3,540 3,466
Old : 300,334: 76,215 87,649 68,942 151,637 140,277 296,794 296,868: 3,540 3,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 14,535: -4,201 -9,757 15,831 2,502 6,697 14,132 12,771: 403 1,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 29.2 23.0 50.5 46.7 98.8 98.8: 1.2 1.2
Old : 100.0: 25.4 29.2 23.0 50.5 46.7 98.8 98.8: 1.2 1.2
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 : 55: 17 6 15 30 28 50 46:
Old : 55: 17 6 15 30 28 50 46:
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 : 36.4 52.7 58.4 71.6 21.8 38.3 30.6 45.7
Old : 36.4 52.7 58.4 71.6 21.8 38.3 30.6 45.7
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, December 6, 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 : 72,431: 23,492 9,538 11,250 37,484 51,516 72,226 72,304: 205 127
Old : 72,431: 23,492 9,538 11,250 37,484 51,516 72,226 72,304: 205 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -403: 796 -930 468 -1,697 239 -433 -223: 30 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 13.2 15.5 51.8 71.1 99.7 99.8: 0.3 0.2
Old : 100.0: 32.4 13.2 15.5 51.8 71.1 99.7 99.8: 0.3 0.2
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 : 52: 5 6 10 36 38 46 49:
Old : 52: 5 6 10 36 38 46 49:
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 : 54.4 40.5 67.7 60.3 47.1 34.4 53.2 49.2
Old : 54.4 40.5 67.7 60.3 47.1 34.4 53.2 49.2
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, December 6, 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 : 26,571: 5,460 5,893 2,119 18,971 18,050 26,550 26,062: 21 509
Old : 26,571: 5,460 5,893 2,119 18,971 18,050 26,550 26,062: 21 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -39: -833 1,708 42 752 -1,789 -39 -39: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 22.2 8.0 71.4 67.9 99.9 98.1: 0.1 1.9
Old : 100.0: 20.5 22.2 8.0 71.4 67.9 99.9 98.1: 0.1 1.9
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 : 38: 2 5 5 23 24 29 30:
Old : 38: 2 5 5 23 24 29 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 : 59.9 49.0 80.3 72.2 50.0 44.6 66.3 60.8
Old : 59.9 49.0 80.3 72.2 50.0 44.6 66.3 60.8
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, December 6, 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 : 12,992: 1,744 4,052 592 10,316 8,262 12,652 12,906: 340 86
Old : 12,992: 1,744 4,052 592 10,316 8,262 12,652 12,906: 340 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 156: 67 -1,401 -254 343 1,811 156 156: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 31.2 4.6 79.4 63.6 97.4 99.3: 2.6 0.7
Old : 100.0: 13.4 31.2 4.6 79.4 63.6 97.4 99.3: 2.6 0.7
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 : 26: 3 3 3 17 11 21 16:
Old : 26: 3 3 3 17 11 21 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 : 60.1 57.7 81.9 82.4 46.4 46.0 63.7 64.2
Old : 60.1 57.7 81.9 82.4 46.4 46.0 63.7 64.2
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, December 6, 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 : 23,996: 4,180 5,560 1,856 17,295 16,440 23,331 23,856: 665 140
Old : 23,996: 4,180 5,560 1,856 17,295 16,440 23,331 23,856: 665 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 2,444: 40 200 -508 2,880 2,852 2,412 2,544: 32 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 23.2 7.7 72.1 68.5 97.2 99.4: 2.8 0.6
Old : 100.0: 17.4 23.2 7.7 72.1 68.5 97.2 99.4: 2.8 0.6
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 : 32: 4 4 7 22 20 29 28:
Old : 32: 4 4 7 22 20 29 28:
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 : 49.6 57.1 67.5 82.7 45.3 45.1 58.9 67.9
Old : 49.6 57.1 67.5 82.7 45.3 45.1 58.9 67.9
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, December 6, 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 : 22,286: 10,002 260 1,290 10,256 20,552 21,548 22,102: 738 184
Old : 22,286: 10,002 260 1,290 10,256 20,552 21,548 22,102: 738 184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -506: 2 140 -60 -362 -302 -420 -222: -86 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 1.2 5.8 46.0 92.2 96.7 99.2: 3.3 0.8
Old : 100.0: 44.9 1.2 5.8 46.0 92.2 96.7 99.2: 3.3 0.8
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 : 33: 4 1 4 22 26 26 31:
Old : 33: 4 1 4 22 26 26 31:
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 : 64.3 54.1 76.2 77.8 59.1 51.5 70.4 72.1
Old : 64.3 54.1 76.2 77.8 59.1 51.5 70.4 72.1
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, December 6, 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 : 11,085: 168 100 1,124 9,328 9,361 10,620 10,585: 465 500
Old : 11,085: 168 100 1,124 9,328 9,361 10,620 10,585: 465 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 38: -210 20 -20 416 -162 186 -162: -148 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.9 10.1 84.1 84.4 95.8 95.5: 4.2 4.5
Old : 100.0: 1.5 0.9 10.1 84.1 84.4 95.8 95.5: 4.2 4.5
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 : 21: 1 2 2 16 13 18 16:
Old : 21: 1 2 2 16 13 18 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 : 54.7 69.6 83.3 87.3 49.1 63.7 61.8 66.5
Old : 54.7 69.6 83.3 87.3 49.1 63.7 61.8 66.5
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, December 6, 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 : 861,412: 131,832 161,359 123,786 540,058 496,329 795,676 781,474: 65,736 79,938
Old : 861,412: 131,832 161,359 123,786 540,058 496,329 795,676 781,474: 65,736 79,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: 24,464: 10,681 -3,565 -2,082 -1,916 19,655 6,683 14,008: 17,781 10,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 18.7 14.4 62.7 57.6 92.4 90.7: 7.6 9.3
Old : 100.0: 15.3 18.7 14.4 62.7 57.6 92.4 90.7: 7.6 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 : 249: 64 89 91 77 78 198 210:
Old : 249: 64 89 91 77 78 198 210:
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 : 25.5 16.9 37.7 26.9 19.1 9.1 26.5 15.5
Old : 25.5 16.9 37.7 26.9 19.1 9.1 26.5 15.5
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, December 6, 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 : 15,157: 8,728 1,701 185 3,081 12,883 11,994 14,769: 3,163 388
Old : 15,157: 8,728 1,701 185 3,081 12,883 11,994 14,769: 3,163 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -973: -17 -356 105 -1,067 -493 -979 -744: 6 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 11.2 1.2 20.3 85.0 79.1 97.4: 20.9 2.6
Old : 100.0: 57.6 11.2 1.2 20.3 85.0 79.1 97.4: 20.9 2.6
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 : 115: 68 7 3 22 27 92 35:
Old : 115: 68 7 3 22 27 92 35:
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 : 23.9 38.9 36.0 58.8 23.9 38.5 36.0 58.1
Old : 23.9 38.9 36.0 58.8 23.9 38.5 36.0 58.1
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, December 6, 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 : 12,234: 8,788 761 50 1,070 9,965 9,908 10,776: 2,326 1,458
Old : 12,234: 8,788 761 50 1,070 9,965 9,908 10,776: 2,326 1,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -1,252: -1,212 -47 -25 37 -1,402 -1,200 -1,474: -52 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 6.2 0.4 8.7 81.5 81.0 88.1: 19.0 11.9
Old : 100.0: 71.8 6.2 0.4 8.7 81.5 81.0 88.1: 19.0 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 : 62: 30 7 1 8 19 39 26:
Old : 62: 30 7 1 8 19 39 26:
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 : 32.6 50.5 48.5 68.1 32.6 48.9 48.5 66.4
Old : 32.6 50.5 48.5 68.1 32.6 48.9 48.5 66.4
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, December 6, 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 : 143,227: 31,900 11,178 13,410 83,459 106,665 128,769 131,253: 14,458 11,974
Old : 143,227: 31,900 11,178 13,410 83,459 106,665 128,769 131,253: 14,458 11,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2005 :
: -2,428: 3,306 290 -1,564 -5,100 14 -3,358 -1,260: 930 -1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 7.8 9.4 58.3 74.5 89.9 91.6: 10.1 8.4
Old : 100.0: 22.3 7.8 9.4 58.3 74.5 89.9 91.6: 10.1 8.4
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 : 144: 38 23 33 59 70 116 110:
Old : 144: 38 23 33 59 70 116 110:
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 : 26.3 20.4 43.1 34.4 21.1 18.5 32.4 29.9
Old : 26.3 20.4 43.1 34.4 21.1 18.5 32.4 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2005