NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, December 13, 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 : 3,265: 0 900 0 3,180 1,666 3,180 2,566: 85 699
Old : 3,265: 0 900 0 3,180 1,666 3,180 2,566: 85 699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 279: 0 0 0 247 289 247 289: 32 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 27.6 0.0 97.4 51.0 97.4 78.6: 2.6 21.4
Old : 100.0: 0.0 27.6 0.0 97.4 51.0 97.4 78.6: 2.6 21.4
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 : 20: 0 1 0 16 12 16 13:
Old : 20: 0 1 0 16 12 16 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 : 58.9 51.7 79.5 71.4 42.5 39.7 57.9 45.2
Old : 58.9 51.7 79.5 71.4 42.5 39.7 57.9 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, December 13, 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 : 181,676: 24,559 19,038 19,681 108,510 114,252 152,750 152,971: 28,926 28,705
Old : 181,676: 24,559 19,038 19,681 108,510 114,252 152,750 152,971: 28,926 28,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -2,170: 1,442 -4,988 -2,099 -398 3,151 -1,055 -3,936: -1,115 1,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 10.5 10.8 59.7 62.9 84.1 84.2: 15.9 15.8
Old : 100.0: 13.5 10.5 10.8 59.7 62.9 84.1 84.2: 15.9 15.8
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 : 149: 40 29 38 71 69 125 122:
Old : 149: 40 29 38 71 69 125 122:
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 : 21.7 18.0 32.1 28.9 18.5 14.4 26.5 22.7
Old : 21.7 18.0 32.1 28.9 18.5 14.4 26.5 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 13, 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 : 557,246: 59,686 88,712 182,504 240,253 248,684 482,443 519,900: 74,803 37,346
Old : 557,246: 59,686 88,712 182,504 240,253 248,684 482,443 519,900: 74,803 37,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 7,932: 7,393 -2,464 5,699 -6,928 -844 6,164 2,391: 1,768 5,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 15.9 32.8 43.1 44.6 86.6 93.3: 13.4 6.7
Old : 100.0: 10.7 15.9 32.8 43.1 44.6 86.6 93.3: 13.4 6.7
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 : 195: 51 49 71 88 72 178 156:
Old : 195: 51 49 71 88 72 178 156:
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 30.8 35.4 44.1 9.7 13.7 14.7 20.9
Old : 24.1 30.8 35.4 44.1 9.7 13.7 14.7 20.9
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, December 13, 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 : 51,564: 3,603 0 333 44,411 48,550 48,347 48,883: 3,217 2,681
Old : 51,564: 3,603 0 333 44,411 48,550 48,347 48,883: 3,217 2,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -1,058: -347 0 137 468 -403 258 -266: -1,316 -792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.6 86.1 94.2 93.8 94.8: 6.2 5.2
Old : 100.0: 7.0 0.0 0.6 86.1 94.2 93.8 94.8: 6.2 5.2
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 : 25: 1 0 1 16 18 17 19:
Old : 25: 1 0 1 16 18 17 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 : 62.1 70.1 84.3 81.8 60.1 69.9 79.7 80.2
Old : 62.1 70.1 84.3 81.8 60.1 69.9 79.7 80.2
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, December 13, 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 : 38,834: 125 652 3,533 28,146 28,460 31,804 32,645: 7,030 6,189
Old : 38,834: 125 652 3,533 28,146 28,460 31,804 32,645: 7,030 6,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -300: 125 -6,723 2,515 -4,418 4,209 -1,778 1: 1,478 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.7 9.1 72.5 73.3 81.9 84.1: 18.1 15.9
Old : 100.0: 0.3 1.7 9.1 72.5 73.3 81.9 84.1: 18.1 15.9
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: 1 1 2 14 14 16 16:
Old : 20: 1 1 2 14 14 16 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 : 41.9 46.4 64.5 71.8 39.0 39.5 52.9 55.1
Old : 41.9 46.4 64.5 71.8 39.0 39.5 52.9 55.1
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 13, 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 : 103,856: 18,642 1,840 3,135 74,330 89,377 96,107 94,352: 7,749 9,504
Old : 103,856: 18,642 1,840 3,135 74,330 89,377 96,107 94,352: 7,749 9,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 378: 164 -676 -40 1,010 2,209 1,134 1,493: -756 -1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 1.8 3.0 71.6 86.1 92.5 90.8: 7.5 9.2
Old : 100.0: 17.9 1.8 3.0 71.6 86.1 92.5 90.8: 7.5 9.2
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 : 35: 4 3 4 22 24 27 30:
Old : 35: 4 3 4 22 24 27 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 : 48.4 45.2 64.9 64.0 47.0 42.8 62.7 57.6
Old : 48.4 45.2 64.9 64.0 47.0 42.8 62.7 57.6
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 13, 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 : 51,271: 2,160 3,600 0 46,061 42,046 48,221 45,646: 3,050 5,625
Old : 51,271: 2,160 3,600 0 46,061 42,046 48,221 45,646: 3,050 5,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -2,964: 0 -720 0 -3,324 -1,366 -3,324 -2,086: 360 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 7.0 0.0 89.8 82.0 94.1 89.0: 5.9 11.0
Old : 100.0: 4.2 7.0 0.0 89.8 82.0 94.1 89.0: 5.9 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 : 26: 1 2 0 15 17 16 19:
Old : 26: 1 2 0 15 17 16 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 : 55.7 46.2 78.4 65.1 50.5 44.4 73.1 62.2
Old : 55.7 46.2 78.4 65.1 50.5 44.4 73.1 62.2
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 13, 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 : 65,309: 0 10,589 2,312 58,510 48,890 60,822 61,791: 4,487 3,518
Old : 65,309: 0 10,589 2,312 58,510 48,890 60,822 61,791: 4,487 3,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 117: 0 124 -371 388 -42 17 -289: 100 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.2 3.5 89.6 74.9 93.1 94.6: 6.9 5.4
Old : 100.0: 0.0 16.2 3.5 89.6 74.9 93.1 94.6: 6.9 5.4
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 : 24: 0 3 2 18 17 20 20:
Old : 24: 0 3 2 18 17 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 : 44.1 59.1 67.9 79.8 40.1 50.9 61.7 67.9
Old : 44.1 59.1 67.9 79.8 40.1 50.9 61.7 67.9
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 13, 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 : 69,124: 14,534 3,625 4,459 41,031 57,069 60,024 65,153: 9,100 3,971
Old : 69,124: 14,534 3,625 4,459 41,031 57,069 60,024 65,153: 9,100 3,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -880: -4,645 -736 428 1,879 497 -2,338 189: 1,458 -1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 5.2 6.5 59.4 82.6 86.8 94.3: 13.2 5.7
Old : 100.0: 21.0 5.2 6.5 59.4 82.6 86.8 94.3: 13.2 5.7
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: 1 2 3 20 20 23 23:
Old : 26: 1 2 3 20 20 23 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 : 57.1 43.6 71.2 63.6 44.2 35.9 51.3 48.8
Old : 57.1 43.6 71.2 63.6 44.2 35.9 51.3 48.8
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, December 13, 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 : 66,664: 0 84 2,486 59,701 59,168 62,187 61,738: 4,477 4,926
Old : 66,664: 0 84 2,486 59,701 59,168 62,187 61,738: 4,477 4,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 2,617: 0 -2,296 414 -582 5,252 -168 3,370: 2,785 -753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 3.7 89.6 88.8 93.3 92.6: 6.7 7.4
Old : 100.0: 0.0 0.1 3.7 89.6 88.8 93.3 92.6: 6.7 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 : 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 : 62.3 41.2 80.0 66.3 61.8 37.0 67.5 56.5
Old : 62.3 41.2 80.0 66.3 61.8 37.0 67.5 56.5
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 13, 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 : 49,985: 0 6,218 2,878 40,967 33,790 43,845 42,886: 6,140 7,099
Old : 49,985: 0 6,218 2,878 40,967 33,790 43,845 42,886: 6,140 7,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -392: 0 868 -1,424 1,479 -1,329 55 -1,885: -447 1,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.4 5.8 82.0 67.6 87.7 85.8: 12.3 14.2
Old : 100.0: 0.0 12.4 5.8 82.0 67.6 87.7 85.8: 12.3 14.2
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 : 25: 0 2 2 20 16 22 18:
Old : 25: 0 2 2 20 16 22 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 : 35.4 43.2 56.6 71.3 31.3 36.0 48.7 49.3
Old : 35.4 43.2 56.6 71.3 31.3 36.0 48.7 49.3
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 13, 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 : 44,049: 0 964 2,620 37,153 34,720 39,773 38,304: 4,276 5,745
Old : 44,049: 0 964 2,620 37,153 34,720 39,773 38,304: 4,276 5,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 1,282: 0 713 -562 988 -333 426 -182: 856 1,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 5.9 84.3 78.8 90.3 87.0: 9.7 13.0
Old : 100.0: 0.0 2.2 5.9 84.3 78.8 90.3 87.0: 9.7 13.0
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 : 21: 0 1 1 13 14 14 15:
Old : 21: 0 1 1 13 14 14 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 : 58.2 55.0 77.7 77.8 52.1 51.4 67.1 64.4
Old : 58.2 55.0 77.7 77.8 52.1 51.4 67.1 64.4
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 13, 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 : 63,528: 18,113 208 1,492 38,811 56,968 58,416 58,668: 5,112 4,860
Old : 63,528: 18,113 208 1,492 38,811 56,968 58,416 58,668: 5,112 4,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 1,323: 298 0 0 886 674 1,184 674: 139 649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 0.3 2.3 61.1 89.7 92.0 92.3: 8.0 7.7
Old : 100.0: 28.5 0.3 2.3 61.1 89.7 92.0 92.3: 8.0 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: 3 1 3 16 20 20 23:
Old : 28: 3 1 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 : 60.9 47.6 82.2 66.6 43.2 23.7 48.1 36.4
Old : 60.9 47.6 82.2 66.6 43.2 23.7 48.1 36.4
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, December 13, 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 : 172,999: 1,586 10,442 9,877 147,036 144,963 158,499 165,282: 14,500 7,717
Old : 172,999: 1,586 10,442 9,877 147,036 144,963 158,499 165,282: 14,500 7,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 8,155: 0 1,639 279 8,028 6,789 8,307 8,707: -152 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 6.0 5.7 85.0 83.8 91.6 95.5: 8.4 4.5
Old : 100.0: 0.9 6.0 5.7 85.0 83.8 91.6 95.5: 8.4 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 : 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 : 36.1 37.7 55.9 55.8 29.9 36.0 48.0 51.5
Old : 36.1 37.7 55.9 55.8 29.9 36.0 48.0 51.5
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 13, 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 : 77,691: 3,348 0 2,231 64,052 65,926 69,631 68,157: 8,060 9,534
Old : 77,691: 3,348 0 2,231 64,052 65,926 69,631 68,157: 8,060 9,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -1,669: 752 -3,735 -120 -1,960 1,394 -1,328 -2,461: -341 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 2.9 82.4 84.9 89.6 87.7: 10.4 12.3
Old : 100.0: 4.3 0.0 2.9 82.4 84.9 89.6 87.7: 10.4 12.3
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 : 27: 2 0 1 17 18 19 19:
Old : 27: 2 0 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 : 40.0 64.8 65.5 78.6 38.7 64.7 62.2 76.9
Old : 40.0 64.8 65.5 78.6 38.7 64.7 62.2 76.9
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, December 13, 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 : 161,979: 5,492 140 5,898 141,278 147,648 152,668 153,686: 9,311 8,293
Old : 161,979: 5,492 140 5,898 141,278 147,648 152,668 153,686: 9,311 8,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 18,833: -810 140 665 20,434 17,658 20,289 18,463: -1,456 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.1 3.6 87.2 91.2 94.3 94.9: 5.7 5.1
Old : 100.0: 3.4 0.1 3.6 87.2 91.2 94.3 94.9: 5.7 5.1
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 : 37: 1 1 3 31 31 34 34:
Old : 37: 1 1 3 31 31 34 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 : 55.6 40.6 71.8 61.5 37.9 36.6 49.5 49.9
Old : 55.6 40.6 71.8 61.5 37.9 36.6 49.5 49.9
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 13, 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 : 157,238: 22,626 1,172 13,851 115,977 138,289 152,454 153,312: 4,784 3,926
Old : 157,238: 22,626 1,172 13,851 115,977 138,289 152,454 153,312: 4,784 3,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 178: -912 0 999 702 -1,031 789 -32: -611 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 0.7 8.8 73.8 87.9 97.0 97.5: 3.0 2.5
Old : 100.0: 14.4 0.7 8.8 73.8 87.9 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 : 45: 7 1 7 33 29 41 36:
Old : 45: 7 1 7 33 29 41 36:
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 : 33.6 57.7 50.6 71.6 28.6 55.0 40.7 63.2
Old : 33.6 57.7 50.6 71.6 28.6 55.0 40.7 63.2
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 13, 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 : 144,287: 7,704 4,430 3,677 118,081 121,506 129,462 129,613: 14,825 14,674
Old : 144,287: 7,704 4,430 3,677 118,081 121,506 129,462 129,613: 14,825 14,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 6,108: 1,838 -564 258 4,214 6,067 6,310 5,761: -202 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 3.1 2.5 81.8 84.2 89.7 89.8: 10.3 10.2
Old : 100.0: 5.3 3.1 2.5 81.8 84.2 89.7 89.8: 10.3 10.2
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 : 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 : 44.2 56.4 60.7 71.9 39.1 53.7 53.6 64.7
Old : 44.2 56.4 60.7 71.9 39.1 53.7 53.6 64.7
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 13, 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 : 153,692: 12,515 19,132 10,514 122,702 120,077 145,731 149,723: 7,961 3,969
Old : 153,692: 12,515 19,132 10,514 122,702 120,077 145,731 149,723: 7,961 3,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 4,057: 5,024 791 300 -1,034 3,215 4,290 4,306: -233 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 12.4 6.8 79.8 78.1 94.8 97.4: 5.2 2.6
Old : 100.0: 8.1 12.4 6.8 79.8 78.1 94.8 97.4: 5.2 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 : 44: 6 4 9 26 31 35 41:
Old : 44: 6 4 9 26 31 35 41:
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 : 42.4 37.4 69.0 59.7 39.7 34.7 55.9 50.1
Old : 42.4 37.4 69.0 59.7 39.7 34.7 55.9 50.1
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 13, 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 : 63,061: 991 13,958 4,330 55,360 38,105 60,681 56,393: 2,380 6,668
Old : 63,061: 991 13,958 4,330 55,360 38,105 60,681 56,393: 2,380 6,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 738: 0 -2,704 2,232 -1,784 2,151 448 1,679: 290 -941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 22.1 6.9 87.8 60.4 96.2 89.4: 3.8 10.6
Old : 100.0: 1.6 22.1 6.9 87.8 60.4 96.2 89.4: 3.8 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 : 27: 2 5 5 15 17 21 23:
Old : 27: 2 5 5 15 17 21 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 : 59.5 39.7 76.8 65.3 54.6 33.2 62.8 49.8
Old : 59.5 39.7 76.8 65.3 54.6 33.2 62.8 49.8
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 13, 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 : 1,420,100: 300,480 62,036 315,239 782,135 1,029,756 1,397,854 1,407,031: 22,246 13,069
Old : 1,420,100: 300,480 62,036 315,239 782,135 1,029,756 1,397,854 1,407,031: 22,246 13,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 34,561: -12,261 3,015 24,015 25,265 9,249 37,019 36,279: -2,458 -1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 4.4 22.2 55.1 72.5 98.4 99.1: 1.6 0.9
Old : 100.0: 21.2 4.4 22.2 55.1 72.5 98.4 99.1: 1.6 0.9
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 : 131: 30 10 35 85 75 124 111:
Old : 131: 30 10 35 85 75 124 111:
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 : 27.7 25.7 42.8 42.1 19.4 18.8 28.4 31.6
Old : 27.7 25.7 42.8 42.1 19.4 18.8 28.4 31.6
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 13, 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 : 315,265: 76,327 96,489 77,311 159,061 139,892 312,699 313,692: 2,566 1,573
Old : 315,265: 76,327 96,489 77,311 159,061 139,892 312,699 313,692: 2,566 1,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 14,931: 112 8,840 8,369 7,424 -385 15,905 16,824: -974 -1,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 30.6 24.5 50.5 44.4 99.2 99.5: 0.8 0.5
Old : 100.0: 24.2 30.6 24.5 50.5 44.4 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 : 57: 17 6 15 32 29 52 47:
Old : 57: 17 6 15 32 29 52 47:
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 : 34.5 54.4 56.7 73.2 21.0 37.4 29.8 46.0
Old : 34.5 54.4 56.7 73.2 21.0 37.4 29.8 46.0
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 13, 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 : 72,441: 22,192 7,698 11,482 38,662 53,054 72,336 72,234: 105 207
Old : 72,441: 22,192 7,698 11,482 38,662 53,054 72,336 72,234: 105 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 10: -1,300 -1,840 232 1,178 1,538 110 -70: -100 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 10.6 15.9 53.4 73.2 99.9 99.7: 0.1 0.3
Old : 100.0: 30.6 10.6 15.9 53.4 73.2 99.9 99.7: 0.1 0.3
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 : 52: 5 6 10 38 38 48 49:
Old : 52: 5 6 10 38 38 48 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 : 52.8 39.3 66.5 59.3 45.9 32.9 51.6 47.3
Old : 52.8 39.3 66.5 59.3 45.9 32.9 51.6 47.3
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 13, 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 : 26,517: 4,735 5,807 1,955 19,806 18,246 26,496 26,008: 21 509
Old : 26,517: 4,735 5,807 1,955 19,806 18,246 26,496 26,008: 21 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -54: -725 -86 -164 835 196 -54 -54: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 21.9 7.4 74.7 68.8 99.9 98.1: 0.1 1.9
Old : 100.0: 17.9 21.9 7.4 74.7 68.8 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 : 60.4 49.1 81.0 71.4 50.2 45.3 67.8 59.8
Old : 60.4 49.1 81.0 71.4 50.2 45.3 67.8 59.8
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 13, 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 : 13,646: 2,172 4,890 592 10,542 8,078 13,306 13,560: 340 86
Old : 13,646: 2,172 4,890 592 10,542 8,078 13,306 13,560: 340 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 654: 428 838 0 226 -184 654 654: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 35.8 4.3 77.3 59.2 97.5 99.4: 2.5 0.6
Old : 100.0: 15.9 35.8 4.3 77.3 59.2 97.5 99.4: 2.5 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 : 26: 3 3 3 18 11 22 16:
Old : 26: 3 3 3 18 11 22 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 : 56.4 61.1 76.6 83.9 42.4 49.9 59.1 65.5
Old : 56.4 61.1 76.6 83.9 42.4 49.9 59.1 65.5
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 13, 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 : 25,252: 4,420 4,780 2,626 18,106 17,706 25,152 25,112: 100 140
Old : 25,252: 4,420 4,780 2,626 18,106 17,706 25,152 25,112: 100 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 1,256: 240 -780 770 811 1,266 1,821 1,256: -565 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 18.9 10.4 71.7 70.1 99.6 99.4: 0.4 0.6
Old : 100.0: 17.5 18.9 10.4 71.7 70.1 99.6 99.4: 0.4 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 : 33: 4 4 7 23 20 30 28:
Old : 33: 4 4 7 23 20 30 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 : 47.1 60.3 65.4 83.6 42.4 46.6 56.8 66.3
Old : 47.1 60.3 65.4 83.6 42.4 46.6 56.8 66.3
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 13, 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 : 22,402: 10,042 860 1,250 10,376 19,902 21,668 22,012: 734 390
Old : 22,402: 10,042 860 1,250 10,376 19,902 21,668 22,012: 734 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 116: 40 600 -40 120 -650 120 -90: -4 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 3.8 5.6 46.3 88.8 96.7 98.3: 3.3 1.7
Old : 100.0: 44.8 3.8 5.6 46.3 88.8 96.7 98.3: 3.3 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 : 32: 4 1 4 22 25 26 30:
Old : 32: 4 1 4 22 25 26 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 : 63.9 52.8 75.8 75.3 59.0 50.3 70.2 70.2
Old : 63.9 52.8 75.8 75.3 59.0 50.3 70.2 70.2
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 13, 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 : 11,275: 248 400 1,344 9,410 9,271 11,002 11,015: 273 260
Old : 11,275: 248 400 1,344 9,410 9,271 11,002 11,015: 273 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 190: 80 300 220 82 -90 382 430: -192 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.5 11.9 83.5 82.2 97.6 97.7: 2.4 2.3
Old : 100.0: 2.2 3.5 11.9 83.5 82.2 97.6 97.7: 2.4 2.3
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 : 22: 2 3 3 15 13 19 17:
Old : 22: 2 3 3 15 13 19 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 : 55.8 67.9 82.8 86.9 49.4 62.1 61.4 66.3
Old : 55.8 67.9 82.8 86.9 49.4 62.1 61.4 66.3
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 13, 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 : 869,209: 132,646 162,587 128,745 540,179 497,197 801,570 788,529: 67,639 80,680
Old : 869,209: 132,646 162,587 128,745 540,179 497,197 801,570 788,529: 67,639 80,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 7,797: 814 1,228 4,959 121 868 5,894 7,055: 1,903 742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 18.7 14.8 62.1 57.2 92.2 90.7: 7.8 9.3
Old : 100.0: 15.3 18.7 14.8 62.1 57.2 92.2 90.7: 7.8 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 : 248: 61 92 91 72 80 193 212:
Old : 248: 61 92 91 72 80 193 212:
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 : 24.6 16.3 36.9 26.2 19.4 8.7 26.7 15.2
Old : 24.6 16.3 36.9 26.2 19.4 8.7 26.7 15.2
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 13, 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 : 14,191: 7,008 1,585 344 3,609 11,809 10,961 13,738: 3,230 453
Old : 14,191: 7,008 1,585 344 3,609 11,809 10,961 13,738: 3,230 453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -966: -1,720 -116 159 528 -1,074 -1,033 -1,031: 67 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 11.2 2.4 25.4 83.2 77.2 96.8: 22.8 3.2
Old : 100.0: 49.4 11.2 2.4 25.4 83.2 77.2 96.8: 22.8 3.2
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 : 109: 62 6 3 21 25 85 33:
Old : 109: 62 6 3 21 25 85 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 : 25.5 39.5 35.4 58.6 25.5 39.2 35.4 57.1
Old : 25.5 39.5 35.4 58.6 25.5 39.2 35.4 57.1
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 13, 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 : 11,939: 8,113 653 52 1,209 9,717 9,374 10,422: 2,565 1,517
Old : 11,939: 8,113 653 52 1,209 9,717 9,374 10,422: 2,565 1,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: -295: -675 -108 2 139 -248 -534 -354: 239 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 5.5 0.4 10.1 81.4 78.5 87.3: 21.5 12.7
Old : 100.0: 68.0 5.5 0.4 10.1 81.4 78.5 87.3: 21.5 12.7
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 : 59: 28 5 2 8 21 37 27:
Old : 59: 28 5 2 8 21 37 27:
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 : 30.4 49.6 46.1 66.4 30.4 47.4 46.1 64.2
Old : 30.4 49.6 46.1 66.4 30.4 47.4 46.1 64.2
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 13, 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 : 145,587: 32,408 9,425 11,969 84,527 112,775 128,904 134,169: 16,683 11,418
Old : 145,587: 32,408 9,425 11,969 84,527 112,775 128,904 134,169: 16,683 11,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2005 :
: 2,360: 508 -1,753 -1,441 1,068 6,110 135 2,916: 2,225 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 6.5 8.2 58.1 77.5 88.5 92.2: 11.5 7.8
Old : 100.0: 22.3 6.5 8.2 58.1 77.5 88.5 92.2: 11.5 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 : 144: 41 19 36 61 72 118 113:
Old : 144: 41 19 36 61 72 118 113:
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 : 27.2 21.6 42.0 34.2 20.5 19.0 31.7 29.6
Old : 27.2 21.6 42.0 34.2 20.5 19.0 31.7 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2005