NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, December 20, 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 : 3,120: 0 900 0 3,065 1,571 3,065 2,471: 55 649
Old : 3,120: 0 900 0 3,065 1,571 3,065 2,471: 55 649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -145: 0 0 0 -115 -95 -115 -95: -30 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 28.8 0.0 98.2 50.4 98.2 79.2: 1.8 20.8
Old : 100.0: 0.0 28.8 0.0 98.2 50.4 98.2 79.2: 1.8 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 17 12 17 13:
Old : 21: 0 1 0 17 12 17 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 : 63.2 54.1 82.2 71.7 48.9 43.1 60.7 48.9
Old : 63.2 54.1 82.2 71.7 48.9 43.1 60.7 48.9
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 20, 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 : 177,031: 24,553 19,546 16,942 106,968 112,920 148,463 149,408: 28,568 27,623
Old : 177,031: 24,553 19,546 16,942 106,968 112,920 148,463 149,408: 28,568 27,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -4,645: -6 508 -2,739 -1,542 -1,332 -4,287 -3,563: -358 -1,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 11.0 9.6 60.4 63.8 83.9 84.4: 16.1 15.6
Old : 100.0: 13.9 11.0 9.6 60.4 63.8 83.9 84.4: 16.1 15.6
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 : 145: 37 25 32 76 72 122 120:
Old : 145: 37 25 32 76 72 122 120:
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 : 22.3 18.3 33.9 29.8 19.4 14.2 27.1 23.5
Old : 22.3 18.3 33.9 29.8 19.4 14.2 27.1 23.5
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 20, 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 : 557,903: 53,743 89,290 188,035 244,223 250,506 486,001 527,831: 71,902 30,072
Old : 557,903: 53,743 89,290 188,035 244,223 250,506 486,001 527,831: 71,902 30,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 657: -5,943 578 5,531 3,970 1,822 3,558 7,931: -2,901 -7,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.0 33.7 43.8 44.9 87.1 94.6: 12.9 5.4
Old : 100.0: 9.6 16.0 33.7 43.8 44.9 87.1 94.6: 12.9 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 : 191: 48 48 67 88 70 175 150:
Old : 191: 48 48 67 88 70 175 150:
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 : 25.3 31.6 36.7 45.1 9.8 13.0 14.6 20.1
Old : 25.3 31.6 36.7 45.1 9.8 13.0 14.6 20.1
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 20, 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 : 51,613: 2,369 0 593 45,510 48,554 48,472 49,147: 3,141 2,466
Old : 51,613: 2,369 0 593 45,510 48,554 48,472 49,147: 3,141 2,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 49: -1,234 0 260 1,099 4 125 264: -76 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 1.1 88.2 94.1 93.9 95.2: 6.1 4.8
Old : 100.0: 4.6 0.0 1.1 88.2 94.1 93.9 95.2: 6.1 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 : 27: 1 0 1 17 19 18 20:
Old : 27: 1 0 1 17 19 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 69.1 83.6 80.7 61.2 68.6 78.4 78.7
Old : 63.3 69.1 83.6 80.7 61.2 68.6 78.4 78.7
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 20, 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 : 40,316: 1,321 340 2,870 28,301 30,396 32,492 33,606: 7,824 6,710
Old : 40,316: 1,321 340 2,870 28,301 30,396 32,492 33,606: 7,824 6,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 1,482: 1,196 -312 -663 155 1,936 688 961: 794 521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.8 7.1 70.2 75.4 80.6 83.4: 19.4 16.6
Old : 100.0: 3.3 0.8 7.1 70.2 75.4 80.6 83.4: 19.4 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 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 : 41.6 48.4 64.7 72.0 37.3 44.1 53.7 58.2
Old : 41.6 48.4 64.7 72.0 37.3 44.1 53.7 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, December 20, 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 : 103,058: 19,120 1,598 1,945 72,610 89,963 93,675 93,506: 9,383 9,552
Old : 103,058: 19,120 1,598 1,945 72,610 89,963 93,675 93,506: 9,383 9,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -798: 478 -242 -1,190 -1,720 586 -2,432 -846: 1,634 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 1.6 1.9 70.5 87.3 90.9 90.7: 9.1 9.3
Old : 100.0: 18.6 1.6 1.9 70.5 87.3 90.9 90.7: 9.1 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 : 36: 4 3 4 23 25 28 31:
Old : 36: 4 3 4 23 25 28 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 : 47.3 45.2 64.6 64.1 46.3 42.8 61.6 58.2
Old : 47.3 45.2 64.6 64.1 46.3 42.8 61.6 58.2
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 20, 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 : 54,571: 2,160 3,600 0 49,361 45,222 51,521 48,822: 3,050 5,749
Old : 54,571: 2,160 3,600 0 49,361 45,222 51,521 48,822: 3,050 5,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 3,300: 0 0 0 3,300 3,176 3,300 3,176: 0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 6.6 0.0 90.5 82.9 94.4 89.5: 5.6 10.5
Old : 100.0: 4.0 6.6 0.0 90.5 82.9 94.4 89.5: 5.6 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 58.1 48.7 79.4 65.9 53.7 47.0 74.9 63.9
Old : 58.1 48.7 79.4 65.9 53.7 47.0 74.9 63.9
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 20, 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 : 66,093: 0 13,039 1,333 60,497 48,609 61,830 62,981: 4,263 3,112
Old : 66,093: 0 13,039 1,333 60,497 48,609 61,830 62,981: 4,263 3,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 784: 0 2,450 -979 1,987 -281 1,008 1,190: -224 -406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.7 2.0 91.5 73.5 93.5 95.3: 6.5 4.7
Old : 100.0: 0.0 19.7 2.0 91.5 73.5 93.5 95.3: 6.5 4.7
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 : 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 60.3 67.5 80.4 40.7 52.1 61.0 68.9
Old : 44.1 60.3 67.5 80.4 40.7 52.1 61.0 68.9
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 20, 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 : 69,785: 16,462 4,059 4,211 41,366 57,316 62,039 65,586: 7,746 4,199
Old : 69,785: 16,462 4,059 4,211 41,366 57,316 62,039 65,586: 7,746 4,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 661: 1,928 434 -248 335 247 2,015 433: -1,354 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 5.8 6.0 59.3 82.1 88.9 94.0: 11.1 6.0
Old : 100.0: 23.6 5.8 6.0 59.3 82.1 88.9 94.0: 11.1 6.0
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: 2 2 3 21 20 25 23:
Old : 27: 2 2 3 21 20 25 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 42.3 70.7 62.4 45.1 35.2 53.0 47.4
Old : 57.1 42.3 70.7 62.4 45.1 35.2 53.0 47.4
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 20, 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 : 63,974: 0 124 2,477 57,175 56,387 59,652 58,988: 4,322 4,986
Old : 63,974: 0 124 2,477 57,175 56,387 59,652 58,988: 4,322 4,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -2,690: 0 40 -9 -2,526 -2,781 -2,535 -2,750: -155 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 3.9 89.4 88.1 93.2 92.2: 6.8 7.8
Old : 100.0: 0.0 0.2 3.9 89.4 88.1 93.2 92.2: 6.8 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 : 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 : 62.4 42.1 80.4 66.2 61.7 37.7 69.1 60.0
Old : 62.4 42.1 80.4 66.2 61.7 37.7 69.1 60.0
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 20, 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 : 49,069: 0 5,874 3,416 39,538 34,178 42,954 43,468: 6,115 5,601
Old : 49,069: 0 5,874 3,416 39,538 34,178 42,954 43,468: 6,115 5,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -916: 0 -344 538 -1,429 388 -891 582: -25 -1,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.0 7.0 80.6 69.7 87.5 88.6: 12.5 11.4
Old : 100.0: 0.0 12.0 7.0 80.6 69.7 87.5 88.6: 12.5 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 2 20 17 22 19:
Old : 25: 0 2 2 20 17 22 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 : 36.3 41.3 57.6 69.8 31.2 34.9 47.7 48.1
Old : 36.3 41.3 57.6 69.8 31.2 34.9 47.7 48.1
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 20, 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 : 44,762: 0 889 1,553 38,907 36,549 40,460 38,991: 4,302 5,771
Old : 44,762: 0 889 1,553 38,907 36,549 40,460 38,991: 4,302 5,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 713: 0 -75 -1,067 1,754 1,829 687 687: 26 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 3.5 86.9 81.7 90.4 87.1: 9.6 12.9
Old : 100.0: 0.0 2.0 3.5 86.9 81.7 90.4 87.1: 9.6 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 60.8 56.8 77.5 77.9 54.4 54.5 69.3 66.5
Old : 60.8 56.8 77.5 77.9 54.4 54.5 69.3 66.5
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 20, 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 : 63,193: 17,493 208 1,492 38,533 56,616 57,518 58,316: 5,675 4,877
Old : 63,193: 17,493 208 1,492 38,533 56,616 57,518 58,316: 5,675 4,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -335: -620 0 0 -278 -352 -898 -352: 563 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 0.3 2.4 61.0 89.6 91.0 92.3: 9.0 7.7
Old : 100.0: 27.7 0.3 2.4 61.0 89.6 91.0 92.3: 9.0 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 : 26: 2 1 3 16 19 19 22:
Old : 26: 2 1 3 16 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 : 61.9 46.6 82.5 66.3 43.3 23.6 48.2 36.9
Old : 61.9 46.6 82.5 66.3 43.3 23.6 48.2 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, December 20, 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 : 55,253: 317 1,815 3,581 44,424 33,562 48,322 38,958: 6,931 16,295
Old : 55,253: 317 1,815 3,581 44,424 33,562 48,322 38,958: 6,931 16,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 3.3 6.5 80.4 60.7 87.5 70.5: 12.5 29.5
Old : 100.0: 0.6 3.3 6.5 80.4 60.7 87.5 70.5: 12.5 29.5
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 : 20: 1 1 2 16 12 18 14:
Old : 20: 1 1 2 16 12 18 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 : 48.5 42.0 70.5 62.1 45.6 37.9 64.1 49.7
Old : 48.5 42.0 70.5 62.1 45.6 37.9 64.1 49.7
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 20, 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 : 174,775: 1,586 11,935 9,302 149,387 145,821 160,275 167,058: 14,500 7,717
Old : 174,775: 1,586 11,935 9,302 149,387 145,821 160,275 167,058: 14,500 7,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 1,776: 0 1,493 -575 2,351 858 1,776 1,776: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 6.8 5.3 85.5 83.4 91.7 95.6: 8.3 4.4
Old : 100.0: 0.9 6.8 5.3 85.5 83.4 91.7 95.6: 8.3 4.4
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 : 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 : 36.2 37.2 56.2 55.6 29.8 35.6 47.8 51.2
Old : 36.2 37.2 56.2 55.6 29.8 35.6 47.8 51.2
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 20, 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 : 79,634: 2,956 1,707 2,196 66,574 66,240 71,726 70,143: 7,908 9,491
Old : 79,634: 2,956 1,707 2,196 66,574 66,240 71,726 70,143: 7,908 9,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 1,943: -392 1,707 -35 2,522 314 2,095 1,986: -152 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 2.1 2.8 83.6 83.2 90.1 88.1: 9.9 11.9
Old : 100.0: 3.7 2.1 2.8 83.6 83.2 90.1 88.1: 9.9 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 : 28: 1 1 1 18 19 20 20:
Old : 28: 1 1 1 18 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 62.1 66.6 77.8 39.8 61.9 63.5 74.9
Old : 40.5 62.1 66.6 77.8 39.8 61.9 63.5 74.9
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 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 162,268: 4,799 1,197 4,901 143,567 148,609 153,267 154,707: 9,001 7,561
Old : 162,268: 4,799 1,197 4,901 143,567 148,609 153,267 154,707: 9,001 7,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 289: -693 1,057 -997 2,289 961 599 1,021: -310 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.7 3.0 88.5 91.6 94.5 95.3: 5.5 4.7
Old : 100.0: 3.0 0.7 3.0 88.5 91.6 94.5 95.3: 5.5 4.7
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 : 39: 1 1 3 31 33 34 36:
Old : 39: 1 1 3 31 33 34 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 : 55.7 40.7 71.5 61.0 38.4 36.3 49.6 50.3
Old : 55.7 40.7 71.5 61.0 38.4 36.3 49.6 50.3
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 20, 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 : 158,571: 21,826 1,234 14,684 116,421 138,782 152,931 154,700: 5,640 3,871
Old : 158,571: 21,826 1,234 14,684 116,421 138,782 152,931 154,700: 5,640 3,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 1,333: -800 62 833 444 493 477 1,388: 856 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 0.8 9.3 73.4 87.5 96.4 97.6: 3.6 2.4
Old : 100.0: 13.8 0.8 9.3 73.4 87.5 96.4 97.6: 3.6 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 : 32.4 57.0 49.5 71.8 27.8 54.4 40.1 63.1
Old : 32.4 57.0 49.5 71.8 27.8 54.4 40.1 63.1
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 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 142,675: 3,174 4,430 4,589 121,765 121,290 129,528 130,309: 13,147 12,366
Old : 142,675: 3,174 4,430 4,589 121,765 121,290 129,528 130,309: 13,147 12,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -1,612: -4,530 0 912 3,684 -216 66 696: -1,678 -2,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.1 3.2 85.3 85.0 90.8 91.3: 9.2 8.7
Old : 100.0: 2.2 3.1 3.2 85.3 85.0 90.8 91.3: 9.2 8.7
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 : 37: 1 1 2 29 28 31 30:
Old : 37: 1 1 2 29 28 31 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 : 42.3 54.0 59.1 70.2 38.6 52.8 51.8 63.8
Old : 42.3 54.0 59.1 70.2 38.6 52.8 51.8 63.8
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 20, 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 : 154,997: 12,399 20,724 10,382 125,575 120,954 148,356 152,060: 6,641 2,937
Old : 154,997: 12,399 20,724 10,382 125,575 120,954 148,356 152,060: 6,641 2,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 1,305: -116 1,592 -132 2,873 877 2,625 2,337: -1,320 -1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 13.4 6.7 81.0 78.0 95.7 98.1: 4.3 1.9
Old : 100.0: 8.0 13.4 6.7 81.0 78.0 95.7 98.1: 4.3 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 : 45: 6 4 9 27 31 36 41:
Old : 45: 6 4 9 27 31 36 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 : 43.6 37.7 69.5 59.7 40.9 35.3 56.0 49.9
Old : 43.6 37.7 69.5 59.7 40.9 35.3 56.0 49.9
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 20, 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 : 63,190: 683 15,400 2,753 56,654 37,267 60,090 55,420: 3,100 7,770
Old : 63,190: 683 15,400 2,753 56,654 37,267 60,090 55,420: 3,100 7,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 129: -308 1,442 -1,577 1,294 -838 -591 -973: 720 1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 24.4 4.4 89.7 59.0 95.1 87.7: 4.9 12.3
Old : 100.0: 1.1 24.4 4.4 89.7 59.0 95.1 87.7: 4.9 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 : 26: 1 5 4 16 17 21 22:
Old : 26: 1 5 4 16 17 21 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 : 60.0 38.2 78.4 62.9 55.8 31.8 63.7 49.0
Old : 60.0 38.2 78.4 62.9 55.8 31.8 63.7 49.0
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 20, 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 : 1,430,895: 293,291 64,159 318,242 795,976 1,034,485 1,407,509 1,416,886: 23,386 14,009
Old : 1,430,895: 293,291 64,159 318,242 795,976 1,034,485 1,407,509 1,416,886: 23,386 14,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 10,795: -7,189 2,123 3,003 13,841 4,729 9,655 9,855: 1,140 940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 4.5 22.2 55.6 72.3 98.4 99.0: 1.6 1.0
Old : 100.0: 20.5 4.5 22.2 55.6 72.3 98.4 99.0: 1.6 1.0
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 : 135: 28 13 36 89 78 128 116:
Old : 135: 28 13 36 89 78 128 116:
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 : 26.9 25.6 42.1 41.9 18.9 18.6 27.7 31.2
Old : 26.9 25.6 42.1 41.9 18.9 18.6 27.7 31.2
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 20, 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 : 327,342: 79,316 100,560 80,149 164,573 144,900 324,038 325,609: 3,304 1,733
Old : 327,342: 79,316 100,560 80,149 164,573 144,900 324,038 325,609: 3,304 1,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 12,077: 2,989 4,071 2,838 5,512 5,008 11,339 11,917: 738 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 30.7 24.5 50.3 44.3 99.0 99.5: 1.0 0.5
Old : 100.0: 24.2 30.7 24.5 50.3 44.3 99.0 99.5: 1.0 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 : 59: 17 7 15 33 29 54 47:
Old : 59: 17 7 15 33 29 54 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 : 33.9 52.5 54.7 71.9 21.1 36.0 30.5 45.5
Old : 33.9 52.5 54.7 71.9 21.1 36.0 30.5 45.5
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 20, 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 : 73,929: 22,352 6,570 11,794 39,598 55,418 73,744 73,782: 185 147
Old : 73,929: 22,352 6,570 11,794 39,598 55,418 73,744 73,782: 185 147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 1,488: 160 -1,128 312 936 2,364 1,408 1,548: 80 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 8.9 16.0 53.6 75.0 99.7 99.8: 0.3 0.2
Old : 100.0: 30.2 8.9 16.0 53.6 75.0 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: 6 4 9 39 39 48 49:
Old : 52: 6 4 9 39 39 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 : 51.9 39.2 64.9 59.5 44.9 32.4 50.6 47.0
Old : 51.9 39.2 64.9 59.5 44.9 32.4 50.6 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, December 20, 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 : 26,182: 1,650 5,687 3,025 21,486 16,961 26,161 25,673: 21 509
Old : 26,182: 1,650 5,687 3,025 21,486 16,961 26,161 25,673: 21 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -335: -3,085 -120 1,070 1,680 -1,285 -335 -335: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 21.7 11.6 82.1 64.8 99.9 98.1: 0.1 1.9
Old : 100.0: 6.3 21.7 11.6 82.1 64.8 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: 1 6 6 23 24 30 30:
Old : 38: 1 6 6 23 24 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 49.1 78.9 68.8 57.1 46.2 69.3 61.3
Old : 61.7 49.1 78.9 68.8 57.1 46.2 69.3 61.3
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 20, 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 : 13,767: 4,572 2,786 703 8,238 10,278 13,513 13,767: 254 0
Old : 13,767: 4,572 2,786 703 8,238 10,278 13,513 13,767: 254 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 121: 2,400 -2,104 111 -2,304 2,200 207 207: -86 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 20.2 5.1 59.8 74.7 98.2 100.0: 1.8 0.0
Old : 100.0: 33.2 20.2 5.1 59.8 74.7 98.2 100.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 2 3 18 11 22 16:
Old : 27: 4 2 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 : 54.4 66.0 74.4 85.7 43.9 51.9 60.4 67.4
Old : 54.4 66.0 74.4 85.7 43.9 51.9 60.4 67.4
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 20, 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 : 25,096: 3,800 6,610 1,974 19,222 16,332 24,996 24,916: 100 180
Old : 25,096: 3,800 6,610 1,974 19,222 16,332 24,996 24,916: 100 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -156: -620 1,830 -652 1,116 -1,374 -156 -196: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 26.3 7.9 76.6 65.1 99.6 99.3: 0.4 0.7
Old : 100.0: 15.1 26.3 7.9 76.6 65.1 99.6 99.3: 0.4 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 : 34: 2 6 6 23 21 29 29:
Old : 34: 2 6 6 23 21 29 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 : 47.3 57.1 66.8 78.3 42.2 41.0 54.2 58.9
Old : 47.3 57.1 66.8 78.3 42.2 41.0 54.2 58.9
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 20, 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 : 22,744: 9,910 740 1,270 10,690 20,204 21,870 22,214: 874 530
Old : 22,744: 9,910 740 1,270 10,690 20,204 21,870 22,214: 874 530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 342: -132 -120 20 314 302 202 202: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 3.3 5.6 47.0 88.8 96.2 97.7: 3.8 2.3
Old : 100.0: 43.6 3.3 5.6 47.0 88.8 96.2 97.7: 3.8 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 : 32: 3 1 4 23 26 27 30:
Old : 32: 3 1 4 23 26 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 : 62.4 52.2 76.3 75.3 57.6 50.6 70.9 70.7
Old : 62.4 52.2 76.3 75.3 57.6 50.6 70.9 70.7
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 20, 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 : 11,595: 80 432 1,552 9,670 9,311 11,302 11,295: 293 300
Old : 11,595: 80 432 1,552 9,670 9,311 11,302 11,295: 293 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 320: -168 32 208 260 40 300 280: 20 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.7 13.4 83.4 80.3 97.5 97.4: 2.5 2.6
Old : 100.0: 0.7 3.7 13.4 83.4 80.3 97.5 97.4: 2.5 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 : 22: 1 4 3 15 13 19 17:
Old : 22: 1 4 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 : 54.5 68.4 82.7 86.9 50.2 60.8 61.5 64.7
Old : 54.5 68.4 82.7 86.9 50.2 60.8 61.5 64.7
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 20, 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 : 813,180: 120,418 137,409 115,597 524,385 494,288 760,400 747,294: 52,780 65,886
Old : 813,180: 120,418 137,409 115,597 524,385 494,288 760,400 747,294: 52,780 65,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -56,029: -12,228 -25,178 -13,148 -15,794 -2,909 -41,170 -41,235: -14,859 -14,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 16.9 14.2 64.5 60.8 93.5 91.9: 6.5 8.1
Old : 100.0: 14.8 16.9 14.2 64.5 60.8 93.5 91.9: 6.5 8.1
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 : 238: 58 85 82 69 78 178 203:
Old : 238: 58 85 82 69 78 178 203:
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 : 24.3 18.6 37.6 29.5 19.3 9.2 26.9 16.3
Old : 24.3 18.6 37.6 29.5 19.3 9.2 26.9 16.3
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 20, 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 : 14,286: 7,292 1,511 105 3,645 12,381 11,042 13,997: 3,244 289
Old : 14,286: 7,292 1,511 105 3,645 12,381 11,042 13,997: 3,244 289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: 95: 284 -74 -239 36 572 81 259: 14 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 10.6 0.7 25.5 86.7 77.3 98.0: 22.7 2.0
Old : 100.0: 51.0 10.6 0.7 25.5 86.7 77.3 98.0: 22.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 67 8 2 19 25 88 34:
Old : 114: 67 8 2 19 25 88 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 : 25.4 41.7 35.9 61.3 25.4 40.6 35.9 59.2
Old : 25.4 41.7 35.9 61.3 25.4 40.6 35.9 59.2
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 20, 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 : 10,697: 6,392 766 336 1,335 8,590 8,063 9,692: 2,634 1,005
Old : 10,697: 6,392 766 336 1,335 8,590 8,063 9,692: 2,634 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -1,242: -1,721 113 284 126 -1,127 -1,311 -730: 69 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 7.2 3.1 12.5 80.3 75.4 90.6: 24.6 9.4
Old : 100.0: 59.8 7.2 3.1 12.5 80.3 75.4 90.6: 24.6 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 25 7 6 8 20 36 31:
Old : 59: 25 7 6 8 20 36 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 : 25.5 47.1 39.8 65.2 25.5 47.1 39.7 65.2
Old : 25.5 47.1 39.8 65.2 25.5 47.1 39.7 65.2
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 20, 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 : 144,622: 32,628 10,355 8,708 89,032 114,733 130,368 133,796: 14,254 10,826
Old : 144,622: 32,628 10,355 8,708 89,032 114,733 130,368 133,796: 14,254 10,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2005 :
: -965: 220 930 -3,261 4,505 1,958 1,464 -373: -2,429 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 7.2 6.0 61.6 79.3 90.1 92.5: 9.9 7.5
Old : 100.0: 22.6 7.2 6.0 61.6 79.3 90.1 92.5: 9.9 7.5
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 : 144: 38 20 27 67 73 115 110:
Old : 144: 38 20 27 67 73 115 110:
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 : 28.1 23.3 43.5 36.8 21.7 20.2 33.5 30.5
Old : 28.1 23.3 43.5 36.8 21.7 20.2 33.5 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2005