NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 20, 2005 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 : 58.4 54.1 81.1 71.7 48.9 43.1 60.7 48.9
Old : 58.4 54.1 81.1 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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 198,230: 20,650 21,115 33,491 115,053 114,851 169,194 169,458: 29,037 28,773
Old : 198,230: 20,650 21,115 33,491 115,053 114,851 169,194 169,458: 29,037 28,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -12,808: -307 1,676 -5,381 -2,653 -6,749 -8,341 -10,454: -4,467 -2,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 10.7 16.9 58.0 57.9 85.4 85.5: 14.6 14.5
Old : 100.0: 10.4 10.7 16.9 58.0 57.9 85.4 85.5: 14.6 14.5
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 : 145: 35 32 41 71 69 122 127:
Old : 145: 35 32 41 71 69 122 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 17.4 32.2 27.7 17.6 11.5 24.4 19.0
Old : 20.5 17.4 32.2 27.7 17.6 11.5 24.4 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 844,535: 37,529 81,001 374,429 356,213 354,828 768,172 810,258: 76,363 34,277
Old : 844,535: 37,529 81,001 374,429 356,213 354,828 768,172 810,258: 76,363 34,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -76,317: -4,101 -8,059 -39,055 -29,238 -26,347 -72,395 -73,462: -3,923 -2,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.6 44.3 42.2 42.0 91.0 95.9: 9.0 4.1
Old : 100.0: 4.4 9.6 44.3 42.2 42.0 91.0 95.9: 9.0 4.1
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 : 188: 46 49 71 90 80 176 162:
Old : 188: 46 49 71 90 80 176 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 29.6 39.2 44.0 6.7 8.6 9.4 12.8
Old : 25.8 29.6 39.2 44.0 6.7 8.6 9.4 12.8
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 with Delta-adjusted Options and Futures Combined, December 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,489: 1,132 0 1,617 45,749 47,257 48,498 48,874: 3,991 3,615
Old : 52,489: 1,132 0 1,617 45,749 47,257 48,498 48,874: 3,991 3,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 876: -1,237 0 1,024 239 -1,297 26 -273: 850 1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 3.1 87.2 90.0 92.4 93.1: 7.6 6.9
Old : 100.0: 2.2 0.0 3.1 87.2 90.0 92.4 93.1: 7.6 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 16 17 17 18:
Old : 26: 1 0 1 16 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 70.3 82.6 81.2 61.1 69.8 75.9 78.3
Old : 62.9 70.3 82.6 81.2 61.1 69.8 75.9 78.3
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 with Delta-adjusted Options and Futures Combined, December 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 42,612: 2,940 464 2,743 30,671 34,069 36,354 37,276: 6,258 5,336
Old : 42,612: 2,940 464 2,743 30,671 34,069 36,354 37,276: 6,258 5,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 2,296: 1,619 124 -127 2,370 3,673 3,862 3,670: -1,566 -1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.1 6.4 72.0 80.0 85.3 87.5: 14.7 12.5
Old : 100.0: 6.9 1.1 6.4 72.0 80.0 85.3 87.5: 14.7 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 17 18 19 20:
Old : 25: 1 1 2 17 18 19 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 : 43.0 44.1 64.6 66.6 36.5 40.9 54.7 57.5
Old : 43.0 44.1 64.6 66.6 36.5 40.9 54.7 57.5
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 101,958: 17,308 1,598 1,945 74,428 87,055 93,681 90,598: 8,277 11,360
Old : 101,958: 17,308 1,598 1,945 74,428 87,055 93,681 90,598: 8,277 11,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -1,100: -1,812 0 0 1,818 -2,908 6 -2,908: -1,106 1,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 1.6 1.9 73.0 85.4 91.9 88.9: 8.1 11.1
Old : 100.0: 17.0 1.6 1.9 73.0 85.4 91.9 88.9: 8.1 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 3 4 26 26 31 32:
Old : 39: 4 3 4 26 26 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 44.3 66.8 62.7 47.0 41.9 63.0 57.8
Old : 48.1 44.3 66.8 62.7 47.0 41.9 63.0 57.8
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 55,455: 2,160 3,600 0 50,363 46,106 52,523 49,706: 2,932 5,749
Old : 55,455: 2,160 3,600 0 50,363 46,106 52,523 49,706: 2,932 5,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 884: 0 0 0 1,002 884 1,002 884: -118 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 6.5 0.0 90.8 83.1 94.7 89.6: 5.3 10.4
Old : 100.0: 3.9 6.5 0.0 90.8 83.1 94.7 89.6: 5.3 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 58.8 49.7 79.8 66.4 54.8 48.0 75.8 64.7
Old : 58.8 49.7 79.8 66.4 54.8 48.0 75.8 64.7
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 66,138: 0 15,595 1,519 60,232 46,340 61,751 63,454: 4,387 2,684
Old : 66,138: 0 15,595 1,519 60,232 46,340 61,751 63,454: 4,387 2,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 45: 0 2,556 186 -265 -2,269 -79 473: 124 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.6 2.3 91.1 70.1 93.4 95.9: 6.6 4.1
Old : 100.0: 0.0 23.6 2.3 91.1 70.1 93.4 95.9: 6.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 3 2 19 17 21 20:
Old : 25: 0 3 2 19 17 21 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 : 42.6 61.4 66.0 80.7 39.3 52.1 58.2 69.3
Old : 42.6 61.4 66.0 80.7 39.3 52.1 58.2 69.3
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 71,380: 18,902 4,059 3,296 41,307 59,518 63,505 66,873: 7,875 4,507
Old : 71,380: 18,902 4,059 3,296 41,307 59,518 63,505 66,873: 7,875 4,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 1,595: 2,440 0 -915 -59 2,202 1,466 1,287: 129 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 5.7 4.6 57.9 83.4 89.0 93.7: 11.0 6.3
Old : 100.0: 26.5 5.7 4.6 57.9 83.4 89.0 93.7: 11.0 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 3 20 20 24 23:
Old : 27: 2 2 3 20 20 24 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 : 57.9 43.5 71.8 62.8 48.2 33.3 55.3 47.4
Old : 57.9 43.5 71.8 62.8 48.2 33.3 55.3 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 with Delta-adjusted Options and Futures Combined, December 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,671: 2,790 0 1,164 57,993 60,461 61,947 61,625: 5,724 6,046
Old : 67,671: 2,790 0 1,164 57,993 60,461 61,947 61,625: 5,724 6,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 3,697: 2,790 -124 -1,313 818 4,074 2,295 2,637: 1,402 1,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 1.7 85.7 89.3 91.5 91.1: 8.5 8.9
Old : 100.0: 4.1 0.0 1.7 85.7 89.3 91.5 91.1: 8.5 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 16 19 17 20:
Old : 25: 1 0 1 16 19 17 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 : 61.8 42.0 81.5 67.6 59.0 37.7 69.2 60.4
Old : 61.8 42.0 81.5 67.6 59.0 37.7 69.2 60.4
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 49,207: 0 6,029 3,328 39,886 34,978 43,214 44,335: 5,993 4,872
Old : 49,207: 0 6,029 3,328 39,886 34,978 43,214 44,335: 5,993 4,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 138: 0 155 -88 348 800 260 867: -122 -729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.3 6.8 81.1 71.1 87.8 90.1: 12.2 9.9
Old : 100.0: 0.0 12.3 6.8 81.1 71.1 87.8 90.1: 12.2 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 3 3 20 18 23 21:
Old : 26: 0 3 3 20 18 23 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 : 35.0 42.1 55.4 69.2 29.2 33.3 45.6 47.1
Old : 35.0 42.1 55.4 69.2 29.2 33.3 45.6 47.1
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 with Delta-adjusted Options and Futures Combined, December 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 43,796: 0 342 1,742 37,164 35,941 38,906 38,025: 4,890 5,771
Old : 43,796: 0 342 1,742 37,164 35,941 38,906 38,025: 4,890 5,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -966: 0 -547 189 -1,743 -608 -1,554 -966: 588 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 4.0 84.9 82.1 88.8 86.8: 11.2 13.2
Old : 100.0: 0.0 0.8 4.0 84.9 82.1 88.8 86.8: 11.2 13.2
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 : 21: 0 1 1 13 15 14 16:
Old : 21: 0 1 1 13 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 56.1 75.8 76.6 52.6 53.7 66.3 65.6
Old : 58.2 56.1 75.8 76.6 52.6 53.7 66.3 65.6
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 63,733: 17,493 208 1,492 39,104 57,249 58,089 58,949: 5,644 4,784
Old : 63,733: 17,493 208 1,492 39,104 57,249 58,089 58,949: 5,644 4,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 540: 0 0 0 571 633 571 633: -31 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 0.3 2.3 61.4 89.8 91.1 92.5: 8.9 7.5
Old : 100.0: 27.4 0.3 2.3 61.4 89.8 91.1 92.5: 8.9 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 : 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 : 62.8 46.2 82.4 65.5 44.2 23.5 49.1 37.0
Old : 62.8 46.2 82.4 65.5 44.2 23.5 49.1 37.0
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 with Delta-adjusted Options and Futures Combined, December 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,722: 0 5,192 2,748 46,030 34,128 48,778 42,068: 7,944 14,654
Old : 56,722: 0 5,192 2,748 46,030 34,128 48,778 42,068: 7,944 14,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 1,469: -317 3,377 -833 1,606 566 456 3,110: 1,013 -1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.2 4.8 81.2 60.2 86.0 74.2: 14.0 25.8
Old : 100.0: 0.0 9.2 4.8 81.2 60.2 86.0 74.2: 14.0 25.8
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 : 20: 0 2 2 16 13 18 15:
Old : 20: 0 2 2 16 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 41.2 70.4 63.9 47.4 37.3 66.0 53.2
Old : 50.3 41.2 70.4 63.9 47.4 37.3 66.0 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 173,919: 1,586 8,679 9,829 148,144 147,756 159,559 166,264: 14,360 7,655
Old : 173,919: 1,586 8,679 9,829 148,144 147,756 159,559 166,264: 14,360 7,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -856: 0 -3,256 527 -1,243 1,935 -716 -794: -140 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 5.0 5.7 85.2 85.0 91.7 95.6: 8.3 4.4
Old : 100.0: 0.9 5.0 5.7 85.2 85.0 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 : 47: 1 5 4 35 33 39 39:
Old : 47: 1 5 4 35 33 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 36.8 55.0 54.7 28.4 35.6 45.6 50.4
Old : 34.9 36.8 55.0 54.7 28.4 35.6 45.6 50.4
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 80,332: 2,956 1,130 2,287 67,154 67,058 72,397 70,475: 7,935 9,857
Old : 80,332: 2,956 1,130 2,287 67,154 67,058 72,397 70,475: 7,935 9,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 698: 0 -577 91 580 818 671 332: 27 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.4 2.8 83.6 83.5 90.1 87.7: 9.9 12.3
Old : 100.0: 3.7 1.4 2.8 83.6 83.5 90.1 87.7: 9.9 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 : 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 : 41.0 60.6 67.2 77.2 40.2 60.5 64.2 74.8
Old : 41.0 60.6 67.2 77.2 40.2 60.5 64.2 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 61,977: 5,952 268 2,880 51,627 58,527 60,459 61,675: 1,518 302
Old : 61,977: 5,952 268 2,880 51,627 58,527 60,459 61,675: 1,518 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.4 4.6 83.3 94.4 97.6 99.5: 2.4 0.5
Old : 100.0: 9.6 0.4 4.6 83.3 94.4 97.6 99.5: 2.4 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 : 24: 1 2 2 15 15 17 18:
Old : 24: 1 2 2 15 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 72.5 87.6 91.6 36.6 40.6 47.8 54.4
Old : 69.9 72.5 87.6 91.6 36.6 40.6 47.8 54.4
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 163,332: 5,409 1,163 4,258 144,191 149,824 153,858 155,245: 9,474 8,087
Old : 163,332: 5,409 1,163 4,258 144,191 149,824 153,858 155,245: 9,474 8,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 1,064: 610 -34 -643 624 1,215 591 538: 473 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.7 2.6 88.3 91.7 94.2 95.0: 5.8 5.0
Old : 100.0: 3.3 0.7 2.6 88.3 91.7 94.2 95.0: 5.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 3 30 32 33 35:
Old : 38: 1 1 3 30 32 33 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 41.8 71.1 61.9 37.4 37.1 48.9 50.6
Old : 54.9 41.8 71.1 61.9 37.4 37.1 48.9 50.6
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 159,939: 20,574 1,265 16,136 117,720 139,688 154,430 157,089: 5,509 2,850
Old : 159,939: 20,574 1,265 16,136 117,720 139,688 154,430 157,089: 5,509 2,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 1,368: -1,252 31 1,452 1,299 906 1,499 2,389: -131 -1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.8 10.1 73.6 87.3 96.6 98.2: 3.4 1.8
Old : 100.0: 12.9 0.8 10.1 73.6 87.3 96.6 98.2: 3.4 1.8
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 : 47: 7 1 7 35 31 43 38:
Old : 47: 7 1 7 35 31 43 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 : 32.4 56.3 49.7 71.5 28.0 53.4 39.4 62.4
Old : 32.4 56.3 49.7 71.5 28.0 53.4 39.4 62.4
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 142,418: 332 4,120 6,583 121,148 115,732 128,063 126,435: 14,355 15,983
Old : 142,418: 332 4,120 6,583 121,148 115,732 128,063 126,435: 14,355 15,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -257: -2,842 -310 1,994 -617 -5,558 -1,465 -3,874: 1,208 3,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.9 4.6 85.1 81.3 89.9 88.8: 10.1 11.2
Old : 100.0: 0.2 2.9 4.6 85.1 81.3 89.9 88.8: 10.1 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 2 27 25 29 27:
Old : 35: 1 1 2 27 25 29 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 : 44.0 53.2 61.6 69.6 42.3 52.9 55.6 63.7
Old : 44.0 53.2 61.6 69.6 42.3 52.9 55.6 63.7
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 with Delta-adjusted Options and Futures Combined, December 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 160,732: 14,012 20,508 10,413 128,439 125,777 152,864 156,698: 7,868 4,034
Old : 160,732: 14,012 20,508 10,413 128,439 125,777 152,864 156,698: 7,868 4,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 5,735: 1,613 -216 31 2,864 4,823 4,508 4,638: 1,227 1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 12.8 6.5 79.9 78.3 95.1 97.5: 4.9 2.5
Old : 100.0: 8.7 12.8 6.5 79.9 78.3 95.1 97.5: 4.9 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 : 43: 5 5 9 26 30 35 40:
Old : 43: 5 5 9 26 30 35 40:
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 : 43.5 36.7 69.9 58.7 40.7 33.8 56.7 49.0
Old : 43.5 36.7 69.9 58.7 40.7 33.8 56.7 49.0
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 60,641: 621 14,085 2,195 55,119 37,765 57,935 54,045: 2,706 6,596
Old : 60,641: 621 14,085 2,195 55,119 37,765 57,935 54,045: 2,706 6,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -2,549: -62 -1,315 -558 -1,535 498 -2,155 -1,375: -394 -1,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 23.2 3.6 90.9 62.3 95.5 89.1: 4.5 10.9
Old : 100.0: 1.0 23.2 3.6 90.9 62.3 95.5 89.1: 4.5 10.9
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 5 4 18 19 23 24:
Old : 28: 1 5 4 18 19 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 37.3 77.8 64.2 58.7 30.7 66.7 48.9
Old : 61.6 37.3 77.8 64.2 58.7 30.7 66.7 48.9
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 1,427,426: 285,323 57,157 291,736 826,594 1,067,809 1,403,653 1,416,702: 23,773 10,724
Old : 1,427,426: 285,323 57,157 291,736 826,594 1,067,809 1,403,653 1,416,702: 23,773 10,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -3,469: -7,968 -7,002 -26,506 30,618 33,324 -3,856 -184: 387 -3,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 4.0 20.4 57.9 74.8 98.3 99.2: 1.7 0.8
Old : 100.0: 20.0 4.0 20.4 57.9 74.8 98.3 99.2: 1.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 31 11 37 97 83 137 122:
Old : 145: 31 11 37 97 83 137 122:
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 : 25.5 23.6 40.7 40.1 18.7 18.3 27.5 31.1
Old : 25.5 23.6 40.7 40.1 18.7 18.3 27.5 31.1
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 343,368: 86,782 108,867 83,572 168,975 147,690 339,329 340,129: 4,039 3,239
Old : 343,368: 86,782 108,867 83,572 168,975 147,690 339,329 340,129: 4,039 3,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 16,026: 7,466 8,307 3,423 4,402 2,790 15,291 14,520: 735 1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 31.7 24.3 49.2 43.0 98.8 99.1: 1.2 0.9
Old : 100.0: 25.3 31.7 24.3 49.2 43.0 98.8 99.1: 1.2 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 : 60: 14 9 16 34 31 55 49:
Old : 60: 14 9 16 34 31 55 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 : 34.0 54.6 55.1 73.5 20.6 37.0 30.1 46.5
Old : 34.0 54.6 55.1 73.5 20.6 37.0 30.1 46.5
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 90,728: 22,918 6,917 17,370 50,273 66,337 90,561 90,623: 167 105
Old : 90,728: 22,918 6,917 17,370 50,273 66,337 90,561 90,623: 167 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 2,308: 324 516 -122 2,124 1,956 2,326 2,350: -18 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.6 19.1 55.4 73.1 99.8 99.9: 0.2 0.1
Old : 100.0: 25.3 7.6 19.1 55.4 73.1 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 6 5 11 40 41 51 52:
Old : 54: 6 5 11 40 41 51 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 35.6 63.9 56.6 36.2 26.3 41.7 39.1
Old : 47.7 35.6 63.9 56.6 36.2 26.3 41.7 39.1
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 26,269: 1,650 5,687 3,025 21,573 17,048 26,248 25,760: 21 509
Old : 26,269: 1,650 5,687 3,025 21,573 17,048 26,248 25,760: 21 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 87: 0 0 0 87 87 87 87: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 21.6 11.5 82.1 64.9 99.9 98.1: 0.1 1.9
Old : 100.0: 6.3 21.6 11.5 82.1 64.9 99.9 98.1: 0.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 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 : 61.5 48.9 78.7 68.7 56.9 46.1 69.3 61.4
Old : 61.5 48.9 78.7 68.7 56.9 46.1 69.3 61.4
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 with Delta-adjusted Options and Futures Combined, December 27, 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: 4,326 2,786 949 8,238 10,032 13,513 13,767: 254 0
Old : 13,767: 4,326 2,786 949 8,238 10,032 13,513 13,767: 254 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 0: -246 0 246 0 -246 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 20.2 6.9 59.8 72.9 98.2 100.0: 1.8 0.0
Old : 100.0: 31.4 20.2 6.9 59.8 72.9 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 64.2 74.4 84.0 42.1 50.2 58.7 65.6
Old : 54.4 64.2 74.4 84.0 42.1 50.2 58.7 65.6
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 25,704: 3,800 7,168 1,854 19,750 16,502 25,404 25,524: 300 180
Old : 25,704: 3,800 7,168 1,854 19,750 16,502 25,404 25,524: 300 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 608: 0 558 -120 528 170 408 608: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 27.9 7.2 76.8 64.2 98.8 99.3: 1.2 0.7
Old : 100.0: 14.8 27.9 7.2 76.8 64.2 98.8 99.3: 1.2 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 22 29 30:
Old : 34: 2 6 6 23 22 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 : 48.3 56.0 67.3 75.1 43.3 41.0 55.2 58.2
Old : 48.3 56.0 67.3 75.1 43.3 41.0 55.2 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 5,540: 100 1,680 1,540 3,580 2,040 5,220 5,260: 320 280
Old : 5,540: 100 1,680 1,540 3,580 2,040 5,220 5,260: 320 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 30.3 27.8 64.6 36.8 94.2 94.9: 5.8 5.1
Old : 100.0: 1.8 30.3 27.8 64.6 36.8 94.2 94.9: 5.8 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 : 20: 2 4 4 12 10 16 16:
Old : 20: 2 4 4 12 10 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 : 67.5 68.6 83.8 85.6 43.0 38.3 48.4 50.5
Old : 67.5 68.6 83.8 85.6 43.0 38.3 48.4 50.5
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 22,784: 9,990 880 1,370 10,650 20,144 22,010 22,394: 774 390
Old : 22,784: 9,990 880 1,370 10,650 20,144 22,010 22,394: 774 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 40: 80 140 100 -40 -60 140 180: -100 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 3.9 6.0 46.7 88.4 96.6 98.3: 3.4 1.7
Old : 100.0: 43.8 3.9 6.0 46.7 88.4 96.6 98.3: 3.4 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: 3 1 3 23 26 26 30:
Old : 32: 3 1 3 23 26 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 : 63.2 51.1 77.2 74.2 57.6 49.5 71.1 70.1
Old : 63.2 51.1 77.2 74.2 57.6 49.5 71.1 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 11,977: 360 592 1,592 9,752 9,493 11,704 11,677: 273 300
Old : 11,977: 360 592 1,592 9,752 9,493 11,704 11,677: 273 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 382: 280 160 40 82 182 402 382: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 4.9 13.3 81.4 79.3 97.7 97.5: 2.3 2.5
Old : 100.0: 3.0 4.9 13.3 81.4 79.3 97.7 97.5: 2.3 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 : 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 : 57.1 66.1 81.7 86.3 50.9 58.6 61.1 65.4
Old : 57.1 66.1 81.7 86.3 50.9 58.6 61.1 65.4
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 1,431,698: 133,758 87,102 399,032 843,657 871,500 1,376,447 1,357,634: 55,251 74,064
Old : 1,431,698: 133,758 87,102 399,032 843,657 871,500 1,376,447 1,357,634: 55,251 74,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: 14,411: -1,308 4,066 9,281 15,101 1,097 23,074 14,443: -8,664 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 6.1 27.9 58.9 60.9 96.1 94.8: 3.9 5.2
Old : 100.0: 9.3 6.1 27.9 58.9 60.9 96.1 94.8: 3.9 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 : 270: 95 75 120 81 85 225 238:
Old : 270: 95 75 120 81 85 225 238:
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 : 22.4 22.2 33.4 33.0 8.1 5.7 12.4 9.6
Old : 22.4 22.2 33.4 33.0 8.1 5.7 12.4 9.6
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 13,997: 7,166 1,257 31 3,560 12,407 10,757 13,695: 3,240 302
Old : 13,997: 7,166 1,257 31 3,560 12,407 10,757 13,695: 3,240 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -289: -126 -254 -74 -85 26 -285 -302: -4 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 9.0 0.2 25.4 88.6 76.9 97.8: 23.1 2.2
Old : 100.0: 51.2 9.0 0.2 25.4 88.6 76.9 97.8: 23.1 2.2
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 : 113: 69 5 1 15 24 85 30:
Old : 113: 69 5 1 15 24 85 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 : 27.9 44.0 39.3 64.2 27.9 43.5 39.3 63.7
Old : 27.9 44.0 39.3 64.2 27.9 43.5 39.3 63.7
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 10,325: 6,153 694 195 1,301 8,168 7,649 9,057: 2,676 1,268
Old : 10,325: 6,153 694 195 1,301 8,168 7,649 9,057: 2,676 1,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -375: -238 -74 -142 -34 -422 -414 -638: 39 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 6.7 1.9 12.6 79.1 74.1 87.7: 25.9 12.3
Old : 100.0: 59.6 6.7 1.9 12.6 79.1 74.1 87.7: 25.9 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 : 56: 24 6 3 9 19 35 27:
Old : 56: 24 6 3 9 19 35 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 : 26.9 45.2 41.4 64.0 26.9 45.2 41.4 64.0
Old : 26.9 45.2 41.4 64.0 26.9 45.2 41.4 64.0
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 158,367: 30,413 11,889 17,331 94,485 115,980 142,228 145,199: 16,139 13,168
Old : 158,367: 30,413 11,889 17,331 94,485 115,980 142,228 145,199: 16,139 13,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2005 :
: -7,036: -591 1,396 -5,963 -672 -3,055 -7,226 -7,622: 190 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 7.5 10.9 59.7 73.2 89.8 91.7: 10.2 8.3
Old : 100.0: 19.2 7.5 10.9 59.7 73.2 89.8 91.7: 10.2 8.3
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 : 151: 40 26 30 65 75 121 115:
Old : 151: 40 26 30 65 75 121 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 21.2 42.9 33.2 22.2 17.6 32.8 26.8
Old : 28.5 21.2 42.9 33.2 22.2 17.6 32.8 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2005