NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,783: 660 450 0 3,018 2,786 3,678 3,236: 105 547
Old : 3,783: 660 450 0 3,018 2,786 3,678 3,236: 105 547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 141: 0 -225 0 141 366 141 141: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 11.9 0.0 79.8 73.6 97.2 85.5: 2.8 14.5
Old : 100.0: 17.4 11.9 0.0 79.8 73.6 97.2 85.5: 2.8 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 : 25: 1 1 0 17 15 18 16:
Old : 25: 1 1 0 17 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 44.5 78.7 66.6 50.8 41.2 64.0 53.4
Old : 58.2 44.5 78.7 66.6 50.8 41.2 64.0 53.4
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 170,958: 23,691 17,935 21,385 96,919 103,687 141,995 143,007: 28,963 27,951
Old : 170,958: 23,691 17,935 21,385 96,919 103,687 141,995 143,007: 28,963 27,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: -1,054: -2,375 1,884 795 84 -2,363 -1,496 316: 442 -1,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 10.5 12.5 56.7 60.7 83.1 83.7: 16.9 16.3
Old : 100.0: 13.9 10.5 12.5 56.7 60.7 83.1 83.7: 16.9 16.3
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 : 148: 32 39 39 62 69 116 128:
Old : 148: 32 39 39 62 69 116 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 18.1 35.4 28.5 19.9 11.5 28.3 17.5
Old : 23.0 18.1 35.4 28.5 19.9 11.5 28.3 17.5
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 546,982: 47,493 98,170 174,580 253,762 245,148 475,835 517,898: 71,147 29,084
Old : 546,982: 47,493 98,170 174,580 253,762 245,148 475,835 517,898: 71,147 29,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: -972: 3,610 7,340 -5,914 2,604 642 300 2,068: -1,272 -3,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 17.9 31.9 46.4 44.8 87.0 94.7: 13.0 5.3
Old : 100.0: 8.7 17.9 31.9 46.4 44.8 87.0 94.7: 13.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 53 54 68 91 72 183 158:
Old : 203: 53 54 68 91 72 183 158:
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 29.1 37.1 44.0 9.3 11.9 14.1 19.0
Old : 25.4 29.1 37.1 44.0 9.3 11.9 14.1 19.0
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 48,256: 253 0 2,399 43,302 44,133 45,954 46,532: 2,302 1,724
Old : 48,256: 253 0 2,399 43,302 44,133 45,954 46,532: 2,302 1,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: -166: -1,197 0 916 1,910 -1,110 1,629 -194: -1,795 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 5.0 89.7 91.5 95.2 96.4: 4.8 3.6
Old : 100.0: 0.5 0.0 5.0 89.7 91.5 95.2 96.4: 4.8 3.6
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 : 29: 1 0 1 19 20 20 21:
Old : 29: 1 0 1 19 20 20 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 : 59.1 68.0 78.6 83.7 59.1 67.7 74.2 79.0
Old : 59.1 68.0 78.6 83.7 59.1 67.7 74.2 79.0
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,856: 6,721 1,430 1,374 34,210 39,498 42,305 42,302: 5,551 5,554
Old : 47,856: 6,721 1,430 1,374 34,210 39,498 42,305 42,302: 5,551 5,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 3,680: 778 488 -458 3,329 4,084 3,649 4,114: 31 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 3.0 2.9 71.5 82.5 88.4 88.4: 11.6 11.6
Old : 100.0: 14.0 3.0 2.9 71.5 82.5 88.4 88.4: 11.6 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 16 19 19 21:
Old : 26: 2 1 2 16 19 19 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 : 40.3 53.1 62.8 68.9 37.2 47.5 55.0 61.9
Old : 40.3 53.1 62.8 68.9 37.2 47.5 55.0 61.9
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 101,353: 6,648 864 1,253 81,953 88,761 89,854 90,878: 11,499 10,475
Old : 101,353: 6,648 864 1,253 81,953 88,761 89,854 90,878: 11,499 10,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 3,883: -9,417 472 -472 10,647 4,483 758 4,483: 3,125 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.9 1.2 80.9 87.6 88.7 89.7: 11.3 10.3
Old : 100.0: 6.6 0.9 1.2 80.9 87.6 88.7 89.7: 11.3 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 3 2 25 25 29 29:
Old : 35: 3 3 2 25 25 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 : 49.4 39.0 66.3 60.1 48.0 35.5 62.3 54.8
Old : 49.4 39.0 66.3 60.1 48.0 35.5 62.3 54.8
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 - Futures Only, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,275: 1,793 2,360 302 51,680 48,663 53,775 51,325: 4,500 6,950
Old : 58,275: 1,793 2,360 302 51,680 48,663 53,775 51,325: 4,500 6,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 3,534: 260 0 0 2,023 3,813 2,283 3,813: 1,251 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.0 0.5 88.7 83.5 92.3 88.1: 7.7 11.9
Old : 100.0: 3.1 4.0 0.5 88.7 83.5 92.3 88.1: 7.7 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: 2 2 1 15 18 17 21:
Old : 28: 2 2 1 15 18 17 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 : 55.4 48.0 75.0 70.5 46.1 41.9 64.9 59.0
Old : 55.4 48.0 75.0 70.5 46.1 41.9 64.9 59.0
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,304: 0 7,834 5,039 55,858 50,079 60,897 62,952: 3,407 1,352
Old : 64,304: 0 7,834 5,039 55,858 50,079 60,897 62,952: 3,407 1,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 4,075: 0 -6,942 3,948 393 6,994 4,341 4,000: -266 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.2 7.8 86.9 77.9 94.7 97.9: 5.3 2.1
Old : 100.0: 0.0 12.2 7.8 86.9 77.9 94.7 97.9: 5.3 2.1
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 : 27: 0 4 3 21 20 24 24:
Old : 27: 0 4 3 21 20 24 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 : 44.0 57.3 65.7 78.0 38.8 44.6 53.4 56.2
Old : 44.0 57.3 65.7 78.0 38.8 44.6 53.4 56.2
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 69,229: 16,340 3,164 2,550 42,332 57,973 61,222 63,687: 8,007 5,542
Old : 69,229: 16,340 3,164 2,550 42,332 57,973 61,222 63,687: 8,007 5,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 291: 2,742 0 -1,557 -306 1,420 879 -137: -588 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 4.6 3.7 61.1 83.7 88.4 92.0: 11.6 8.0
Old : 100.0: 23.6 4.6 3.7 61.1 83.7 88.4 92.0: 11.6 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 3 19 21 22 24:
Old : 26: 1 2 3 19 21 22 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 : 57.1 39.4 73.9 61.7 49.3 29.7 53.9 43.6
Old : 57.1 39.4 73.9 61.7 49.3 29.7 53.9 43.6
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,045: 0 4,874 1,986 64,527 61,358 66,513 68,218: 8,532 6,827
Old : 75,045: 0 4,874 1,986 64,527 61,358 66,513 68,218: 8,532 6,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 2,998: -76 4,874 -2,167 3,328 -255 1,085 2,452: 1,913 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 2.6 86.0 81.8 88.6 90.9: 11.4 9.1
Old : 100.0: 0.0 6.5 2.6 86.0 81.8 88.6 90.9: 11.4 9.1
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 : 27: 0 1 1 16 21 17 22:
Old : 27: 0 1 1 16 21 17 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 : 54.1 39.3 74.8 62.8 50.4 35.5 65.3 57.3
Old : 54.1 39.3 74.8 62.8 50.4 35.5 65.3 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,968: 0 5,715 1,777 34,866 33,041 36,643 40,533: 6,325 2,435
Old : 42,968: 0 5,715 1,777 34,866 33,041 36,643 40,533: 6,325 2,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 1,309: 0 706 152 1,220 1,247 1,372 2,105: -63 -796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.3 4.1 81.1 76.9 85.3 94.3: 14.7 5.7
Old : 100.0: 0.0 13.3 4.1 81.1 76.9 85.3 94.3: 14.7 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 21 17 23 19:
Old : 24: 0 2 2 21 17 23 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 : 35.7 48.5 55.5 75.7 29.0 44.1 46.9 60.6
Old : 35.7 48.5 55.5 75.7 29.0 44.1 46.9 60.6
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 - Futures Only, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,000: 19,347 34 1,306 32,543 50,569 53,196 51,909: 5,804 7,091
Old : 59,000: 19,347 34 1,306 32,543 50,569 53,196 51,909: 5,804 7,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 1,752: 0 34 214 2,028 2,325 2,242 2,573: -490 -821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 0.1 2.2 55.2 85.7 90.2 88.0: 9.8 12.0
Old : 100.0: 32.8 0.1 2.2 55.2 85.7 90.2 88.0: 9.8 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 3 17 19 20 22:
Old : 24: 2 1 3 17 19 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 49.5 81.1 68.6 49.4 29.0 52.1 43.7
Old : 67.5 49.5 81.1 68.6 49.4 29.0 52.1 43.7
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 61,022: 0 4,641 2,586 54,269 42,718 56,855 49,945: 4,167 11,077
Old : 61,022: 0 4,641 2,586 54,269 42,718 56,855 49,945: 4,167 11,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 5,321: 0 -741 124 7,463 8,162 7,587 7,545: -2,266 -2,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 4.2 88.9 70.0 93.2 81.8: 6.8 18.2
Old : 100.0: 0.0 7.6 4.2 88.9 70.0 93.2 81.8: 6.8 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 2 22 19 24 21:
Old : 28: 0 2 2 22 19 24 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 : 47.5 37.8 66.4 60.2 45.1 35.4 60.8 50.1
Old : 47.5 37.8 66.4 60.2 45.1 35.4 60.8 50.1
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 164,227: 966 22,853 3,944 148,196 133,064 153,106 159,861: 11,121 4,366
Old : 164,227: 966 22,853 3,944 148,196 133,064 153,106 159,861: 11,121 4,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 5,826: -2,873 7,414 282 8,685 -1,646 6,094 6,050: -268 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 13.9 2.4 90.2 81.0 93.2 97.3: 6.8 2.7
Old : 100.0: 0.6 13.9 2.4 90.2 81.0 93.2 97.3: 6.8 2.7
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 : 45: 1 5 3 35 30 38 36:
Old : 45: 1 5 3 35 30 38 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 : 36.1 38.7 54.3 58.0 29.4 37.6 43.8 54.4
Old : 36.1 38.7 54.3 58.0 29.4 37.6 43.8 54.4
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 - Futures Only, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 79,471: 13,183 0 404 60,016 70,301 73,603 70,705: 5,868 8,766
Old : 79,471: 13,183 0 404 60,016 70,301 73,603 70,705: 5,868 8,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 4,894: 6,172 0 -1,671 397 6,855 4,898 5,184: -4 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 0.0 0.5 75.5 88.5 92.6 89.0: 7.4 11.0
Old : 100.0: 16.6 0.0 0.5 75.5 88.5 92.6 89.0: 7.4 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 1 17 19 19 20:
Old : 28: 2 0 1 17 19 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 : 45.0 64.9 71.0 81.0 43.6 64.8 68.1 78.4
Old : 45.0 64.9 71.0 81.0 43.6 64.8 68.1 78.4
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 - Futures Only, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 183,846: 5,427 3,046 5,284 162,689 167,304 173,400 175,634: 10,446 8,212
Old : 183,846: 5,427 3,046 5,284 162,689 167,304 173,400 175,634: 10,446 8,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 10,301: -6,249 1,108 2,297 14,403 6,628 10,451 10,033: -150 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.7 2.9 88.5 91.0 94.3 95.5: 5.7 4.5
Old : 100.0: 3.0 1.7 2.9 88.5 91.0 94.3 95.5: 5.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 2 4 34 31 38 35:
Old : 40: 2 2 4 34 31 38 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 : 49.4 45.6 65.3 64.2 36.9 35.4 47.5 49.1
Old : 49.4 45.6 65.3 64.2 36.9 35.4 47.5 49.1
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 160,272: 20,780 2,946 12,679 120,696 137,751 154,155 153,376: 6,117 6,896
Old : 160,272: 20,780 2,946 12,679 120,696 137,751 154,155 153,376: 6,117 6,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 1,533: 1,821 -248 -1,632 -91 2,745 98 865: 1,435 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 1.8 7.9 75.3 85.9 96.2 95.7: 3.8 4.3
Old : 100.0: 13.0 1.8 7.9 75.3 85.9 96.2 95.7: 3.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 2 6 34 29 41 35:
Old : 44: 5 2 6 34 29 41 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 : 37.2 54.8 55.7 71.0 34.3 53.6 48.2 62.6
Old : 37.2 54.8 55.7 71.0 34.3 53.6 48.2 62.6
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 141,829: 0 11,072 4,304 127,371 109,811 131,675 125,187: 10,154 16,642
Old : 141,829: 0 11,072 4,304 127,371 109,811 131,675 125,187: 10,154 16,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 3,036: 0 -7,488 1,238 5,156 10,038 6,394 3,788: -3,358 -752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 3.0 89.8 77.4 92.8 88.3: 7.2 11.7
Old : 100.0: 0.0 7.8 3.0 89.8 77.4 92.8 88.3: 7.2 11.7
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 : 38: 0 2 2 29 25 31 27:
Old : 38: 0 2 2 29 25 31 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 : 43.9 54.6 58.8 70.8 38.9 49.8 52.3 61.7
Old : 43.9 54.6 58.8 70.8 38.9 49.8 52.3 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders - Futures Only, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,256: 2,134 4,580 426 22,796 22,008 25,356 27,014: 6,900 5,242
Old : 32,256: 2,134 4,580 426 22,796 22,008 25,356 27,014: 6,900 5,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 14.2 1.3 70.7 68.2 78.6 83.7: 21.4 16.3
Old : 100.0: 6.6 14.2 1.3 70.7 68.2 78.6 83.7: 21.4 16.3
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 : 20: 1 1 1 13 13 15 14:
Old : 20: 1 1 1 13 13 15 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 : 47.0 62.6 64.9 76.2 44.7 57.8 59.1 68.4
Old : 47.0 62.6 64.9 76.2 44.7 57.8 59.1 68.4
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 160,405: 12,140 20,062 19,171 123,684 117,708 154,995 156,941: 5,410 3,464
Old : 160,405: 12,140 20,062 19,171 123,684 117,708 154,995 156,941: 5,410 3,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 9,944: -9,463 -103 10,398 9,713 4 10,648 10,299: -704 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 12.5 12.0 77.1 73.4 96.6 97.8: 3.4 2.2
Old : 100.0: 7.6 12.5 12.0 77.1 73.4 96.6 97.8: 3.4 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 : 43: 6 3 9 26 32 35 41:
Old : 43: 6 3 9 26 32 35 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 36.9 68.2 58.9 43.2 30.5 53.3 45.9
Old : 46.7 36.9 68.2 58.9 43.2 30.5 53.3 45.9
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,306: 5,409 7,604 56 42,814 37,051 48,279 44,711: 4,027 7,595
Old : 52,306: 5,409 7,604 56 42,814 37,051 48,279 44,711: 4,027 7,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: -502: 5,036 -4,223 -1,252 -3,651 4,020 133 -1,455: -635 953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 14.5 0.1 81.9 70.8 92.3 85.5: 7.7 14.5
Old : 100.0: 10.3 14.5 0.1 81.9 70.8 92.3 85.5: 7.7 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 : 28: 2 3 1 17 17 19 21:
Old : 28: 2 3 1 17 17 19 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 : 67.2 41.3 81.6 65.9 67.1 38.1 74.2 59.8
Old : 67.2 41.3 81.6 65.9 67.1 38.1 74.2 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,398,270: 252,326 64,002 301,933 822,879 1,017,938 1,377,138 1,383,873: 21,132 14,397
Old : 1,398,270: 252,326 64,002 301,933 822,879 1,017,938 1,377,138 1,383,873: 21,132 14,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: -10,835: -25,573 5,600 326 12,965 -18,012 -12,282 -12,086: 1,447 1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 4.6 21.6 58.8 72.8 98.5 99.0: 1.5 1.0
Old : 100.0: 18.0 4.6 21.6 58.8 72.8 98.5 99.0: 1.5 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 : 132: 31 9 34 86 78 125 114:
Old : 132: 31 9 34 86 78 125 114:
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 : 25.1 28.2 39.9 45.6 17.4 22.1 26.2 34.8
Old : 25.1 28.2 39.9 45.6 17.4 22.1 26.2 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 310,454: 64,538 84,500 66,790 175,377 156,761 306,705 308,051: 3,749 2,403
Old : 310,454: 64,538 84,500 66,790 175,377 156,761 306,705 308,051: 3,749 2,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 6,012: -1,701 -4,330 4,164 3,586 6,821 6,049 6,655: -37 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 27.2 21.5 56.5 50.5 98.8 99.2: 1.2 0.8
Old : 100.0: 20.8 27.2 21.5 56.5 50.5 98.8 99.2: 1.2 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 : 57: 15 10 16 28 26 49 46:
Old : 57: 15 10 16 28 26 49 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 56.2 59.4 73.3 19.7 34.8 30.3 42.6
Old : 40.8 56.2 59.4 73.3 19.7 34.8 30.3 42.6
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 72,756: 21,656 6,310 12,002 38,819 54,116 72,477 72,428: 279 328
Old : 72,756: 21,656 6,310 12,002 38,819 54,116 72,477 72,428: 279 328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 1,374: -452 910 -44 1,888 348 1,392 1,214: -18 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 8.7 16.5 53.4 74.4 99.6 99.5: 0.4 0.5
Old : 100.0: 29.8 8.7 16.5 53.4 74.4 99.6 99.5: 0.4 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 : 55: 7 5 10 40 39 51 50:
Old : 55: 7 5 10 40 39 51 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 39.5 63.2 60.8 43.7 34.2 50.1 49.7
Old : 51.3 39.5 63.2 60.8 43.7 34.2 50.1 49.7
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,815: 1,524 7,507 1,809 21,228 14,990 24,561 24,306: 254 509
Old : 24,815: 1,524 7,507 1,809 21,228 14,990 24,561 24,306: 254 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 272: 0 243 57 215 -28 272 272: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 30.3 7.3 85.5 60.4 99.0 97.9: 1.0 2.1
Old : 100.0: 6.1 30.3 7.3 85.5 60.4 99.0 97.9: 1.0 2.1
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 : 35: 1 6 6 21 21 28 27:
Old : 35: 1 6 6 21 21 28 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 : 66.9 53.9 82.2 76.2 64.6 51.0 78.0 72.1
Old : 66.9 53.9 82.2 76.2 64.6 51.0 78.0 72.1
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,747: 4,263 1,644 920 7,849 10,757 13,032 13,321: 715 426
Old : 13,747: 4,263 1,644 920 7,849 10,757 13,032 13,321: 715 426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 91: 234 -634 -157 60 922 137 131: -46 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 12.0 6.7 57.1 78.2 94.8 96.9: 5.2 3.1
Old : 100.0: 31.0 12.0 6.7 57.1 78.2 94.8 96.9: 5.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 2 2 16 10 20 14:
Old : 25: 4 2 2 16 10 20 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 : 52.1 66.4 73.1 85.7 42.0 49.4 59.2 65.2
Old : 52.1 66.4 73.1 85.7 42.0 49.4 59.2 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,512: 4,420 8,472 1,294 19,738 15,666 25,452 25,432: 60 80
Old : 25,512: 4,420 8,472 1,294 19,738 15,666 25,452 25,432: 60 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: -213: -40 100 -280 147 67 -173 -113: -40 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 33.2 5.1 77.4 61.4 99.8 99.7: 0.2 0.3
Old : 100.0: 17.3 33.2 5.1 77.4 61.4 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 6 7 24 22 32 29:
Old : 35: 2 6 7 24 22 32 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 : 53.1 61.6 73.0 78.9 50.9 47.4 63.9 63.8
Old : 53.1 61.6 73.0 78.9 50.9 47.4 63.9 63.8
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,240: 9,410 680 1,160 11,113 19,884 21,683 21,724: 557 516
Old : 22,240: 9,410 680 1,160 11,113 19,884 21,683 21,724: 557 516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 180: -280 -40 -130 750 190 340 20: -160 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 3.1 5.2 50.0 89.4 97.5 97.7: 2.5 2.3
Old : 100.0: 42.3 3.1 5.2 50.0 89.4 97.5 97.7: 2.5 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 : 34: 3 2 4 24 24 28 29:
Old : 34: 3 2 4 24 24 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 52.7 75.8 76.8 58.7 51.5 71.7 71.9
Old : 61.1 52.7 75.8 76.8 58.7 51.5 71.7 71.9
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,586: 720 836 1,360 10,087 9,970 12,167 12,166: 419 420
Old : 12,586: 720 836 1,360 10,087 9,970 12,167 12,166: 419 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 528: 20 160 -240 571 448 351 368: 177 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.6 10.8 80.1 79.2 96.7 96.7: 3.3 3.3
Old : 100.0: 5.7 6.6 10.8 80.1 79.2 96.7 96.7: 3.3 3.3
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 : 20: 2 2 2 14 12 18 14:
Old : 20: 2 2 2 14 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 : 57.0 67.9 82.0 86.0 51.0 57.9 63.0 66.2
Old : 57.0 67.9 82.0 86.0 51.0 57.9 63.0 66.2
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 909,573: 148,056 149,732 144,273 550,045 547,558 842,374 841,563: 67,199 68,010
Old : 909,573: 148,056 149,732 144,273 550,045 547,558 842,374 841,563: 67,199 68,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 16,624: 2,747 3,701 588 15,042 15,636 18,377 19,925: -1,753 -3,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 16.5 15.9 60.5 60.2 92.6 92.5: 7.4 7.5
Old : 100.0: 16.3 16.5 15.9 60.5 60.2 92.6 92.5: 7.4 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 : 272: 75 90 99 78 89 219 222:
Old : 272: 75 90 99 78 89 219 222:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 19.9 35.7 29.5 17.9 8.0 24.5 14.4
Old : 23.5 19.9 35.7 29.5 17.9 8.0 24.5 14.4
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,028: 6,857 1,604 209 3,332 11,979 10,398 13,792: 3,630 236
Old : 14,028: 6,857 1,604 209 3,332 11,979 10,398 13,792: 3,630 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 687: 344 118 209 60 501 613 828: 74 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 11.4 1.5 23.8 85.4 74.1 98.3: 25.9 1.7
Old : 100.0: 48.9 11.4 1.5 23.8 85.4 74.1 98.3: 25.9 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 : 120: 73 5 2 13 27 88 34:
Old : 120: 73 5 2 13 27 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 : 21.6 41.1 33.2 61.8 21.6 41.1 33.2 61.8
Old : 21.6 41.1 33.2 61.8 21.6 41.1 33.2 61.8
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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,829: 6,937 916 0 1,564 8,575 8,501 9,491: 2,328 1,338
Old : 10,829: 6,937 916 0 1,564 8,575 8,501 9,491: 2,328 1,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 928: 891 70 0 91 608 982 678: -54 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 8.5 0.0 14.4 79.2 78.5 87.6: 21.5 12.4
Old : 100.0: 64.1 8.5 0.0 14.4 79.2 78.5 87.6: 21.5 12.4
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 : 61: 30 6 0 13 17 43 23:
Old : 61: 30 6 0 13 17 43 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 : 25.9 49.2 39.4 66.1 25.9 48.4 39.4 65.2
Old : 25.9 49.2 39.4 66.1 25.9 48.4 39.4 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, January 17, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 157,659: 40,472 6,741 13,237 85,442 124,188 139,151 144,166: 18,508 13,493
Old : 157,659: 40,472 6,741 13,237 85,442 124,188 139,151 144,166: 18,508 13,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2006 :
: 7,483: 1,761 108 3,894 1,556 1,879 7,211 5,881: 272 1,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 4.3 8.4 54.2 78.8 88.3 91.4: 11.7 8.6
Old : 100.0: 25.7 4.3 8.4 54.2 78.8 88.3 91.4: 11.7 8.6
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 : 160: 57 15 33 65 76 134 116:
Old : 160: 57 15 33 65 76 134 116:
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 : 24.6 22.3 37.3 34.4 18.8 20.7 30.0 30.1
Old : 24.6 22.3 37.3 34.4 18.8 20.7 30.0 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2006