NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, January 24, 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 : 4,430: 685 750 0 3,622 3,133 4,307 3,883: 123 547
Old : 4,430: 685 750 0 3,622 3,133 4,307 3,883: 123 547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 647: 25 300 0 604 347 629 647: 18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 16.9 0.0 81.8 70.7 97.2 87.7: 2.8 12.3
Old : 100.0: 15.5 16.9 0.0 81.8 70.7 97.2 87.7: 2.8 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 0 19 15 21 16:
Old : 26: 2 1 0 19 15 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 44.9 79.3 67.3 52.7 40.3 62.2 52.8
Old : 57.1 44.9 79.3 67.3 52.7 40.3 62.2 52.8
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 24, 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 : 174,676: 27,326 17,382 23,785 93,488 106,149 144,599 147,316: 30,077 27,360
Old : 174,676: 27,326 17,382 23,785 93,488 106,149 144,599 147,316: 30,077 27,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 3,718: 3,635 -553 2,400 -3,431 2,462 2,604 4,309: 1,114 -591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 10.0 13.6 53.5 60.8 82.8 84.3: 17.2 15.7
Old : 100.0: 15.6 10.0 13.6 53.5 60.8 82.8 84.3: 17.2 15.7
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 : 142: 31 37 43 62 63 123 117:
Old : 142: 31 37 43 62 63 123 117:
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 : 20.8 18.2 33.2 29.1 17.8 12.4 26.1 18.4
Old : 20.8 18.2 33.2 29.1 17.8 12.4 26.1 18.4
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 24, 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 : 547,602: 49,736 97,668 177,688 249,388 242,441 476,812 517,797: 70,790 29,805
Old : 547,602: 49,736 97,668 177,688 249,388 242,441 476,812 517,797: 70,790 29,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 620: 2,243 -502 3,108 -4,374 -2,707 977 -101: -357 721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 17.8 32.4 45.5 44.3 87.1 94.6: 12.9 5.4
Old : 100.0: 9.1 17.8 32.4 45.5 44.3 87.1 94.6: 12.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 55 53 72 92 73 185 163:
Old : 205: 55 53 72 92 73 185 163:
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 29.0 37.7 42.8 8.9 10.3 14.1 17.9
Old : 25.8 29.0 37.7 42.8 8.9 10.3 14.1 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, January 24, 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 : 48,410: 0 234 2,315 43,166 44,137 45,481 46,686: 2,929 1,724
Old : 48,410: 0 234 2,315 43,166 44,137 45,481 46,686: 2,929 1,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 154: -253 234 -84 -136 4 -473 154: 627 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 4.8 89.2 91.2 93.9 96.4: 6.1 3.6
Old : 100.0: 0.0 0.5 4.8 89.2 91.2 93.9 96.4: 6.1 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: 0 1 1 19 19 20 20:
Old : 29: 0 1 1 19 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 : 59.4 66.7 79.4 82.4 59.4 66.4 75.4 77.7
Old : 59.4 66.7 79.4 82.4 59.4 66.4 75.4 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, January 24, 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 : 53,340: 7,348 1,682 1,461 37,698 43,299 46,507 46,442: 6,833 6,898
Old : 53,340: 7,348 1,682 1,461 37,698 43,299 46,507 46,442: 6,833 6,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 5,484: 627 252 87 3,488 3,801 4,202 4,140: 1,282 1,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 3.2 2.7 70.7 81.2 87.2 87.1: 12.8 12.9
Old : 100.0: 13.8 3.2 2.7 70.7 81.2 87.2 87.1: 12.8 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 39.9 54.2 62.5 68.6 38.7 50.0 56.9 63.0
Old : 39.9 54.2 62.5 68.6 38.7 50.0 56.9 63.0
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 24, 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 : 101,424: 6,648 1,112 1,098 82,411 88,007 90,157 90,217: 11,267 11,207
Old : 101,424: 6,648 1,112 1,098 82,411 88,007 90,157 90,217: 11,267 11,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 71: 0 248 -155 458 -754 303 -661: -232 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.1 1.1 81.3 86.8 88.9 89.0: 11.1 11.0
Old : 100.0: 6.6 1.1 1.1 81.3 86.8 88.9 89.0: 11.1 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 : 37: 3 3 2 26 27 30 31:
Old : 37: 3 3 2 26 27 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 39.3 64.3 58.2 46.5 34.0 60.1 52.0
Old : 48.0 39.3 64.3 58.2 46.5 34.0 60.1 52.0
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 24, 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 : 58,703: 1,416 2,360 0 54,444 47,886 55,860 50,246: 2,843 8,457
Old : 58,703: 1,416 2,360 0 54,444 47,886 55,860 50,246: 2,843 8,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 428: -377 0 -302 2,764 -777 2,085 -1,079: -1,657 1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 4.0 0.0 92.7 81.6 95.2 85.6: 4.8 14.4
Old : 100.0: 2.4 4.0 0.0 92.7 81.6 95.2 85.6: 4.8 14.4
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 : 28: 1 2 0 16 19 17 21:
Old : 28: 1 2 0 16 19 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 : 56.9 42.9 77.2 66.5 47.7 34.4 65.7 53.6
Old : 56.9 42.9 77.2 66.5 47.7 34.4 65.7 53.6
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 24, 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 : 70,609: 0 10,044 2,550 65,322 56,521 67,872 69,115: 2,737 1,494
Old : 70,609: 0 10,044 2,550 65,322 56,521 67,872 69,115: 2,737 1,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 6,305: 0 2,210 -2,489 9,464 6,442 6,975 6,163: -670 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.2 3.6 92.5 80.0 96.1 97.9: 3.9 2.1
Old : 100.0: 0.0 14.2 3.6 92.5 80.0 96.1 97.9: 3.9 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 : 28: 0 4 3 21 22 24 26:
Old : 28: 0 4 3 21 22 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 49.1 67.6 69.0 39.6 41.9 56.6 53.1
Old : 47.9 49.1 67.6 69.0 39.6 41.9 56.6 53.1
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 24, 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 : 70,869: 12,169 4,452 3,076 47,398 59,154 62,643 66,682: 8,226 4,187
Old : 70,869: 12,169 4,452 3,076 47,398 59,154 62,643 66,682: 8,226 4,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 1,640: -4,171 1,288 526 5,066 1,181 1,421 2,995: 219 -1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 6.3 4.3 66.9 83.5 88.4 94.1: 11.6 5.9
Old : 100.0: 17.2 6.3 4.3 66.9 83.5 88.4 94.1: 11.6 5.9
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 : 30: 1 3 3 20 24 23 28:
Old : 30: 1 3 3 20 24 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 38.4 71.4 59.2 43.2 27.7 48.3 39.1
Old : 51.5 38.4 71.4 59.2 43.2 27.7 48.3 39.1
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 24, 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 : 83,633: 0 4,495 3,158 71,812 69,341 74,970 76,994: 8,663 6,639
Old : 83,633: 0 4,495 3,158 71,812 69,341 74,970 76,994: 8,663 6,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 8,588: 0 -379 1,172 7,285 7,983 8,457 8,776: 131 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 3.8 85.9 82.9 89.6 92.1: 10.4 7.9
Old : 100.0: 0.0 5.4 3.8 85.9 82.9 89.6 92.1: 10.4 7.9
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: 0 1 1 20 23 21 24:
Old : 28: 0 1 1 20 23 21 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 : 53.6 38.5 74.2 62.0 49.3 33.9 61.9 52.2
Old : 53.6 38.5 74.2 62.0 49.3 33.9 61.9 52.2
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 24, 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 : 45,230: 0 4,772 2,321 36,313 35,762 38,634 42,855: 6,596 2,375
Old : 45,230: 0 4,772 2,321 36,313 35,762 38,634 42,855: 6,596 2,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 2,262: 0 -943 544 1,447 2,721 1,991 2,322: 271 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.6 5.1 80.3 79.1 85.4 94.7: 14.6 5.3
Old : 100.0: 0.0 10.6 5.1 80.3 79.1 85.4 94.7: 14.6 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 : 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 : 34.6 51.5 54.0 77.2 29.4 47.9 46.9 63.8
Old : 34.6 51.5 54.0 77.2 29.4 47.9 46.9 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, January 24, 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 : 58,317: 19,347 344 1,306 31,530 49,508 52,183 51,158: 6,134 7,159
Old : 58,317: 19,347 344 1,306 31,530 49,508 52,183 51,158: 6,134 7,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -683: 0 310 0 -1,013 -1,061 -1,013 -751: 330 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 0.6 2.2 54.1 84.9 89.5 87.7: 10.5 12.3
Old : 100.0: 33.2 0.6 2.2 54.1 84.9 89.5 87.7: 10.5 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 : 24: 2 1 3 17 20 20 23:
Old : 24: 2 1 3 17 20 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 45.7 80.6 64.9 52.5 32.3 55.1 46.6
Old : 64.8 45.7 80.6 64.9 52.5 32.3 55.1 46.6
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 24, 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 : 66,283: 0 4,282 2,904 56,069 48,928 58,973 56,114: 7,310 10,169
Old : 66,283: 0 4,282 2,904 56,069 48,928 58,973 56,114: 7,310 10,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 5,261: 0 -359 318 1,800 6,210 2,118 6,169: 3,143 -908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 4.4 84.6 73.8 89.0 84.7: 11.0 15.3
Old : 100.0: 0.0 6.5 4.4 84.6 73.8 89.0 84.7: 11.0 15.3
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: 0 2 2 21 19 23 21:
Old : 28: 0 2 2 21 19 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 : 45.1 36.0 63.3 58.5 41.5 32.1 57.6 48.8
Old : 45.1 36.0 63.3 58.5 41.5 32.1 57.6 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, January 24, 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 : 54,251: 0 3,318 1,043 42,210 43,495 43,253 47,856: 10,998 6,395
Old : 54,251: 0 3,318 1,043 42,210 43,495 43,253 47,856: 10,998 6,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 1.9 77.8 80.2 79.7 88.2: 20.3 11.8
Old : 100.0: 0.0 6.1 1.9 77.8 80.2 79.7 88.2: 20.3 11.8
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 : 22: 0 1 1 15 15 16 16:
Old : 22: 0 1 1 15 15 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 : 59.4 53.9 69.1 79.2 55.9 52.6 65.0 73.2
Old : 59.4 53.9 69.1 79.2 55.9 52.6 65.0 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, January 24, 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 : 169,822: 966 24,930 2,080 153,567 137,849 156,613 164,859: 13,209 4,963
Old : 169,822: 966 24,930 2,080 153,567 137,849 156,613 164,859: 13,209 4,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 5,595: 0 2,077 -1,864 5,371 4,785 3,507 4,998: 2,088 597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 14.7 1.2 90.4 81.2 92.2 97.1: 7.8 2.9
Old : 100.0: 0.6 14.7 1.2 90.4 81.2 92.2 97.1: 7.8 2.9
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 : 44: 1 4 4 35 30 39 35:
Old : 44: 1 4 4 35 30 39 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 : 37.4 37.1 54.6 57.9 29.6 36.2 43.0 53.7
Old : 37.4 37.1 54.6 57.9 29.6 36.2 43.0 53.7
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 24, 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 : 81,501: 11,427 1,917 1,144 62,201 71,786 74,772 74,847: 6,729 6,654
Old : 81,501: 11,427 1,917 1,144 62,201 71,786 74,772 74,847: 6,729 6,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 2,030: -1,756 1,917 740 2,185 1,485 1,169 4,142: 861 -2,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.4 1.4 76.3 88.1 91.7 91.8: 8.3 8.2
Old : 100.0: 14.0 2.4 1.4 76.3 88.1 91.7 91.8: 8.3 8.2
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 : 30: 2 1 2 19 20 22 22:
Old : 30: 2 1 2 19 20 22 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 : 43.0 65.0 68.9 81.2 41.0 65.0 65.7 78.7
Old : 43.0 65.0 68.9 81.2 41.0 65.0 65.7 78.7
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 - Futures Only, January 24, 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 : 73,212: 5,668 3,763 224 64,586 66,011 70,478 69,998: 2,734 3,214
Old : 73,212: 5,668 3,763 224 64,586 66,011 70,478 69,998: 2,734 3,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 5.1 0.3 88.2 90.2 96.3 95.6: 3.7 4.4
Old : 100.0: 7.7 5.1 0.3 88.2 90.2 96.3 95.6: 3.7 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 : 23: 1 1 1 17 15 18 17:
Old : 23: 1 1 1 17 15 18 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 : 64.7 77.5 84.3 91.8 50.2 62.4 66.3 70.1
Old : 64.7 77.5 84.3 91.8 50.2 62.4 66.3 70.1
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 24, 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 : 194,223: 4,838 3,046 6,174 171,974 176,531 182,986 185,751: 11,237 8,472
Old : 194,223: 4,838 3,046 6,174 171,974 176,531 182,986 185,751: 11,237 8,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 10,377: -589 0 890 9,285 9,227 9,586 10,117: 791 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.6 3.2 88.5 90.9 94.2 95.6: 5.8 4.4
Old : 100.0: 2.5 1.6 3.2 88.5 90.9 94.2 95.6: 5.8 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 : 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 : 47.8 44.0 64.2 63.1 37.1 35.0 47.0 48.2
Old : 47.8 44.0 64.2 63.1 37.1 35.0 47.0 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, January 24, 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 : 160,639: 17,776 4,576 13,037 122,948 136,464 153,761 154,077: 6,878 6,562
Old : 160,639: 17,776 4,576 13,037 122,948 136,464 153,761 154,077: 6,878 6,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 367: -3,004 1,630 358 2,252 -1,287 -394 701: 761 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 2.8 8.1 76.5 85.0 95.7 95.9: 4.3 4.1
Old : 100.0: 11.1 2.8 8.1 76.5 85.0 95.7 95.9: 4.3 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 : 42: 4 3 7 32 26 39 33:
Old : 42: 4 3 7 32 26 39 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 55.0 56.0 72.5 33.8 53.3 49.1 64.8
Old : 36.8 55.0 56.0 72.5 33.8 53.3 49.1 64.8
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 24, 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 : 145,249: 0 6,798 5,651 129,213 115,552 134,864 128,001: 10,385 17,248
Old : 145,249: 0 6,798 5,651 129,213 115,552 134,864 128,001: 10,385 17,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 3,420: 0 -4,274 1,347 1,842 5,741 3,189 2,814: 231 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 3.9 89.0 79.6 92.9 88.1: 7.1 11.9
Old : 100.0: 0.0 4.7 3.9 89.0 79.6 92.9 88.1: 7.1 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 : 38: 0 2 1 29 29 30 31:
Old : 38: 0 2 1 29 29 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 51.8 58.9 67.6 38.3 48.7 51.1 59.1
Old : 43.7 51.8 58.9 67.6 38.3 48.7 51.1 59.1
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 24, 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 : 32,309: 2,246 5,107 426 23,900 20,386 26,572 25,919: 5,737 6,390
Old : 32,309: 2,246 5,107 426 23,900 20,386 26,572 25,919: 5,737 6,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 53: 112 527 0 1,104 -1,622 1,216 -1,095: -1,163 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 15.8 1.3 74.0 63.1 82.2 80.2: 17.8 19.8
Old : 100.0: 7.0 15.8 1.3 74.0 63.1 82.2 80.2: 17.8 19.8
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: 1 1 1 13 12 15 13:
Old : 20: 1 1 1 13 12 15 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 : 51.9 64.6 69.7 74.5 49.6 61.9 63.9 67.4
Old : 51.9 64.6 69.7 74.5 49.6 61.9 63.9 67.4
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 24, 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 : 164,864: 11,784 21,991 18,405 128,684 122,218 158,873 162,614: 5,991 2,250
Old : 164,864: 11,784 21,991 18,405 128,684 122,218 158,873 162,614: 5,991 2,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 4,459: -356 1,929 -766 5,000 4,510 3,878 5,673: 581 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 13.3 11.2 78.1 74.1 96.4 98.6: 3.6 1.4
Old : 100.0: 7.1 13.3 11.2 78.1 74.1 96.4 98.6: 3.6 1.4
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 : 44: 6 3 9 28 33 37 42:
Old : 44: 6 3 9 28 33 37 42:
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 : 45.8 36.8 66.6 57.7 42.5 29.7 52.9 44.9
Old : 45.8 36.8 66.6 57.7 42.5 29.7 52.9 44.9
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 24, 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 : 51,883: 5,409 7,108 56 41,607 38,076 47,072 45,240: 4,811 6,643
Old : 51,883: 5,409 7,108 56 41,607 38,076 47,072 45,240: 4,811 6,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -423: 0 -496 0 -1,207 1,025 -1,207 529: 784 -952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 13.7 0.1 80.2 73.4 90.7 87.2: 9.3 12.8
Old : 100.0: 10.4 13.7 0.1 80.2 73.4 90.7 87.2: 9.3 12.8
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 : 29: 2 3 1 19 18 21 22:
Old : 29: 2 3 1 19 18 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 39.8 76.9 64.4 60.2 37.5 71.4 60.5
Old : 60.3 39.8 76.9 64.4 60.2 37.5 71.4 60.5
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 24, 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 : 1,421,396: 259,261 70,206 300,861 840,383 1,038,048 1,400,505 1,409,115: 20,891 12,281
Old : 1,421,396: 259,261 70,206 300,861 840,383 1,038,048 1,400,505 1,409,115: 20,891 12,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 23,126: 6,935 6,204 -1,072 17,504 20,110 23,367 25,242: -241 -2,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 4.9 21.2 59.1 73.0 98.5 99.1: 1.5 0.9
Old : 100.0: 18.2 4.9 21.2 59.1 73.0 98.5 99.1: 1.5 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 : 140: 31 13 38 91 82 133 122:
Old : 140: 31 13 38 91 82 133 122:
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 : 24.9 28.7 40.0 45.9 16.7 22.7 25.8 34.1
Old : 24.9 28.7 40.0 45.9 16.7 22.7 25.8 34.1
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 - Futures Only, January 24, 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 : 325,535: 53,725 65,949 90,549 176,952 166,518 321,226 323,016: 4,309 2,519
Old : 325,535: 53,725 65,949 90,549 176,952 166,518 321,226 323,016: 4,309 2,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 15,081: -10,813 -18,551 23,759 1,575 9,757 14,521 14,965: 560 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 20.3 27.8 54.4 51.2 98.7 99.2: 1.3 0.8
Old : 100.0: 16.5 20.3 27.8 54.4 51.2 98.7 99.2: 1.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 14 10 15 30 27 50 46:
Old : 58: 14 10 15 30 27 50 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 52.8 60.8 70.7 19.5 28.0 27.9 36.6
Old : 41.6 52.8 60.8 70.7 19.5 28.0 27.9 36.6
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 24, 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 : 74,646: 21,086 7,320 12,656 40,744 54,482 74,486 74,458: 160 188
Old : 74,646: 21,086 7,320 12,656 40,744 54,482 74,486 74,458: 160 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 1,890: -570 1,010 654 1,925 366 2,009 2,030: -119 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 9.8 17.0 54.6 73.0 99.8 99.7: 0.2 0.3
Old : 100.0: 28.2 9.8 17.0 54.6 73.0 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 : 56: 7 5 10 40 41 51 52:
Old : 56: 7 5 10 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 : 48.1 39.7 60.8 61.3 40.4 34.5 47.7 50.2
Old : 48.1 39.7 60.8 61.3 40.4 34.5 47.7 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, January 24, 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 : 25,098: 2,306 8,085 1,434 21,104 15,070 24,844 24,589: 254 509
Old : 25,098: 2,306 8,085 1,434 21,104 15,070 24,844 24,589: 254 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 283: 782 578 -375 -124 80 283 283: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 32.2 5.7 84.1 60.0 99.0 98.0: 1.0 2.0
Old : 100.0: 9.2 32.2 5.7 84.1 60.0 99.0 98.0: 1.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 5 6 21 22 28 28:
Old : 36: 2 5 6 21 22 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 53.2 82.5 77.2 64.5 50.4 79.9 73.3
Old : 66.3 53.2 82.5 77.2 64.5 50.4 79.9 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, January 24, 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 : 13,315: 4,179 1,644 912 7,463 10,293 12,554 12,849: 761 466
Old : 13,315: 4,179 1,644 912 7,463 10,293 12,554 12,849: 761 466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -432: -84 0 -8 -386 -464 -478 -472: 46 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 12.3 6.8 56.0 77.3 94.3 96.5: 5.7 3.5
Old : 100.0: 31.4 12.3 6.8 56.0 77.3 94.3 96.5: 5.7 3.5
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: 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 : 53.4 64.4 71.9 83.6 45.9 49.8 61.8 66.0
Old : 53.4 64.4 71.9 83.6 45.9 49.8 61.8 66.0
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 24, 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 : 26,290: 4,640 9,492 1,334 20,236 15,364 26,210 26,190: 80 100
Old : 26,290: 4,640 9,492 1,334 20,236 15,364 26,210 26,190: 80 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 778: 220 1,020 40 498 -302 758 758: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 36.1 5.1 77.0 58.4 99.7 99.6: 0.3 0.4
Old : 100.0: 17.6 36.1 5.1 77.0 58.4 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 5 6 23 22 30 29:
Old : 35: 3 5 6 23 22 30 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 : 51.4 61.3 71.7 78.3 50.6 47.6 62.4 63.5
Old : 51.4 61.3 71.7 78.3 50.6 47.6 62.4 63.5
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 - Futures Only, January 24, 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 : 21,986: 8,810 730 1,140 11,339 19,460 21,289 21,330: 697 656
Old : 21,986: 8,810 730 1,140 11,339 19,460 21,289 21,330: 697 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -254: -600 50 -20 226 -424 -394 -394: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 3.3 5.2 51.6 88.5 96.8 97.0: 3.2 3.0
Old : 100.0: 40.1 3.3 5.2 51.6 88.5 96.8 97.0: 3.2 3.0
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 : 34: 3 2 4 25 24 29 29:
Old : 34: 3 2 4 25 24 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 : 59.5 53.0 75.0 75.7 56.9 51.7 70.9 70.9
Old : 59.5 53.0 75.0 75.7 56.9 51.7 70.9 70.9
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 24, 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 : 12,736: 720 616 1,408 10,309 10,412 12,437 12,436: 299 300
Old : 12,736: 720 616 1,408 10,309 10,412 12,437 12,436: 299 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 150: 0 -220 48 222 442 270 270: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 4.8 11.1 80.9 81.8 97.7 97.6: 2.3 2.4
Old : 100.0: 5.7 4.8 11.1 80.9 81.8 97.7 97.6: 2.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 2 14 13 18 15:
Old : 21: 2 2 2 14 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 : 58.7 68.1 83.6 86.6 52.5 59.1 62.7 65.8
Old : 58.7 68.1 83.6 86.6 52.5 59.1 62.7 65.8
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 24, 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 : 908,242: 151,138 145,597 148,202 548,218 554,903 847,558 848,702: 60,684 59,540
Old : 908,242: 151,138 145,597 148,202 548,218 554,903 847,558 848,702: 60,684 59,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: -1,331: 3,082 -4,135 3,929 -1,827 7,345 5,184 7,139: -6,515 -8,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 16.0 16.3 60.4 61.1 93.3 93.4: 6.7 6.6
Old : 100.0: 16.6 16.0 16.3 60.4 61.1 93.3 93.4: 6.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 76 88 97 80 89 221 221:
Old : 276: 76 88 97 80 89 221 221:
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 : 23.7 20.6 36.2 29.9 17.9 8.2 24.5 15.0
Old : 23.7 20.6 36.2 29.9 17.9 8.2 24.5 15.0
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 24, 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 : 14,642: 6,878 1,588 568 3,782 12,247 11,228 14,403: 3,414 239
Old : 14,642: 6,878 1,588 568 3,782 12,247 11,228 14,403: 3,414 239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 614: 21 -16 359 450 268 830 611: -216 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 10.8 3.9 25.8 83.6 76.7 98.4: 23.3 1.6
Old : 100.0: 47.0 10.8 3.9 25.8 83.6 76.7 98.4: 23.3 1.6
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 : 121: 72 6 5 15 28 90 38:
Old : 121: 72 6 5 15 28 90 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 : 21.8 40.4 34.4 60.2 21.8 40.4 34.4 60.2
Old : 21.8 40.4 34.4 60.2 21.8 40.4 34.4 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, January 24, 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 : 11,275: 7,460 1,087 0 1,314 8,944 8,774 10,031: 2,501 1,244
Old : 11,275: 7,460 1,087 0 1,314 8,944 8,774 10,031: 2,501 1,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 446: 523 171 0 -250 369 273 540: 173 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 9.6 0.0 11.7 79.3 77.8 89.0: 22.2 11.0
Old : 100.0: 66.2 9.6 0.0 11.7 79.3 77.8 89.0: 22.2 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 : 61: 29 8 0 10 19 39 27:
Old : 61: 29 8 0 10 19 39 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 : 28.9 48.1 42.7 64.6 28.9 47.4 42.7 63.8
Old : 28.9 48.1 42.7 64.6 28.9 47.4 42.7 63.8
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 24, 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 : 163,339: 41,469 8,039 11,965 91,635 132,391 145,069 152,395: 18,270 10,944
Old : 163,339: 41,469 8,039 11,965 91,635 132,391 145,069 152,395: 18,270 10,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2006 :
: 5,680: 997 1,298 -1,272 6,193 8,203 5,918 8,229: -238 -2,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 4.9 7.3 56.1 81.1 88.8 93.3: 11.2 6.7
Old : 100.0: 25.4 4.9 7.3 56.1 81.1 88.8 93.3: 11.2 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 52 19 36 69 77 139 117:
Old : 158: 52 19 36 69 77 139 117:
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 : 24.9 22.9 37.4 34.8 19.8 21.5 30.7 30.5
Old : 24.9 22.9 37.4 34.8 19.8 21.5 30.7 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2006