NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, January 31, 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 : 4,550: 660 750 0 3,647 3,278 4,307 4,028: 243 522
Old : 4,550: 660 750 0 3,647 3,278 4,307 4,028: 243 522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 120: -25 0 0 25 145 0 145: 120 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 16.5 0.0 80.2 72.0 94.7 88.5: 5.3 11.5
Old : 100.0: 14.5 16.5 0.0 80.2 72.0 94.7 88.5: 5.3 11.5
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 19 15 20 16:
Old : 25: 1 1 0 19 15 20 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 : 55.6 43.7 77.2 65.5 51.3 39.2 61.1 52.1
Old : 55.6 43.7 77.2 65.5 51.3 39.2 61.1 52.1
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 31, 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 : 164,511: 26,211 18,967 17,032 94,221 102,270 137,464 138,269: 27,047 26,242
Old : 164,511: 26,211 18,967 17,032 94,221 102,270 137,464 138,269: 27,047 26,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -10,165: -1,115 1,585 -6,753 733 -3,879 -7,135 -9,047: -3,030 -1,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 11.5 10.4 57.3 62.2 83.6 84.0: 16.4 16.0
Old : 100.0: 15.9 11.5 10.4 57.3 62.2 83.6 84.0: 16.4 16.0
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 : 140: 28 40 35 64 61 116 113:
Old : 140: 28 40 35 64 61 116 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 20.6 34.6 32.2 19.4 13.1 28.2 20.2
Old : 21.9 20.6 34.6 32.2 19.4 13.1 28.2 20.2
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 31, 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 : 533,212: 53,616 90,045 174,349 241,398 240,030 469,363 504,424: 63,849 28,788
Old : 533,212: 53,616 90,045 174,349 241,398 240,030 469,363 504,424: 63,849 28,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -14,390: 3,880 -7,623 -3,339 -7,990 -2,411 -7,449 -13,373: -6,941 -1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 16.9 32.7 45.3 45.0 88.0 94.6: 12.0 5.4
Old : 100.0: 10.1 16.9 32.7 45.3 45.0 88.0 94.6: 12.0 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 : 207: 59 47 67 93 73 188 156:
Old : 207: 59 47 67 93 73 188 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 29.7 38.9 44.2 9.5 10.8 14.4 18.4
Old : 27.1 29.7 38.9 44.2 9.5 10.8 14.4 18.4
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 31, 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 : 49,732: 509 0 1,084 44,081 46,900 45,674 47,984: 4,058 1,748
Old : 49,732: 509 0 1,084 44,081 46,900 45,674 47,984: 4,058 1,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 1,322: 509 -234 -1,231 915 2,763 193 1,298: 1,129 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 2.2 88.6 94.3 91.8 96.5: 8.2 3.5
Old : 100.0: 1.0 0.0 2.2 88.6 94.3 91.8 96.5: 8.2 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 : 28: 1 0 1 20 20 21 21:
Old : 28: 1 0 1 20 20 21 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 : 55.9 69.1 75.5 82.3 55.9 68.8 72.6 80.1
Old : 55.9 69.1 75.5 82.3 55.9 68.8 72.6 80.1
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 31, 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 : 52,045: 27 1,494 2,698 43,590 41,998 46,315 46,190: 5,730 5,855
Old : 52,045: 27 1,494 2,698 43,590 41,998 46,315 46,190: 5,730 5,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -1,295: -7,321 -188 1,237 5,892 -1,301 -192 -252: -1,103 -1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.9 5.2 83.8 80.7 89.0 88.8: 11.0 11.2
Old : 100.0: 0.1 2.9 5.2 83.8 80.7 89.0 88.8: 11.0 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 3 18 21 21 24:
Old : 29: 1 2 3 18 21 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 : 38.7 53.3 59.9 68.5 37.3 50.1 54.8 59.7
Old : 38.7 53.3 59.9 68.5 37.3 50.1 54.8 59.7
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 31, 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 : 110,108: 11,195 3,368 1,924 88,301 95,341 101,420 100,633: 8,688 9,475
Old : 110,108: 11,195 3,368 1,924 88,301 95,341 101,420 100,633: 8,688 9,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 8,684: 4,547 2,256 826 5,890 7,334 11,263 10,416: -2,579 -1,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 3.1 1.7 80.2 86.6 92.1 91.4: 7.9 8.6
Old : 100.0: 10.2 3.1 1.7 80.2 86.6 92.1 91.4: 7.9 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 : 41: 2 3 2 32 31 36 34:
Old : 41: 2 3 2 32 31 36 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 : 44.2 40.7 61.1 59.8 42.7 35.1 56.4 49.8
Old : 44.2 40.7 61.1 59.8 42.7 35.1 56.4 49.8
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 31, 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 : 58,725: 1,416 2,360 0 53,912 49,992 55,328 52,352: 3,397 6,373
Old : 58,725: 1,416 2,360 0 53,912 49,992 55,328 52,352: 3,397 6,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 22: 0 0 0 -532 2,106 -532 2,106: 554 -2,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 4.0 0.0 91.8 85.1 94.2 89.1: 5.8 10.9
Old : 100.0: 2.4 4.0 0.0 91.8 85.1 94.2 89.1: 5.8 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 0 17 22 18 24:
Old : 29: 1 2 0 17 22 18 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 : 49.6 41.4 74.5 65.5 42.0 34.0 63.5 50.3
Old : 49.6 41.4 74.5 65.5 42.0 34.0 63.5 50.3
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 31, 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 : 77,526: 0 10,596 3,075 71,844 62,539 74,919 76,210: 2,607 1,316
Old : 77,526: 0 10,596 3,075 71,844 62,539 74,919 76,210: 2,607 1,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 6,917: 0 552 525 6,522 6,018 7,047 7,095: -130 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.7 4.0 92.7 80.7 96.6 98.3: 3.4 1.7
Old : 100.0: 0.0 13.7 4.0 92.7 80.7 96.6 98.3: 3.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 5 4 22 22 26 27:
Old : 30: 0 5 4 22 22 26 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 : 49.9 49.9 69.1 69.5 44.4 42.6 58.5 54.5
Old : 49.9 49.9 69.1 69.5 44.4 42.6 58.5 54.5
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 31, 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 : 72,124: 8,952 4,088 2,415 50,277 60,990 61,644 67,493: 10,480 4,631
Old : 72,124: 8,952 4,088 2,415 50,277 60,990 61,644 67,493: 10,480 4,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 1,255: -3,217 -364 -661 2,879 1,836 -999 811: 2,254 444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 5.7 3.3 69.7 84.6 85.5 93.6: 14.5 6.4
Old : 100.0: 12.4 5.7 3.3 69.7 84.6 85.5 93.6: 14.5 6.4
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 : 29: 1 3 3 19 23 22 27:
Old : 29: 1 3 3 19 23 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 37.4 64.8 61.5 38.0 27.0 43.4 40.1
Old : 44.6 37.4 64.8 61.5 38.0 27.0 43.4 40.1
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 31, 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 : 94,310: 0 3,342 4,762 82,477 79,012 87,239 87,116: 7,071 7,194
Old : 94,310: 0 3,342 4,762 82,477 79,012 87,239 87,116: 7,071 7,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 10,677: 0 -1,153 1,604 10,665 9,671 12,269 10,122: -1,592 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 5.0 87.5 83.8 92.5 92.4: 7.5 7.6
Old : 100.0: 0.0 3.5 5.0 87.5 83.8 92.5 92.4: 7.5 7.6
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 : 31: 0 1 1 24 27 25 28:
Old : 31: 0 1 1 24 27 25 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 : 54.0 43.0 75.9 64.6 50.8 31.4 63.9 47.0
Old : 54.0 43.0 75.9 64.6 50.8 31.4 63.9 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, January 31, 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 : 46,469: 0 4,931 1,734 37,049 37,429 38,783 44,094: 7,686 2,375
Old : 46,469: 0 4,931 1,734 37,049 37,429 38,783 44,094: 7,686 2,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 1,239: 0 159 -587 736 1,667 149 1,239: 1,090 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.6 3.7 79.7 80.5 83.5 94.9: 16.5 5.1
Old : 100.0: 0.0 10.6 3.7 79.7 80.5 83.5 94.9: 16.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 21 18 23 20:
Old : 24: 0 2 2 21 18 23 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 : 37.2 52.4 56.0 77.8 32.2 49.8 49.7 66.6
Old : 37.2 52.4 56.0 77.8 32.2 49.8 49.7 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, January 31, 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 : 52,693: 0 6,330 520 42,588 39,293 43,108 46,143: 9,585 6,550
Old : 52,693: 0 6,330 520 42,588 39,293 43,108 46,143: 9,585 6,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.0 1.0 80.8 74.6 81.8 87.6: 18.2 12.4
Old : 100.0: 0.0 12.0 1.0 80.8 74.6 81.8 87.6: 18.2 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 : 20: 0 1 1 14 15 15 16:
Old : 20: 0 1 1 14 15 15 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 : 57.5 58.6 73.9 78.1 55.1 56.5 69.0 74.1
Old : 57.5 58.6 73.9 78.1 55.1 56.5 69.0 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, January 31, 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 : 49,488: 0 3,530 2,481 40,768 34,758 43,249 40,769: 6,239 8,719
Old : 49,488: 0 3,530 2,481 40,768 34,758 43,249 40,769: 6,239 8,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.1 5.0 82.4 70.2 87.4 82.4: 12.6 17.6
Old : 100.0: 0.0 7.1 5.0 82.4 70.2 87.4 82.4: 12.6 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 1 13 15 14 17:
Old : 20: 0 2 1 13 15 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 50.6 74.9 70.9 44.8 34.8 58.5 50.1
Old : 54.9 50.6 74.9 70.9 44.8 34.8 58.5 50.1
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 31, 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 : 57,240: 19,539 468 878 29,785 51,897 50,202 53,243: 7,038 3,997
Old : 57,240: 19,539 468 878 29,785 51,897 50,202 53,243: 7,038 3,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -1,077: 192 124 -428 -1,745 2,389 -1,981 2,085: 904 -3,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 0.8 1.5 52.0 90.7 87.7 93.0: 12.3 7.0
Old : 100.0: 34.1 0.8 1.5 52.0 90.7 87.7 93.0: 12.3 7.0
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: 2 1 3 17 22 20 25:
Old : 26: 2 1 3 17 22 20 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 45.4 79.4 62.9 50.9 32.2 53.3 46.3
Old : 63.3 45.4 79.4 62.9 50.9 32.2 53.3 46.3
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 31, 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 : 66,504: 0 4,180 2,242 57,528 48,939 59,770 55,361: 6,734 11,143
Old : 66,504: 0 4,180 2,242 57,528 48,939 59,770 55,361: 6,734 11,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 221: 0 -102 -662 1,459 11 797 -753: -576 974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 3.4 86.5 73.6 89.9 83.2: 10.1 16.8
Old : 100.0: 0.0 6.3 3.4 86.5 73.6 89.9 83.2: 10.1 16.8
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: 0 2 2 24 20 26 22:
Old : 29: 0 2 2 24 20 26 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 : 42.2 32.6 61.1 55.0 37.5 29.8 54.4 46.4
Old : 42.2 32.6 61.1 55.0 37.5 29.8 54.4 46.4
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 31, 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 : 55,840: 0 5,137 963 43,720 43,523 44,683 49,623: 11,157 6,217
Old : 55,840: 0 5,137 963 43,720 43,523 44,683 49,623: 11,157 6,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 1,589: 0 1,819 -80 1,510 28 1,430 1,767: 159 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.2 1.7 78.3 77.9 80.0 88.9: 20.0 11.1
Old : 100.0: 0.0 9.2 1.7 78.3 77.9 80.0 88.9: 20.0 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 17 16 18 17:
Old : 23: 0 1 1 17 16 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 : 58.4 53.5 68.1 79.8 55.0 50.0 63.9 73.3
Old : 58.4 53.5 68.1 79.8 55.0 50.0 63.9 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders - Futures Only, January 31, 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 : 59,495: 5,892 3,539 224 52,611 55,256 58,727 59,019: 768 476
Old : 59,495: 5,892 3,539 224 52,611 55,256 58,727 59,019: 768 476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.9 0.4 88.4 92.9 98.7 99.2: 1.3 0.8
Old : 100.0: 9.9 5.9 0.4 88.4 92.9 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 : 28: 3 1 1 18 12 21 14:
Old : 28: 3 1 1 18 12 21 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 : 65.6 79.9 86.9 95.9 51.0 66.5 62.8 72.0
Old : 65.6 79.9 86.9 95.9 51.0 66.5 62.8 72.0
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 31, 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 : 171,586: 966 26,085 2,302 155,692 138,131 158,960 166,518: 12,626 5,068
Old : 171,586: 966 26,085 2,302 155,692 138,131 158,960 166,518: 12,626 5,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 1,764: 0 1,155 222 2,125 282 2,347 1,659: -583 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 15.2 1.3 90.7 80.5 92.6 97.0: 7.4 3.0
Old : 100.0: 0.6 15.2 1.3 90.7 80.5 92.6 97.0: 7.4 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 : 45: 1 4 2 36 31 38 36:
Old : 45: 1 4 2 36 31 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 : 38.9 38.9 55.9 59.0 32.6 38.5 45.5 55.7
Old : 38.9 38.9 55.9 59.0 32.6 38.5 45.5 55.7
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 31, 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 : 84,530: 11,682 1,917 1,847 62,966 73,634 76,495 77,398: 8,035 7,132
Old : 84,530: 11,682 1,917 1,847 62,966 73,634 76,495 77,398: 8,035 7,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 3,029: 255 0 703 765 1,848 1,723 2,551: 1,306 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 2.3 2.2 74.5 87.1 90.5 91.6: 9.5 8.4
Old : 100.0: 13.8 2.3 2.2 74.5 87.1 90.5 91.6: 9.5 8.4
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 : 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 : 45.0 62.8 68.4 79.0 43.1 62.8 64.6 76.6
Old : 45.0 62.8 68.4 79.0 43.1 62.8 64.6 76.6
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 31, 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 : 74,728: 5,892 3,539 224 65,138 70,239 71,254 74,002: 3,474 726
Old : 74,728: 5,892 3,539 224 65,138 70,239 71,254 74,002: 3,474 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 1,516: 224 -224 0 552 4,228 776 4,004: 740 -2,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 4.7 0.3 87.2 94.0 95.4 99.0: 4.6 1.0
Old : 100.0: 7.9 4.7 0.3 87.2 94.0 95.4 99.0: 4.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 1 1 22 19 25 21:
Old : 33: 3 1 1 22 19 25 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 : 59.8 68.7 78.7 87.0 46.0 53.6 60.7 68.3
Old : 59.8 68.7 78.7 87.0 46.0 53.6 60.7 68.3
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 31, 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 : 191,959: 5,376 2,806 5,184 171,215 177,597 181,775 185,587: 10,184 6,372
Old : 191,959: 5,376 2,806 5,184 171,215 177,597 181,775 185,587: 10,184 6,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -2,264: 538 -240 -990 -759 1,066 -1,211 -164: -1,053 -2,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.5 2.7 89.2 92.5 94.7 96.7: 5.3 3.3
Old : 100.0: 2.8 1.5 2.7 89.2 92.5 94.7 96.7: 5.3 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 : 42: 2 1 4 36 34 40 38:
Old : 42: 2 1 4 36 34 40 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 : 48.0 41.8 64.2 61.6 38.7 33.5 48.1 47.1
Old : 48.0 41.8 64.2 61.6 38.7 33.5 48.1 47.1
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 31, 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 : 159,717: 13,767 4,564 14,175 124,337 133,834 152,279 152,573: 7,438 7,144
Old : 159,717: 13,767 4,564 14,175 124,337 133,834 152,279 152,573: 7,438 7,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -922: -4,009 -12 1,138 1,389 -2,630 -1,482 -1,504: 560 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 2.9 8.9 77.8 83.8 95.3 95.5: 4.7 4.5
Old : 100.0: 8.6 2.9 8.9 77.8 83.8 95.3 95.5: 4.7 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 : 43: 4 2 6 34 27 40 33:
Old : 43: 4 2 6 34 27 40 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 : 36.6 50.6 55.3 69.3 32.0 48.1 47.2 61.0
Old : 36.6 50.6 55.3 69.3 32.0 48.1 47.2 61.0
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 31, 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 : 144,263: 462 3,468 6,799 124,807 118,549 132,068 128,816: 12,195 15,447
Old : 144,263: 462 3,468 6,799 124,807 118,549 132,068 128,816: 12,195 15,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -986: 462 -3,330 1,148 -4,406 2,997 -2,796 815: 1,810 -1,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.4 4.7 86.5 82.2 91.5 89.3: 8.5 10.7
Old : 100.0: 0.3 2.4 4.7 86.5 82.2 91.5 89.3: 8.5 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 1 2 30 32 32 34:
Old : 39: 1 1 2 30 32 32 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 : 41.1 51.9 57.2 64.7 34.3 47.6 47.4 57.5
Old : 41.1 51.9 57.2 64.7 34.3 47.6 47.4 57.5
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 31, 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 : 33,964: 1,791 5,019 517 25,363 22,249 27,671 27,785: 6,293 6,179
Old : 33,964: 1,791 5,019 517 25,363 22,249 27,671 27,785: 6,293 6,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 1,655: -455 -88 91 1,463 1,863 1,099 1,866: 556 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 14.8 1.5 74.7 65.5 81.5 81.8: 18.5 18.2
Old : 100.0: 5.3 14.8 1.5 74.7 65.5 81.5 81.8: 18.5 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 : 20: 1 1 2 13 12 15 14:
Old : 20: 1 1 2 13 12 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 : 49.6 65.1 66.6 76.1 47.1 61.4 61.7 67.0
Old : 49.6 65.1 66.6 76.1 47.1 61.4 61.7 67.0
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 31, 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 : 167,109: 14,912 17,337 19,280 125,225 127,111 159,417 163,728: 7,692 3,381
Old : 167,109: 14,912 17,337 19,280 125,225 127,111 159,417 163,728: 7,692 3,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 2,245: 3,128 -4,654 875 -3,459 4,893 544 1,114: 1,701 1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 10.4 11.5 74.9 76.1 95.4 98.0: 4.6 2.0
Old : 100.0: 8.9 10.4 11.5 74.9 76.1 95.4 98.0: 4.6 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 : 43: 6 2 8 28 33 36 41:
Old : 43: 6 2 8 28 33 36 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 35.4 66.0 55.5 40.9 30.5 50.6 43.2
Old : 44.1 35.4 66.0 55.5 40.9 30.5 50.6 43.2
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 31, 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 : 57,182: 7,784 5,160 56 45,709 42,579 53,549 47,795: 3,633 9,387
Old : 57,182: 7,784 5,160 56 45,709 42,579 53,549 47,795: 3,633 9,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 5,299: 2,375 -1,948 0 4,102 4,503 6,477 2,555: -1,178 2,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 9.0 0.1 79.9 74.5 93.6 83.6: 6.4 16.4
Old : 100.0: 13.6 9.0 0.1 79.9 74.5 93.6 83.6: 6.4 16.4
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 : 31: 2 3 1 21 18 23 22:
Old : 31: 2 3 1 21 18 23 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 : 54.7 35.7 75.0 60.7 54.6 34.6 69.5 54.8
Old : 54.7 35.7 75.0 60.7 54.6 34.6 69.5 54.8
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 31, 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 : 1,356,720: 263,291 68,399 284,689 785,720 990,602 1,333,700 1,343,690: 23,020 13,030
Old : 1,356,720: 263,291 68,399 284,689 785,720 990,602 1,333,700 1,343,690: 23,020 13,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -64,676: 4,030 -1,807 -16,172 -54,663 -47,446 -66,805 -65,425: 2,129 749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 5.0 21.0 57.9 73.0 98.3 99.0: 1.7 1.0
Old : 100.0: 19.4 5.0 21.0 57.9 73.0 98.3 99.0: 1.7 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 : 129: 29 10 32 86 76 123 110:
Old : 129: 29 10 32 86 76 123 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 30.4 40.2 48.0 16.9 24.2 26.3 35.2
Old : 25.8 30.4 40.2 48.0 16.9 24.2 26.3 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, January 31, 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 : 293,509: 67,110 49,992 71,761 150,784 168,370 289,655 290,123: 3,854 3,386
Old : 293,509: 67,110 49,992 71,761 150,784 168,370 289,655 290,123: 3,854 3,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -32,026: 13,385 -15,957 -18,788 -26,168 1,852 -31,571 -32,893: -455 867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 17.0 24.4 51.4 57.4 98.7 98.8: 1.3 1.2
Old : 100.0: 22.9 17.0 24.4 51.4 57.4 98.7 98.8: 1.3 1.2
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 : 54: 16 7 16 28 26 48 45:
Old : 54: 16 7 16 28 26 48 45:
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 : 40.1 54.0 60.0 71.9 18.6 30.1 28.4 38.6
Old : 40.1 54.0 60.0 71.9 18.6 30.1 28.4 38.6
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 31, 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 : 71,077: 19,399 8,260 12,140 38,379 49,737 69,918 70,137: 1,159 940
Old : 71,077: 19,399 8,260 12,140 38,379 49,737 69,918 70,137: 1,159 940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -3,569: -1,687 940 -516 -2,365 -4,745 -4,568 -4,321: 999 752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 11.6 17.1 54.0 70.0 98.4 98.7: 1.6 1.3
Old : 100.0: 27.3 11.6 17.1 54.0 70.0 98.4 98.7: 1.6 1.3
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 : 57: 7 4 10 42 41 53 51:
Old : 57: 7 4 10 42 41 53 51:
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 40.5 60.5 61.4 39.5 33.6 46.9 48.7
Old : 47.9 40.5 60.5 61.4 39.5 33.6 46.9 48.7
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 31, 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 : 25,584: 3,334 7,020 1,631 20,365 15,400 25,330 24,051: 254 1,533
Old : 25,584: 3,334 7,020 1,631 20,365 15,400 25,330 24,051: 254 1,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 486: 1,028 -1,065 197 -739 330 486 -538: 0 1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 27.4 6.4 79.6 60.2 99.0 94.0: 1.0 6.0
Old : 100.0: 13.0 27.4 6.4 79.6 60.2 99.0 94.0: 1.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 4 6 21 23 28 29:
Old : 36: 3 4 6 21 23 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 : 65.8 49.0 81.9 72.5 64.5 46.7 77.7 68.2
Old : 65.8 49.0 81.9 72.5 64.5 46.7 77.7 68.2
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 31, 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 : 12,040: 2,904 1,644 912 7,463 9,018 11,279 11,574: 761 466
Old : 12,040: 2,904 1,644 912 7,463 9,018 11,279 11,574: 761 466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -1,275: -1,275 0 0 0 -1,275 -1,275 -1,275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 13.7 7.6 62.0 74.9 93.7 96.1: 6.3 3.9
Old : 100.0: 24.1 13.7 7.6 62.0 74.9 93.7 96.1: 6.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 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 : 48.5 60.6 68.9 81.9 42.1 45.1 57.8 62.5
Old : 48.5 60.6 68.9 81.9 42.1 45.1 57.8 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, January 31, 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 : 26,836: 4,550 9,512 1,424 19,714 14,492 25,688 25,428: 1,148 1,408
Old : 26,836: 4,550 9,512 1,424 19,714 14,492 25,688 25,428: 1,148 1,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 546: -90 20 90 -522 -872 -522 -762: 1,068 1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 35.4 5.3 73.5 54.0 95.7 94.8: 4.3 5.2
Old : 100.0: 17.0 35.4 5.3 73.5 54.0 95.7 94.8: 4.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 51.2 56.1 70.5 73.0 50.2 46.7 61.6 61.6
Old : 51.2 56.1 70.5 73.0 50.2 46.7 61.6 61.6
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 31, 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 : 21,596: 8,300 480 1,190 11,529 19,270 21,019 20,940: 577 656
Old : 21,596: 8,300 480 1,190 11,529 19,270 21,019 20,940: 577 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -390: -510 -250 50 190 -190 -270 -390: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 2.2 5.5 53.4 89.2 97.3 97.0: 2.7 3.0
Old : 100.0: 38.4 2.2 5.5 53.4 89.2 97.3 97.0: 2.7 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 : 35: 3 2 4 26 24 30 29:
Old : 35: 3 2 4 26 24 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 : 58.4 52.0 74.1 75.7 55.6 50.7 69.8 70.7
Old : 58.4 52.0 74.1 75.7 55.6 50.7 69.8 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, January 31, 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 : 13,006: 720 656 1,464 10,323 10,426 12,507 12,546: 499 460
Old : 13,006: 720 656 1,464 10,323 10,426 12,507 12,546: 499 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 270: 0 40 56 14 14 70 110: 200 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 5.0 11.3 79.4 80.2 96.2 96.5: 3.8 3.5
Old : 100.0: 5.5 5.0 11.3 79.4 80.2 96.2 96.5: 3.8 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 : 23: 2 2 2 14 15 18 17:
Old : 23: 2 2 2 14 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 : 58.0 65.1 82.6 84.0 51.7 57.4 62.0 65.1
Old : 58.0 65.1 82.6 84.0 51.7 57.4 62.0 65.1
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 31, 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 : 951,012: 157,003 137,033 148,161 577,385 602,159 882,549 887,353: 68,463 63,659
Old : 951,012: 157,003 137,033 148,161 577,385 602,159 882,549 887,353: 68,463 63,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 42,770: 5,865 -8,564 -41 29,167 47,256 34,991 38,651: 7,779 4,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 14.4 15.6 60.7 63.3 92.8 93.3: 7.2 6.7
Old : 100.0: 16.5 14.4 15.6 60.7 63.3 92.8 93.3: 7.2 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 : 280: 82 83 97 79 93 223 223:
Old : 280: 82 83 97 79 93 223 223:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 21.2 35.5 29.9 17.8 9.1 24.0 15.3
Old : 22.5 21.2 35.5 29.9 17.8 9.1 24.0 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, January 31, 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 : 15,939: 8,099 1,668 930 2,940 12,899 11,969 15,497: 3,970 442
Old : 15,939: 8,099 1,668 930 2,940 12,899 11,969 15,497: 3,970 442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 1,297: 1,221 80 362 -842 652 741 1,094: 556 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 10.5 5.8 18.4 80.9 75.1 97.2: 24.9 2.8
Old : 100.0: 50.8 10.5 5.8 18.4 80.9 75.1 97.2: 24.9 2.8
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 : 128: 74 9 9 14 28 97 41:
Old : 128: 74 9 9 14 28 97 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 : 17.4 43.6 29.2 62.5 17.4 43.6 29.2 61.6
Old : 17.4 43.6 29.2 62.5 17.4 43.6 29.2 61.6
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 31, 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 : 11,686: 7,772 1,114 127 1,178 9,292 9,077 10,533: 2,609 1,153
Old : 11,686: 7,772 1,114 127 1,178 9,292 9,077 10,533: 2,609 1,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 411: 312 27 127 -136 348 303 502: 108 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 9.5 1.1 10.1 79.5 77.7 90.1: 22.3 9.9
Old : 100.0: 66.5 9.5 1.1 10.1 79.5 77.7 90.1: 22.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 30 8 3 7 22 39 32:
Old : 67: 30 8 3 7 22 39 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 47.4 42.7 63.0 29.0 46.6 42.7 62.2
Old : 29.0 47.4 42.7 63.0 29.0 46.6 42.7 62.2
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 31, 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 : 151,546: 37,586 7,185 9,521 88,373 126,256 135,480 142,962: 16,066 8,584
Old : 151,546: 37,586 7,185 9,521 88,373 126,256 135,480 142,962: 16,066 8,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: -11,793: -3,883 -854 -2,444 -3,262 -6,135 -9,589 -9,433: -2,204 -2,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 4.7 6.3 58.3 83.3 89.4 94.3: 10.6 5.7
Old : 100.0: 24.8 4.7 6.3 58.3 83.3 89.4 94.3: 10.6 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 : 157: 56 17 34 59 72 127 114:
Old : 157: 56 17 34 59 72 127 114:
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 : 25.7 23.0 39.0 35.5 19.9 19.7 31.8 29.9
Old : 25.7 23.0 39.0 35.5 19.9 19.7 31.8 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2006