NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, February 14, 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 : 4,960: 960 900 0 3,880 3,506 4,840 4,406: 120 554
Old : 4,960: 960 900 0 3,880 3,506 4,840 4,406: 120 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 809: 300 150 0 509 659 809 809: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 18.1 0.0 78.2 70.7 97.6 88.8: 2.4 11.2
Old : 100.0: 19.4 18.1 0.0 78.2 70.7 97.6 88.8: 2.4 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 : 26: 1 2 0 18 15 19 17:
Old : 26: 1 2 0 18 15 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 42.1 79.2 63.8 58.0 38.0 68.9 53.2
Old : 60.6 42.1 79.2 63.8 58.0 38.0 68.9 53.2
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, February 14, 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 : 165,595: 24,278 23,869 20,773 93,184 88,858 138,235 133,500: 27,360 32,095
Old : 165,595: 24,278 23,869 20,773 93,184 88,858 138,235 133,500: 27,360 32,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 6,351: 228 3,797 1,681 2,542 -2,865 4,451 2,613: 1,900 3,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 14.4 12.5 56.3 53.7 83.5 80.6: 16.5 19.4
Old : 100.0: 14.7 14.4 12.5 56.3 53.7 83.5 80.6: 16.5 19.4
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 : 138: 30 35 40 61 64 110 122:
Old : 138: 30 35 40 61 64 110 122:
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 : 22.9 17.0 35.8 26.7 20.3 9.6 30.1 16.6
Old : 22.9 17.0 35.8 26.7 20.3 9.6 30.1 16.6
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, February 14, 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 : 584,428: 54,085 93,072 189,578 271,947 271,505 515,610 554,155: 68,818 30,273
Old : 584,428: 54,085 93,072 189,578 271,947 271,505 515,610 554,155: 68,818 30,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 26,355: 982 202 9,170 15,154 12,538 25,306 21,910: 1,049 4,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 15.9 32.4 46.5 46.5 88.2 94.8: 11.8 5.2
Old : 100.0: 9.3 15.9 32.4 46.5 46.5 88.2 94.8: 11.8 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 : 212: 54 55 72 98 75 194 163:
Old : 212: 54 55 72 98 75 194 163:
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 : 28.1 29.7 40.2 43.3 8.9 9.6 13.2 16.3
Old : 28.1 29.7 40.2 43.3 8.9 9.6 13.2 16.3
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, February 14, 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 : 51,561: 0 791 2,391 45,891 41,742 48,282 44,924: 3,279 6,637
Old : 51,561: 0 791 2,391 45,891 41,742 48,282 44,924: 3,279 6,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 2,503: 0 312 426 2,831 -342 3,257 396: -754 2,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 4.6 89.0 81.0 93.6 87.1: 6.4 12.9
Old : 100.0: 0.0 1.5 4.6 89.0 81.0 93.6 87.1: 6.4 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: 0 1 1 20 18 21 19:
Old : 26: 0 1 1 20 18 21 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 : 52.5 61.1 74.5 77.1 52.4 60.6 70.2 69.7
Old : 52.5 61.1 74.5 77.1 52.4 60.6 70.2 69.7
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, February 14, 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 : 60,528: 1,156 6,035 1,448 52,418 47,804 55,022 55,287: 5,506 5,241
Old : 60,528: 1,156 6,035 1,448 52,418 47,804 55,022 55,287: 5,506 5,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 5,301: 760 3,020 -975 6,038 5,602 5,823 7,647: -522 -2,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 10.0 2.4 86.6 79.0 90.9 91.3: 9.1 8.7
Old : 100.0: 1.9 10.0 2.4 86.6 79.0 90.9 91.3: 9.1 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 4 4 22 23 26 28:
Old : 34: 1 4 4 22 23 26 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 : 38.4 46.8 60.6 63.8 38.2 42.5 56.0 57.5
Old : 38.4 46.8 60.6 63.8 38.2 42.5 56.0 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, February 14, 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 : 103,330: 10,150 3,432 1,932 81,967 89,130 94,049 94,494: 9,281 8,836
Old : 103,330: 10,150 3,432 1,932 81,967 89,130 94,049 94,494: 9,281 8,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -1,094: 0 856 -856 -724 -21 -1,580 -21: 486 -1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 3.3 1.9 79.3 86.3 91.0 91.4: 9.0 8.6
Old : 100.0: 9.8 3.3 1.9 79.3 86.3 91.0 91.4: 9.0 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 : 38: 1 3 2 30 30 33 33:
Old : 38: 1 3 2 30 30 33 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 : 45.5 41.6 62.3 58.6 40.7 37.6 53.4 48.2
Old : 45.5 41.6 62.3 58.6 40.7 37.6 53.4 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, February 14, 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 : 59,655: 248 744 0 53,540 51,060 53,788 51,804: 5,867 7,851
Old : 59,655: 248 744 0 53,540 51,060 53,788 51,804: 5,867 7,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -312: 0 0 0 -1,098 666 -1,098 666: 786 -978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.2 0.0 89.7 85.6 90.2 86.8: 9.8 13.2
Old : 100.0: 0.4 1.2 0.0 89.7 85.6 90.2 86.8: 9.8 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 18 22 19 23:
Old : 28: 1 1 0 18 22 19 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 : 44.6 39.5 74.0 62.7 42.7 28.9 59.1 46.6
Old : 44.6 39.5 74.0 62.7 42.7 28.9 59.1 46.6
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, February 14, 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 : 71,109: 0 7,536 1,654 67,588 59,381 69,242 68,571: 1,867 2,538
Old : 71,109: 0 7,536 1,654 67,588 59,381 69,242 68,571: 1,867 2,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -1,079: 0 398 -1,730 651 -477 -1,079 -1,809: 0 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.6 2.3 95.0 83.5 97.4 96.4: 2.6 3.6
Old : 100.0: 0.0 10.6 2.3 95.0 83.5 97.4 96.4: 2.6 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 : 28: 0 4 3 19 20 22 24:
Old : 28: 0 4 3 19 20 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 46.7 71.8 68.8 46.2 40.6 62.0 55.1
Old : 51.7 46.7 71.8 68.8 46.2 40.6 62.0 55.1
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, February 14, 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 : 68,756: 7,415 6,427 2,577 50,762 54,752 60,754 63,756: 8,002 5,000
Old : 68,756: 7,415 6,427 2,577 50,762 54,752 60,754 63,756: 8,002 5,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -1,351: 22 -345 -143 1,644 -1,106 1,523 -1,594: -2,874 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 9.3 3.7 73.8 79.6 88.4 92.7: 11.6 7.3
Old : 100.0: 10.8 9.3 3.7 73.8 79.6 88.4 92.7: 11.6 7.3
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: 2 2 3 20 22 23 26:
Old : 28: 2 2 3 20 22 23 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 : 42.2 37.4 63.8 62.9 35.6 30.1 46.8 46.6
Old : 42.2 37.4 63.8 62.9 35.6 30.1 46.8 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, February 14, 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 : 100,342: 0 6,998 1,288 91,545 83,752 92,833 92,038: 7,509 8,304
Old : 100,342: 0 6,998 1,288 91,545 83,752 92,833 92,038: 7,509 8,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 5,650: 0 1,057 -620 6,400 4,357 5,780 4,794: -130 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 1.3 91.2 83.5 92.5 91.7: 7.5 8.3
Old : 100.0: 0.0 7.0 1.3 91.2 83.5 92.5 91.7: 7.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 1 20 26 21 27:
Old : 29: 0 1 1 20 26 21 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 : 57.7 42.3 78.6 61.5 54.4 34.2 70.6 51.8
Old : 57.7 42.3 78.6 61.5 54.4 34.2 70.6 51.8
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, February 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 42,803: 0 4,029 2,064 33,588 34,667 35,652 40,760: 7,151 2,043
Old : 42,803: 0 4,029 2,064 33,588 34,667 35,652 40,760: 7,151 2,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 124: 0 -64 0 218 368 218 304: -94 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.4 4.8 78.5 81.0 83.3 95.2: 16.7 4.8
Old : 100.0: 0.0 9.4 4.8 78.5 81.0 83.3 95.2: 16.7 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 20 17 22 19:
Old : 24: 0 2 2 20 17 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 53.9 59.1 78.7 34.1 52.4 51.2 67.0
Old : 39.0 53.9 59.1 78.7 34.1 52.4 51.2 67.0
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, February 14, 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 : 59,902: 19,421 0 552 32,510 53,768 52,483 54,320: 7,419 5,582
Old : 59,902: 19,421 0 552 32,510 53,768 52,483 54,320: 7,419 5,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 5,881: -124 -166 -516 6,155 5,526 5,515 4,844: 366 1,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 0.0 0.9 54.3 89.8 87.6 90.7: 12.4 9.3
Old : 100.0: 32.4 0.0 0.9 54.3 89.8 87.6 90.7: 12.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 2 16 19 18 21:
Old : 23: 2 0 2 16 19 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 47.4 79.1 66.5 46.0 28.6 48.6 41.2
Old : 62.3 47.4 79.1 66.5 46.0 28.6 48.6 41.2
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, February 14, 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 : 68,536: 0 4,237 2,588 58,400 52,245 60,988 59,070: 7,548 9,466
Old : 68,536: 0 4,237 2,588 58,400 52,245 60,988 59,070: 7,548 9,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 7,703: -547 2,586 781 7,025 5,592 7,259 8,959: 444 -1,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 3.8 85.2 76.2 89.0 86.2: 11.0 13.8
Old : 100.0: 0.0 6.2 3.8 85.2 76.2 89.0 86.2: 11.0 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 22 17 24 19:
Old : 27: 0 2 2 22 17 24 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 : 42.8 35.7 61.3 56.9 32.7 30.0 50.6 46.8
Old : 42.8 35.7 61.3 56.9 32.7 30.0 50.6 46.8
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, February 14, 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 : 52,354: 0 949 1,651 39,734 45,074 41,385 47,674: 10,969 4,680
Old : 52,354: 0 949 1,651 39,734 45,074 41,385 47,674: 10,969 4,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 589: 0 -2,193 566 -403 1,790 163 163: 426 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 3.2 75.9 86.1 79.0 91.1: 21.0 8.9
Old : 100.0: 0.0 1.8 3.2 75.9 86.1 79.0 91.1: 21.0 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 16 17 17 18:
Old : 24: 0 1 1 16 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 53.9 69.9 76.0 58.3 51.8 66.5 72.0
Old : 59.6 53.9 69.9 76.0 58.3 51.8 66.5 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, February 14, 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 : 163,484: 0 20,334 5,990 144,186 133,282 150,176 159,606: 13,308 3,878
Old : 163,484: 0 20,334 5,990 144,186 133,282 150,176 159,606: 13,308 3,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 4,588: -406 -1,337 2,547 499 3,988 2,640 5,198: 1,948 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.4 3.7 88.2 81.5 91.9 97.6: 8.1 2.4
Old : 100.0: 0.0 12.4 3.7 88.2 81.5 91.9 97.6: 8.1 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 : 44: 0 5 3 36 31 39 36:
Old : 44: 0 5 3 36 31 39 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 : 37.8 39.5 54.2 60.6 32.6 38.9 45.5 56.8
Old : 37.8 39.5 54.2 60.6 32.6 38.9 45.5 56.8
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, February 14, 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 : 82,076: 10,138 1,973 1,592 60,589 72,625 72,319 76,190: 9,757 5,886
Old : 82,076: 10,138 1,973 1,592 60,589 72,625 72,319 76,190: 9,757 5,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 1,653: -3,148 0 1,177 1,025 944 -946 2,121: 2,599 -468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 2.4 1.9 73.8 88.5 88.1 92.8: 11.9 7.2
Old : 100.0: 12.4 2.4 1.9 73.8 88.5 88.1 92.8: 11.9 7.2
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 : 31: 2 1 2 19 21 22 23:
Old : 31: 2 1 2 19 21 22 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 : 44.9 65.6 66.4 79.9 43.2 65.6 63.5 77.8
Old : 44.9 65.6 66.4 79.9 43.2 65.6 63.5 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, February 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 69,597: 0 7,747 217 66,711 61,529 66,928 69,493: 2,669 104
Old : 69,597: 0 7,747 217 66,711 61,529 66,928 69,493: 2,669 104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -5,131: -5,892 4,208 -7 1,573 -8,710 -4,326 -4,509: -805 -622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.1 0.3 95.9 88.4 96.2 99.9: 3.8 0.1
Old : 100.0: 0.0 11.1 0.3 95.9 88.4 96.2 99.9: 3.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 16 15 17 16:
Old : 22: 0 1 1 16 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 73.0 83.6 90.1 52.0 53.0 61.5 66.0
Old : 67.6 73.0 83.6 90.1 52.0 53.0 61.5 66.0
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, February 14, 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 : 200,996: 9,533 823 3,749 178,705 190,979 191,987 195,551: 9,009 5,445
Old : 200,996: 9,533 823 3,749 178,705 190,979 191,987 195,551: 9,009 5,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 14,281: 2,128 -546 -387 10,535 14,883 12,276 13,950: 2,005 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.4 1.9 88.9 95.0 95.5 97.3: 4.5 2.7
Old : 100.0: 4.7 0.4 1.9 88.9 95.0 95.5 97.3: 4.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 1 5 38 40 43 45:
Old : 48: 3 1 5 38 40 43 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 : 47.8 38.1 61.1 58.7 32.2 36.4 43.5 50.1
Old : 47.8 38.1 61.1 58.7 32.2 36.4 43.5 50.1
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, February 14, 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 : 163,258: 16,393 3,988 12,640 127,730 139,749 156,763 156,377: 6,495 6,881
Old : 163,258: 16,393 3,988 12,640 127,730 139,749 156,763 156,377: 6,495 6,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 2,563: 886 -472 -1,501 1,973 4,570 1,358 2,597: 1,205 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 2.4 7.7 78.2 85.6 96.0 95.8: 4.0 4.2
Old : 100.0: 10.0 2.4 7.7 78.2 85.6 96.0 95.8: 4.0 4.2
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 : 42: 4 2 6 33 31 39 37:
Old : 42: 4 2 6 33 31 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 53.4 55.4 71.3 35.3 50.4 49.4 62.7
Old : 38.0 53.4 55.4 71.3 35.3 50.4 49.4 62.7
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, February 14, 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 : 149,519: 5,753 2,318 1,821 133,870 131,795 141,444 135,934: 8,075 13,585
Old : 149,519: 5,753 2,318 1,821 133,870 131,795 141,444 135,934: 8,075 13,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 8,155: 199 -199 -1,515 10,988 10,130 9,672 8,416: -1,517 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.6 1.2 89.5 88.1 94.6 90.9: 5.4 9.1
Old : 100.0: 3.8 1.6 1.2 89.5 88.1 94.6 90.9: 5.4 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 1 2 30 31 32 33:
Old : 41: 1 1 2 30 31 32 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 : 38.9 54.7 55.7 66.8 34.8 50.2 47.8 60.5
Old : 38.9 54.7 55.7 66.8 34.8 50.2 47.8 60.5
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, February 14, 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 : 185,474: 8,819 28,720 23,388 147,178 130,422 179,385 182,530: 6,089 2,944
Old : 185,474: 8,819 28,720 23,388 147,178 130,422 179,385 182,530: 6,089 2,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 18,098: -365 6,254 1,184 19,804 10,034 20,623 17,472: -2,525 626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 15.5 12.6 79.4 70.3 96.7 98.4: 3.3 1.6
Old : 100.0: 4.8 15.5 12.6 79.4 70.3 96.7 98.4: 3.3 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 : 43: 3 4 7 29 34 36 41:
Old : 43: 3 4 7 29 34 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 : 40.3 35.9 60.2 59.4 36.7 28.4 47.3 43.6
Old : 40.3 35.9 60.2 59.4 36.7 28.4 47.3 43.6
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, February 14, 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 : 51,133: 5,061 3,259 0 42,695 40,111 47,756 43,370: 3,377 7,763
Old : 51,133: 5,061 3,259 0 42,695 40,111 47,756 43,370: 3,377 7,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 1,979: 217 366 -155 2,840 2,717 2,902 2,928: -923 -949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 6.4 0.0 83.5 78.4 93.4 84.8: 6.6 15.2
Old : 100.0: 9.9 6.4 0.0 83.5 78.4 93.4 84.8: 6.6 15.2
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: 3 2 0 19 20 22 22:
Old : 30: 3 2 0 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 : 50.2 38.4 70.3 60.7 47.6 31.9 63.4 49.6
Old : 50.2 38.4 70.3 60.7 47.6 31.9 63.4 49.6
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, February 14, 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 : 1,477,498: 273,748 75,797 335,637 846,377 1,054,230 1,455,762 1,465,664: 21,736 11,834
Old : 1,477,498: 273,748 75,797 335,637 846,377 1,054,230 1,455,762 1,465,664: 21,736 11,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 71,133: 3,273 9,233 35,954 32,698 26,049 71,925 71,236: -792 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 5.1 22.7 57.3 71.4 98.5 99.2: 1.5 0.8
Old : 100.0: 18.5 5.1 22.7 57.3 71.4 98.5 99.2: 1.5 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 : 132: 28 9 31 91 81 125 115:
Old : 132: 28 9 31 91 81 125 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 30.2 41.6 48.4 15.1 23.3 24.9 34.4
Old : 25.8 30.2 41.6 48.4 15.1 23.3 24.9 34.4
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, February 14, 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 : 331,633: 89,980 24,292 82,741 155,728 221,952 328,449 328,985: 3,184 2,648
Old : 331,633: 89,980 24,292 82,741 155,728 221,952 328,449 328,985: 3,184 2,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 33,600: 11,230 -22,301 18,489 4,023 37,696 33,742 33,884: -142 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 7.3 24.9 47.0 66.9 99.0 99.2: 1.0 0.8
Old : 100.0: 27.1 7.3 24.9 47.0 66.9 99.0 99.2: 1.0 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: 16 8 18 30 28 50 50:
Old : 58: 16 8 18 30 28 50 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 51.6 61.7 71.0 18.3 22.2 25.9 34.6
Old : 44.1 51.6 61.7 71.0 18.3 22.2 25.9 34.6
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, February 14, 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 : 68,717: 15,830 9,157 9,741 42,257 48,845 67,828 67,743: 889 974
Old : 68,717: 15,830 9,157 9,741 42,257 48,845 67,828 67,743: 889 974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -960: -903 360 -537 820 -620 -620 -797: -340 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.3 14.2 61.5 71.1 98.7 98.6: 1.3 1.4
Old : 100.0: 23.0 13.3 14.2 61.5 71.1 98.7 98.6: 1.3 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 : 57: 5 4 9 43 42 53 51:
Old : 57: 5 4 9 43 42 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 : 44.9 40.7 58.2 60.6 37.4 32.2 45.2 46.2
Old : 44.9 40.7 58.2 60.6 37.4 32.2 45.2 46.2
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, February 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 24,093: 1,310 6,510 1,331 20,479 15,024 23,120 22,865: 973 1,228
Old : 24,093: 1,310 6,510 1,331 20,479 15,024 23,120 22,865: 973 1,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 292: -1,118 -1,440 64 606 928 -448 -448: 740 740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 27.0 5.5 85.0 62.4 96.0 94.9: 4.0 5.1
Old : 100.0: 5.4 27.0 5.5 85.0 62.4 96.0 94.9: 4.0 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 : 36: 2 4 6 22 25 28 31:
Old : 36: 2 4 6 22 25 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 49.2 81.7 70.4 59.4 48.7 72.8 66.1
Old : 67.0 49.2 81.7 70.4 59.4 48.7 72.8 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, February 14, 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 : 12,552: 2,122 2,500 430 9,281 9,156 11,833 12,086: 719 466
Old : 12,552: 2,122 2,500 430 9,281 9,156 11,833 12,086: 719 466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 831: 0 1,068 -149 982 -86 833 833: -2 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 19.9 3.4 73.9 72.9 94.3 96.3: 5.7 3.7
Old : 100.0: 16.9 19.9 3.4 73.9 72.9 94.3 96.3: 5.7 3.7
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 : 25: 2 3 1 17 12 20 15:
Old : 25: 2 3 1 17 12 20 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 : 49.6 62.4 70.6 84.2 37.5 41.3 53.1 52.3
Old : 49.6 62.4 70.6 84.2 37.5 41.3 53.1 52.3
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, February 14, 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 : 24,848: 4,130 9,494 978 18,552 13,188 23,660 23,660: 1,188 1,188
Old : 24,848: 4,130 9,494 978 18,552 13,188 23,660 23,660: 1,188 1,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 206: -80 40 0 246 106 166 146: 40 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 38.2 3.9 74.7 53.1 95.2 95.2: 4.8 4.8
Old : 100.0: 16.6 38.2 3.9 74.7 53.1 95.2 95.2: 4.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 5 5 24 22 30 28:
Old : 34: 2 5 5 24 22 30 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 : 52.7 58.5 71.8 76.0 51.7 49.6 63.2 62.3
Old : 52.7 58.5 71.8 76.0 51.7 49.6 63.2 62.3
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, February 14, 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 : 20,564: 6,320 560 630 12,853 18,932 19,803 20,122: 761 442
Old : 20,564: 6,320 560 630 12,853 18,932 19,803 20,122: 761 442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -138: -1,290 -760 80 1,034 750 -176 70: 38 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 2.7 3.1 62.5 92.1 96.3 97.9: 3.7 2.1
Old : 100.0: 30.7 2.7 3.1 62.5 92.1 96.3 97.9: 3.7 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 : 37: 3 2 4 30 25 34 30:
Old : 37: 3 2 4 30 25 34 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 52.3 67.1 74.8 50.1 49.2 65.6 66.5
Old : 50.7 52.3 67.1 74.8 50.1 49.2 65.6 66.5
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, February 14, 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 : 12,118: 640 852 1,224 9,738 9,602 11,602 11,678: 516 440
Old : 12,118: 640 852 1,224 9,738 9,602 11,602 11,678: 516 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -222: 0 200 -240 18 -182 -222 -222: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 7.0 10.1 80.4 79.2 95.7 96.4: 4.3 3.6
Old : 100.0: 5.3 7.0 10.1 80.4 79.2 95.7 96.4: 4.3 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 : 23: 2 2 2 14 16 18 18:
Old : 23: 2 2 2 14 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 66.9 83.0 86.9 54.8 59.2 64.5 68.0
Old : 58.1 66.9 83.0 86.9 54.8 59.2 64.5 68.0
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, February 14, 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 : 926,564: 129,197 147,698 151,570 580,179 566,940 860,946 866,208: 65,618 60,356
Old : 926,564: 129,197 147,698 151,570 580,179 566,940 860,946 866,208: 65,618 60,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -14,616: -8,476 9,486 -575 -978 -19,762 -10,029 -10,851: -4,587 -3,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.9 16.4 62.6 61.2 92.9 93.5: 7.1 6.5
Old : 100.0: 13.9 15.9 16.4 62.6 61.2 92.9 93.5: 7.1 6.5
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 : 280: 81 87 100 85 96 226 231:
Old : 280: 81 87 100 85 96 226 231:
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 : 24.5 18.3 37.0 27.4 20.0 8.3 26.1 14.5
Old : 24.5 18.3 37.0 27.4 20.0 8.3 26.1 14.5
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, February 14, 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 : 16,189: 8,112 1,689 1,052 3,030 12,853 12,194 15,594: 3,995 595
Old : 16,189: 8,112 1,689 1,052 3,030 12,853 12,194 15,594: 3,995 595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -17: -268 24 388 214 -437 334 -25: -351 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 10.4 6.5 18.7 79.4 75.3 96.3: 24.7 3.7
Old : 100.0: 50.1 10.4 6.5 18.7 79.4 75.3 96.3: 24.7 3.7
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 : 130: 78 7 7 16 26 101 37:
Old : 130: 78 7 7 16 26 101 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 44.9 25.6 64.1 14.5 44.9 25.6 62.6
Old : 14.5 44.9 25.6 64.1 14.5 44.9 25.6 62.6
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, February 14, 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 : 9,571: 5,197 1,404 83 1,709 7,112 6,989 8,599: 2,582 972
Old : 9,571: 5,197 1,404 83 1,709 7,112 6,989 8,599: 2,582 972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -1,813: -1,973 126 -66 311 -1,487 -1,728 -1,427: -85 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 14.7 0.9 17.9 74.3 73.0 89.8: 27.0 10.2
Old : 100.0: 54.3 14.7 0.9 17.9 74.3 73.0 89.8: 27.0 10.2
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 : 58: 23 9 1 11 17 35 26:
Old : 58: 23 9 1 11 17 35 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 : 22.3 44.4 35.8 60.9 22.3 42.7 35.8 59.2
Old : 22.3 44.4 35.8 60.9 22.3 42.7 35.8 59.2
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, February 14, 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 : 165,826: 46,312 14,423 11,198 91,023 124,652 148,533 150,273: 17,293 15,553
Old : 165,826: 46,312 14,423 11,198 91,023 124,652 148,533 150,273: 17,293 15,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 8,597: 6,699 4,620 -1,113 1,616 1,780 7,202 5,287: 1,395 3,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 8.7 6.8 54.9 75.2 89.6 90.6: 10.4 9.4
Old : 100.0: 27.9 8.7 6.8 54.9 75.2 89.6 90.6: 10.4 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 56 22 36 65 68 132 119:
Old : 164: 56 22 36 65 68 132 119:
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 21.8 35.5 33.8 18.1 16.5 29.7 26.6
Old : 21.8 21.8 35.5 33.8 18.1 16.5 29.7 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, February 14, 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 : 17,031: 3,000 0 0 12,463 16,096 15,463 16,096: 1,568 935
Old : 17,031: 3,000 0 0 12,463 16,096 15,463 16,096: 1,568 935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 0.0 0.0 73.2 94.5 90.8 94.5: 9.2 5.5
Old : 100.0: 17.6 0.0 0.0 73.2 94.5 90.8 94.5: 9.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 14 15 15 15:
Old : 20: 1 0 0 14 15 15 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 : 59.7 55.8 83.6 78.0 32.9 25.5 38.8 37.1
Old : 59.7 55.8 83.6 78.0 32.9 25.5 38.8 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2006