NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, February 28, 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 : 5,180: 960 1,050 0 4,012 3,631 4,972 4,681: 208 499
Old : 5,180: 960 1,050 0 4,012 3,631 4,972 4,681: 208 499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 70: 0 0 0 -18 125 -18 125: 88 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 20.3 0.0 77.5 70.1 96.0 90.4: 4.0 9.6
Old : 100.0: 18.5 20.3 0.0 77.5 70.1 96.0 90.4: 4.0 9.6
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: 1 3 0 18 17 19 20:
Old : 28: 1 3 0 18 17 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 40.3 75.3 61.7 51.1 36.4 63.2 50.1
Old : 56.5 40.3 75.3 61.7 51.1 36.4 63.2 50.1
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, February 28, 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 : 162,402: 24,317 25,099 17,776 98,363 89,406 140,456 132,281: 21,946 30,121
Old : 162,402: 24,317 25,099 17,776 98,363 89,406 140,456 132,281: 21,946 30,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -7,348: -1,045 586 -3,181 -211 -1,226 -4,437 -3,821: -2,911 -3,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 15.5 10.9 60.6 55.1 86.5 81.5: 13.5 18.5
Old : 100.0: 15.0 15.5 10.9 60.6 55.1 86.5 81.5: 13.5 18.5
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 : 137: 22 42 30 61 63 105 116:
Old : 137: 22 42 30 61 63 105 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 17.1 40.9 26.7 22.3 10.3 32.9 16.3
Old : 24.5 17.1 40.9 26.7 22.3 10.3 32.9 16.3
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 28, 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 : 607,618: 34,317 73,486 239,081 261,765 266,777 535,163 579,344: 72,455 28,274
Old : 607,618: 34,317 73,486 239,081 261,765 266,777 535,163 579,344: 72,455 28,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -8,955: -15,171 -22,639 20,840 -17,622 -5,743 -11,953 -7,542: 2,998 -1,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 12.1 39.3 43.1 43.9 88.1 95.3: 11.9 4.7
Old : 100.0: 5.6 12.1 39.3 43.1 43.9 88.1 95.3: 11.9 4.7
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 : 204: 56 53 73 86 73 185 161:
Old : 204: 56 53 73 86 73 185 161:
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 : 31.7 33.9 43.2 46.0 7.4 7.3 10.3 12.0
Old : 31.7 33.9 43.2 46.0 7.4 7.3 10.3 12.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 53,116: 353 0 1,863 46,202 44,452 48,418 46,315: 4,698 6,801
Old : 53,116: 353 0 1,863 46,202 44,452 48,418 46,315: 4,698 6,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 509: 353 -1,456 71 -1,019 1,856 -595 471: 1,104 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 3.5 87.0 83.7 91.2 87.2: 8.8 12.8
Old : 100.0: 0.7 0.0 3.5 87.0 83.7 91.2 87.2: 8.8 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 20 18 21 19:
Old : 26: 1 0 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 : 48.1 61.2 71.2 75.8 47.7 59.5 68.4 68.3
Old : 48.1 61.2 71.2 75.8 47.7 59.5 68.4 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,725: 3,597 5,526 1,761 49,323 47,911 54,681 55,198: 7,044 6,527
Old : 61,725: 3,597 5,526 1,761 49,323 47,911 54,681 55,198: 7,044 6,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 1,220: 2,531 -3,415 -28 -2,141 2,959 362 -484: 858 1,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 9.0 2.9 79.9 77.6 88.6 89.4: 11.4 10.6
Old : 100.0: 5.8 9.0 2.9 79.9 77.6 88.6 89.4: 11.4 10.6
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 : 30: 2 3 4 18 19 23 23:
Old : 30: 2 3 4 18 19 23 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 : 42.1 40.7 63.9 59.0 39.9 34.6 56.1 49.1
Old : 42.1 40.7 63.9 59.0 39.9 34.6 56.1 49.1
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 28, 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 : 103,206: 10,150 2,756 2,608 81,659 88,274 94,417 93,638: 8,789 9,568
Old : 103,206: 10,150 2,756 2,608 81,659 88,274 94,417 93,638: 8,789 9,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 588: 0 180 -180 1,167 -20 987 -20: -399 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 2.7 2.5 79.1 85.5 91.5 90.7: 8.5 9.3
Old : 100.0: 9.8 2.7 2.5 79.1 85.5 91.5 90.7: 8.5 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 : 37: 1 3 2 32 27 35 30:
Old : 37: 1 3 2 32 27 35 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 : 43.9 42.2 61.6 61.1 40.7 36.8 54.2 52.1
Old : 43.9 42.2 61.6 61.1 40.7 36.8 54.2 52.1
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 28, 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 : 62,166: 248 744 0 55,527 52,841 55,775 53,585: 6,391 8,581
Old : 62,166: 248 744 0 55,527 52,841 55,775 53,585: 6,391 8,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 1,757: 0 0 0 1,215 45 1,215 45: 542 1,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.2 0.0 89.3 85.0 89.7 86.2: 10.3 13.8
Old : 100.0: 0.4 1.2 0.0 89.3 85.0 89.7 86.2: 10.3 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 : 29: 1 1 0 21 24 22 25:
Old : 29: 1 1 0 21 24 22 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 : 45.6 36.8 72.9 61.0 43.2 28.3 60.1 46.7
Old : 45.6 36.8 72.9 61.0 43.2 28.3 60.1 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, February 28, 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 : 77,656: 0 10,928 576 75,399 64,168 75,975 75,672: 1,681 1,984
Old : 77,656: 0 10,928 576 75,399 64,168 75,975 75,672: 1,681 1,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 4,713: 0 1,066 -6 4,719 4,509 4,713 5,569: 0 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.1 0.7 97.1 82.6 97.8 97.4: 2.2 2.6
Old : 100.0: 0.0 14.1 0.7 97.1 82.6 97.8 97.4: 2.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 3 2 20 21 22 24:
Old : 29: 0 3 2 20 21 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 47.1 71.4 70.2 44.3 38.8 63.0 55.5
Old : 49.7 47.1 71.4 70.2 44.3 38.8 63.0 55.5
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, February 28, 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 : 72,186: 8,509 8,267 2,827 51,992 54,899 63,328 65,993: 8,858 6,193
Old : 72,186: 8,509 8,267 2,827 51,992 54,899 63,328 65,993: 8,858 6,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 813: 642 920 4 -449 -173 197 751: 616 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.5 3.9 72.0 76.1 87.7 91.4: 12.3 8.6
Old : 100.0: 11.8 11.5 3.9 72.0 76.1 87.7 91.4: 12.3 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 : 27: 2 2 3 19 21 22 25:
Old : 27: 2 2 3 19 21 22 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 : 43.4 35.3 62.7 60.8 36.6 30.0 46.6 46.6
Old : 43.4 35.3 62.7 60.8 36.6 30.0 46.6 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 28, 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 : 107,411: 0 4,350 2,509 96,597 90,653 99,106 97,512: 8,305 9,899
Old : 107,411: 0 4,350 2,509 96,597 90,653 99,106 97,512: 8,305 9,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 8,143: 0 1,396 -317 8,294 7,656 7,977 8,735: 166 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 2.3 89.9 84.4 92.3 90.8: 7.7 9.2
Old : 100.0: 0.0 4.0 2.3 89.9 84.4 92.3 90.8: 7.7 9.2
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 : 34: 0 1 1 25 25 26 26:
Old : 34: 0 1 1 25 25 26 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 : 52.5 41.9 69.8 61.9 47.5 35.1 60.9 52.3
Old : 52.5 41.9 69.8 61.9 47.5 35.1 60.9 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 45,175: 778 1,504 1,838 34,987 40,254 37,603 43,596: 7,572 1,579
Old : 45,175: 778 1,504 1,838 34,987 40,254 37,603 43,596: 7,572 1,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 2,108: 0 -613 430 1,658 3,183 2,088 3,000: 20 -892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 3.3 4.1 77.4 89.1 83.2 96.5: 16.8 3.5
Old : 100.0: 1.7 3.3 4.1 77.4 89.1 83.2 96.5: 16.8 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 : 25: 1 1 2 20 19 22 21:
Old : 25: 1 1 2 20 19 22 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 : 36.7 54.9 58.3 77.4 33.5 53.4 52.2 66.9
Old : 36.7 54.9 58.3 77.4 33.5 53.4 52.2 66.9
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 28, 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 : 67,462: 19,359 0 552 40,823 61,459 60,734 62,011: 6,728 5,451
Old : 67,462: 19,359 0 552 40,823 61,459 60,734 62,011: 6,728 5,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 4,697: 0 0 0 5,196 6,657 5,196 6,657: -499 -1,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 0.0 0.8 60.5 91.1 90.0 91.9: 10.0 8.1
Old : 100.0: 28.7 0.0 0.8 60.5 91.1 90.0 91.9: 10.0 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 2 20 24 22 26:
Old : 28: 2 0 2 20 24 22 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 : 57.3 45.5 76.0 62.3 46.2 26.9 49.7 39.3
Old : 57.3 45.5 76.0 62.3 46.2 26.9 49.7 39.3
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, February 28, 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 : 68,970: 3,705 1,087 2,141 55,047 55,382 60,893 58,610: 8,077 10,360
Old : 68,970: 3,705 1,087 2,141 55,047 55,382 60,893 58,610: 8,077 10,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -757: 896 118 -1,134 369 -655 131 -1,671: -888 914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 1.6 3.1 79.8 80.3 88.3 85.0: 11.7 15.0
Old : 100.0: 5.4 1.6 3.1 79.8 80.3 88.3 85.0: 11.7 15.0
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 : 29: 1 1 2 21 19 23 21:
Old : 29: 1 1 2 21 19 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 34.3 62.0 55.5 30.8 31.2 49.7 50.1
Old : 40.3 34.3 62.0 55.5 30.8 31.2 49.7 50.1
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 28, 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 : 57,092: 0 2,417 791 44,391 49,630 45,182 52,838: 11,910 4,254
Old : 57,092: 0 2,417 791 44,391 49,630 45,182 52,838: 11,910 4,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 2,624: 0 850 -474 2,577 2,372 2,103 2,748: 521 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 1.4 77.8 86.9 79.1 92.5: 20.9 7.5
Old : 100.0: 0.0 4.2 1.4 77.8 86.9 79.1 92.5: 20.9 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 15 18 16 19:
Old : 24: 0 1 1 15 18 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 48.3 70.3 72.0 57.3 47.0 66.9 66.8
Old : 58.5 48.3 70.3 72.0 57.3 47.0 66.9 66.8
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, February 28, 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 : 60,671: 1,634 9,148 0 57,952 49,970 59,586 59,118: 1,085 1,553
Old : 60,671: 1,634 9,148 0 57,952 49,970 59,586 59,118: 1,085 1,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 15.1 0.0 95.5 82.4 98.2 97.4: 1.8 2.6
Old : 100.0: 2.7 15.1 0.0 95.5 82.4 98.2 97.4: 1.8 2.6
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 : 34: 3 1 0 19 17 22 18:
Old : 34: 3 1 0 19 17 22 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 : 75.6 70.1 87.6 90.3 53.2 56.6 60.9 64.5
Old : 75.6 70.1 87.6 90.3 53.2 56.6 60.9 64.5
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 28, 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 : 176,083: 884 23,709 3,857 160,867 144,364 165,608 171,930: 10,475 4,153
Old : 176,083: 884 23,709 3,857 160,867 144,364 165,608 171,930: 10,475 4,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 2,456: 884 -1,612 -594 4,996 5,293 5,286 3,087: -2,830 -631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 13.5 2.2 91.4 82.0 94.1 97.6: 5.9 2.4
Old : 100.0: 0.5 13.5 2.2 91.4 82.0 94.1 97.6: 5.9 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 : 46: 1 4 3 38 32 41 37:
Old : 46: 1 4 3 38 32 41 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 : 36.5 39.6 54.3 59.9 31.1 39.1 45.6 56.3
Old : 36.5 39.6 54.3 59.9 31.1 39.1 45.6 56.3
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,487: 11,486 1,973 1,747 60,345 73,204 73,578 76,924: 9,909 6,563
Old : 83,487: 11,486 1,973 1,747 60,345 73,204 73,578 76,924: 9,909 6,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 766: 2,938 0 -570 -898 358 1,470 -212: -704 978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 2.4 2.1 72.3 87.7 88.1 92.1: 11.9 7.9
Old : 100.0: 13.8 2.4 2.1 72.3 87.7 88.1 92.1: 11.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 2 20 22 23 24:
Old : 32: 2 1 2 20 22 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 64.1 67.4 79.2 43.6 63.5 64.6 78.6
Old : 45.4 64.1 67.4 79.2 43.6 63.5 64.6 78.6
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, February 28, 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 : 77,753: 834 9,396 0 71,862 67,827 72,696 77,223: 5,057 530
Old : 77,753: 834 9,396 0 71,862 67,827 72,696 77,223: 5,057 530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 8,447: 834 1,215 0 5,380 6,930 6,214 8,145: 2,233 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 12.1 0.0 92.4 87.2 93.5 99.3: 6.5 0.7
Old : 100.0: 1.1 12.1 0.0 92.4 87.2 93.5 99.3: 6.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 0 22 17 24 18:
Old : 32: 2 1 0 22 17 24 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 : 67.3 64.9 80.6 84.7 49.7 43.7 56.8 60.9
Old : 67.3 64.9 80.6 84.7 49.7 43.7 56.8 60.9
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 28, 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 : 210,827: 5,912 823 4,318 190,189 199,421 200,419 204,562: 10,408 6,265
Old : 210,827: 5,912 823 4,318 190,189 199,421 200,419 204,562: 10,408 6,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 6,990: 294 -234 -7 6,667 7,113 6,954 6,872: 36 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.4 2.0 90.2 94.6 95.1 97.0: 4.9 3.0
Old : 100.0: 2.8 0.4 2.0 90.2 94.6 95.1 97.0: 4.9 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 : 51: 3 1 4 40 43 45 47:
Old : 51: 3 1 4 40 43 45 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 37.8 62.5 58.4 35.3 34.4 47.4 47.5
Old : 46.3 37.8 62.5 58.4 35.3 34.4 47.4 47.5
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 28, 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 : 163,131: 14,880 3,048 8,804 133,683 143,235 157,367 155,087: 5,764 8,044
Old : 163,131: 14,880 3,048 8,804 133,683 143,235 157,367 155,087: 5,764 8,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -2,981: -667 -1,684 -3,502 1,586 1,567 -2,583 -3,619: -398 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 1.9 5.4 81.9 87.8 96.5 95.1: 3.5 4.9
Old : 100.0: 9.1 1.9 5.4 81.9 87.8 96.5 95.1: 3.5 4.9
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 : 43: 3 3 6 33 29 39 35:
Old : 43: 3 3 6 33 29 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 52.9 55.1 69.5 33.8 49.9 48.9 60.5
Old : 37.3 52.9 55.1 69.5 33.8 49.9 48.9 60.5
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 28, 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 : 154,772: 3,355 5,269 3,743 139,635 130,353 146,733 139,365: 8,039 15,407
Old : 154,772: 3,355 5,269 3,743 139,635 130,353 146,733 139,365: 8,039 15,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 3,459: 2,053 1,677 96 2,190 1,596 4,339 3,369: -880 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.4 2.4 90.2 84.2 94.8 90.0: 5.2 10.0
Old : 100.0: 2.2 3.4 2.4 90.2 84.2 94.8 90.0: 5.2 10.0
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 : 42: 1 2 2 32 32 34 35:
Old : 42: 1 2 2 32 32 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 50.8 55.3 62.4 36.3 45.7 47.8 54.9
Old : 37.8 50.8 55.3 62.4 36.3 45.7 47.8 54.9
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 28, 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 : 197,880: 6,125 34,485 25,351 159,998 135,456 191,474 195,292: 6,406 2,588
Old : 197,880: 6,125 34,485 25,351 159,998 135,456 191,474 195,292: 6,406 2,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 3,716: -1,005 4,954 78 4,313 -1,188 3,386 3,844: 330 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 17.4 12.8 80.9 68.5 96.8 98.7: 3.2 1.3
Old : 100.0: 3.1 17.4 12.8 80.9 68.5 96.8 98.7: 3.2 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 : 44: 4 3 7 29 34 36 41:
Old : 44: 4 3 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 : 42.9 35.7 62.7 57.2 38.7 30.1 48.3 43.2
Old : 42.9 35.7 62.7 57.2 38.7 30.1 48.3 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, February 28, 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 : 52,999: 4,844 3,019 0 44,347 40,901 49,191 43,920: 3,808 9,079
Old : 52,999: 4,844 3,019 0 44,347 40,901 49,191 43,920: 3,808 9,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 1,464: -217 -480 0 1,436 1,302 1,219 822: 245 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 5.7 0.0 83.7 77.2 92.8 82.9: 7.2 17.1
Old : 100.0: 9.1 5.7 0.0 83.7 77.2 92.8 82.9: 7.2 17.1
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 : 30: 2 2 0 19 21 21 23:
Old : 30: 2 2 0 19 21 21 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 : 50.6 35.2 72.8 56.6 46.8 31.6 61.2 46.2
Old : 50.6 35.2 72.8 56.6 46.8 31.6 61.2 46.2
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 28, 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 : 1,480,743: 246,544 24,520 387,547 828,170 1,054,953 1,462,261 1,467,020: 18,482 13,723
Old : 1,480,743: 246,544 24,520 387,547 828,170 1,054,953 1,462,261 1,467,020: 18,482 13,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -31,837: -17,271 -37,260 25,379 -36,338 -19,960 -28,230 -31,841: -3,607 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 1.7 26.2 55.9 71.2 98.8 99.1: 1.2 0.9
Old : 100.0: 16.7 1.7 26.2 55.9 71.2 98.8 99.1: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 28 8 30 89 77 123 109:
Old : 128: 28 8 30 89 77 123 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 29.3 42.3 46.7 13.9 23.6 22.7 33.6
Old : 26.7 29.3 42.3 46.7 13.9 23.6 22.7 33.6
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 28, 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 : 306,614: 68,314 24,053 82,380 151,603 197,262 302,297 303,695: 4,317 2,919
Old : 306,614: 68,314 24,053 82,380 151,603 197,262 302,297 303,695: 4,317 2,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -35,119: -20,647 -1,985 -5,751 -9,928 -28,005 -36,326 -35,741: 1,207 622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 7.8 26.9 49.4 64.3 98.6 99.0: 1.4 1.0
Old : 100.0: 22.3 7.8 26.9 49.4 64.3 98.6 99.0: 1.4 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 : 50: 12 9 17 29 25 48 44:
Old : 50: 12 9 17 29 25 48 44:
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 : 47.4 59.2 62.4 75.9 19.3 26.3 27.0 37.8
Old : 47.4 59.2 62.4 75.9 19.3 26.3 27.0 37.8
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 28, 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 : 65,028: 14,878 10,258 7,422 41,909 46,588 64,209 64,268: 819 760
Old : 65,028: 14,878 10,258 7,422 41,909 46,588 64,209 64,268: 819 760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -3,003: -216 1,033 -1,505 -1,332 -2,577 -3,053 -3,049: 50 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 15.8 11.4 64.4 71.6 98.7 98.8: 1.3 1.2
Old : 100.0: 22.9 15.8 11.4 64.4 71.6 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: 6 4 8 42 39 51 48:
Old : 54: 6 4 8 42 39 51 48:
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 39.4 58.0 58.7 37.3 32.1 45.7 45.2
Old : 44.6 39.4 58.0 58.7 37.3 32.1 45.7 45.2
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 28, 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 : 25,023: 1,310 8,059 1,245 21,765 14,761 24,320 24,065: 703 958
Old : 25,023: 1,310 8,059 1,245 21,765 14,761 24,320 24,065: 703 958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -178: 0 0 0 92 92 92 92: -270 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 32.2 5.0 87.0 59.0 97.2 96.2: 2.8 3.8
Old : 100.0: 5.2 32.2 5.0 87.0 59.0 97.2 96.2: 2.8 3.8
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 : 36: 2 4 6 23 23 29 29:
Old : 36: 2 4 6 23 23 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 50.6 80.4 72.4 57.0 46.0 71.0 64.7
Old : 62.8 50.6 80.4 72.4 57.0 46.0 71.0 64.7
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 13,935: 3,311 968 1,707 8,664 11,260 13,682 13,935: 253 0
Old : 13,935: 3,311 968 1,707 8,664 11,260 13,682 13,935: 253 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 67: 510 0 0 23 533 533 533: -466 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 6.9 12.2 62.2 80.8 98.2 100.0: 1.8 0.0
Old : 100.0: 23.8 6.9 12.2 62.2 80.8 98.2 100.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 1 17 14 20 17:
Old : 26: 3 2 1 17 14 20 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 : 56.0 58.9 78.9 84.5 38.7 39.3 53.4 55.0
Old : 56.0 58.9 78.9 84.5 38.7 39.3 53.4 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders - Futures Only, February 28, 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 : 12,350: 1,398 4,287 105 10,153 7,958 11,656 12,350: 694 0
Old : 12,350: 1,398 4,287 105 10,153 7,958 11,656 12,350: 694 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 40: 0 40 -40 0 40 -40 40: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 34.7 0.9 82.2 64.4 94.4 100.0: 5.6 0.0
Old : 100.0: 11.3 34.7 0.9 82.2 64.4 94.4 100.0: 5.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 1 13 11 15 14:
Old : 21: 1 3 1 13 11 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 : 73.6 68.3 89.2 91.8 68.1 65.6 77.0 82.3
Old : 73.6 68.3 89.2 91.8 68.1 65.6 77.0 82.3
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 28, 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 : 26,498: 4,060 10,214 868 20,442 14,268 25,370 25,350: 1,128 1,148
Old : 26,498: 4,060 10,214 868 20,442 14,268 25,370 25,350: 1,128 1,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 1,050: -50 500 -110 1,270 700 1,110 1,090: -60 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 38.5 3.3 77.1 53.8 95.7 95.7: 4.3 4.3
Old : 100.0: 15.3 38.5 3.3 77.1 53.8 95.7 95.7: 4.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 51.7 57.3 69.7 74.8 50.7 48.9 62.2 62.2
Old : 51.7 57.3 69.7 74.8 50.7 48.9 62.2 62.2
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 28, 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 : 23,732: 7,180 1,420 730 15,001 21,130 22,911 23,280: 821 452
Old : 23,732: 7,180 1,420 730 15,001 21,130 22,911 23,280: 821 452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 1,570: 460 860 100 1,240 586 1,800 1,546: -230 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 6.0 3.1 63.2 89.0 96.5 98.1: 3.5 1.9
Old : 100.0: 30.3 6.0 3.1 63.2 89.0 96.5 98.1: 3.5 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 2 4 31 27 35 32:
Old : 38: 3 2 4 31 27 35 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 : 51.7 48.2 68.8 72.0 44.7 45.1 57.2 62.4
Old : 51.7 48.2 68.8 72.0 44.7 45.1 57.2 62.4
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 28, 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 : 13,086: 640 902 1,224 10,706 10,500 12,570 12,626: 516 460
Old : 13,086: 640 902 1,224 10,706 10,500 12,570 12,626: 516 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 820: 0 50 240 580 510 820 800: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 6.9 9.4 81.8 80.2 96.1 96.5: 3.9 3.5
Old : 100.0: 4.9 6.9 9.4 81.8 80.2 96.1 96.5: 3.9 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 : 24: 2 2 2 14 17 18 19:
Old : 24: 2 2 2 14 17 18 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 : 56.7 61.9 80.0 83.5 54.5 56.9 66.9 70.1
Old : 56.7 61.9 80.0 83.5 54.5 56.9 66.9 70.1
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, February 28, 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 : 941,616: 120,612 146,263 147,073 609,660 574,726 877,345 868,062: 64,271 73,554
Old : 941,616: 120,612 146,263 147,073 609,660 574,726 877,345 868,062: 64,271 73,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 52,315: 8,588 4,111 5,798 26,957 25,381 41,343 35,290: 10,972 17,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 15.5 15.6 64.7 61.0 93.2 92.2: 6.8 7.8
Old : 100.0: 12.8 15.5 15.6 64.7 61.0 93.2 92.2: 6.8 7.8
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 : 265: 67 89 96 83 86 213 222:
Old : 265: 67 89 96 83 86 213 222:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 20.4 39.6 29.7 20.4 8.7 27.3 14.2
Old : 25.6 20.4 39.6 29.7 20.4 8.7 27.3 14.2
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 28, 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 : 16,905: 8,224 1,703 906 4,289 14,017 13,419 16,626: 3,486 279
Old : 16,905: 8,224 1,703 906 4,289 14,017 13,419 16,626: 3,486 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -314: 23 -113 -793 919 971 149 65: -463 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 10.1 5.4 25.4 82.9 79.4 98.3: 20.6 1.7
Old : 100.0: 48.6 10.1 5.4 25.4 82.9 79.4 98.3: 20.6 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 : 129: 77 7 12 21 27 104 43:
Old : 129: 77 7 12 21 27 104 43:
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 : 16.7 50.7 28.0 68.2 15.5 45.1 26.0 61.2
Old : 16.7 50.7 28.0 68.2 15.5 45.1 26.0 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, February 28, 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 : 8,576: 4,302 1,169 234 1,552 6,026 6,088 7,429: 2,488 1,147
Old : 8,576: 4,302 1,169 234 1,552 6,026 6,088 7,429: 2,488 1,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -160: 153 149 71 -309 -323 -85 -103: -75 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 13.6 2.7 18.1 70.3 71.0 86.6: 29.0 13.4
Old : 100.0: 50.2 13.6 2.7 18.1 70.3 71.0 86.6: 29.0 13.4
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 : 56: 21 10 2 9 18 31 29:
Old : 56: 21 10 2 9 18 31 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 : 22.2 44.2 35.7 59.2 22.2 42.1 35.7 57.1
Old : 22.2 44.2 35.7 59.2 22.2 42.1 35.7 57.1
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 28, 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 : 150,261: 31,878 18,158 10,135 92,412 108,150 134,425 136,443: 15,836 13,818
Old : 150,261: 31,878 18,158 10,135 92,412 108,150 134,425 136,443: 15,836 13,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -13,485: -6,565 1,333 1,219 -6,786 -15,227 -12,132 -12,675: -1,353 -810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 12.1 6.7 61.5 72.0 89.5 90.8: 10.5 9.2
Old : 100.0: 21.2 12.1 6.7 61.5 72.0 89.5 90.8: 10.5 9.2
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 : 165: 46 29 37 64 74 127 128:
Old : 165: 46 29 37 64 74 127 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 22.9 43.7 34.6 22.0 18.1 36.0 28.2
Old : 29.2 22.9 43.7 34.6 22.0 18.1 36.0 28.2
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 28, 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 : 22,161: 3,530 0 350 16,882 20,210 20,762 20,560: 1,399 1,601
Old : 22,161: 3,530 0 350 16,882 20,210 20,762 20,560: 1,399 1,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 1,857: 250 0 200 1,038 929 1,488 1,129: 369 728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.0 1.6 76.2 91.2 93.7 92.8: 6.3 7.2
Old : 100.0: 15.9 0.0 1.6 76.2 91.2 93.7 92.8: 6.3 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 : 26: 2 0 2 15 20 19 22:
Old : 26: 2 0 2 15 20 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 51.6 82.2 69.6 31.0 23.2 37.5 32.7
Old : 58.2 51.6 82.2 69.6 31.0 23.2 37.5 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2006