NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, March 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 : 5,263: 1,080 675 0 3,908 4,158 4,988 4,833: 275 430
Old : 5,263: 1,080 675 0 3,908 4,158 4,988 4,833: 275 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 255: 120 25 0 85 180 205 205: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 12.8 0.0 74.3 79.0 94.8 91.8: 5.2 8.2
Old : 100.0: 20.5 12.8 0.0 74.3 79.0 94.8 91.8: 5.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 4 0 18 17 19 21:
Old : 29: 1 4 0 18 17 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 47.6 76.1 66.7 56.3 41.2 65.8 57.1
Old : 59.8 47.6 76.1 66.7 56.3 41.2 65.8 57.1
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, March 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 : 165,182: 25,733 16,678 23,799 90,358 94,763 139,890 135,240: 25,292 29,942
Old : 165,182: 25,733 16,678 23,799 90,358 94,763 139,890 135,240: 25,292 29,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -4,815: 1,479 -1,687 494 -6,487 -2,542 -4,514 -3,735: -301 -1,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 10.1 14.4 54.7 57.4 84.7 81.9: 15.3 18.1
Old : 100.0: 15.6 10.1 14.4 54.7 57.4 84.7 81.9: 15.3 18.1
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 : 122: 25 32 35 55 54 103 102:
Old : 122: 25 32 35 55 54 103 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 23.3 40.7 34.7 20.2 12.6 30.6 19.0
Old : 24.6 23.3 40.7 34.7 20.2 12.6 30.6 19.0
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, March 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 : 646,918: 43,993 72,379 255,335 263,733 279,995 563,061 607,709: 83,857 39,209
Old : 646,918: 43,993 72,379 255,335 263,733 279,995 563,061 607,709: 83,857 39,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -2,650: 2,328 -8,041 462 -7,588 1,131 -4,798 -6,448: 2,148 3,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 11.2 39.5 40.8 43.3 87.0 93.9: 13.0 6.1
Old : 100.0: 6.8 11.2 39.5 40.8 43.3 87.0 93.9: 13.0 6.1
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 : 202: 58 47 74 91 69 189 155:
Old : 202: 58 47 74 91 69 189 155:
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 : 31.8 32.3 43.1 45.4 7.4 7.4 11.0 11.8
Old : 31.8 32.3 43.1 45.4 7.4 7.4 11.0 11.8
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, March 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 : 56,033: 0 1,236 2,279 48,906 46,478 51,185 49,993: 4,848 6,040
Old : 56,033: 0 1,236 2,279 48,906 46,478 51,185 49,993: 4,848 6,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 839: 0 -36 -272 958 1,007 686 699: 153 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 4.1 87.3 82.9 91.3 89.2: 8.7 10.8
Old : 100.0: 0.0 2.2 4.1 87.3 82.9 91.3 89.2: 8.7 10.8
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 : 21: 0 1 1 18 17 19 18:
Old : 21: 0 1 1 18 17 19 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 : 47.0 55.8 67.9 75.9 44.6 53.2 60.9 63.9
Old : 47.0 55.8 67.9 75.9 44.6 53.2 60.9 63.9
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, March 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 : 67,873: 5,898 2,590 3,013 51,570 55,588 60,481 61,191: 7,392 6,682
Old : 67,873: 5,898 2,590 3,013 51,570 55,588 60,481 61,191: 7,392 6,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 194: -810 120 486 1,138 686 814 1,292: -620 -1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.8 4.4 76.0 81.9 89.1 90.2: 10.9 9.8
Old : 100.0: 8.7 3.8 4.4 76.0 81.9 89.1 90.2: 10.9 9.8
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: 4 1 3 19 20 24 23:
Old : 29: 4 1 3 19 20 24 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 : 36.8 41.8 56.8 60.1 33.5 33.7 46.6 48.5
Old : 36.8 41.8 56.8 60.1 33.5 33.7 46.6 48.5
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, March 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 : 107,174: 11,967 289 1,070 81,836 92,615 94,873 93,974: 12,301 13,200
Old : 107,174: 11,967 289 1,070 81,836 92,615 94,873 93,974: 12,301 13,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 466: 600 -2,064 -856 297 1,790 41 -1,130: 425 1,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.3 1.0 76.4 86.4 88.5 87.7: 11.5 12.3
Old : 100.0: 11.2 0.3 1.0 76.4 86.4 88.5 87.7: 11.5 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 1 27 22 30 23:
Old : 34: 2 1 1 27 22 30 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 : 44.7 41.7 59.7 63.3 44.0 36.3 54.9 56.0
Old : 44.7 41.7 59.7 63.3 44.0 36.3 54.9 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, March 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 : 64,825: 0 1,778 0 58,609 55,136 58,609 56,914: 6,216 7,911
Old : 64,825: 0 1,778 0 58,609 55,136 58,609 56,914: 6,216 7,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -6,571: 0 0 0 -6,967 -7,059 -6,967 -7,059: 396 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.0 90.4 85.1 90.4 87.8: 9.6 12.2
Old : 100.0: 0.0 2.7 0.0 90.4 85.1 90.4 87.8: 9.6 12.2
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 : 27: 0 1 0 17 22 17 23:
Old : 27: 0 1 0 17 22 17 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 : 47.4 35.8 73.1 57.7 36.0 31.4 57.3 49.7
Old : 47.4 35.8 73.1 57.7 36.0 31.4 57.3 49.7
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, March 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 : 80,197: 0 13,949 999 76,404 60,252 77,403 75,200: 2,794 4,997
Old : 80,197: 0 13,949 999 76,404 60,252 77,403 75,200: 2,794 4,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1,037: 0 1,107 298 587 -426 885 979: 152 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.4 1.2 95.3 75.1 96.5 93.8: 3.5 6.2
Old : 100.0: 0.0 17.4 1.2 95.3 75.1 96.5 93.8: 3.5 6.2
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 : 25: 0 3 2 21 18 23 21:
Old : 25: 0 3 2 21 18 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 : 54.1 45.3 75.6 68.6 47.8 37.7 68.1 55.8
Old : 54.1 45.3 75.6 68.6 47.8 37.7 68.1 55.8
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, March 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 : 67,897: 9,578 8,205 2,657 46,617 50,256 58,852 61,118: 9,045 6,779
Old : 67,897: 9,578 8,205 2,657 46,617 50,256 58,852 61,118: 9,045 6,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 358: -946 0 357 1,164 -321 575 36: -217 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 12.1 3.9 68.7 74.0 86.7 90.0: 13.3 10.0
Old : 100.0: 14.1 12.1 3.9 68.7 74.0 86.7 90.0: 13.3 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 : 25: 3 2 2 18 18 22 21:
Old : 25: 3 2 2 18 18 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 : 44.4 36.8 62.3 63.3 36.8 32.8 46.3 51.6
Old : 44.4 36.8 62.3 63.3 36.8 32.8 46.3 51.6
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, March 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 : 110,570: 567 0 3,630 98,613 99,779 102,810 103,409: 7,760 7,161
Old : 110,570: 567 0 3,630 98,613 99,779 102,810 103,409: 7,760 7,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1,863: 567 -1,592 -540 3,938 7,156 3,965 5,024: -2,102 -3,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 3.3 89.2 90.2 93.0 93.5: 7.0 6.5
Old : 100.0: 0.5 0.0 3.3 89.2 90.2 93.0 93.5: 7.0 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 : 35: 1 0 1 25 25 26 26:
Old : 35: 1 0 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 : 46.5 38.0 63.6 58.5 37.1 33.4 47.9 49.0
Old : 46.5 38.0 63.6 58.5 37.1 33.4 47.9 49.0
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, March 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 : 79,672: 10,520 0 0 60,373 71,755 70,893 71,755: 8,779 7,917
Old : 79,672: 10,520 0 0 60,373 71,755 70,893 71,755: 8,779 7,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -3,054: -180 0 0 -2,657 -3,422 -2,837 -3,422: -217 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 0.0 0.0 75.8 90.1 89.0 90.1: 11.0 9.9
Old : 100.0: 13.2 0.0 0.0 75.8 90.1 89.0 90.1: 11.0 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 20 21 21 21:
Old : 25: 1 0 0 20 21 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 40.5 71.4 63.0 36.1 28.7 49.0 43.2
Old : 46.8 40.5 71.4 63.0 36.1 28.7 49.0 43.2
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, March 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 : 69,682: 0 5,626 2,152 61,262 51,298 63,414 59,076: 6,268 10,606
Old : 69,682: 0 5,626 2,152 61,262 51,298 63,414 59,076: 6,268 10,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 736: 0 590 248 2,074 1,939 2,322 2,777: -1,586 -2,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.1 3.1 87.9 73.6 91.0 84.8: 9.0 15.2
Old : 100.0: 0.0 8.1 3.1 87.9 73.6 91.0 84.8: 9.0 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 : 32: 0 2 2 24 20 26 22:
Old : 32: 0 2 2 24 20 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 29.8 58.7 52.9 31.6 28.1 48.3 45.9
Old : 39.8 29.8 58.7 52.9 31.6 28.1 48.3 45.9
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, March 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 : 59,082: 136 0 1,868 41,700 51,627 43,704 53,495: 15,378 5,587
Old : 59,082: 136 0 1,868 41,700 51,627 43,704 53,495: 15,378 5,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 3.2 70.6 87.4 74.0 90.5: 26.0 9.5
Old : 100.0: 0.2 0.0 3.2 70.6 87.4 74.0 90.5: 26.0 9.5
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 1 11 17 12 18:
Old : 20: 1 0 1 11 17 12 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 : 57.2 44.8 71.7 69.1 55.8 44.8 63.0 66.0
Old : 57.2 44.8 71.7 69.1 55.8 44.8 63.0 66.0
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, March 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 : 61,510: 2,280 7,804 0 57,684 51,406 59,964 59,210: 1,546 2,300
Old : 61,510: 2,280 7,804 0 57,684 51,406 59,964 59,210: 1,546 2,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 12.7 0.0 93.8 83.6 97.5 96.3: 2.5 3.7
Old : 100.0: 3.7 12.7 0.0 93.8 83.6 97.5 96.3: 2.5 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 : 26: 2 2 0 14 14 16 16:
Old : 26: 2 2 0 14 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 59.0 92.5 85.0 57.2 48.9 65.6 65.9
Old : 78.8 59.0 92.5 85.0 57.2 48.9 65.6 65.9
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, March 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 : 180,510: 0 23,735 3,931 166,637 148,014 170,568 175,680: 9,942 4,830
Old : 180,510: 0 23,735 3,931 166,637 148,014 170,568 175,680: 9,942 4,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 645: 0 -2,029 604 433 1,890 1,037 465: -392 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.1 2.2 92.3 82.0 94.5 97.3: 5.5 2.7
Old : 100.0: 0.0 13.1 2.2 92.3 82.0 94.5 97.3: 5.5 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 : 44: 0 4 3 37 32 40 36:
Old : 44: 0 4 3 37 32 40 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 : 33.6 36.4 52.6 55.6 28.4 34.4 40.2 46.2
Old : 33.6 36.4 52.6 55.6 28.4 34.4 40.2 46.2
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, March 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 : 84,427: 8,811 2,550 1,387 62,227 67,773 72,425 71,710: 12,002 12,717
Old : 84,427: 8,811 2,550 1,387 62,227 67,773 72,425 71,710: 12,002 12,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1,387: -1,071 0 115 3,491 1,603 2,535 1,718: -1,148 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 3.0 1.6 73.7 80.3 85.8 84.9: 14.2 15.1
Old : 100.0: 10.4 3.0 1.6 73.7 80.3 85.8 84.9: 14.2 15.1
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 1 1 16 17 18 19:
Old : 28: 2 1 1 16 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 : 40.3 60.0 65.0 76.3 39.5 59.8 62.7 74.6
Old : 40.3 60.0 65.0 76.3 39.5 59.8 62.7 74.6
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, March 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 : 81,713: 2,280 7,804 0 77,517 69,093 79,797 76,897: 1,916 4,816
Old : 81,713: 2,280 7,804 0 77,517 69,093 79,797 76,897: 1,916 4,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 10,518: 2,280 860 0 9,250 6,700 11,530 7,560: -1,012 2,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 9.6 0.0 94.9 84.6 97.7 94.1: 2.3 5.9
Old : 100.0: 2.8 9.6 0.0 94.9 84.6 97.7 94.1: 2.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 0 20 18 22 20:
Old : 34: 2 2 0 20 18 22 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 : 73.4 57.8 85.8 80.2 68.0 50.9 75.8 70.9
Old : 73.4 57.8 85.8 80.2 68.0 50.9 75.8 70.9
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, March 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 : 217,857: 12,048 1,330 1,655 197,154 205,397 210,857 208,382: 7,000 9,475
Old : 217,857: 12,048 1,330 1,655 197,154 205,397 210,857 208,382: 7,000 9,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 6,136: 1,867 0 -1,037 5,397 6,504 6,227 5,467: -91 669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.6 0.8 90.5 94.3 96.8 95.7: 3.2 4.3
Old : 100.0: 5.5 0.6 0.8 90.5 94.3 96.8 95.7: 3.2 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 : 46: 3 1 5 35 39 40 44:
Old : 46: 3 1 5 35 39 40 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 : 46.6 37.2 64.1 57.4 35.2 31.2 48.0 45.7
Old : 46.6 37.2 64.1 57.4 35.2 31.2 48.0 45.7
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, March 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 : 159,455: 9,361 708 10,588 131,732 140,113 151,681 151,409: 7,774 8,046
Old : 159,455: 9,361 708 10,588 131,732 140,113 151,681 151,409: 7,774 8,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1,672: -1,482 -2,448 1,519 1,802 5,085 1,839 4,156: -167 -2,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.4 6.6 82.6 87.9 95.1 95.0: 4.9 5.0
Old : 100.0: 5.9 0.4 6.6 82.6 87.9 95.1 95.0: 4.9 5.0
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: 3 3 6 35 31 41 37:
Old : 42: 3 3 6 35 31 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 53.9 52.5 69.7 34.3 50.1 45.8 60.8
Old : 36.5 53.9 52.5 69.7 34.3 50.1 45.8 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, March 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 : 152,196: 0 8,359 3,301 138,348 130,547 141,649 142,207: 10,547 9,989
Old : 152,196: 0 8,359 3,301 138,348 130,547 141,649 142,207: 10,547 9,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1,849: 0 -136 280 1,296 1,036 1,576 1,180: 273 669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 2.2 90.9 85.8 93.1 93.4: 6.9 6.6
Old : 100.0: 0.0 5.5 2.2 90.9 85.8 93.1 93.4: 6.9 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 0 4 2 33 33 35 37:
Old : 44: 0 4 2 33 33 35 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 : 41.0 49.4 58.0 61.8 40.2 43.8 51.9 52.3
Old : 41.0 49.4 58.0 61.8 40.2 43.8 51.9 52.3
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, March 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 : 192,904: 5,863 29,820 27,045 155,342 132,681 188,250 189,546: 4,654 3,358
Old : 192,904: 5,863 29,820 27,045 155,342 132,681 188,250 189,546: 4,654 3,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 3,499: -1,868 -3,559 2,544 3,372 4,679 4,048 3,664: -549 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 15.5 14.0 80.5 68.8 97.6 98.3: 2.4 1.7
Old : 100.0: 3.0 15.5 14.0 80.5 68.8 97.6 98.3: 2.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 5 8 28 33 36 41:
Old : 44: 3 5 8 28 33 36 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 32.2 60.8 52.5 38.2 27.5 46.7 38.9
Old : 41.4 32.2 60.8 52.5 38.2 27.5 46.7 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, March 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 : 56,757: 7,272 0 0 45,481 45,540 52,753 45,540: 4,004 11,217
Old : 56,757: 7,272 0 0 45,481 45,540 52,753 45,540: 4,004 11,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 3,580: 0 0 0 4,292 4,618 4,292 4,618: -712 -1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 0.0 0.0 80.1 80.2 92.9 80.2: 7.1 19.8
Old : 100.0: 12.8 0.0 0.0 80.1 80.2 92.9 80.2: 7.1 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 0 14 17 16 17:
Old : 24: 2 0 0 14 17 16 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 : 52.2 33.0 80.7 57.3 50.6 29.8 64.4 45.5
Old : 52.2 33.0 80.7 57.3 50.6 29.8 64.4 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, March 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 : 1,661,176: 278,970 59,646 415,558 951,896 1,174,871 1,646,424 1,650,075: 14,752 11,101
Old : 1,661,176: 278,970 59,646 415,558 951,896 1,174,871 1,646,424 1,650,075: 14,752 11,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 49,783: 16,895 1,869 4,879 31,416 43,313 53,190 50,061: -3,407 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 3.6 25.0 57.3 70.7 99.1 99.3: 0.9 0.7
Old : 100.0: 16.8 3.6 25.0 57.3 70.7 99.1 99.3: 0.9 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 : 155: 26 22 37 103 87 145 130:
Old : 155: 26 22 37 103 87 145 130:
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 : 26.1 28.1 40.4 44.1 12.0 21.3 19.5 28.9
Old : 26.1 28.1 40.4 44.1 12.0 21.3 19.5 28.9
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, March 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 : 421,568: 90,999 53,760 98,107 228,844 259,551 417,950 411,418: 3,618 10,150
Old : 421,568: 90,999 53,760 98,107 228,844 259,551 417,950 411,418: 3,618 10,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 39,188: 20,196 5,006 3,671 16,762 23,793 40,629 32,470: -1,441 6,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 12.8 23.3 54.3 61.6 99.1 97.6: 0.9 2.4
Old : 100.0: 21.6 12.8 23.3 54.3 61.6 99.1 97.6: 0.9 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 : 65: 16 12 23 35 29 61 54:
Old : 65: 16 12 23 35 29 61 54:
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 : 48.6 50.6 63.4 70.2 21.5 26.4 29.1 37.6
Old : 48.6 50.6 63.4 70.2 21.5 26.4 29.1 37.6
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, March 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 : 64,585: 14,098 11,408 7,482 42,470 45,299 64,050 64,189: 535 396
Old : 64,585: 14,098 11,408 7,482 42,470 45,299 64,050 64,189: 535 396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -402: -480 100 -20 442 3,322 -58 3,402: -344 -3,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 17.7 11.6 65.8 70.1 99.2 99.4: 0.8 0.6
Old : 100.0: 21.8 17.7 11.6 65.8 70.1 99.2 99.4: 0.8 0.6
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 : 54: 5 5 8 42 38 51 47:
Old : 54: 5 5 8 42 38 51 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 : 44.2 39.7 57.8 58.8 37.2 33.7 45.5 45.3
Old : 44.2 39.7 57.8 58.8 37.2 33.7 45.5 45.3
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, March 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 : 24,930: 1,184 8,564 1,035 22,252 14,617 24,471 24,216: 459 714
Old : 24,930: 1,184 8,564 1,035 22,252 14,617 24,471 24,216: 459 714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 394: 0 -86 0 1,532 744 1,532 658: -1,138 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 34.4 4.2 89.3 58.6 98.2 97.1: 1.8 2.9
Old : 100.0: 4.7 34.4 4.2 89.3 58.6 98.2 97.1: 1.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 5 4 24 22 29 29:
Old : 37: 3 5 4 24 22 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 48.1 78.5 69.9 52.1 45.9 67.5 63.5
Old : 59.0 48.1 78.5 69.9 52.1 45.9 67.5 63.5
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, March 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 : 14,791: 4,156 808 1,323 9,099 12,660 14,578 14,791: 213 0
Old : 14,791: 4,156 808 1,323 9,099 12,660 14,578 14,791: 213 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 884: -169 0 0 1,053 1,522 884 1,522: 0 -638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 5.5 8.9 61.5 85.6 98.6 100.0: 1.4 0.0
Old : 100.0: 28.1 5.5 8.9 61.5 85.6 98.6 100.0: 1.4 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 : 25: 3 3 1 14 14 17 18:
Old : 25: 3 3 1 14 14 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 : 58.8 54.9 84.7 82.4 42.5 38.4 55.4 54.0
Old : 58.8 54.9 84.7 82.4 42.5 38.4 55.4 54.0
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, March 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 : 12,740: 1,238 4,262 83 10,765 8,395 12,086 12,740: 654 0
Old : 12,740: 1,238 4,262 83 10,765 8,395 12,086 12,740: 654 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 40: 0 -255 0 298 295 298 40: -258 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 33.5 0.7 84.5 65.9 94.9 100.0: 5.1 0.0
Old : 100.0: 9.7 33.5 0.7 84.5 65.9 94.9 100.0: 5.1 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 4 1 11 10 13 14:
Old : 21: 1 4 1 11 10 13 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 : 75.1 68.9 88.5 92.3 71.1 65.2 81.1 86.0
Old : 75.1 68.9 88.5 92.3 71.1 65.2 81.1 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, March 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 : 26,700: 3,860 10,694 412 20,880 14,146 25,152 25,252: 1,548 1,448
Old : 26,700: 3,860 10,694 412 20,880 14,146 25,152 25,252: 1,548 1,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 914: -20 20 0 934 654 914 674: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 40.1 1.5 78.2 53.0 94.2 94.6: 5.8 5.4
Old : 100.0: 14.5 40.1 1.5 78.2 53.0 94.2 94.6: 5.8 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 5 4 21 19 26 25:
Old : 30: 2 5 4 21 19 26 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 : 50.9 55.0 70.3 74.2 49.8 47.7 60.5 61.3
Old : 50.9 55.0 70.3 74.2 49.8 47.7 60.5 61.3
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, March 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 : 23,840: 6,510 1,200 1,290 15,061 20,950 22,861 23,440: 979 400
Old : 23,840: 6,510 1,200 1,290 15,061 20,950 22,861 23,440: 979 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 14: -120 140 -120 304 84 64 104: -50 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 5.0 5.4 63.2 87.9 95.9 98.3: 4.1 1.7
Old : 100.0: 27.3 5.0 5.4 63.2 87.9 95.9 98.3: 4.1 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 : 36: 2 3 4 28 25 32 30:
Old : 36: 2 3 4 28 25 32 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 : 47.4 46.1 66.0 70.3 42.5 40.7 54.0 54.4
Old : 47.4 46.1 66.0 70.3 42.5 40.7 54.0 54.4
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, March 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 : 13,578: 608 578 1,112 10,750 11,468 12,470 13,158: 1,108 420
Old : 13,578: 608 578 1,112 10,750 11,468 12,470 13,158: 1,108 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 222: 0 0 0 -18 222 -18 222: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 4.3 8.2 79.2 84.5 91.8 96.9: 8.2 3.1
Old : 100.0: 4.5 4.3 8.2 79.2 84.5 91.8 96.9: 8.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 2 11 16 14 18:
Old : 21: 2 1 2 11 16 14 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 : 62.4 63.3 82.1 84.7 59.6 62.3 67.5 73.2
Old : 62.4 63.3 82.1 84.7 59.6 62.3 67.5 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, March 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 : 936,136: 135,158 127,940 168,302 575,511 572,701 878,971 868,943: 57,165 67,193
Old : 936,136: 135,158 127,940 168,302 575,511 572,701 878,971 868,943: 57,165 67,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 7,585: 6,318 -7,237 14,452 -15,543 4,537 5,227 11,752: 2,358 -4,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 13.7 18.0 61.5 61.2 93.9 92.8: 6.1 7.2
Old : 100.0: 14.4 13.7 18.0 61.5 61.2 93.9 92.8: 6.1 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 : 275: 75 94 107 71 88 213 234:
Old : 275: 75 94 107 71 88 213 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 19.5 37.1 29.5 16.9 8.0 24.4 13.8
Old : 23.3 19.5 37.1 29.5 16.9 8.0 24.4 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
Commitments of Traders - Futures Only, March 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500 BARRELS) :
: : :
All : 15,939: 11,276 7,252 79 0 495 11,355 7,826: 4,584 8,113
Old : 15,939: 11,276 7,252 79 0 495 11,355 7,826: 4,584 8,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 45.5 0.5 0.0 3.1 71.2 49.1: 28.8 50.9
Old : 100.0: 70.7 45.5 0.5 0.0 3.1 71.2 49.1: 28.8 50.9
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 : 22: 12 9 1 0 1 13 10:
Old : 22: 12 9 1 0 1 13 10:
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 : 43.3 32.6 59.4 44.5 43.3 32.1 59.4 44.0
Old : 43.3 32.6 59.4 44.5 43.3 32.1 59.4 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, March 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 : 16,410: 10,585 2,435 925 1,523 12,344 13,033 15,704: 3,377 706
Old : 16,410: 10,585 2,435 925 1,523 12,344 13,033 15,704: 3,377 706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1,666: 1,733 572 481 -617 587 1,597 1,640: 69 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 14.8 5.6 9.3 75.2 79.4 95.7: 20.6 4.3
Old : 100.0: 64.5 14.8 5.6 9.3 75.2 79.4 95.7: 20.6 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 : 145: 90 10 6 13 30 108 44:
Old : 145: 90 10 6 13 30 108 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 : 17.9 45.0 29.0 60.0 17.9 44.3 28.8 59.4
Old : 17.9 45.0 29.0 60.0 17.9 44.3 28.8 59.4
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, March 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 : 8,886: 4,390 972 27 1,882 6,214 6,299 7,213: 2,587 1,673
Old : 8,886: 4,390 972 27 1,882 6,214 6,299 7,213: 2,587 1,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 898: 327 -147 -38 288 822 577 637: 321 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 10.9 0.3 21.2 69.9 70.9 81.2: 29.1 18.8
Old : 100.0: 49.4 10.9 0.3 21.2 69.9 70.9 81.2: 29.1 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 27 7 1 12 16 40 23:
Old : 57: 27 7 1 12 16 40 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 : 16.6 39.4 29.7 58.4 16.6 38.2 29.7 57.2
Old : 16.6 39.4 29.7 58.4 16.6 38.2 29.7 57.2
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, March 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 : 131,150: 23,928 9,001 8,064 86,078 103,458 118,070 120,523: 13,080 10,627
Old : 131,150: 23,928 9,001 8,064 86,078 103,458 118,070 120,523: 13,080 10,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -6,540: -758 932 -1,989 -2,990 -4,981 -5,737 -6,038: -803 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 6.9 6.1 65.6 78.9 90.0 91.9: 10.0 8.1
Old : 100.0: 18.2 6.9 6.1 65.6 78.9 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 : 151: 43 25 30 62 72 121 113:
Old : 151: 43 25 30 62 72 121 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 19.8 45.9 32.6 25.8 17.3 37.0 27.1
Old : 33.0 19.8 45.9 32.6 25.8 17.3 37.0 27.1
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, March 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 : 30,913: 5,060 120 1,047 22,243 27,897 28,350 29,064: 2,563 1,849
Old : 30,913: 5,060 120 1,047 22,243 27,897 28,350 29,064: 2,563 1,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1,391: -20 100 213 510 447 703 760: 688 631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 0.4 3.4 72.0 90.2 91.7 94.0: 8.3 6.0
Old : 100.0: 16.4 0.4 3.4 72.0 90.2 91.7 94.0: 8.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 3 18 22 23 25:
Old : 31: 3 1 3 18 22 23 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 : 58.5 48.3 76.2 64.9 29.5 24.1 35.6 33.1
Old : 58.5 48.3 76.2 64.9 29.5 24.1 35.6 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 31, 2006