NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, April 11, 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 : 5,923: 1,080 1,250 125 4,428 4,182 5,633 5,557: 290 366
Old : 5,923: 1,080 1,250 125 4,428 4,182 5,633 5,557: 290 366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 725: 0 375 125 575 200 700 700: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 21.1 2.1 74.8 70.6 95.1 93.8: 4.9 6.2
Old : 100.0: 18.2 21.1 2.1 74.8 70.6 95.1 93.8: 4.9 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 : 29: 1 4 1 16 17 18 21:
Old : 29: 1 4 1 16 17 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 43.8 81.7 66.8 55.5 36.0 65.3 54.4
Old : 63.8 43.8 81.7 66.8 55.5 36.0 65.3 54.4
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, April 11, 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 : 166,174: 27,431 14,165 24,238 87,336 100,831 139,005 139,234: 27,169 26,940
Old : 166,174: 27,431 14,165 24,238 87,336 100,831 139,005 139,234: 27,169 26,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 2,809: 1,945 -1,196 -2,139 2,248 7,368 2,054 4,033: 755 -1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 8.5 14.6 52.6 60.7 83.7 83.8: 16.3 16.2
Old : 100.0: 16.5 8.5 14.6 52.6 60.7 83.7 83.8: 16.3 16.2
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 : 123: 29 27 34 56 57 106 98:
Old : 123: 29 27 34 56 57 106 98:
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 : 24.2 28.0 35.7 39.4 18.0 19.2 28.2 25.2
Old : 24.2 28.0 35.7 39.4 18.0 19.2 28.2 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, April 11, 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 : 687,913: 58,583 91,797 279,505 269,386 281,691 607,474 652,993: 80,439 34,920
Old : 687,913: 58,583 91,797 279,505 269,386 281,691 607,474 652,993: 80,439 34,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 24,399: 5,109 9,719 10,580 8,927 4,321 24,616 24,620: -217 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 13.3 40.6 39.2 40.9 88.3 94.9: 11.7 5.1
Old : 100.0: 8.5 13.3 40.6 39.2 40.9 88.3 94.9: 11.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 57 58 79 94 72 198 170:
Old : 218: 57 58 79 94 72 198 170:
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 : 33.8 34.4 44.4 46.4 8.7 8.1 11.8 12.5
Old : 33.8 34.4 44.4 46.4 8.7 8.1 11.8 12.5
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, April 11, 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 : 53,906: 0 189 2,260 46,109 46,113 48,369 48,562: 5,537 5,344
Old : 53,906: 0 189 2,260 46,109 46,113 48,369 48,562: 5,537 5,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 232: 0 -198 15 -183 570 -168 387: 400 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 4.2 85.5 85.5 89.7 90.1: 10.3 9.9
Old : 100.0: 0.0 0.4 4.2 85.5 85.5 89.7 90.1: 10.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 18 19 19 20:
Old : 22: 0 1 1 18 19 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 : 48.6 58.4 68.9 75.1 45.6 54.4 61.5 64.1
Old : 48.6 58.4 68.9 75.1 45.6 54.4 61.5 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, April 11, 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 : 63,314: 7,209 2,500 1,873 46,085 52,105 55,167 56,478: 8,147 6,836
Old : 63,314: 7,209 2,500 1,873 46,085 52,105 55,167 56,478: 8,147 6,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 1,083: 155 0 -206 1,536 2,269 1,485 2,063: -402 -980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 3.9 3.0 72.8 82.3 87.1 89.2: 12.9 10.8
Old : 100.0: 11.4 3.9 3.0 72.8 82.3 87.1 89.2: 12.9 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 : 28: 3 1 3 20 18 24 21:
Old : 28: 3 1 3 20 18 24 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 : 35.0 41.3 54.6 60.6 32.2 33.0 45.4 47.7
Old : 35.0 41.3 54.6 60.6 32.2 33.0 45.4 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, April 11, 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 : 118,106: 1,984 439 920 103,397 106,334 106,301 107,693: 11,805 10,413
Old : 118,106: 1,984 439 920 103,397 106,334 106,301 107,693: 11,805 10,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 8,594: 0 0 0 10,426 11,065 10,426 11,065: -1,832 -2,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.4 0.8 87.5 90.0 90.0 91.2: 10.0 8.8
Old : 100.0: 1.7 0.4 0.8 87.5 90.0 90.0 91.2: 10.0 8.8
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 : 32: 1 1 1 25 22 27 23:
Old : 32: 1 1 1 25 22 27 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 : 43.1 45.2 60.8 66.0 42.5 38.2 54.9 53.8
Old : 43.1 45.2 60.8 66.0 42.5 38.2 54.9 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, April 11, 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 : 61,967: 0 1,658 0 53,281 51,741 53,281 53,399: 8,686 8,568
Old : 61,967: 0 1,658 0 53,281 51,741 53,281 53,399: 8,686 8,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 3,664: 0 0 0 3,612 2,936 3,612 2,936: 52 728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.0 86.0 83.5 86.0 86.2: 14.0 13.8
Old : 100.0: 0.0 2.7 0.0 86.0 83.5 86.0 86.2: 14.0 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 17 21 17 22:
Old : 26: 0 1 0 17 21 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 33.2 68.1 53.3 37.6 30.3 56.2 45.6
Old : 45.9 33.2 68.1 53.3 37.6 30.3 56.2 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, April 11, 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 : 77,754: 0 16,683 302 74,284 54,682 74,586 71,667: 3,168 6,087
Old : 77,754: 0 16,683 302 74,284 54,682 74,586 71,667: 3,168 6,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 1,723: 0 2,282 -245 1,234 228 989 2,265: 734 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.5 0.4 95.5 70.3 95.9 92.2: 4.1 7.8
Old : 100.0: 0.0 21.5 0.4 95.5 70.3 95.9 92.2: 4.1 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 : 23: 0 3 1 19 16 20 19:
Old : 23: 0 3 1 19 16 20 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 : 54.9 48.1 75.1 71.0 46.9 41.9 65.5 58.3
Old : 54.9 48.1 75.1 71.0 46.9 41.9 65.5 58.3
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, April 11, 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 : 67,330: 13,566 9,687 2,221 42,928 49,831 58,715 61,739: 8,615 5,591
Old : 67,330: 13,566 9,687 2,221 42,928 49,831 58,715 61,739: 8,615 5,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 2,728: 3,014 1,196 -406 150 2,496 2,758 3,286: -30 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 14.4 3.3 63.8 74.0 87.2 91.7: 12.8 8.3
Old : 100.0: 20.1 14.4 3.3 63.8 74.0 87.2 91.7: 12.8 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 3 2 19 21 23 25:
Old : 29: 3 3 2 19 21 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 : 48.3 39.5 65.6 64.7 41.1 34.2 53.7 55.4
Old : 48.3 39.5 65.6 64.7 41.1 34.2 53.7 55.4
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, April 11, 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 : 109,494: 0 5,532 1,610 97,554 93,834 99,164 100,976: 10,330 8,518
Old : 109,494: 0 5,532 1,610 97,554 93,834 99,164 100,976: 10,330 8,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 5,825: -1,361 5,532 -89 5,987 -517 4,537 4,926: 1,288 899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 1.5 89.1 85.7 90.6 92.2: 9.4 7.8
Old : 100.0: 0.0 5.1 1.5 89.1 85.7 90.6 92.2: 9.4 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 : 34: 0 1 1 23 24 24 25:
Old : 34: 0 1 1 23 24 24 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 : 46.0 40.1 63.5 61.1 38.4 35.2 49.3 52.5
Old : 46.0 40.1 63.5 61.1 38.4 35.2 49.3 52.5
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, April 11, 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 : 85,616: 6,286 0 1,364 68,863 75,527 76,513 76,891: 9,103 8,725
Old : 85,616: 6,286 0 1,364 68,863 75,527 76,513 76,891: 9,103 8,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 5,400: -2,914 0 1,364 6,890 3,360 5,340 4,724: 60 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 1.6 80.4 88.2 89.4 89.8: 10.6 10.2
Old : 100.0: 7.3 0.0 1.6 80.4 88.2 89.4 89.8: 10.6 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 20 21 21 22:
Old : 24: 1 0 1 20 21 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 41.2 65.9 61.8 29.1 22.1 41.5 37.0
Old : 40.4 41.2 65.9 61.8 29.1 22.1 41.5 37.0
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, April 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,249: 0 6,767 2,080 56,086 46,874 58,166 55,721: 8,083 10,528
Old : 66,249: 0 6,767 2,080 56,086 46,874 58,166 55,721: 8,083 10,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 871: 0 527 -248 1,261 220 1,013 499: -142 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.2 3.1 84.7 70.8 87.8 84.1: 12.2 15.9
Old : 100.0: 0.0 10.2 3.1 84.7 70.8 87.8 84.1: 12.2 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 2 21 16 23 18:
Old : 28: 0 2 2 21 16 23 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 : 40.5 30.4 61.7 55.0 34.3 28.1 51.0 49.0
Old : 40.5 30.4 61.7 55.0 34.3 28.1 51.0 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, April 11, 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 : 166,394: 588 17,957 4,644 152,057 138,764 157,289 161,365: 9,105 5,029
Old : 166,394: 588 17,957 4,644 152,057 138,764 157,289 161,365: 9,105 5,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 1,480: 588 -1,227 403 519 2,090 1,510 1,266: -30 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 10.8 2.8 91.4 83.4 94.5 97.0: 5.5 3.0
Old : 100.0: 0.4 10.8 2.8 91.4 83.4 94.5 97.0: 5.5 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 : 44: 1 3 3 36 33 39 37:
Old : 44: 1 3 3 36 33 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 35.2 51.0 55.9 29.2 33.0 41.1 45.4
Old : 32.4 35.2 51.0 55.9 29.2 33.0 41.1 45.4
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, April 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 82,526: 3,520 60 3,462 63,329 63,362 70,311 66,884: 12,215 15,642
Old : 82,526: 3,520 60 3,462 63,329 63,362 70,311 66,884: 12,215 15,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 3,457: -1,757 60 1,266 4,475 1,162 3,984 2,488: -527 969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.1 4.2 76.7 76.8 85.2 81.0: 14.8 19.0
Old : 100.0: 4.3 0.1 4.2 76.7 76.8 85.2 81.0: 14.8 19.0
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 : 27: 1 1 1 17 18 19 19:
Old : 27: 1 1 1 17 18 19 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 : 44.0 57.6 64.2 74.4 43.2 56.7 63.3 70.5
Old : 44.0 57.6 64.2 74.4 43.2 56.7 63.3 70.5
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, April 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 71,314: 496 6,236 0 66,768 63,096 67,264 69,332: 4,050 1,982
Old : 71,314: 496 6,236 0 66,768 63,096 67,264 69,332: 4,050 1,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -10,399: -1,784 -1,568 0 -10,749 -5,997 -12,533 -7,565: 2,134 -2,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 8.7 0.0 93.6 88.5 94.3 97.2: 5.7 2.8
Old : 100.0: 0.7 8.7 0.0 93.6 88.5 94.3 97.2: 5.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 15 13 16 14:
Old : 23: 1 1 0 15 13 16 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 : 74.9 64.8 85.4 86.0 70.9 62.1 78.8 80.0
Old : 74.9 64.8 85.4 86.0 70.9 62.1 78.8 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, April 11, 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 : 221,966: 13,957 482 2,389 198,808 212,082 215,154 214,953: 6,812 7,013
Old : 221,966: 13,957 482 2,389 198,808 212,082 215,154 214,953: 6,812 7,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 16,230: -1,104 0 1,075 16,806 16,910 16,777 17,985: -547 -1,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.2 1.1 89.6 95.5 96.9 96.8: 3.1 3.2
Old : 100.0: 6.3 0.2 1.1 89.6 95.5 96.9 96.8: 3.1 3.2
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 : 48: 4 1 4 37 38 42 43:
Old : 48: 4 1 4 37 38 42 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 : 43.0 36.5 60.0 59.3 36.2 32.2 48.1 47.7
Old : 43.0 36.5 60.0 59.3 36.2 32.2 48.1 47.7
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, April 11, 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 : 153,762: 6,310 2,759 9,077 130,332 133,997 145,719 145,833: 8,043 7,929
Old : 153,762: 6,310 2,759 9,077 130,332 133,997 145,719 145,833: 8,043 7,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 1,234: -2,877 1,191 278 2,425 -1,029 -174 440: 1,408 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.8 5.9 84.8 87.1 94.8 94.8: 5.2 5.2
Old : 100.0: 4.1 1.8 5.9 84.8 87.1 94.8 94.8: 5.2 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 4 5 35 31 40 37:
Old : 43: 2 4 5 35 31 40 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 : 35.6 54.1 50.1 69.6 33.3 50.1 44.1 60.6
Old : 35.6 54.1 50.1 69.6 33.3 50.1 44.1 60.6
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, April 11, 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 : 148,694: 0 5,377 4,830 134,346 128,923 139,176 139,130: 9,518 9,564
Old : 148,694: 0 5,377 4,830 134,346 128,923 139,176 139,130: 9,518 9,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 1,799: -2,240 1,148 1,292 3,084 -348 2,136 2,092: -337 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 3.2 90.4 86.7 93.6 93.6: 6.4 6.4
Old : 100.0: 0.0 3.6 3.2 90.4 86.7 93.6 93.6: 6.4 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 0 3 2 34 33 36 36:
Old : 42: 0 3 2 34 33 36 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 : 41.7 51.3 58.9 63.5 40.8 43.6 52.3 52.7
Old : 41.7 51.3 58.9 63.5 40.8 43.6 52.3 52.7
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, April 11, 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 : 190,599: 7,164 29,176 22,930 156,188 134,249 186,282 186,355: 4,317 4,244
Old : 190,599: 7,164 29,176 22,930 156,188 134,249 186,282 186,355: 4,317 4,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 5,410: -821 4,937 334 5,845 -315 5,358 4,956: 52 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 15.3 12.0 81.9 70.4 97.7 97.8: 2.3 2.2
Old : 100.0: 3.8 15.3 12.0 81.9 70.4 97.7 97.8: 2.3 2.2
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 : 47: 5 4 7 30 34 39 41:
Old : 47: 5 4 7 30 34 39 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 : 42.2 30.5 60.9 51.6 38.3 26.2 47.4 37.8
Old : 42.2 30.5 60.9 51.6 38.3 26.2 47.4 37.8
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, April 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,130: 0 0 0 49,942 43,092 49,942 43,092: 5,188 12,038
Old : 55,130: 0 0 0 49,942 43,092 49,942 43,092: 5,188 12,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 3,299: 0 0 0 3,059 3,299 3,059 3,299: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.6 78.2 90.6 78.2: 9.4 21.8
Old : 100.0: 0.0 0.0 0.0 90.6 78.2 90.6 78.2: 9.4 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 15 15 15:
Old : 20: 0 0 0 15 15 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 34.9 80.8 58.6 49.2 29.7 61.8 43.8
Old : 51.3 34.9 80.8 58.6 49.2 29.7 61.8 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, April 11, 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 : 1,657,032: 255,801 38,994 436,382 946,778 1,171,714 1,638,961 1,647,090: 18,071 9,942
Old : 1,657,032: 255,801 38,994 436,382 946,778 1,171,714 1,638,961 1,647,090: 18,071 9,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 31,303: 3,746 -7,020 18,560 10,234 19,560 32,540 31,100: -1,237 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 2.4 26.3 57.1 70.7 98.9 99.4: 1.1 0.6
Old : 100.0: 15.4 2.4 26.3 57.1 70.7 98.9 99.4: 1.1 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 : 139: 25 15 35 95 81 134 119:
Old : 139: 25 15 35 95 81 134 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 28.6 40.4 44.4 11.5 20.1 18.7 27.9
Old : 26.1 28.6 40.4 44.4 11.5 20.1 18.7 27.9
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, April 11, 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 : 409,940: 89,763 17,463 100,026 216,158 289,259 405,947 406,748: 3,993 3,192
Old : 409,940: 89,763 17,463 100,026 216,158 289,259 405,947 406,748: 3,993 3,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 7,108: -2,873 -14,691 8,321 985 13,693 6,433 7,323: 675 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 4.3 24.4 52.7 70.6 99.0 99.2: 1.0 0.8
Old : 100.0: 21.9 4.3 24.4 52.7 70.6 99.0 99.2: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 13 12 20 31 31 54 53:
Old : 59: 13 12 20 31 31 54 53:
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 : 51.6 52.3 67.7 69.8 20.1 22.7 28.3 31.9
Old : 51.6 52.3 67.7 69.8 20.1 22.7 28.3 31.9
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, April 11, 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 : 59,652: 11,202 2,700 7,292 40,718 49,253 59,212 59,245: 440 407
Old : 59,652: 11,202 2,700 7,292 40,718 49,253 59,212 59,245: 440 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -650: -750 20 300 -20 -790 -470 -470: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 4.5 12.2 68.3 82.6 99.3 99.3: 0.7 0.7
Old : 100.0: 18.8 4.5 12.2 68.3 82.6 99.3 99.3: 0.7 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 : 52: 5 4 8 42 38 50 47:
Old : 52: 5 4 8 42 38 50 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 : 43.3 40.5 57.0 59.0 33.9 35.4 42.4 46.3
Old : 43.3 40.5 57.0 59.0 33.9 35.4 42.4 46.3
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, April 11, 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 : 23,915: 1,152 4,195 743 21,394 18,286 23,289 23,224: 626 691
Old : 23,915: 1,152 4,195 743 21,394 18,286 23,289 23,224: 626 691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 561: 0 -112 219 342 454 561 561: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 17.5 3.1 89.5 76.5 97.4 97.1: 2.6 2.9
Old : 100.0: 4.8 17.5 3.1 89.5 76.5 97.4 97.1: 2.6 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 4 3 25 21 30 26:
Old : 37: 3 4 3 25 21 30 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 : 59.7 48.4 78.8 70.1 52.8 47.2 67.4 63.7
Old : 59.7 48.4 78.8 70.1 52.8 47.2 67.4 63.7
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, April 11, 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 : 14,474: 2,614 980 0 11,670 13,494 14,284 14,474: 190 0
Old : 14,474: 2,614 980 0 11,670 13,494 14,284 14,474: 190 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 264: 0 176 0 264 88 264 264: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 6.8 0.0 80.6 93.2 98.7 100.0: 1.3 0.0
Old : 100.0: 18.1 6.8 0.0 80.6 93.2 98.7 100.0: 1.3 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 : 29: 2 4 0 15 18 17 22:
Old : 29: 2 4 0 15 18 17 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 : 59.4 56.5 85.6 80.6 47.3 39.6 60.3 55.2
Old : 59.4 56.5 85.6 80.6 47.3 39.6 60.3 55.2
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, April 11, 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 : 11,977: 1,146 2,552 0 10,223 9,382 11,369 11,934: 608 43
Old : 11,977: 1,146 2,552 0 10,223 9,382 11,369 11,934: 608 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 0: 0 0 0 0 -43 0 -43: 0 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 21.3 0.0 85.4 78.3 94.9 99.6: 5.1 0.4
Old : 100.0: 9.6 21.3 0.0 85.4 78.3 94.9 99.6: 5.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 0 11 11 12 13:
Old : 20: 1 2 0 11 11 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 69.0 88.5 93.1 70.4 65.2 80.7 85.3
Old : 74.7 69.0 88.5 93.1 70.4 65.2 80.7 85.3
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, April 11, 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 : 25,572: 3,840 4,734 302 19,802 19,168 23,944 24,204: 1,628 1,368
Old : 25,572: 3,840 4,734 302 19,802 19,168 23,944 24,204: 1,628 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 84: 0 0 0 84 64 84 64: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 18.5 1.2 77.4 75.0 93.6 94.7: 6.4 5.3
Old : 100.0: 15.0 18.5 1.2 77.4 75.0 93.6 94.7: 6.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 3 19 20 23 24:
Old : 28: 2 3 3 19 20 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 : 51.9 55.0 71.9 74.6 50.4 48.8 61.1 62.2
Old : 51.9 55.0 71.9 74.6 50.4 48.8 61.1 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, April 11, 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 : 25,088: 4,730 160 620 18,743 23,970 24,093 24,750: 995 338
Old : 25,088: 4,730 160 620 18,743 23,970 24,093 24,750: 995 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 608: 0 0 0 708 716 708 716: -100 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 0.6 2.5 74.7 95.5 96.0 98.7: 4.0 1.3
Old : 100.0: 18.9 0.6 2.5 74.7 95.5 96.0 98.7: 4.0 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 : 35: 2 2 3 27 26 30 30:
Old : 35: 2 2 3 27 26 30 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 : 45.8 45.2 66.6 68.9 39.0 42.0 53.2 56.4
Old : 45.8 45.2 66.6 68.9 39.0 42.0 53.2 56.4
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, April 11, 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 : 13,358: 540 248 892 10,686 11,598 12,118 12,738: 1,240 620
Old : 13,358: 540 248 892 10,686 11,598 12,118 12,738: 1,240 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -220: -68 -330 -220 -64 130 -352 -420: 132 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.9 6.7 80.0 86.8 90.7 95.4: 9.3 4.6
Old : 100.0: 4.0 1.9 6.7 80.0 86.8 90.7 95.4: 9.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 1 13 15 15 16:
Old : 20: 1 1 1 13 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 63.3 82.2 86.1 59.8 61.8 67.9 73.5
Old : 62.2 63.3 82.2 86.1 59.8 61.8 67.9 73.5
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, April 11, 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 : 987,579: 157,568 129,319 191,278 575,785 598,821 924,631 919,418: 62,948 68,161
Old : 987,579: 157,568 129,319 191,278 575,785 598,821 924,631 919,418: 62,948 68,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 19,671: 7,966 9,742 795 3,958 15,306 12,719 25,843: 6,952 -6,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.1 19.4 58.3 60.6 93.6 93.1: 6.4 6.9
Old : 100.0: 16.0 13.1 19.4 58.3 60.6 93.6 93.1: 6.4 6.9
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 : 296: 83 92 116 83 97 237 250:
Old : 296: 83 92 116 83 97 237 250:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 18.2 33.0 28.8 15.5 9.5 20.9 15.4
Old : 20.1 18.2 33.0 28.8 15.5 9.5 20.9 15.4
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, April 11, 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 : 23,598: 16,266 12,777 684 493 706 17,443 14,167: 6,155 9,431
Old : 23,598: 16,266 12,777 684 493 706 17,443 14,167: 6,155 9,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 7,659: 4,990 5,525 605 493 211 6,088 6,341: 1,571 1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 54.1 2.9 2.1 3.0 73.9 60.0: 26.1 40.0
Old : 100.0: 68.9 54.1 2.9 2.1 3.0 73.9 60.0: 26.1 40.0
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 : 23: 14 7 3 1 1 17 9:
Old : 23: 14 7 3 1 1 17 9:
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 : 35.6 49.0 57.2 59.7 35.6 47.6 57.2 57.1
Old : 35.6 49.0 57.2 59.7 35.6 47.6 57.2 57.1
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, April 11, 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 : 18,261: 11,378 2,618 1,053 2,304 14,045 14,735 17,716: 3,526 545
Old : 18,261: 11,378 2,618 1,053 2,304 14,045 14,735 17,716: 3,526 545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 1,136: 194 120 30 852 1,139 1,076 1,289: 60 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 14.3 5.8 12.6 76.9 80.7 97.0: 19.3 3.0
Old : 100.0: 62.3 14.3 5.8 12.6 76.9 80.7 97.0: 19.3 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 : 145: 89 9 7 14 30 110 44:
Old : 145: 89 9 7 14 30 110 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 : 17.4 42.0 29.3 61.2 17.4 40.9 29.3 60.2
Old : 17.4 42.0 29.3 61.2 17.4 40.9 29.3 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, April 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 9,290: 4,962 1,059 0 1,701 6,998 6,663 8,057: 2,627 1,233
Old : 9,290: 4,962 1,059 0 1,701 6,998 6,663 8,057: 2,627 1,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 187: 0 -85 0 20 329 20 244: 167 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 11.4 0.0 18.3 75.3 71.7 86.7: 28.3 13.3
Old : 100.0: 53.4 11.4 0.0 18.3 75.3 71.7 86.7: 28.3 13.3
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 : 62: 28 8 0 14 19 42 27:
Old : 62: 28 8 0 14 19 42 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 42.6 32.1 61.0 17.6 42.2 32.1 60.7
Old : 17.6 42.6 32.1 61.0 17.6 42.2 32.1 60.7
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, April 11, 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 : 125,651: 23,925 9,667 10,134 74,458 96,305 108,517 116,106: 17,134 9,545
Old : 125,651: 23,925 9,667 10,134 74,458 96,305 108,517 116,106: 17,134 9,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 1,976: -198 643 1,503 -2,031 340 -726 2,486: 2,702 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 7.7 8.1 59.3 76.6 86.4 92.4: 13.6 7.6
Old : 100.0: 19.0 7.7 8.1 59.3 76.6 86.4 92.4: 13.6 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 43 26 34 60 70 123 113:
Old : 154: 43 26 34 60 70 123 113:
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 : 27.8 23.0 39.0 37.4 21.0 21.0 31.0 30.3
Old : 27.8 23.0 39.0 37.4 21.0 21.0 31.0 30.3
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, April 11, 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 : 38,732: 6,249 264 1,602 28,109 34,233 35,960 36,099: 2,772 2,633
Old : 38,732: 6,249 264 1,602 28,109 34,233 35,960 36,099: 2,772 2,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 1,906: -4,086 55 957 5,731 4,796 2,602 5,808: -696 -3,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 0.7 4.1 72.6 88.4 92.8 93.2: 7.2 6.8
Old : 100.0: 16.1 0.7 4.1 72.6 88.4 92.8 93.2: 7.2 6.8
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 : 41: 5 3 5 23 24 32 29:
Old : 41: 5 3 5 23 24 32 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 : 49.5 44.9 67.3 61.4 31.7 24.5 39.3 33.3
Old : 49.5 44.9 67.3 61.4 31.7 24.5 39.3 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 14, 2006