NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, April 18, 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 : 6,063: 1,080 1,490 25 4,668 4,239 5,773 5,754: 290 309
Old : 6,063: 1,080 1,490 25 4,668 4,239 5,773 5,754: 290 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 140: 0 240 -100 240 57 140 197: 0 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 24.6 0.4 77.0 69.9 95.2 94.9: 4.8 5.1
Old : 100.0: 17.8 24.6 0.4 77.0 69.9 95.2 94.9: 4.8 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 : 29: 1 4 1 17 17 19 21:
Old : 29: 1 4 1 17 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 : 64.7 46.0 82.6 68.5 57.4 40.1 66.9 58.9
Old : 64.7 46.0 82.6 68.5 57.4 40.1 66.9 58.9
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 18, 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 : 174,402: 29,780 17,050 29,901 87,182 103,297 146,863 150,248: 27,539 24,154
Old : 174,402: 29,780 17,050 29,901 87,182 103,297 146,863 150,248: 27,539 24,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 8,228: 2,349 2,885 5,663 -154 2,466 7,858 11,014: 370 -2,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 9.8 17.1 50.0 59.2 84.2 86.2: 15.8 13.8
Old : 100.0: 17.1 9.8 17.1 50.0 59.2 84.2 86.2: 15.8 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 : 135: 33 32 34 61 59 116 105:
Old : 135: 33 32 34 61 59 116 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 27.4 33.7 38.0 16.4 19.3 26.7 24.5
Old : 22.6 27.4 33.7 38.0 16.4 19.3 26.7 24.5
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 18, 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 : 710,064: 58,825 87,791 292,475 278,654 301,282 629,954 681,548: 80,110 28,516
Old : 710,064: 58,825 87,791 292,475 278,654 301,282 629,954 681,548: 80,110 28,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 22,151: 242 -4,006 12,970 9,268 19,591 22,480 28,555: -329 -6,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 12.4 41.2 39.2 42.4 88.7 96.0: 11.3 4.0
Old : 100.0: 8.3 12.4 41.2 39.2 42.4 88.7 96.0: 11.3 4.0
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 : 224: 69 55 84 92 70 207 170:
Old : 224: 69 55 84 92 70 207 170:
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 : 33.3 34.6 43.8 46.8 7.7 8.0 10.9 12.6
Old : 33.3 34.6 43.8 46.8 7.7 8.0 10.9 12.6
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 18, 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 : 54,072: 170 0 2,361 45,973 45,511 48,504 47,872: 5,568 6,200
Old : 54,072: 170 0 2,361 45,973 45,511 48,504 47,872: 5,568 6,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 166: 170 -189 101 -136 -602 135 -690: 31 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 4.4 85.0 84.2 89.7 88.5: 10.3 11.5
Old : 100.0: 0.3 0.0 4.4 85.0 84.2 89.7 88.5: 10.3 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 18 19 19 20:
Old : 23: 1 0 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 : 48.5 58.2 69.6 75.0 45.7 54.7 63.6 65.2
Old : 48.5 58.2 69.6 75.0 45.7 54.7 63.6 65.2
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 18, 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 : 66,647: 7,021 2,500 2,526 49,536 54,723 59,083 59,749: 7,564 6,898
Old : 66,647: 7,021 2,500 2,526 49,536 54,723 59,083 59,749: 7,564 6,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 3,333: -188 0 653 3,451 2,618 3,916 3,271: -583 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 3.8 3.8 74.3 82.1 88.7 89.6: 11.3 10.4
Old : 100.0: 10.5 3.8 3.8 74.3 82.1 88.7 89.6: 11.3 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 3 21 18 25 21:
Old : 29: 3 1 3 21 18 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 41.6 56.7 61.2 34.2 34.6 46.5 49.9
Old : 37.5 41.6 56.7 61.2 34.2 34.6 46.5 49.9
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 18, 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 : 123,192: 1,984 439 920 108,297 111,634 111,201 112,993: 11,991 10,199
Old : 123,192: 1,984 439 920 108,297 111,634 111,201 112,993: 11,991 10,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 5,086: 0 0 0 4,900 5,300 4,900 5,300: 186 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.4 0.7 87.9 90.6 90.3 91.7: 9.7 8.3
Old : 100.0: 1.6 0.4 0.7 87.9 90.6 90.3 91.7: 9.7 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 : 32: 1 1 1 25 21 27 22:
Old : 32: 1 1 1 25 21 27 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 : 44.1 45.2 62.5 67.8 43.6 37.7 57.2 54.2
Old : 44.1 45.2 62.5 67.8 43.6 37.7 57.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, April 18, 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 : 63,955: 2,568 1,658 0 52,701 53,447 55,269 55,105: 8,686 8,850
Old : 63,955: 2,568 1,658 0 52,701 53,447 55,269 55,105: 8,686 8,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 1,988: 2,568 0 0 -580 1,706 1,988 1,706: 0 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 2.6 0.0 82.4 83.6 86.4 86.2: 13.6 13.8
Old : 100.0: 4.0 2.6 0.0 82.4 83.6 86.4 86.2: 13.6 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 17 21 18 22:
Old : 27: 1 1 0 17 21 18 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 : 43.4 33.4 64.9 55.6 35.4 30.3 55.0 47.0
Old : 43.4 33.4 64.9 55.6 35.4 30.3 55.0 47.0
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 18, 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 : 78,972: 0 13,159 332 75,716 58,842 76,048 72,333: 2,924 6,639
Old : 78,972: 0 13,159 332 75,716 58,842 76,048 72,333: 2,924 6,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 1,218: 0 -3,524 30 1,432 4,160 1,462 666: -244 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.7 0.4 95.9 74.5 96.3 91.6: 3.7 8.4
Old : 100.0: 0.0 16.7 0.4 95.9 74.5 96.3 91.6: 3.7 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 3 2 20 17 22 20:
Old : 24: 0 3 2 20 17 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 : 57.0 44.5 77.0 71.1 48.7 38.5 67.0 58.4
Old : 57.0 44.5 77.0 71.1 48.7 38.5 67.0 58.4
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 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 68,420: 12,880 9,751 2,075 44,664 50,817 59,619 62,643: 8,801 5,777
Old : 68,420: 12,880 9,751 2,075 44,664 50,817 59,619 62,643: 8,801 5,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 1,090: -686 64 -146 1,736 986 904 904: 186 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 14.3 3.0 65.3 74.3 87.1 91.6: 12.9 8.4
Old : 100.0: 18.8 14.3 3.0 65.3 74.3 87.1 91.6: 12.9 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 3 3 19 21 24 25:
Old : 29: 3 3 3 19 21 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 : 48.6 39.7 65.9 64.5 42.2 34.3 54.3 55.7
Old : 48.6 39.7 65.9 64.5 42.2 34.3 54.3 55.7
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 18, 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 : 107,483: 374 0 3,345 92,222 95,307 95,941 98,652: 11,542 8,831
Old : 107,483: 374 0 3,345 92,222 95,307 95,941 98,652: 11,542 8,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -2,011: 374 -5,532 1,735 -5,332 1,473 -3,223 -2,324: 1,212 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 3.1 85.8 88.7 89.3 91.8: 10.7 8.2
Old : 100.0: 0.3 0.0 3.1 85.8 88.7 89.3 91.8: 10.7 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 : 34: 1 0 1 24 24 25 25:
Old : 34: 1 0 1 24 24 25 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 : 42.9 38.8 59.5 59.0 35.3 33.9 46.0 49.2
Old : 42.9 38.8 59.5 59.0 35.3 33.9 46.0 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, April 18, 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 : 40,268: 3,669 1,171 870 27,830 32,370 32,369 34,411: 7,899 5,857
Old : 40,268: 3,669 1,171 870 27,830 32,370 32,369 34,411: 7,899 5,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 2.9 2.2 69.1 80.4 80.4 85.5: 19.6 14.5
Old : 100.0: 9.1 2.9 2.2 69.1 80.4 80.4 85.5: 19.6 14.5
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 1 1 14 14 16 15:
Old : 20: 1 1 1 14 14 16 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 : 41.4 51.3 65.8 71.2 38.9 49.5 58.1 64.0
Old : 41.4 51.3 65.8 71.2 38.9 49.5 58.1 64.0
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, April 18, 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 : 87,328: 6,286 0 1,364 69,659 77,607 77,309 78,971: 10,019 8,357
Old : 87,328: 6,286 0 1,364 69,659 77,607 77,309 78,971: 10,019 8,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 1,712: 0 0 0 796 2,080 796 2,080: 916 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.0 1.6 79.8 88.9 88.5 90.4: 11.5 9.6
Old : 100.0: 7.2 0.0 1.6 79.8 88.9 88.5 90.4: 11.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 39.6 41.3 64.6 62.0 29.1 23.3 41.6 38.0
Old : 39.6 41.3 64.6 62.0 29.1 23.3 41.6 38.0
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 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 68,498: 0 7,262 2,098 57,461 48,023 59,559 57,383: 8,939 11,115
Old : 68,498: 0 7,262 2,098 57,461 48,023 59,559 57,383: 8,939 11,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 2,249: 0 495 18 1,375 1,149 1,393 1,662: 856 587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.6 3.1 83.9 70.1 86.9 83.8: 13.1 16.2
Old : 100.0: 0.0 10.6 3.1 83.9 70.1 86.9 83.8: 13.1 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 : 29: 0 2 2 23 17 25 19:
Old : 29: 0 2 2 23 17 25 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 : 40.5 30.1 60.8 53.9 33.2 27.4 48.5 48.0
Old : 40.5 30.1 60.8 53.9 33.2 27.4 48.5 48.0
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, April 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,372: 496 9,784 0 56,140 47,340 56,636 57,124: 736 248
Old : 57,372: 496 9,784 0 56,140 47,340 56,636 57,124: 736 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 17.1 0.0 97.9 82.5 98.7 99.6: 1.3 0.4
Old : 100.0: 0.9 17.1 0.0 97.9 82.5 98.7 99.6: 1.3 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 : 24: 1 2 0 13 13 14 15:
Old : 24: 1 2 0 13 13 14 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 : 77.1 58.8 93.4 85.4 58.8 47.9 64.5 68.6
Old : 77.1 58.8 93.4 85.4 58.8 47.9 64.5 68.6
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 18, 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 : 169,859: 588 21,761 3,399 156,157 139,484 160,144 164,644: 9,715 5,215
Old : 169,859: 588 21,761 3,399 156,157 139,484 160,144 164,644: 9,715 5,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 3,465: 0 3,804 -1,245 4,100 720 2,855 3,279: 610 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 12.8 2.0 91.9 82.1 94.3 96.9: 5.7 3.1
Old : 100.0: 0.3 12.8 2.0 91.9 82.1 94.3 96.9: 5.7 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 : 43: 1 3 3 36 32 39 36:
Old : 43: 1 3 3 36 32 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 34.5 51.8 55.6 28.7 32.4 40.2 46.1
Old : 32.2 34.5 51.8 55.6 28.7 32.4 40.2 46.1
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 18, 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 : 84,840: 4,377 0 2,808 65,591 66,390 72,776 69,198: 12,064 15,642
Old : 84,840: 4,377 0 2,808 65,591 66,390 72,776 69,198: 12,064 15,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 2,314: 857 -60 -654 2,262 3,028 2,465 2,314: -151 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.0 3.3 77.3 78.3 85.8 81.6: 14.2 18.4
Old : 100.0: 5.2 0.0 3.3 77.3 78.3 85.8 81.6: 14.2 18.4
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 : 27: 2 0 1 17 18 19 19:
Old : 27: 2 0 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 : 45.5 58.2 65.3 73.7 44.8 57.7 64.2 70.4
Old : 45.5 58.2 65.3 73.7 44.8 57.7 64.2 70.4
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 18, 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 : 81,318: 496 13,596 0 76,896 65,740 77,392 79,336: 3,926 1,982
Old : 81,318: 496 13,596 0 76,896 65,740 77,392 79,336: 3,926 1,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 10,004: 0 7,360 0 10,128 2,644 10,128 10,004: -124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 16.7 0.0 94.6 80.8 95.2 97.6: 4.8 2.4
Old : 100.0: 0.6 16.7 0.0 94.6 80.8 95.2 97.6: 4.8 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 : 26: 1 2 0 16 14 17 16:
Old : 26: 1 2 0 16 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 60.8 86.0 84.1 72.4 58.4 80.4 79.6
Old : 75.8 60.8 86.0 84.1 72.4 58.4 80.4 79.6
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 18, 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 : 235,915: 13,966 482 2,325 211,911 225,639 228,202 228,446: 7,713 7,469
Old : 235,915: 13,966 482 2,325 211,911 225,639 228,202 228,446: 7,713 7,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 13,949: 9 0 -64 13,103 13,557 13,048 13,493: 901 456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.2 1.0 89.8 95.6 96.7 96.8: 3.3 3.2
Old : 100.0: 5.9 0.2 1.0 89.8 95.6 96.7 96.8: 3.3 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 39 42 44:
Old : 48: 4 1 4 37 39 42 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 : 41.3 38.6 58.5 59.4 33.7 34.3 45.2 47.9
Old : 41.3 38.6 58.5 59.4 33.7 34.3 45.2 47.9
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 18, 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 : 152,729: 6,606 3,681 9,228 128,609 131,704 144,443 144,613: 8,286 8,116
Old : 152,729: 6,606 3,681 9,228 128,609 131,704 144,443 144,613: 8,286 8,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -1,033: 296 922 151 -1,723 -2,293 -1,276 -1,220: 243 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 2.4 6.0 84.2 86.2 94.6 94.7: 5.4 5.3
Old : 100.0: 4.3 2.4 6.0 84.2 86.2 94.6 94.7: 5.4 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 : 43: 2 4 5 34 30 39 36:
Old : 43: 2 4 5 34 30 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 53.6 49.3 69.2 33.5 49.7 44.9 60.8
Old : 35.8 53.6 49.3 69.2 33.5 49.7 44.9 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, April 18, 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 : 148,910: 0 10,054 2,747 135,196 124,760 137,943 137,561: 10,967 11,349
Old : 148,910: 0 10,054 2,747 135,196 124,760 137,943 137,561: 10,967 11,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 216: 0 4,677 -2,083 850 -4,163 -1,233 -1,569: 1,449 1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.8 1.8 90.8 83.8 92.6 92.4: 7.4 7.6
Old : 100.0: 0.0 6.8 1.8 90.8 83.8 92.6 92.4: 7.4 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 : 41: 0 3 2 33 32 35 35:
Old : 41: 0 3 2 33 32 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 49.7 59.5 62.8 41.4 41.6 52.4 51.5
Old : 42.7 49.7 59.5 62.8 41.4 41.6 52.4 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, April 18, 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 : 192,954: 9,096 32,863 22,597 156,349 131,322 188,042 186,782: 4,912 6,172
Old : 192,954: 9,096 32,863 22,597 156,349 131,322 188,042 186,782: 4,912 6,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 2,355: 1,932 3,687 -333 161 -2,927 1,760 427: 595 1,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 17.0 11.7 81.0 68.1 97.5 96.8: 2.5 3.2
Old : 100.0: 4.7 17.0 11.7 81.0 68.1 97.5 96.8: 2.5 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 : 46: 5 4 8 29 33 38 41:
Old : 46: 5 4 8 29 33 38 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 31.2 60.7 52.0 37.6 25.4 49.0 37.9
Old : 40.8 31.2 60.7 52.0 37.6 25.4 49.0 37.9
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, April 18, 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 : 56,270: 0 0 0 50,286 44,108 50,286 44,108: 5,984 12,162
Old : 56,270: 0 0 0 50,286 44,108 50,286 44,108: 5,984 12,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 1,140: 0 0 0 344 1,016 344 1,016: 796 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.4 78.4 89.4 78.4: 10.6 21.6
Old : 100.0: 0.0 0.0 0.0 89.4 78.4 89.4 78.4: 10.6 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 15 14 15:
Old : 20: 0 0 0 14 15 14 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 32.8 80.3 58.2 48.2 29.1 60.9 44.4
Old : 51.3 32.8 80.3 58.2 48.2 29.1 60.9 44.4
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 18, 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 : 1,699,510: 248,033 33,447 451,900 975,792 1,201,878 1,675,725 1,687,225: 23,785 12,285
Old : 1,699,510: 248,033 33,447 451,900 975,792 1,201,878 1,675,725 1,687,225: 23,785 12,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 42,478: -7,768 -5,547 15,518 29,014 30,164 36,764 40,135: 5,714 2,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 2.0 26.6 57.4 70.7 98.6 99.3: 1.4 0.7
Old : 100.0: 14.6 2.0 26.6 57.4 70.7 98.6 99.3: 1.4 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 : 142: 26 16 39 96 81 139 121:
Old : 142: 26 16 39 96 81 139 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 29.5 39.4 44.5 11.6 20.5 18.3 28.5
Old : 25.0 29.5 39.4 44.5 11.6 20.5 18.3 28.5
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 18, 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 : 436,121: 103,791 13,464 100,591 226,914 317,658 431,296 431,713: 4,825 4,408
Old : 436,121: 103,791 13,464 100,591 226,914 317,658 431,296 431,713: 4,825 4,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 26,181: 14,028 -3,999 565 10,756 28,399 25,349 24,965: 832 1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 3.1 23.1 52.0 72.8 98.9 99.0: 1.1 1.0
Old : 100.0: 23.8 3.1 23.1 52.0 72.8 98.9 99.0: 1.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 16 10 21 31 31 55 54:
Old : 60: 16 10 21 31 31 55 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 : 52.5 50.4 69.0 69.2 19.8 24.8 28.7 34.8
Old : 52.5 50.4 69.0 69.2 19.8 24.8 28.7 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, April 18, 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 : 59,636: 9,962 2,680 7,622 40,784 48,225 58,368 58,527: 1,268 1,109
Old : 59,636: 9,962 2,680 7,622 40,784 48,225 58,368 58,527: 1,268 1,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -16: -1,240 -20 330 66 -1,028 -844 -718: 828 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 4.5 12.8 68.4 80.9 97.9 98.1: 2.1 1.9
Old : 100.0: 16.7 4.5 12.8 68.4 80.9 97.9 98.1: 2.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 5 4 8 42 39 50 48:
Old : 53: 5 4 8 42 39 50 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 37.8 54.7 56.2 30.6 32.7 39.3 44.3
Old : 42.2 37.8 54.7 56.2 30.6 32.7 39.3 44.3
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 18, 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 : 24,323: 1,163 4,086 776 21,672 18,770 23,611 23,632: 712 691
Old : 24,323: 1,163 4,086 776 21,672 18,770 23,611 23,632: 712 691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 408: 11 -109 33 278 484 322 408: 86 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 16.8 3.2 89.1 77.2 97.1 97.2: 2.9 2.8
Old : 100.0: 4.8 16.8 3.2 89.1 77.2 97.1 97.2: 2.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 3 3 25 22 30 27:
Old : 37: 4 3 3 25 22 30 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 : 58.7 47.8 77.5 68.7 52.2 46.5 66.3 62.3
Old : 58.7 47.8 77.5 68.7 52.2 46.5 66.3 62.3
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 18, 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 : 15,281: 2,614 1,024 0 12,532 14,257 15,146 15,281: 135 0
Old : 15,281: 2,614 1,024 0 12,532 14,257 15,146 15,281: 135 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 807: 0 44 0 862 763 862 807: -55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 6.7 0.0 82.0 93.3 99.1 100.0: 0.9 0.0
Old : 100.0: 17.1 6.7 0.0 82.0 93.3 99.1 100.0: 0.9 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 : 31: 2 4 0 18 18 20 22:
Old : 31: 2 4 0 18 18 20 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 : 55.7 55.0 80.6 79.6 39.5 38.1 53.8 52.3
Old : 55.7 55.0 80.6 79.6 39.5 38.1 53.8 52.3
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 18, 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 : 12,063: 1,146 2,552 0 10,223 9,468 11,369 12,020: 694 43
Old : 12,063: 1,146 2,552 0 10,223 9,468 11,369 12,020: 694 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 86: 0 0 0 0 86 0 86: 86 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 21.2 0.0 84.7 78.5 94.2 99.6: 5.8 0.4
Old : 100.0: 9.5 21.2 0.0 84.7 78.5 94.2 99.6: 5.8 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 : 74.1 68.5 87.9 93.2 69.9 65.5 80.1 85.4
Old : 74.1 68.5 87.9 93.2 69.9 65.5 80.1 85.4
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 18, 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 : 25,720: 3,820 4,714 302 19,972 19,298 24,094 24,314: 1,626 1,406
Old : 25,720: 3,820 4,714 302 19,972 19,298 24,094 24,314: 1,626 1,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 148: -20 -20 0 170 130 150 110: -2 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 18.3 1.2 77.7 75.0 93.7 94.5: 6.3 5.5
Old : 100.0: 14.9 18.3 1.2 77.7 75.0 93.7 94.5: 6.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 3 21 20 25 24:
Old : 29: 2 3 3 21 20 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 54.6 71.6 74.6 50.3 48.8 61.0 62.5
Old : 51.7 54.6 71.6 74.6 50.3 48.8 61.0 62.5
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 18, 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 : 25,574: 4,890 160 580 19,237 24,648 24,707 25,388: 867 186
Old : 25,574: 4,890 160 580 19,237 24,648 24,707 25,388: 867 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 486: 160 0 -40 494 678 614 638: -128 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 0.6 2.3 75.2 96.4 96.6 99.3: 3.4 0.7
Old : 100.0: 19.1 0.6 2.3 75.2 96.4 96.6 99.3: 3.4 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 : 36: 2 2 3 28 27 31 31:
Old : 36: 2 2 3 28 27 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 43.5 65.4 66.7 38.4 40.3 52.6 56.2
Old : 45.0 43.5 65.4 66.7 38.4 40.3 52.6 56.2
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 18, 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 : 13,408: 540 248 1,132 10,436 11,368 12,108 12,748: 1,300 660
Old : 13,408: 540 248 1,132 10,436 11,368 12,108 12,748: 1,300 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 50: 0 0 240 -250 -230 -10 10: 60 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.8 8.4 77.8 84.8 90.3 95.1: 9.7 4.9
Old : 100.0: 4.0 1.8 8.4 77.8 84.8 90.3 95.1: 9.7 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 64.0 64.6 83.9 85.6 59.8 61.3 67.5 72.8
Old : 64.0 64.6 83.9 85.6 59.8 61.3 67.5 72.8
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 18, 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 : 1,002,719: 183,102 116,353 196,340 557,424 616,604 936,866 929,297: 65,853 73,422
Old : 1,002,719: 183,102 116,353 196,340 557,424 616,604 936,866 929,297: 65,853 73,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 15,140: 25,534 -12,966 5,062 -18,361 17,783 12,235 9,879: 2,905 5,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 11.6 19.6 55.6 61.5 93.4 92.7: 6.6 7.3
Old : 100.0: 18.3 11.6 19.6 55.6 61.5 93.4 92.7: 6.6 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 87 81 112 81 100 236 246:
Old : 294: 87 81 112 81 100 236 246:
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 : 19.3 18.1 31.6 29.0 14.8 9.7 20.2 16.4
Old : 19.3 18.1 31.6 29.0 14.8 9.7 20.2 16.4
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 18, 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 : 27,202: 19,276 14,463 492 493 2,180 20,261 17,135: 6,941 10,067
Old : 27,202: 19,276 14,463 492 493 2,180 20,261 17,135: 6,941 10,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 3,604: 3,010 1,686 -192 0 1,474 2,818 2,968: 786 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 53.2 1.8 1.8 8.0 74.5 63.0: 25.5 37.0
Old : 100.0: 70.9 53.2 1.8 1.8 8.0 74.5 63.0: 25.5 37.0
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 : 24: 14 8 5 1 1 17 12:
Old : 24: 14 8 5 1 1 17 12:
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 : 39.7 47.9 59.0 60.2 39.7 47.9 58.7 59.7
Old : 39.7 47.9 59.0 60.2 39.7 47.9 58.7 59.7
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 18, 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 : 17,850: 11,125 2,718 1,014 2,041 13,549 14,180 17,281: 3,670 569
Old : 17,850: 11,125 2,718 1,014 2,041 13,549 14,180 17,281: 3,670 569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -411: -253 100 -39 -263 -496 -555 -435: 144 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 15.2 5.7 11.4 75.9 79.4 96.8: 20.6 3.2
Old : 100.0: 62.3 15.2 5.7 11.4 75.9 79.4 96.8: 20.6 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 : 142: 88 9 7 14 29 109 42:
Old : 142: 88 9 7 14 29 109 42:
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 : 17.3 41.7 28.0 61.1 17.3 40.6 27.8 59.9
Old : 17.3 41.7 28.0 61.1 17.3 40.6 27.8 59.9
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 18, 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 : 9,559: 5,176 959 0 1,729 7,330 6,905 8,289: 2,654 1,270
Old : 9,559: 5,176 959 0 1,729 7,330 6,905 8,289: 2,654 1,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 269: 214 -100 0 28 332 242 232: 27 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 10.0 0.0 18.1 76.7 72.2 86.7: 27.8 13.3
Old : 100.0: 54.1 10.0 0.0 18.1 76.7 72.2 86.7: 27.8 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 : 64: 30 6 0 13 21 43 27:
Old : 64: 30 6 0 13 21 43 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 : 17.5 41.2 31.7 59.8 17.5 40.9 31.7 59.4
Old : 17.5 41.2 31.7 59.8 17.5 40.9 31.7 59.4
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 18, 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 : 129,593: 28,198 9,024 9,751 73,353 100,959 111,302 119,734: 18,291 9,859
Old : 129,593: 28,198 9,024 9,751 73,353 100,959 111,302 119,734: 18,291 9,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 3,942: 4,273 -643 -383 -1,105 4,654 2,785 3,628: 1,157 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 7.0 7.5 56.6 77.9 85.9 92.4: 14.1 7.6
Old : 100.0: 21.8 7.0 7.5 56.6 77.9 85.9 92.4: 14.1 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: 46 25 34 60 68 127 109:
Old : 154: 46 25 34 60 68 127 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 23.4 36.2 37.3 18.3 19.0 25.9 27.7
Old : 25.2 23.4 36.2 37.3 18.3 19.0 25.9 27.7
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 18, 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 : 42,893: 6,630 79 1,290 32,206 38,769 40,126 40,138: 2,767 2,755
Old : 42,893: 6,630 79 1,290 32,206 38,769 40,126 40,138: 2,767 2,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 4,161: 381 -185 -312 4,097 4,536 4,166 4,039: -5 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 0.2 3.0 75.1 90.4 93.5 93.6: 6.5 6.4
Old : 100.0: 15.5 0.2 3.0 75.1 90.4 93.5 93.6: 6.5 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 2 4 24 26 31 30:
Old : 41: 4 2 4 24 26 31 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 : 47.7 42.2 64.2 59.8 33.1 26.5 41.9 35.5
Old : 47.7 42.2 64.2 59.8 33.1 26.5 41.9 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 21, 2006