NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, April 25, 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 1,190 25 4,668 4,482 5,773 5,697: 290 366
Old : 6,063: 1,080 1,190 25 4,668 4,482 5,773 5,697: 290 366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 0: 0 -300 0 0 243 0 -57: 0 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 19.6 0.4 77.0 73.9 95.2 94.0: 4.8 6.0
Old : 100.0: 17.8 19.6 0.4 77.0 73.9 95.2 94.0: 4.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 47.5 82.6 67.6 57.4 39.7 66.9 58.0
Old : 64.7 47.5 82.6 67.6 57.4 39.7 66.9 58.0
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 25, 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 : 179,889: 33,341 18,105 29,862 85,491 104,823 148,694 152,790: 31,195 27,099
Old : 179,889: 33,341 18,105 29,862 85,491 104,823 148,694 152,790: 31,195 27,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 5,487: 3,561 1,055 -39 -1,691 1,526 1,831 2,542: 3,656 2,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 10.1 16.6 47.5 58.3 82.7 84.9: 17.3 15.1
Old : 100.0: 18.5 10.1 16.6 47.5 58.3 82.7 84.9: 17.3 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 36 32 36 58 58 118 104:
Old : 137: 36 32 36 58 58 118 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 27.1 32.8 37.9 15.5 19.2 25.3 24.7
Old : 21.5 27.1 32.8 37.9 15.5 19.2 25.3 24.7
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 25, 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 : 730,619: 63,221 76,661 300,714 288,713 319,553 652,648 696,928: 77,971 33,691
Old : 730,619: 63,221 76,661 300,714 288,713 319,553 652,648 696,928: 77,971 33,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 20,555: 4,396 -11,130 8,239 10,059 18,271 22,694 15,380: -2,139 5,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.5 41.2 39.5 43.7 89.3 95.4: 10.7 4.6
Old : 100.0: 8.7 10.5 41.2 39.5 43.7 89.3 95.4: 10.7 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 : 213: 66 48 79 92 70 198 162:
Old : 213: 66 48 79 92 70 198 162:
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 : 33.2 34.1 44.1 46.6 7.5 7.5 10.6 11.5
Old : 33.2 34.1 44.1 46.6 7.5 7.5 10.6 11.5
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 25, 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 : 63,032: 0 11,752 2,021 56,239 43,483 58,260 57,256: 4,772 5,776
Old : 63,032: 0 11,752 2,021 56,239 43,483 58,260 57,256: 4,772 5,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 8,960: -170 11,752 -340 10,266 -2,028 9,756 9,384: -796 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.6 3.2 89.2 69.0 92.4 90.8: 7.6 9.2
Old : 100.0: 0.0 18.6 3.2 89.2 69.0 92.4 90.8: 7.6 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 1 18 18 19 20:
Old : 24: 0 2 1 18 18 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 : 46.3 58.8 68.9 77.6 41.9 55.1 62.0 68.6
Old : 46.3 58.8 68.9 77.6 41.9 55.1 62.0 68.6
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 25, 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 : 71,067: 7,562 2,500 3,974 51,665 58,098 63,201 64,572: 7,866 6,495
Old : 71,067: 7,562 2,500 3,974 51,665 58,098 63,201 64,572: 7,866 6,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 4,420: 541 0 1,448 2,129 3,375 4,118 4,823: 302 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 3.5 5.6 72.7 81.8 88.9 90.9: 11.1 9.1
Old : 100.0: 10.6 3.5 5.6 72.7 81.8 88.9 90.9: 11.1 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 3 22 19 26 22:
Old : 31: 3 1 3 22 19 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 38.5 56.9 58.3 34.6 32.0 46.2 46.6
Old : 36.6 38.5 56.9 58.3 34.6 32.0 46.2 46.6
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 25, 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 : 122,090: 1,984 439 920 107,075 110,076 109,979 111,435: 12,111 10,655
Old : 122,090: 1,984 439 920 107,075 110,076 109,979 111,435: 12,111 10,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -1,102: 0 0 0 -1,222 -1,558 -1,222 -1,558: 120 456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.4 0.8 87.7 90.2 90.1 91.3: 9.9 8.7
Old : 100.0: 1.6 0.4 0.8 87.7 90.2 90.1 91.3: 9.9 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 1 26 23 28 24:
Old : 32: 1 1 1 26 23 28 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 : 44.6 42.6 63.3 66.4 43.0 37.9 55.9 52.4
Old : 44.6 42.6 63.3 66.4 43.0 37.9 55.9 52.4
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 69,542: 6,420 1,658 0 55,172 60,078 61,592 61,736: 7,950 7,806
Old : 69,542: 6,420 1,658 0 55,172 60,078 61,592 61,736: 7,950 7,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 5,587: 3,852 0 0 2,471 6,631 6,323 6,631: -736 -1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 2.4 0.0 79.3 86.4 88.6 88.8: 11.4 11.2
Old : 100.0: 9.2 2.4 0.0 79.3 86.4 88.6 88.8: 11.4 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 0 18 21 19 22:
Old : 29: 1 1 0 18 21 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 39.3 64.9 60.2 34.0 37.8 56.4 54.4
Old : 40.9 39.3 64.9 60.2 34.0 37.8 56.4 54.4
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 80,865: 0 12,089 1,203 76,811 61,942 78,014 75,234: 2,851 5,631
Old : 80,865: 0 12,089 1,203 76,811 61,942 78,014 75,234: 2,851 5,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 1,893: 0 -1,070 871 1,095 3,100 1,966 2,901: -73 -1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.9 1.5 95.0 76.6 96.5 93.0: 3.5 7.0
Old : 100.0: 0.0 14.9 1.5 95.0 76.6 96.5 93.0: 3.5 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 4 2 20 17 22 21:
Old : 25: 0 4 2 20 17 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 42.9 77.9 71.7 50.0 37.4 67.2 58.1
Old : 58.3 42.9 77.9 71.7 50.0 37.4 67.2 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, April 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 69,651: 10,721 9,043 3,939 47,524 50,124 62,184 63,106: 7,467 6,545
Old : 69,651: 10,721 9,043 3,939 47,524 50,124 62,184 63,106: 7,467 6,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 1,231: -2,159 -708 1,864 2,860 -693 2,565 463: -1,334 768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 13.0 5.7 68.2 72.0 89.3 90.6: 10.7 9.4
Old : 100.0: 15.4 13.0 5.7 68.2 72.0 89.3 90.6: 10.7 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 2 4 21 21 25 26:
Old : 28: 3 2 4 21 21 25 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 : 48.9 39.9 66.2 63.5 40.6 32.5 52.6 52.4
Old : 48.9 39.9 66.2 63.5 40.6 32.5 52.6 52.4
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 25, 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 : 107,257: 0 1,507 3,698 92,857 92,510 96,555 97,715: 10,702 9,542
Old : 107,257: 0 1,507 3,698 92,857 92,510 96,555 97,715: 10,702 9,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -226: -374 1,507 353 635 -2,797 614 -937: -840 711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 3.4 86.6 86.3 90.0 91.1: 10.0 8.9
Old : 100.0: 0.0 1.4 3.4 86.6 86.3 90.0 91.1: 10.0 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 1 25 27 26 28:
Old : 35: 0 1 1 25 27 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 38.4 57.7 57.2 32.2 33.5 44.3 46.3
Old : 40.9 38.4 57.7 57.2 32.2 33.5 44.3 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, April 25, 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 : 41,563: 3,545 1,665 591 29,826 33,626 33,962 35,882: 7,601 5,681
Old : 41,563: 3,545 1,665 591 29,826 33,626 33,962 35,882: 7,601 5,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 1,295: -124 494 -279 1,996 1,256 1,593 1,471: -298 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 4.0 1.4 71.8 80.9 81.7 86.3: 18.3 13.7
Old : 100.0: 8.5 4.0 1.4 71.8 80.9 81.7 86.3: 18.3 13.7
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 : 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 : 42.1 49.2 66.1 71.2 39.3 45.4 56.1 61.1
Old : 42.1 49.2 66.1 71.2 39.3 45.4 56.1 61.1
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 25, 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 : 93,584: 6,286 0 1,364 75,311 85,319 82,961 86,683: 10,623 6,901
Old : 93,584: 6,286 0 1,364 75,311 85,319 82,961 86,683: 10,623 6,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 6,256: 0 0 0 5,652 7,712 5,652 7,712: 604 -1,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 1.5 80.5 91.2 88.6 92.6: 11.4 7.4
Old : 100.0: 6.7 0.0 1.5 80.5 91.2 88.6 92.6: 11.4 7.4
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: 1 0 1 22 23 23 24:
Old : 27: 1 0 1 22 23 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 : 37.0 43.5 62.7 61.7 26.8 25.8 42.5 39.7
Old : 37.0 43.5 62.7 61.7 26.8 25.8 42.5 39.7
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 25, 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 : 70,793: 0 9,176 1,615 62,218 48,589 63,833 59,380: 6,960 11,413
Old : 70,793: 0 9,176 1,615 62,218 48,589 63,833 59,380: 6,960 11,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 2,295: 0 1,914 -483 4,757 566 4,274 1,997: -1,979 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.0 2.3 87.9 68.6 90.2 83.9: 9.8 16.1
Old : 100.0: 0.0 13.0 2.3 87.9 68.6 90.2 83.9: 9.8 16.1
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 : 32: 0 2 1 25 21 26 23:
Old : 32: 0 2 1 25 21 26 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 : 41.7 30.7 62.0 53.8 37.4 28.9 51.6 48.5
Old : 41.7 30.7 62.0 53.8 37.4 28.9 51.6 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, April 25, 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 : 58,895: 0 2,578 1,123 42,506 48,230 43,629 51,931: 15,266 6,964
Old : 58,895: 0 2,578 1,123 42,506 48,230 43,629 51,931: 15,266 6,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 1.9 72.2 81.9 74.1 88.2: 25.9 11.8
Old : 100.0: 0.0 4.4 1.9 72.2 81.9 74.1 88.2: 25.9 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 13 18 14 19:
Old : 21: 0 1 1 13 18 14 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 : 54.4 45.6 66.7 69.7 52.3 45.3 61.5 64.8
Old : 54.4 45.6 66.7 69.7 52.3 45.3 61.5 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders - Futures Only, April 25, 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 : 63,030: 403 9,815 0 60,907 52,075 61,310 61,890: 1,720 1,140
Old : 63,030: 403 9,815 0 60,907 52,075 61,310 61,890: 1,720 1,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 5,658: -93 31 0 4,767 4,735 4,674 4,766: 984 892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 15.6 0.0 96.6 82.6 97.3 98.2: 2.7 1.8
Old : 100.0: 0.6 15.6 0.0 96.6 82.6 97.3 98.2: 2.7 1.8
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: 1 3 0 19 21 20 24:
Old : 37: 1 3 0 19 21 20 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 : 73.5 55.9 88.1 80.1 56.9 45.9 63.0 62.5
Old : 73.5 55.9 88.1 80.1 56.9 45.9 63.0 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, April 25, 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 : 172,520: 588 21,677 3,719 158,785 142,454 163,092 167,850: 9,428 4,670
Old : 172,520: 588 21,677 3,719 158,785 142,454 163,092 167,850: 9,428 4,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 2,661: 0 -84 320 2,628 2,970 2,948 3,206: -287 -545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 12.6 2.2 92.0 82.6 94.5 97.3: 5.5 2.7
Old : 100.0: 0.3 12.6 2.2 92.0 82.6 94.5 97.3: 5.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 3 3 35 31 38 35:
Old : 42: 1 3 3 35 31 38 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 : 36.8 35.0 54.0 55.4 32.4 32.9 42.3 46.4
Old : 36.8 35.0 54.0 55.4 32.4 32.9 42.3 46.4
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 25, 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 : 86,861: 6,848 0 1,409 66,208 70,094 74,465 71,503: 12,396 15,358
Old : 86,861: 6,848 0 1,409 66,208 70,094 74,465 71,503: 12,396 15,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 2,021: 2,471 0 -1,399 617 3,704 1,689 2,305: 332 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 1.6 76.2 80.7 85.7 82.3: 14.3 17.7
Old : 100.0: 7.9 0.0 1.6 76.2 80.7 85.7 82.3: 14.3 17.7
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 : 28: 2 0 1 17 19 19 20:
Old : 28: 2 0 1 17 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 : 43.6 60.2 64.8 74.7 42.9 58.7 62.5 72.2
Old : 43.6 60.2 64.8 74.7 42.9 58.7 62.5 72.2
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,843: 403 13,007 0 81,997 68,543 82,400 81,550: 1,443 2,293
Old : 83,843: 403 13,007 0 81,997 68,543 82,400 81,550: 1,443 2,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 2,525: -93 -589 0 5,101 2,803 5,008 2,214: -2,483 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 15.5 0.0 97.8 81.8 98.3 97.3: 1.7 2.7
Old : 100.0: 0.5 15.5 0.0 97.8 81.8 98.3 97.3: 1.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 3 0 22 21 23 24:
Old : 37: 1 3 0 22 21 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 : 73.5 55.9 84.1 77.8 69.8 53.5 78.6 73.4
Old : 73.5 55.9 84.1 77.8 69.8 53.5 78.6 73.4
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 25, 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 : 242,267: 15,803 482 1,893 216,611 235,506 234,307 237,881: 7,960 4,386
Old : 242,267: 15,803 482 1,893 216,611 235,506 234,307 237,881: 7,960 4,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 6,352: 1,837 0 -432 4,700 9,867 6,105 9,435: 247 -3,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.2 0.8 89.4 97.2 96.7 98.2: 3.3 1.8
Old : 100.0: 6.5 0.2 0.8 89.4 97.2 96.7 98.2: 3.3 1.8
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 : 51: 4 1 4 38 40 43 45:
Old : 51: 4 1 4 38 40 43 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 38.3 55.7 58.9 31.8 34.6 42.9 47.2
Old : 40.1 38.3 55.7 58.9 31.8 34.6 42.9 47.2
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 25, 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 : 160,938: 8,669 6,834 9,805 136,055 138,216 154,529 154,855: 6,409 6,083
Old : 160,938: 8,669 6,834 9,805 136,055 138,216 154,529 154,855: 6,409 6,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 8,209: 2,063 3,153 577 7,446 6,512 10,086 10,242: -1,877 -2,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 4.2 6.1 84.5 85.9 96.0 96.2: 4.0 3.8
Old : 100.0: 5.4 4.2 6.1 84.5 85.9 96.0 96.2: 4.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 6 6 35 33 41 41:
Old : 47: 2 6 6 35 33 41 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 : 34.6 50.9 49.4 66.1 30.3 46.2 42.3 57.1
Old : 34.6 50.9 49.4 66.1 30.3 46.2 42.3 57.1
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 149,965: 0 14,463 1,030 137,950 123,544 138,980 139,037: 10,985 10,928
Old : 149,965: 0 14,463 1,030 137,950 123,544 138,980 139,037: 10,985 10,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 1,055: 0 4,409 -1,717 2,754 -1,216 1,037 1,476: 18 -421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.6 0.7 92.0 82.4 92.7 92.7: 7.3 7.3
Old : 100.0: 0.0 9.6 0.7 92.0 82.4 92.7 92.7: 7.3 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 : 44: 0 3 2 35 36 37 39:
Old : 44: 0 3 2 35 36 37 39:
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 : 42.3 48.5 59.2 61.7 41.5 42.6 53.0 52.3
Old : 42.3 48.5 59.2 61.7 41.5 42.6 53.0 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, April 25, 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 : 190,877: 10,831 31,965 22,745 152,645 131,339 186,221 186,049: 4,656 4,828
Old : 190,877: 10,831 31,965 22,745 152,645 131,339 186,221 186,049: 4,656 4,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -2,077: 1,735 -898 148 -3,704 17 -1,821 -733: -256 -1,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 16.7 11.9 80.0 68.8 97.6 97.5: 2.4 2.5
Old : 100.0: 5.7 16.7 11.9 80.0 68.8 97.6 97.5: 2.4 2.5
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 : 46: 4 4 7 30 34 38 41:
Old : 46: 4 4 7 30 34 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 : 42.3 32.0 62.6 52.9 39.1 26.8 51.3 40.0
Old : 42.3 32.0 62.6 52.9 39.1 26.8 51.3 40.0
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,620: 0 496 0 52,868 46,470 52,868 46,966: 6,752 12,654
Old : 59,620: 0 496 0 52,868 46,470 52,868 46,966: 6,752 12,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 3,350: 0 496 0 2,582 2,362 2,582 2,858: 768 492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 88.7 77.9 88.7 78.8: 11.3 21.2
Old : 100.0: 0.0 0.8 0.0 88.7 77.9 88.7 78.8: 11.3 21.2
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 : 21: 0 1 0 15 15 15 16:
Old : 21: 0 1 0 15 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 : 50.9 37.3 79.6 59.4 47.6 29.9 62.7 43.8
Old : 50.9 37.3 79.6 59.4 47.6 29.9 62.7 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 25, 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 : 1,782,506: 295,690 45,382 471,787 991,243 1,252,917 1,758,720 1,770,086: 23,786 12,420
Old : 1,782,506: 295,690 45,382 471,787 991,243 1,252,917 1,758,720 1,770,086: 23,786 12,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 82,996: 47,657 11,935 19,887 15,451 51,039 82,995 82,861: 1 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 2.5 26.5 55.6 70.3 98.7 99.3: 1.3 0.7
Old : 100.0: 16.6 2.5 26.5 55.6 70.3 98.7 99.3: 1.3 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 : 153: 26 14 35 107 87 146 126:
Old : 153: 26 14 35 107 87 146 126:
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 : 27.4 29.6 40.7 45.2 12.1 20.5 19.6 28.5
Old : 27.4 29.6 40.7 45.2 12.1 20.5 19.6 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 25, 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 : 503,880: 94,410 20,571 123,994 280,507 339,419 498,911 483,984: 4,969 19,896
Old : 503,880: 94,410 20,571 123,994 280,507 339,419 498,911 483,984: 4,969 19,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 67,759: -9,381 7,107 23,403 53,593 21,761 67,615 52,271: 144 15,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 4.1 24.6 55.7 67.4 99.0 96.1: 1.0 3.9
Old : 100.0: 18.7 4.1 24.6 55.7 67.4 99.0 96.1: 1.0 3.9
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 : 61: 15 11 20 32 31 56 53:
Old : 61: 15 11 20 32 31 56 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 : 54.3 44.3 69.7 63.7 26.8 25.0 33.8 34.1
Old : 54.3 44.3 69.7 63.7 26.8 25.0 33.8 34.1
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 25, 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 : 59,062: 10,502 2,780 7,322 40,549 48,257 58,373 58,359: 689 703
Old : 59,062: 10,502 2,780 7,322 40,549 48,257 58,373 58,359: 689 703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -574: 540 100 -300 -235 32 5 -168: -579 -406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 4.7 12.4 68.7 81.7 98.8 98.8: 1.2 1.2
Old : 100.0: 17.8 4.7 12.4 68.7 81.7 98.8 98.8: 1.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 5 6 8 42 39 50 50:
Old : 55: 5 6 8 42 39 50 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 38.4 55.6 56.4 31.8 33.2 40.7 45.1
Old : 42.9 38.4 55.6 56.4 31.8 33.2 40.7 45.1
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 25,984: 1,163 4,684 776 23,247 19,833 25,186 25,293: 798 691
Old : 25,984: 1,163 4,684 776 23,247 19,833 25,186 25,293: 798 691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 1,661: 0 598 0 1,575 1,063 1,575 1,661: 86 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 18.0 3.0 89.5 76.3 96.9 97.3: 3.1 2.7
Old : 100.0: 4.5 18.0 3.0 89.5 76.3 96.9 97.3: 3.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 3 3 25 21 30 26:
Old : 37: 4 3 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 : 58.5 47.9 76.3 69.5 52.5 45.5 65.5 62.7
Old : 58.5 47.9 76.3 69.5 52.5 45.5 65.5 62.7
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 25, 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 : 16,431: 3,326 760 308 12,797 15,363 16,431 16,431: 0 0
Old : 16,431: 3,326 760 308 12,797 15,363 16,431 16,431: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 1,150: 712 -264 308 265 1,106 1,285 1,150: -135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 4.6 1.9 77.9 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 20.2 4.6 1.9 77.9 93.5 100.0 100.0: 0.0 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: 3 3 1 18 18 21 22:
Old : 31: 3 3 1 18 18 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 : 54.6 52.5 77.7 77.9 39.9 37.3 53.6 52.6
Old : 54.6 52.5 77.7 77.9 39.9 37.3 53.6 52.6
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 25, 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 : 11,897: 1,146 3,105 0 10,057 8,792 11,203 11,897: 694 0
Old : 11,897: 1,146 3,105 0 10,057 8,792 11,203 11,897: 694 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -166: 0 553 0 -166 -676 -166 -123: 0 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 26.1 0.0 84.5 73.9 94.2 100.0: 5.8 0.0
Old : 100.0: 9.6 26.1 0.0 84.5 73.9 94.2 100.0: 5.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 0 10 11 11 14:
Old : 21: 1 3 0 10 11 11 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 : 74.1 67.7 87.7 90.2 69.8 62.7 80.2 84.1
Old : 74.1 67.7 87.7 90.2 69.8 62.7 80.2 84.1
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 25, 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 : 25,956: 3,220 4,694 302 20,782 19,648 24,304 24,644: 1,652 1,312
Old : 25,956: 3,220 4,694 302 20,782 19,648 24,304 24,644: 1,652 1,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 236: -600 -20 0 810 350 210 330: 26 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 18.1 1.2 80.1 75.7 93.6 94.9: 6.4 5.1
Old : 100.0: 12.4 18.1 1.2 80.1 75.7 93.6 94.9: 6.4 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: 2 3 3 21 19 25 23:
Old : 29: 2 3 3 21 19 25 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 : 51.0 55.8 71.1 76.6 49.3 49.8 61.1 63.4
Old : 51.0 55.8 71.1 76.6 49.3 49.8 61.1 63.4
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 25, 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 : 26,972: 4,830 160 580 20,345 25,962 25,755 26,702: 1,217 270
Old : 26,972: 4,830 160 580 20,345 25,962 25,755 26,702: 1,217 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 1,398: -60 0 0 1,108 1,314 1,048 1,314: 350 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 0.6 2.2 75.4 96.3 95.5 99.0: 4.5 1.0
Old : 100.0: 17.9 0.6 2.2 75.4 96.3 95.5 99.0: 4.5 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 : 37: 2 2 3 30 28 33 32:
Old : 37: 2 2 3 30 28 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 43.3 65.4 67.0 38.9 39.8 52.5 54.5
Old : 47.0 43.3 65.4 67.0 38.9 39.8 52.5 54.5
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 25, 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 : 1,017,674: 198,211 124,188 204,796 547,166 613,121 950,173 942,105: 67,501 75,569
Old : 1,017,674: 198,211 124,188 204,796 547,166 613,121 950,173 942,105: 67,501 75,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 14,955: 15,109 7,835 8,456 -10,258 -3,483 13,307 12,808: 1,648 2,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 12.2 20.1 53.8 60.2 93.4 92.6: 6.6 7.4
Old : 100.0: 19.5 12.2 20.1 53.8 60.2 93.4 92.6: 6.6 7.4
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 : 307: 105 80 113 81 95 248 245:
Old : 307: 105 80 113 81 95 248 245:
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 : 18.7 18.0 30.7 29.4 14.3 10.5 20.0 17.2
Old : 18.7 18.0 30.7 29.4 14.3 10.5 20.0 17.2
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 25, 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 : 24,911: 14,680 14,321 0 0 389 14,680 14,710: 10,231 10,201
Old : 24,911: 14,680 14,321 0 0 389 14,680 14,710: 10,231 10,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -2,291: -4,596 -142 -492 -493 -1,791 -5,581 -2,425: 3,290 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 57.5 0.0 0.0 1.6 58.9 59.1: 41.1 40.9
Old : 100.0: 58.9 57.5 0.0 0.0 1.6 58.9 59.1: 41.1 40.9
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 : 21: 13 7 0 0 1 13 8:
Old : 21: 13 7 0 0 1 13 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 50.5 47.2 59.1 31.6 50.5 47.2 59.1
Old : 31.6 50.5 47.2 59.1 31.6 50.5 47.2 59.1
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 25, 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 : 17,636: 10,538 2,978 916 2,643 13,122 14,097 17,016: 3,539 620
Old : 17,636: 10,538 2,978 916 2,643 13,122 14,097 17,016: 3,539 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -214: -587 260 -98 602 -427 -83 -265: -131 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 16.9 5.2 15.0 74.4 79.9 96.5: 20.1 3.5
Old : 100.0: 59.8 16.9 5.2 15.0 74.4 79.9 96.5: 20.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 85 9 7 15 32 106 44:
Old : 139: 85 9 7 15 32 106 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 : 20.1 41.8 32.4 60.7 19.7 40.7 32.0 59.6
Old : 20.1 41.8 32.4 60.7 19.7 40.7 32.0 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, April 25, 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 : 9,712: 5,422 964 0 1,676 7,707 7,098 8,671: 2,614 1,041
Old : 9,712: 5,422 964 0 1,676 7,707 7,098 8,671: 2,614 1,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 153: 246 5 0 -53 377 193 382: -40 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 9.9 0.0 17.3 79.4 73.1 89.3: 26.9 10.7
Old : 100.0: 55.8 9.9 0.0 17.3 79.4 73.1 89.3: 26.9 10.7
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 : 65: 32 5 0 12 21 44 26:
Old : 65: 32 5 0 12 21 44 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 : 17.9 41.7 31.5 61.2 17.9 41.6 31.5 61.1
Old : 17.9 41.7 31.5 61.2 17.9 41.6 31.5 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, April 25, 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 : 125,493: 30,316 6,437 8,407 67,882 99,753 106,605 114,597: 18,888 10,896
Old : 125,493: 30,316 6,437 8,407 67,882 99,753 106,605 114,597: 18,888 10,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -4,100: 2,118 -2,587 -1,344 -5,471 -1,206 -4,697 -5,137: 597 1,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 5.1 6.7 54.1 79.5 84.9 91.3: 15.1 8.7
Old : 100.0: 24.2 5.1 6.7 54.1 79.5 84.9 91.3: 15.1 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 47 18 30 60 71 122 104:
Old : 148: 47 18 30 60 71 122 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 23.7 35.5 36.4 19.9 19.3 27.0 28.4
Old : 24.6 23.7 35.5 36.4 19.9 19.3 27.0 28.4
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 25, 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 : 43,285: 6,916 106 1,282 32,827 39,591 41,025 40,979: 2,260 2,306
Old : 43,285: 6,916 106 1,282 32,827 39,591 41,025 40,979: 2,260 2,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 392: 286 27 -8 621 822 899 841: -507 -449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 0.2 3.0 75.8 91.5 94.8 94.7: 5.2 5.3
Old : 100.0: 16.0 0.2 3.0 75.8 91.5 94.8 94.7: 5.2 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 : 44: 5 1 3 31 30 37 33:
Old : 44: 5 1 3 31 30 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 41.5 63.0 54.6 33.2 23.4 41.5 31.6
Old : 47.0 41.5 63.0 54.6 33.2 23.4 41.5 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 28, 2006