NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, May 16, 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 : 6,134: 1,080 1,335 25 4,466 4,292 5,571 5,652: 563 482
Old : 6,134: 1,080 1,335 25 4,466 4,292 5,571 5,652: 563 482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 35: 0 -75 0 35 75 35 0: 0 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 21.8 0.4 72.8 70.0 90.8 92.1: 9.2 7.9
Old : 100.0: 17.6 21.8 0.4 72.8 70.0 90.8 92.1: 9.2 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 4 1 15 20 17 24:
Old : 31: 1 4 1 15 20 17 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 : 59.8 55.1 78.0 71.5 51.0 48.2 62.9 60.5
Old : 59.8 55.1 78.0 71.5 51.0 48.2 62.9 60.5
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, May 16, 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 : 171,627: 23,548 22,820 25,993 89,774 97,574 139,315 146,387: 32,312 25,240
Old : 171,627: 23,548 22,820 25,993 89,774 97,574 139,315 146,387: 32,312 25,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -3,339: -4,732 383 177 370 -3,134 -4,185 -2,574: 846 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 13.3 15.1 52.3 56.9 81.2 85.3: 18.8 14.7
Old : 100.0: 13.7 13.3 15.1 52.3 56.9 81.2 85.3: 18.8 14.7
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 : 127: 31 27 39 52 61 107 107:
Old : 127: 31 27 39 52 61 107 107:
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 : 22.0 25.1 34.2 36.1 16.5 18.1 24.8 24.0
Old : 22.0 25.1 34.2 36.1 16.5 18.1 24.8 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, May 16, 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 : 809,359: 83,664 109,651 311,915 338,320 350,055 733,899 771,621: 75,460 37,738
Old : 809,359: 83,664 109,651 311,915 338,320 350,055 733,899 771,621: 75,460 37,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 38,898: 8,755 5,974 14,055 19,342 19,316 42,152 39,345: -3,254 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 13.5 38.5 41.8 43.3 90.7 95.3: 9.3 4.7
Old : 100.0: 10.3 13.5 38.5 41.8 43.3 90.7 95.3: 9.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 72 64 87 94 71 211 183:
Old : 238: 72 64 87 94 71 211 183:
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 : 34.2 32.7 45.4 45.9 8.8 7.4 11.5 11.1
Old : 34.2 32.7 45.4 45.9 8.8 7.4 11.5 11.1
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, May 16, 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 : 69,285: 0 12,771 3,571 57,732 48,583 61,303 64,925: 7,982 4,360
Old : 69,285: 0 12,771 3,571 57,732 48,583 61,303 64,925: 7,982 4,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 1,681: 0 617 74 1,461 1,361 1,535 2,052: 146 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.4 5.2 83.3 70.1 88.5 93.7: 11.5 6.3
Old : 100.0: 0.0 18.4 5.2 83.3 70.1 88.5 93.7: 11.5 6.3
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 : 24: 0 2 1 17 21 18 23:
Old : 24: 0 2 1 17 21 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 57.4 64.4 75.2 37.9 55.0 53.2 63.0
Old : 43.2 57.4 64.4 75.2 37.9 55.0 53.2 63.0
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, May 16, 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 : 69,044: 6,855 2,407 5,864 49,168 54,254 61,887 62,525: 7,157 6,519
Old : 69,044: 6,855 2,407 5,864 49,168 54,254 61,887 62,525: 7,157 6,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 2,208: 1,105 -3,273 1,817 -562 3,788 2,360 2,332: -152 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 3.5 8.5 71.2 78.6 89.6 90.6: 10.4 9.4
Old : 100.0: 9.9 3.5 8.5 71.2 78.6 89.6 90.6: 10.4 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 : 33: 4 1 4 25 20 30 24:
Old : 33: 4 1 4 25 20 30 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 : 36.7 36.5 54.9 57.7 32.0 29.3 43.8 45.4
Old : 36.7 36.5 54.9 57.7 32.0 29.3 43.8 45.4
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, May 16, 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 : 125,328: 4,304 594 765 109,241 113,930 114,310 115,289: 11,018 10,039
Old : 125,328: 4,304 594 765 109,241 113,930 114,310 115,289: 11,018 10,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 346: -1,224 0 0 843 1,773 -381 1,773: 727 -1,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.5 0.6 87.2 90.9 91.2 92.0: 8.8 8.0
Old : 100.0: 3.4 0.5 0.6 87.2 90.9 91.2 92.0: 8.8 8.0
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 : 35: 2 1 1 27 26 30 27:
Old : 35: 2 1 1 27 26 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 : 41.2 45.4 60.5 67.7 38.6 39.5 51.8 52.9
Old : 41.2 45.4 60.5 67.7 38.6 39.5 51.8 52.9
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, May 16, 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 : 74,582: 10,272 0 0 57,191 65,136 67,463 65,136: 7,119 9,446
Old : 74,582: 10,272 0 0 57,191 65,136 67,463 65,136: 7,119 9,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 3,062: 1,712 0 0 1,740 3,308 3,452 3,308: -390 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 0.0 0.0 76.7 87.3 90.5 87.3: 9.5 12.7
Old : 100.0: 13.8 0.0 0.0 76.7 87.3 90.5 87.3: 9.5 12.7
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 : 29: 1 0 0 20 20 21 20:
Old : 29: 1 0 0 20 20 21 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 45.2 64.5 65.1 38.8 43.4 57.6 58.7
Old : 43.6 45.2 64.5 65.1 38.8 43.4 57.6 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, May 16, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,351: 1,044 12,850 3,972 77,415 62,055 82,431 78,877: 2,920 6,474
Old : 85,351: 1,044 12,850 3,972 77,415 62,055 82,431 78,877: 2,920 6,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 2,974: 0 -882 2,680 -813 -720 1,867 1,078: 1,107 1,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 15.1 4.7 90.7 72.7 96.6 92.4: 3.4 7.6
Old : 100.0: 1.2 15.1 4.7 90.7 72.7 96.6 92.4: 3.4 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 : 26: 1 4 2 20 16 23 20:
Old : 26: 1 4 2 20 16 23 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 : 60.2 44.4 77.5 71.6 51.4 33.8 62.9 54.7
Old : 60.2 44.4 77.5 71.6 51.4 33.8 62.9 54.7
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, May 16, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,330: 9,348 10,182 2,668 48,314 48,035 60,330 60,885: 7,000 6,445
Old : 67,330: 9,348 10,182 2,668 48,314 48,035 60,330 60,885: 7,000 6,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 711: -94 828 -274 835 -207 467 347: 244 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.1 4.0 71.8 71.3 89.6 90.4: 10.4 9.6
Old : 100.0: 13.9 15.1 4.0 71.8 71.3 89.6 90.4: 10.4 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 4 4 19 20 24 25:
Old : 28: 2 4 4 19 20 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 : 52.3 44.3 69.5 66.0 46.1 40.0 57.8 58.4
Old : 52.3 44.3 69.5 66.0 46.1 40.0 57.8 58.4
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, May 16, 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 : 107,990: 0 7,644 3,141 98,712 88,842 101,853 99,627: 6,137 8,363
Old : 107,990: 0 7,644 3,141 98,712 88,842 101,853 99,627: 6,137 8,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 4,648: 0 229 93 5,441 4,933 5,534 5,255: -886 -607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.1 2.9 91.4 82.3 94.3 92.3: 5.7 7.7
Old : 100.0: 0.0 7.1 2.9 91.4 82.3 94.3 92.3: 5.7 7.7
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: 0 1 1 30 28 31 29:
Old : 37: 0 1 1 30 28 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 36.6 59.1 58.5 29.3 32.3 40.5 44.0
Old : 37.0 36.6 59.1 58.5 29.3 32.3 40.5 44.0
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, May 16, 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 : 44,014: 3,843 3,994 675 32,170 34,635 36,688 39,304: 7,326 4,710
Old : 44,014: 3,843 3,994 675 32,170 34,635 36,688 39,304: 7,326 4,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 2,366: 0 500 240 2,092 1,502 2,332 2,242: 34 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 9.1 1.5 73.1 78.7 83.4 89.3: 16.6 10.7
Old : 100.0: 8.7 9.1 1.5 73.1 78.7 83.4 89.3: 16.6 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 : 22: 1 2 1 14 15 16 17:
Old : 22: 1 2 1 14 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 40.3 69.0 65.8 36.6 37.3 52.7 54.1
Old : 45.6 40.3 69.0 65.8 36.6 37.3 52.7 54.1
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, May 16, 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 : 100,069: 7,996 0 1,440 82,427 92,946 91,863 94,386: 8,206 5,683
Old : 100,069: 7,996 0 1,440 82,427 92,946 91,863 94,386: 8,206 5,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 6,044: 98 0 1,440 4,816 5,268 6,354 6,708: -310 -664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 1.4 82.4 92.9 91.8 94.3: 8.2 5.7
Old : 100.0: 8.0 0.0 1.4 82.4 92.9 91.8 94.3: 8.2 5.7
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 : 29: 1 0 1 26 24 27 25:
Old : 29: 1 0 1 26 24 27 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 : 42.7 43.2 64.3 62.6 25.5 22.6 38.6 36.0
Old : 42.7 43.2 64.3 62.6 25.5 22.6 38.6 36.0
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, May 16, 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 : 80,237: 0 13,663 2,748 72,382 54,674 75,130 71,085: 5,107 9,152
Old : 80,237: 0 13,663 2,748 72,382 54,674 75,130 71,085: 5,107 9,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 6,385: 0 5,410 -539 6,762 2,008 6,223 6,879: 162 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.0 3.4 90.2 68.1 93.6 88.6: 6.4 11.4
Old : 100.0: 0.0 17.0 3.4 90.2 68.1 93.6 88.6: 6.4 11.4
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 : 34: 0 3 2 27 22 29 25:
Old : 34: 0 3 2 27 22 29 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 : 40.1 31.1 63.1 50.3 33.0 27.6 50.8 43.8
Old : 40.1 31.1 63.1 50.3 33.0 27.6 50.8 43.8
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, May 16, 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 : 57,863: 0 2,067 2,816 44,590 46,553 47,406 51,436: 10,457 6,427
Old : 57,863: 0 2,067 2,816 44,590 46,553 47,406 51,436: 10,457 6,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -1,957: 0 -1,487 1,244 -1,992 -2,175 -748 -2,418: -1,209 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 4.9 77.1 80.5 81.9 88.9: 18.1 11.1
Old : 100.0: 0.0 3.6 4.9 77.1 80.5 81.9 88.9: 18.1 11.1
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 : 25: 0 1 1 18 20 19 21:
Old : 25: 0 1 1 18 20 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 : 43.0 47.0 60.7 68.9 41.8 46.0 56.7 60.7
Old : 43.0 47.0 60.7 68.9 41.8 46.0 56.7 60.7
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, May 16, 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 : 50,044: 3,162 6,450 780 44,638 41,838 48,580 49,068: 1,464 976
Old : 50,044: 3,162 6,450 780 44,638 41,838 48,580 49,068: 1,464 976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 90: 1,710 -2,400 780 -2,640 734 -150 -886: 240 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 12.9 1.6 89.2 83.6 97.1 98.0: 2.9 2.0
Old : 100.0: 6.3 12.9 1.6 89.2 83.6 97.1 98.0: 2.9 2.0
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: 4 2 1 10 13 15 15:
Old : 24: 4 2 1 10 13 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 57.6 88.2 84.5 50.8 43.4 60.3 61.6
Old : 74.2 57.6 88.2 84.5 50.8 43.4 60.3 61.6
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, May 16, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 176,630: 1,717 17,108 4,397 160,253 148,398 166,367 169,903: 10,263 6,727
Old : 176,630: 1,717 17,108 4,397 160,253 148,398 166,367 169,903: 10,263 6,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 7,914: 1,284 139 120 6,476 6,706 7,880 6,965: 34 949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 9.7 2.5 90.7 84.0 94.2 96.2: 5.8 3.8
Old : 100.0: 1.0 9.7 2.5 90.7 84.0 94.2 96.2: 5.8 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 3 3 33 29 36 33:
Old : 41: 1 3 3 33 29 36 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 : 36.3 34.5 54.2 53.7 32.6 31.1 41.7 42.6
Old : 36.3 34.5 54.2 53.7 32.6 31.1 41.7 42.6
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, May 16, 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 : 81,238: 5,439 0 2,219 60,838 63,982 68,496 66,201: 12,742 15,037
Old : 81,238: 5,439 0 2,219 60,838 63,982 68,496 66,201: 12,742 15,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 807: -662 0 282 857 499 477 781: 330 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 2.7 74.9 78.8 84.3 81.5: 15.7 18.5
Old : 100.0: 6.7 0.0 2.7 74.9 78.8 84.3 81.5: 15.7 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 1 18 17 20 18:
Old : 26: 2 0 1 18 17 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 57.4 66.9 71.2 45.2 57.1 62.8 70.0
Old : 46.0 57.4 66.9 71.2 45.2 57.1 62.8 70.0
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, May 16, 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 : 70,117: 3,162 9,158 780 63,911 57,521 67,853 67,459: 2,264 2,658
Old : 70,117: 3,162 9,158 780 63,911 57,521 67,853 67,459: 2,264 2,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 154: 1,710 -2,400 780 -1,170 848 1,320 -772: -1,166 926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 13.1 1.1 91.1 82.0 96.8 96.2: 3.2 3.8
Old : 100.0: 4.5 13.1 1.1 91.1 82.0 96.8 96.2: 3.2 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 : 28: 4 2 1 15 16 20 18:
Old : 28: 4 2 1 15 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 54.2 82.6 78.7 68.4 51.4 76.7 69.7
Old : 72.4 54.2 82.6 78.7 68.4 51.4 76.7 69.7
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, May 16, 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 : 241,884: 19,081 2,500 1,666 212,459 234,847 233,206 239,013: 8,678 2,871
Old : 241,884: 19,081 2,500 1,666 212,459 234,847 233,206 239,013: 8,678 2,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 4,934: 3,194 -312 -848 2,888 5,895 5,234 4,735: -300 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 1.0 0.7 87.8 97.1 96.4 98.8: 3.6 1.2
Old : 100.0: 7.9 1.0 0.7 87.8 97.1 96.4 98.8: 3.6 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 : 57: 5 3 5 41 44 48 50:
Old : 57: 5 3 5 41 44 48 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 : 37.9 35.9 55.1 56.4 31.4 32.3 43.4 46.1
Old : 37.9 35.9 55.1 56.4 31.4 32.3 43.4 46.1
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, May 16, 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 : 158,611: 8,268 4,817 7,607 133,974 138,146 149,849 150,570: 8,762 8,041
Old : 158,611: 8,268 4,817 7,607 133,974 138,146 149,849 150,570: 8,762 8,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 3,408: 476 -1,528 -631 1,600 4,425 1,445 2,266: 1,963 1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 3.0 4.8 84.5 87.1 94.5 94.9: 5.5 5.1
Old : 100.0: 5.2 3.0 4.8 84.5 87.1 94.5 94.9: 5.5 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 : 45: 2 4 5 37 34 42 40:
Old : 45: 2 4 5 37 34 42 40:
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 : 32.6 50.4 50.1 67.7 24.8 45.6 38.4 59.3
Old : 32.6 50.4 50.1 67.7 24.8 45.6 38.4 59.3
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, May 16, 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 : 140,722: 0 7,465 4,026 123,775 118,425 127,801 129,916: 12,921 10,806
Old : 140,722: 0 7,465 4,026 123,775 118,425 127,801 129,916: 12,921 10,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 4,651: -3,534 4,703 -9 7,566 -515 4,023 4,179: 628 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 2.9 88.0 84.2 90.8 92.3: 9.2 7.7
Old : 100.0: 0.0 5.3 2.9 88.0 84.2 90.8 92.3: 9.2 7.7
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: 0 3 2 33 35 35 38:
Old : 42: 0 3 2 33 35 35 38:
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 : 38.2 48.5 56.3 63.2 37.4 40.8 52.8 52.0
Old : 38.2 48.5 56.3 63.2 37.4 40.8 52.8 52.0
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, May 16, 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 : 191,749: 13,559 26,276 23,146 149,211 133,716 185,916 183,138: 5,833 8,611
Old : 191,749: 13,559 26,276 23,146 149,211 133,716 185,916 183,138: 5,833 8,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 5,208: 519 -5,149 2,067 2,023 6,143 4,609 3,061: 599 2,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 13.7 12.1 77.8 69.7 97.0 95.5: 3.0 4.5
Old : 100.0: 7.1 13.7 12.1 77.8 69.7 97.0 95.5: 3.0 4.5
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 : 45: 4 4 7 27 33 35 40:
Old : 45: 4 4 7 27 33 35 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 29.5 62.8 47.3 41.7 24.8 54.2 38.1
Old : 44.2 29.5 62.8 47.3 41.7 24.8 54.2 38.1
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, May 16, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,048: 0 0 0 55,980 48,611 55,980 48,611: 5,068 12,437
Old : 61,048: 0 0 0 55,980 48,611 55,980 48,611: 5,068 12,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 1,118: 0 0 0 522 79 522 79: 596 1,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.7 79.6 91.7 79.6: 8.3 20.4
Old : 100.0: 0.0 0.0 0.0 91.7 79.6 91.7 79.6: 8.3 20.4
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 : 25: 0 0 0 19 19 19 19:
Old : 25: 0 0 0 19 19 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 : 42.9 37.9 64.9 58.5 38.8 29.2 56.2 44.5
Old : 42.9 37.9 64.9 58.5 38.8 29.2 56.2 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, May 16, 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 : 1,976,787: 345,473 35,317 558,874 1,056,063 1,372,537 1,960,410 1,966,728: 16,377 10,059
Old : 1,976,787: 345,473 35,317 558,874 1,056,063 1,372,537 1,960,410 1,966,728: 16,377 10,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 105,408: 18,334 -895 31,341 61,684 75,722 111,359 106,168: -5,951 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 1.8 28.3 53.4 69.4 99.2 99.5: 0.8 0.5
Old : 100.0: 17.5 1.8 28.3 53.4 69.4 99.2 99.5: 0.8 0.5
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 : 142: 26 15 35 98 83 135 123:
Old : 142: 26 15 35 98 83 135 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 29.5 42.1 46.9 11.0 19.6 18.8 26.7
Old : 29.9 29.5 42.1 46.9 11.0 19.6 18.8 26.7
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, May 16, 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 : 504,072: 106,288 31,662 121,873 270,493 345,585 498,654 499,120: 5,418 4,952
Old : 504,072: 106,288 31,662 121,873 270,493 345,585 498,654 499,120: 5,418 4,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 11,727: 11,905 -7,347 7,041 -8,249 11,901 10,697 11,595: 1,030 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.3 24.2 53.7 68.6 98.9 99.0: 1.1 1.0
Old : 100.0: 21.1 6.3 24.2 53.7 68.6 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 : 57: 12 13 20 31 29 54 51:
Old : 57: 12 13 20 31 29 54 51:
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 : 54.8 45.7 68.7 62.5 23.1 22.7 30.9 30.7
Old : 54.8 45.7 68.7 62.5 23.1 22.7 30.9 30.7
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, May 16, 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 : 55,192: 10,896 2,780 6,442 36,782 45,257 54,120 54,479: 1,072 713
Old : 55,192: 10,896 2,780 6,442 36,782 45,257 54,120 54,479: 1,072 713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -498: 20 -60 0 -562 -418 -542 -478: 44 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 5.0 11.7 66.6 82.0 98.1 98.7: 1.9 1.3
Old : 100.0: 19.7 5.0 11.7 66.6 82.0 98.1 98.7: 1.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 6 4 6 41 38 49 46:
Old : 53: 6 4 6 41 38 49 46:
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 : 44.9 38.9 57.8 57.1 33.3 33.4 42.0 45.3
Old : 44.9 38.9 57.8 57.1 33.3 33.4 42.0 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, May 16, 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 : 25,353: 1,152 4,391 625 23,362 19,868 25,139 24,884: 214 469
Old : 25,353: 1,152 4,391 625 23,362 19,868 25,139 24,884: 214 469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 111: 0 0 0 273 273 273 273: -162 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 17.3 2.5 92.1 78.4 99.2 98.2: 0.8 1.8
Old : 100.0: 4.5 17.3 2.5 92.1 78.4 99.2 98.2: 0.8 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 4 2 25 25 27 30:
Old : 37: 1 4 2 25 25 27 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 : 54.7 50.0 72.7 71.4 47.4 49.0 62.3 63.6
Old : 54.7 50.0 72.7 71.4 47.4 49.0 62.3 63.6
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, May 16, 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 : 15,383: 2,966 600 308 12,109 14,475 15,383 15,383: 0 0
Old : 15,383: 2,966 600 308 12,109 14,475 15,383 15,383: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 22: 0 0 0 22 22 22 22: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 3.9 2.0 78.7 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 19.3 3.9 2.0 78.7 94.1 100.0 100.0: 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 2 1 18 18 21 21:
Old : 31: 3 2 1 18 18 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 53.6 75.4 77.7 35.6 35.7 50.5 50.0
Old : 54.3 53.6 75.4 77.7 35.6 35.7 50.5 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders - Futures Only, May 16, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 14,318: 1,066 2,719 0 12,555 11,599 13,621 14,318: 697 0
Old : 14,318: 1,066 2,719 0 12,555 11,599 13,621 14,318: 697 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 2,117: 0 -126 0 2,074 2,243 2,074 2,117: 43 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 19.0 0.0 87.7 81.0 95.1 100.0: 4.9 0.0
Old : 100.0: 7.4 19.0 0.0 87.7 81.0 95.1 100.0: 4.9 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 : 21: 1 3 0 12 11 13 14:
Old : 21: 1 3 0 12 11 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 63.4 85.5 87.5 59.6 58.1 75.0 79.5
Old : 67.7 63.4 85.5 87.5 59.6 58.1 75.0 79.5
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, May 16, 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 : 24,966: 3,160 4,660 292 20,854 19,734 24,306 24,686: 660 280
Old : 24,966: 3,160 4,660 292 20,854 19,734 24,306 24,686: 660 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 158: 0 0 0 200 240 200 240: -42 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 18.7 1.2 83.5 79.0 97.4 98.9: 2.6 1.1
Old : 100.0: 12.7 18.7 1.2 83.5 79.0 97.4 98.9: 2.6 1.1
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: 2 3 3 23 21 27 25:
Old : 32: 2 3 3 23 21 27 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 : 52.7 55.2 75.3 78.6 51.6 48.9 66.1 62.8
Old : 52.7 55.2 75.3 78.6 51.6 48.9 66.1 62.8
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, May 16, 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 : 30,498: 3,370 140 540 24,961 29,652 28,871 30,332: 1,627 166
Old : 30,498: 3,370 140 540 24,961 29,652 28,871 30,332: 1,627 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -86: -740 0 -20 508 -56 -252 -76: 166 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 0.5 1.8 81.8 97.2 94.7 99.5: 5.3 0.5
Old : 100.0: 11.0 0.5 1.8 81.8 97.2 94.7 99.5: 5.3 0.5
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 : 33: 2 1 3 27 27 30 30:
Old : 33: 2 1 3 27 27 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 44.5 65.4 71.6 26.7 33.5 37.4 43.8
Old : 47.2 44.5 65.4 71.6 26.7 33.5 37.4 43.8
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, May 16, 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 : 14,438: 540 384 1,120 11,952 12,316 13,612 13,820: 826 618
Old : 14,438: 540 384 1,120 11,952 12,316 13,612 13,820: 826 618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 122: 0 0 0 160 160 160 160: -38 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 2.7 7.8 82.8 85.3 94.3 95.7: 5.7 4.3
Old : 100.0: 3.7 2.7 7.8 82.8 85.3 94.3 95.7: 5.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 2 14 15 17 17:
Old : 21: 2 1 2 14 15 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 64.6 83.8 85.6 59.0 61.5 71.9 73.7
Old : 62.6 64.6 83.8 85.6 59.0 61.5 71.9 73.7
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, May 16, 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 : 1,068,817: 199,020 120,813 251,434 549,687 623,409 1,000,141 995,656: 68,676 73,161
Old : 1,068,817: 199,020 120,813 251,434 549,687 623,409 1,000,141 995,656: 68,676 73,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -21,993: -1,929 6,206 9,814 -23,047 -31,601 -15,162 -15,581: -6,831 -6,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 11.3 23.5 51.4 58.3 93.6 93.2: 6.4 6.8
Old : 100.0: 18.6 11.3 23.5 51.4 58.3 93.6 93.2: 6.4 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 104 79 120 89 101 260 250:
Old : 312: 104 79 120 89 101 260 250:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 18.3 28.6 28.6 13.2 8.5 18.2 15.0
Old : 17.9 18.3 28.6 28.6 13.2 8.5 18.2 15.0
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, May 16, 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 : 26,146: 13,208 16,588 722 1,368 593 15,298 17,903: 10,848 8,243
Old : 26,146: 13,208 16,588 722 1,368 593 15,298 17,903: 10,848 8,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 3,292: 1,718 510 569 953 -66 3,240 1,013: 52 2,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 63.4 2.8 5.2 2.3 58.5 68.5: 41.5 31.5
Old : 100.0: 50.5 63.4 2.8 5.2 2.3 58.5 68.5: 41.5 31.5
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 : 22: 10 9 3 2 2 15 12:
Old : 22: 10 9 3 2 2 15 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 : 33.3 45.8 49.0 62.0 33.3 45.7 48.9 61.6
Old : 33.3 45.8 49.0 62.0 33.3 45.7 48.9 61.6
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, May 16, 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 : 17,753: 10,825 3,086 849 2,628 13,461 14,302 17,396: 3,451 357
Old : 17,753: 10,825 3,086 849 2,628 13,461 14,302 17,396: 3,451 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -626: -355 -172 -29 -263 -243 -647 -444: 21 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 17.4 4.8 14.8 75.8 80.6 98.0: 19.4 2.0
Old : 100.0: 61.0 17.4 4.8 14.8 75.8 80.6 98.0: 19.4 2.0
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 : 126: 74 9 8 16 30 98 41:
Old : 126: 74 9 8 16 30 98 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 : 19.7 40.4 33.3 62.1 19.7 39.4 33.3 59.8
Old : 19.7 40.4 33.3 62.1 19.7 39.4 33.3 59.8
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, May 16, 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 : 9,357: 4,481 1,328 0 2,035 6,852 6,516 8,180: 2,841 1,177
Old : 9,357: 4,481 1,328 0 2,035 6,852 6,516 8,180: 2,841 1,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -652: -1,032 117 -48 409 -843 -671 -774: 19 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 14.2 0.0 21.7 73.2 69.6 87.4: 30.4 12.6
Old : 100.0: 47.9 14.2 0.0 21.7 73.2 69.6 87.4: 30.4 12.6
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 : 62: 28 6 0 13 20 41 26:
Old : 62: 28 6 0 13 20 41 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 : 16.4 37.0 29.1 56.7 16.4 36.8 29.1 55.4
Old : 16.4 37.0 29.1 56.7 16.4 36.8 29.1 55.4
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, May 16, 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 : 105,948: 21,694 6,840 6,278 62,166 82,919 90,138 96,037: 15,810 9,911
Old : 105,948: 21,694 6,840 6,278 62,166 82,919 90,138 96,037: 15,810 9,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 1,150: -840 -1,435 -79 5,668 4,930 4,749 3,416: -3,599 -2,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 6.5 5.9 58.7 78.3 85.1 90.6: 14.9 9.4
Old : 100.0: 20.5 6.5 5.9 58.7 78.3 85.1 90.6: 14.9 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 : 134: 43 13 26 50 70 103 100:
Old : 134: 43 13 26 50 70 103 100:
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 : 27.0 21.0 38.8 34.5 20.4 18.5 29.2 27.9
Old : 27.0 21.0 38.8 34.5 20.4 18.5 29.2 27.9
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, May 16, 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 : 47,808: 7,251 107 2,442 35,319 42,106 45,012 44,655: 2,796 3,153
Old : 47,808: 7,251 107 2,442 35,319 42,106 45,012 44,655: 2,796 3,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 3,012: 151 107 598 2,099 2,090 2,848 2,795: 164 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 0.2 5.1 73.9 88.1 94.2 93.4: 5.8 6.6
Old : 100.0: 15.2 0.2 5.1 73.9 88.1 94.2 93.4: 5.8 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 2 5 31 33 38 38:
Old : 47: 5 2 5 31 33 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 38.1 62.8 53.0 32.6 20.1 41.0 29.8
Old : 45.6 38.1 62.8 53.0 32.6 20.1 41.0 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2006