NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, May 23, 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 1,260 25 4,313 4,367 5,418 5,652: 716 482
Old : 6,134: 1,080 1,260 25 4,313 4,367 5,418 5,652: 716 482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 0: 0 -75 0 -153 75 -153 0: 153 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 20.5 0.4 70.3 71.2 88.3 92.1: 11.7 7.9
Old : 100.0: 17.6 20.5 0.4 70.3 71.2 88.3 92.1: 11.7 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 : 30: 1 3 1 15 21 17 24:
Old : 30: 1 3 1 15 21 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 : 57.3 55.1 75.5 71.5 48.5 48.2 60.4 60.5
Old : 57.3 55.1 75.5 71.5 48.5 48.2 60.4 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 23, 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 : 171,057: 24,270 20,328 23,822 91,432 101,979 139,524 146,129: 31,533 24,928
Old : 171,057: 24,270 20,328 23,822 91,432 101,979 139,524 146,129: 31,533 24,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -570: 722 -2,492 -2,171 1,658 4,405 209 -258: -779 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 11.9 13.9 53.5 59.6 81.6 85.4: 18.4 14.6
Old : 100.0: 14.2 11.9 13.9 53.5 59.6 81.6 85.4: 18.4 14.6
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 : 129: 34 25 35 59 61 112 105:
Old : 129: 34 25 35 59 61 112 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 25.2 34.3 35.5 17.2 17.1 25.2 22.3
Old : 22.4 25.2 34.3 35.5 17.2 17.1 25.2 22.3
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 23, 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 : 831,980: 87,136 109,562 323,780 346,593 357,453 757,509 790,795: 74,471 41,185
Old : 831,980: 87,136 109,562 323,780 346,593 357,453 757,509 790,795: 74,471 41,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 22,621: 3,472 -89 11,865 8,273 7,398 23,610 19,174: -989 3,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.2 38.9 41.7 43.0 91.0 95.0: 9.0 5.0
Old : 100.0: 10.5 13.2 38.9 41.7 43.0 91.0 95.0: 9.0 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 66 65 78 95 72 203 174:
Old : 228: 66 65 78 95 72 203 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 32.6 46.7 45.9 8.8 7.5 11.7 10.9
Old : 35.2 32.6 46.7 45.9 8.8 7.5 11.7 10.9
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 23, 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 : 69,589: 120 11,912 4,089 57,260 49,136 61,469 65,137: 8,120 4,452
Old : 69,589: 120 11,912 4,089 57,260 49,136 61,469 65,137: 8,120 4,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 304: 120 -859 518 -472 553 166 212: 138 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 17.1 5.9 82.3 70.6 88.3 93.6: 11.7 6.4
Old : 100.0: 0.2 17.1 5.9 82.3 70.6 88.3 93.6: 11.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 17 21 18 23:
Old : 24: 1 1 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 : 44.4 57.9 66.2 75.5 39.0 55.4 55.9 64.9
Old : 44.4 57.9 66.2 75.5 39.0 55.4 55.9 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, May 23, 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 : 67,769: 8,304 2,407 5,447 46,799 53,157 60,550 61,011: 7,219 6,758
Old : 67,769: 8,304 2,407 5,447 46,799 53,157 60,550 61,011: 7,219 6,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -1,275: 1,449 0 -417 -2,369 -1,097 -1,337 -1,514: 62 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 3.6 8.0 69.1 78.4 89.3 90.0: 10.7 10.0
Old : 100.0: 12.3 3.6 8.0 69.1 78.4 89.3 90.0: 10.7 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 4 24 19 29 23:
Old : 32: 4 1 4 24 19 29 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 : 40.2 41.2 56.5 61.2 32.8 33.0 44.2 46.8
Old : 40.2 41.2 56.5 61.2 32.8 33.0 44.2 46.8
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 23, 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 : 130,691: 5,158 594 765 111,518 120,081 117,441 121,440: 13,250 9,251
Old : 130,691: 5,158 594 765 111,518 120,081 117,441 121,440: 13,250 9,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 5,363: 854 0 0 2,277 6,151 3,131 6,151: 2,232 -788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.5 0.6 85.3 91.9 89.9 92.9: 10.1 7.1
Old : 100.0: 3.9 0.5 0.6 85.3 91.9 89.9 92.9: 10.1 7.1
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 : 34: 2 1 1 26 26 29 27:
Old : 34: 2 1 1 26 26 29 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 : 40.4 44.5 60.1 67.9 37.8 37.7 51.6 52.9
Old : 40.4 44.5 60.1 67.9 37.8 37.7 51.6 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 23, 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 : 80,494: 11,984 0 0 62,370 70,951 74,354 70,951: 6,140 9,543
Old : 80,494: 11,984 0 0 62,370 70,951 74,354 70,951: 6,140 9,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 5,912: 1,712 0 0 5,179 5,815 6,891 5,815: -979 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 0.0 0.0 77.5 88.1 92.4 88.1: 7.6 11.9
Old : 100.0: 14.9 0.0 0.0 77.5 88.1 92.4 88.1: 7.6 11.9
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 : 30: 1 0 0 23 23 24 23:
Old : 30: 1 0 0 23 23 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 45.6 65.7 62.0 37.7 44.8 54.9 55.7
Old : 44.0 45.6 65.7 62.0 37.7 44.8 54.9 55.7
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 23, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 84,485: 1,044 12,474 3,768 77,037 61,923 81,849 78,165: 2,636 6,320
Old : 84,485: 1,044 12,474 3,768 77,037 61,923 81,849 78,165: 2,636 6,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -866: 0 -376 -204 -378 -132 -582 -712: -284 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 14.8 4.5 91.2 73.3 96.9 92.5: 3.1 7.5
Old : 100.0: 1.2 14.8 4.5 91.2 73.3 96.9 92.5: 3.1 7.5
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 : 27: 1 4 2 21 17 24 21:
Old : 27: 1 4 2 21 17 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 43.7 77.8 71.4 51.9 34.6 63.4 55.6
Old : 60.3 43.7 77.8 71.4 51.9 34.6 63.4 55.6
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 23, 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 : 67,590: 8,042 10,182 3,223 50,213 47,526 61,478 60,931: 6,112 6,659
Old : 67,590: 8,042 10,182 3,223 50,213 47,526 61,478 60,931: 6,112 6,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 260: -1,306 0 555 1,899 -509 1,148 46: -888 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 15.1 4.8 74.3 70.3 91.0 90.1: 9.0 9.9
Old : 100.0: 11.9 15.1 4.8 74.3 70.3 91.0 90.1: 9.0 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 51.5 43.6 70.0 65.2 44.9 39.3 58.2 57.6
Old : 51.5 43.6 70.0 65.2 44.9 39.3 58.2 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, May 23, 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 : 105,300: 0 7,315 3,447 94,678 85,506 98,125 96,268: 7,175 9,032
Old : 105,300: 0 7,315 3,447 94,678 85,506 98,125 96,268: 7,175 9,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -2,690: 0 -329 306 -4,034 -3,336 -3,728 -3,359: 1,038 669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.9 3.3 89.9 81.2 93.2 91.4: 6.8 8.6
Old : 100.0: 0.0 6.9 3.3 89.9 81.2 93.2 91.4: 6.8 8.6
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 : 36: 0 1 1 29 27 30 28:
Old : 36: 0 1 1 29 27 30 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 : 33.9 37.6 56.0 59.0 28.9 32.8 41.2 44.9
Old : 33.9 37.6 56.0 59.0 28.9 32.8 41.2 44.9
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 23, 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 : 46,016: 3,997 5,701 435 33,985 35,236 38,417 41,372: 7,599 4,644
Old : 46,016: 3,997 5,701 435 33,985 35,236 38,417 41,372: 7,599 4,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 2,002: 154 1,707 -240 1,815 601 1,729 2,068: 273 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 12.4 0.9 73.9 76.6 83.5 89.9: 16.5 10.1
Old : 100.0: 8.7 12.4 0.9 73.9 76.6 83.5 89.9: 16.5 10.1
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 : 23: 1 2 1 16 16 18 18:
Old : 23: 1 2 1 16 16 18 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 : 44.3 40.7 66.4 66.1 33.6 38.6 49.3 54.5
Old : 44.3 40.7 66.4 66.1 33.6 38.6 49.3 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, May 23, 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 : 63,828: 0 2,273 2,526 49,162 50,311 51,688 55,110: 12,140 8,718
Old : 63,828: 0 2,273 2,526 49,162 50,311 51,688 55,110: 12,140 8,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 4.0 77.0 78.8 81.0 86.3: 19.0 13.7
Old : 100.0: 0.0 3.6 4.0 77.0 78.8 81.0 86.3: 19.0 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: 0 1 1 16 15 17 16:
Old : 20: 0 1 1 16 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 61.6 72.2 79.2 50.0 59.9 65.7 72.0
Old : 52.2 61.6 72.2 79.2 50.0 59.9 65.7 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, May 23, 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 : 104,172: 7,996 0 1,440 85,552 96,799 94,988 98,239: 9,184 5,933
Old : 104,172: 7,996 0 1,440 85,552 96,799 94,988 98,239: 9,184 5,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 4,103: 0 0 0 3,125 3,853 3,125 3,853: 978 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.0 1.4 82.1 92.9 91.2 94.3: 8.8 5.7
Old : 100.0: 7.7 0.0 1.4 82.1 92.9 91.2 94.3: 8.8 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 : 32: 1 0 1 28 26 29 27:
Old : 32: 1 0 1 28 26 29 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 : 39.3 43.7 62.0 64.3 25.0 23.3 36.8 36.3
Old : 39.3 43.7 62.0 64.3 25.0 23.3 36.8 36.3
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 23, 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 : 80,143: 0 11,355 3,205 71,461 58,900 74,666 73,460: 5,477 6,683
Old : 80,143: 0 11,355 3,205 71,461 58,900 74,666 73,460: 5,477 6,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -94: 0 -2,308 457 -921 4,226 -464 2,375: 370 -2,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.2 4.0 89.2 73.5 93.2 91.7: 6.8 8.3
Old : 100.0: 0.0 14.2 4.0 89.2 73.5 93.2 91.7: 6.8 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 3 1 27 24 28 27:
Old : 35: 0 3 1 27 24 28 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 : 41.4 29.0 62.8 48.1 34.6 25.0 49.4 41.7
Old : 41.4 29.0 62.8 48.1 34.6 25.0 49.4 41.7
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 23, 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 : 59,099: 0 1,141 3,098 45,546 48,131 48,644 52,370: 10,455 6,729
Old : 59,099: 0 1,141 3,098 45,546 48,131 48,644 52,370: 10,455 6,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 1,236: 0 -926 282 956 1,578 1,238 934: -2 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 5.2 77.1 81.4 82.3 88.6: 17.7 11.4
Old : 100.0: 0.0 1.9 5.2 77.1 81.4 82.3 88.6: 17.7 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 : 26: 0 1 1 17 21 18 22:
Old : 26: 0 1 1 17 21 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 46.3 60.3 67.7 41.6 46.3 55.7 60.2
Old : 42.7 46.3 60.3 67.7 41.6 46.3 55.7 60.2
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 23, 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 : 52,636: 2,922 7,590 0 47,830 43,782 50,752 51,372: 1,884 1,264
Old : 52,636: 2,922 7,590 0 47,830 43,782 50,752 51,372: 1,884 1,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 2,592: -240 1,140 -780 3,192 1,944 2,172 2,304: 420 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 14.4 0.0 90.9 83.2 96.4 97.6: 3.6 2.4
Old : 100.0: 5.6 14.4 0.0 90.9 83.2 96.4 97.6: 3.6 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 0 12 16 16 18:
Old : 28: 4 2 0 12 16 16 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 : 70.8 53.1 87.3 79.4 51.5 41.1 61.5 60.1
Old : 70.8 53.1 87.3 79.4 51.5 41.1 61.5 60.1
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 23, 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 : 177,742: 1,717 18,167 5,098 161,445 148,590 168,260 171,855: 9,482 5,887
Old : 177,742: 1,717 18,167 5,098 161,445 148,590 168,260 171,855: 9,482 5,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 1,112: 0 1,059 701 1,192 192 1,893 1,952: -781 -840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 10.2 2.9 90.8 83.6 94.7 96.7: 5.3 3.3
Old : 100.0: 1.0 10.2 2.9 90.8 83.6 94.7 96.7: 5.3 3.3
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 : 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 : 35.5 34.4 53.2 53.5 31.6 31.3 41.4 43.8
Old : 35.5 34.4 53.2 53.5 31.6 31.3 41.4 43.8
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 23, 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 : 83,658: 2,660 194 4,995 62,804 63,774 70,459 68,963: 13,199 14,695
Old : 83,658: 2,660 194 4,995 62,804 63,774 70,459 68,963: 13,199 14,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 2,420: -2,779 194 2,776 1,966 -208 1,963 2,762: 457 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.2 6.0 75.1 76.2 84.2 82.4: 15.8 17.6
Old : 100.0: 3.2 0.2 6.0 75.1 76.2 84.2 82.4: 15.8 17.6
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 : 27: 1 1 1 20 18 22 19:
Old : 27: 1 1 1 20 18 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 55.5 65.9 71.4 44.2 54.3 62.5 67.1
Old : 44.9 55.5 65.9 71.4 44.2 54.3 62.5 67.1
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 23, 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 : 72,277: 2,922 10,298 0 67,163 60,065 70,085 70,363: 2,192 1,914
Old : 72,277: 2,922 10,298 0 67,163 60,065 70,085 70,363: 2,192 1,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 2,160: -240 1,140 -780 3,252 2,544 2,232 2,904: -72 -744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 14.2 0.0 92.9 83.1 97.0 97.4: 3.0 2.6
Old : 100.0: 4.0 14.2 0.0 92.9 83.1 97.0 97.4: 3.0 2.6
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 : 33: 4 2 0 17 19 21 21:
Old : 33: 4 2 0 17 19 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 : 71.4 52.4 82.8 75.5 69.0 45.6 77.0 66.7
Old : 71.4 52.4 82.8 75.5 69.0 45.6 77.0 66.7
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 23, 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 : 265,311: 18,634 3,476 2,048 236,215 257,040 256,897 262,564: 8,414 2,747
Old : 265,311: 18,634 3,476 2,048 236,215 257,040 256,897 262,564: 8,414 2,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 23,427: -447 976 382 23,756 22,193 23,691 23,551: -264 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.3 0.8 89.0 96.9 96.8 99.0: 3.2 1.0
Old : 100.0: 7.0 1.3 0.8 89.0 96.9 96.8 99.0: 3.2 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: 5 3 5 42 45 49 51:
Old : 57: 5 3 5 42 45 49 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 : 39.0 36.6 56.4 57.4 28.8 33.0 40.4 45.2
Old : 39.0 36.6 56.4 57.4 28.8 33.0 40.4 45.2
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, May 23, 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 : 156,359: 11,673 5,548 7,199 129,947 137,267 148,819 150,014: 7,540 6,345
Old : 156,359: 11,673 5,548 7,199 129,947 137,267 148,819 150,014: 7,540 6,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -2,252: 3,405 731 -408 -4,027 -879 -1,030 -556: -1,222 -1,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 3.5 4.6 83.1 87.8 95.2 95.9: 4.8 4.1
Old : 100.0: 7.5 3.5 4.6 83.1 87.8 95.2 95.9: 4.8 4.1
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 : 44: 2 4 5 36 33 42 38:
Old : 44: 2 4 5 36 33 42 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 : 34.1 52.9 52.3 70.2 26.3 48.9 40.9 62.0
Old : 34.1 52.9 52.3 70.2 26.3 48.9 40.9 62.0
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 23, 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 : 145,609: 0 3,947 4,700 127,506 124,293 132,206 132,940: 13,403 12,669
Old : 145,609: 0 3,947 4,700 127,506 124,293 132,206 132,940: 13,403 12,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 4,887: 0 -3,518 674 3,731 5,868 4,405 3,024: 482 1,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 3.2 87.6 85.4 90.8 91.3: 9.2 8.7
Old : 100.0: 0.0 2.7 3.2 87.6 85.4 90.8 91.3: 9.2 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 : 41: 0 3 2 33 34 35 37:
Old : 41: 0 3 2 33 34 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 49.5 55.1 63.5 36.4 43.8 51.9 52.9
Old : 37.2 49.5 55.1 63.5 36.4 43.8 51.9 52.9
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 23, 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 : 184,199: 8,991 38,295 12,780 156,003 125,023 177,774 176,098: 6,425 8,101
Old : 184,199: 8,991 38,295 12,780 156,003 125,023 177,774 176,098: 6,425 8,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -7,550: -4,568 12,019 -10,366 6,792 -8,693 -8,142 -7,040: 592 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 20.8 6.9 84.7 67.9 96.5 95.6: 3.5 4.4
Old : 100.0: 4.9 20.8 6.9 84.7 67.9 96.5 95.6: 3.5 4.4
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 : 45: 4 4 8 29 33 37 41:
Old : 45: 4 4 8 29 33 37 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 : 49.7 31.6 66.4 50.4 47.2 27.6 59.6 43.0
Old : 49.7 31.6 66.4 50.4 47.2 27.6 59.6 43.0
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, May 23, 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 : 58,254: 0 0 0 53,742 47,489 53,742 47,489: 4,512 10,765
Old : 58,254: 0 0 0 53,742 47,489 53,742 47,489: 4,512 10,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -2,794: 0 0 0 -2,238 -1,122 -2,238 -1,122: -556 -1,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.3 81.5 92.3 81.5: 7.7 18.5
Old : 100.0: 0.0 0.0 0.0 92.3 81.5 92.3 81.5: 7.7 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 : 27: 0 0 0 19 21 19 21:
Old : 27: 0 0 0 19 21 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 : 44.8 36.2 67.9 58.2 39.4 28.6 59.0 46.3
Old : 44.8 36.2 67.9 58.2 39.4 28.6 59.0 46.3
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 23, 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 : 2,016,911: 378,595 48,206 538,461 1,082,235 1,417,963 1,999,291 2,004,630: 17,620 12,281
Old : 2,016,911: 378,595 48,206 538,461 1,082,235 1,417,963 1,999,291 2,004,630: 17,620 12,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 40,124: 33,122 12,889 -20,413 26,172 45,426 38,881 37,902: 1,243 2,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 2.4 26.7 53.7 70.3 99.1 99.4: 0.9 0.6
Old : 100.0: 18.8 2.4 26.7 53.7 70.3 99.1 99.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 26 18 38 100 85 140 128:
Old : 147: 26 18 38 100 85 140 128:
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 : 29.5 29.1 42.6 45.9 12.0 20.2 20.9 27.6
Old : 29.5 29.1 42.6 45.9 12.0 20.2 20.9 27.6
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 23, 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 : 538,652: 115,883 39,675 139,397 278,842 355,626 534,122 534,698: 4,530 3,954
Old : 538,652: 115,883 39,675 139,397 278,842 355,626 534,122 534,698: 4,530 3,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 34,580: 9,595 8,013 17,524 8,349 10,041 35,468 35,578: -888 -998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 7.4 25.9 51.8 66.0 99.2 99.3: 0.8 0.7
Old : 100.0: 21.5 7.4 25.9 51.8 66.0 99.2 99.3: 0.8 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 : 60: 13 13 20 33 30 57 52:
Old : 60: 13 13 20 33 30 57 52:
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 44.6 68.7 61.8 23.3 22.2 30.5 31.1
Old : 54.6 44.6 68.7 61.8 23.3 22.2 30.5 31.1
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, May 23, 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 : 55,228: 11,132 2,620 6,442 36,582 45,433 54,156 54,495: 1,072 733
Old : 55,228: 11,132 2,620 6,442 36,582 45,433 54,156 54,495: 1,072 733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 36: 236 -160 0 -200 176 36 16: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 4.7 11.7 66.2 82.3 98.1 98.7: 1.9 1.3
Old : 100.0: 20.2 4.7 11.7 66.2 82.3 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 : 54: 7 4 6 40 38 49 46:
Old : 54: 7 4 6 40 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 : 46.0 38.4 58.8 57.1 33.9 32.9 42.5 44.2
Old : 46.0 38.4 58.8 57.1 33.9 32.9 42.5 44.2
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 23, 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 : 25,567: 1,152 4,391 625 23,620 20,126 25,397 25,142: 170 425
Old : 25,567: 1,152 4,391 625 23,620 20,126 25,397 25,142: 170 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 214: 0 0 0 258 258 258 258: -44 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 17.2 2.4 92.4 78.7 99.3 98.3: 0.7 1.7
Old : 100.0: 4.5 17.2 2.4 92.4 78.7 99.3 98.3: 0.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 54.6 49.6 72.5 71.0 47.4 48.2 62.1 62.7
Old : 54.6 49.6 72.5 71.0 47.4 48.2 62.1 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, May 23, 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 : 16,109: 2,966 644 308 12,835 15,157 16,109 16,109: 0 0
Old : 16,109: 2,966 644 308 12,835 15,157 16,109 16,109: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 726: 0 44 0 726 682 726 726: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 4.0 1.9 79.7 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 18.4 4.0 1.9 79.7 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 : 32: 3 2 1 19 19 22 22:
Old : 32: 3 2 1 19 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 50.9 75.2 76.1 37.3 35.0 51.7 50.5
Old : 55.1 50.9 75.2 76.1 37.3 35.0 51.7 50.5
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 23, 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 : 14,406: 1,066 2,719 0 12,809 11,687 13,875 14,406: 531 0
Old : 14,406: 1,066 2,719 0 12,809 11,687 13,875 14,406: 531 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 88: 0 0 0 254 88 254 88: -166 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 18.9 0.0 88.9 81.1 96.3 100.0: 3.7 0.0
Old : 100.0: 7.4 18.9 0.0 88.9 81.1 96.3 100.0: 3.7 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 : 22: 1 3 0 13 11 14 14:
Old : 22: 1 3 0 13 11 14 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 : 67.9 63.6 85.6 87.6 59.9 58.4 75.1 79.7
Old : 67.9 63.6 85.6 87.6 59.9 58.4 75.1 79.7
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 23, 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 : 25,406: 3,080 4,660 372 21,534 20,060 24,986 25,092: 420 314
Old : 25,406: 3,080 4,660 372 21,534 20,060 24,986 25,092: 420 314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 440: -80 0 80 680 326 680 406: -240 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 18.3 1.5 84.8 79.0 98.3 98.8: 1.7 1.2
Old : 100.0: 12.1 18.3 1.5 84.8 79.0 98.3 98.8: 1.7 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 : 33: 2 3 3 24 21 28 25:
Old : 33: 2 3 3 24 21 28 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 : 53.4 55.0 75.6 78.0 51.4 48.8 65.8 62.4
Old : 53.4 55.0 75.6 78.0 51.4 48.8 65.8 62.4
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, May 23, 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 : 28,560: 3,370 140 540 22,955 27,708 26,865 28,388: 1,695 172
Old : 28,560: 3,370 140 540 22,955 27,708 26,865 28,388: 1,695 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -1,938: 0 0 0 -2,006 -1,944 -2,006 -1,944: 68 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 0.5 1.9 80.4 97.0 94.1 99.4: 5.9 0.6
Old : 100.0: 11.8 0.5 1.9 80.4 97.0 94.1 99.4: 5.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 43.9 43.9 62.3 69.9 28.3 36.7 40.5 47.7
Old : 43.9 43.9 62.3 69.9 28.3 36.7 40.5 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, May 23, 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 : 22,806: 580 0 1,460 20,198 21,206 22,238 22,666: 568 140
Old : 22,806: 580 0 1,460 20,198 21,206 22,238 22,666: 568 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 6.4 88.6 93.0 97.5 99.4: 2.5 0.6
Old : 100.0: 2.5 0.0 6.4 88.6 93.0 97.5 99.4: 2.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 2 13 15 15 17:
Old : 20: 2 0 2 13 15 15 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 : 65.4 69.8 88.6 90.6 49.5 58.7 58.4 62.7
Old : 65.4 69.8 88.6 90.6 49.5 58.7 58.4 62.7
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 23, 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 : 14,494: 540 364 1,136 11,992 12,434 13,668 13,934: 826 560
Old : 14,494: 540 364 1,136 11,992 12,434 13,668 13,934: 826 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 56: 0 -20 16 40 118 56 114: 0 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 2.5 7.8 82.7 85.8 94.3 96.1: 5.7 3.9
Old : 100.0: 3.7 2.5 7.8 82.7 85.8 94.3 96.1: 5.7 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 : 22: 2 1 2 14 15 17 17:
Old : 22: 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 : 62.4 64.4 83.6 85.2 58.8 61.0 71.6 73.0
Old : 62.4 64.4 83.6 85.2 58.8 61.0 71.6 73.0
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 23, 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 : 995,266: 171,787 117,187 224,494 541,891 585,459 938,172 927,140: 57,094 68,126
Old : 995,266: 171,787 117,187 224,494 541,891 585,459 938,172 927,140: 57,094 68,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -73,551: -27,233 -3,626 -26,940 -7,796 -37,950 -61,969 -68,516: -11,582 -5,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 11.8 22.6 54.4 58.8 94.3 93.2: 5.7 6.8
Old : 100.0: 17.3 11.8 22.6 54.4 58.8 94.3 93.2: 5.7 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 : 294: 88 83 112 87 96 246 236:
Old : 294: 88 83 112 87 96 246 236:
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 : 20.2 17.9 31.9 28.2 14.6 8.8 19.9 14.6
Old : 20.2 17.9 31.9 28.2 14.6 8.8 19.9 14.6
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 23, 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 : 17,388: 9,887 3,182 1,056 2,799 12,139 13,742 16,377: 3,646 1,011
Old : 17,388: 9,887 3,182 1,056 2,799 12,139 13,742 16,377: 3,646 1,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -365: -938 96 207 171 -1,322 -560 -1,019: 195 654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 18.3 6.1 16.1 69.8 79.0 94.2: 21.0 5.8
Old : 100.0: 56.9 18.3 6.1 16.1 69.8 79.0 94.2: 21.0 5.8
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 : 114: 65 9 9 14 28 86 42:
Old : 114: 65 9 9 14 28 86 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 40.4 36.0 60.9 22.7 39.4 36.0 59.7
Old : 22.7 40.4 36.0 60.9 22.7 39.4 36.0 59.7
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 23, 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 : 9,495: 4,503 1,446 73 2,078 6,292 6,654 7,811: 2,841 1,684
Old : 9,495: 4,503 1,446 73 2,078 6,292 6,654 7,811: 2,841 1,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 138: 22 118 73 43 -560 138 -369: 0 507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 15.2 0.8 21.9 66.3 70.1 82.3: 29.9 17.7
Old : 100.0: 47.4 15.2 0.8 21.9 66.3 70.1 82.3: 29.9 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 : 62: 28 5 1 15 17 44 23:
Old : 62: 28 5 1 15 17 44 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 39.3 29.7 58.1 16.7 38.8 29.7 57.4
Old : 16.7 39.3 29.7 58.1 16.7 38.8 29.7 57.4
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 23, 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 : 102,738: 19,293 10,644 7,467 61,875 76,993 88,635 95,104: 14,103 7,634
Old : 102,738: 19,293 10,644 7,467 61,875 76,993 88,635 95,104: 14,103 7,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -3,210: -2,401 3,804 1,189 -291 -5,926 -1,503 -933: -1,707 -2,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 10.4 7.3 60.2 74.9 86.3 92.6: 13.7 7.4
Old : 100.0: 18.8 10.4 7.3 60.2 74.9 86.3 92.6: 13.7 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 : 142: 43 18 30 56 71 114 106:
Old : 142: 43 18 30 56 71 114 106:
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 : 27.6 19.5 37.8 33.8 20.0 17.1 29.1 28.8
Old : 27.6 19.5 37.8 33.8 20.0 17.1 29.1 28.8
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 23, 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 : 50,084: 7,826 0 2,612 37,079 44,736 47,517 47,348: 2,567 2,736
Old : 50,084: 7,826 0 2,612 37,079 44,736 47,517 47,348: 2,567 2,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: 2,276: 575 -107 170 1,760 2,630 2,505 2,693: -229 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 0.0 5.2 74.0 89.3 94.9 94.5: 5.1 5.5
Old : 100.0: 15.6 0.0 5.2 74.0 89.3 94.9 94.5: 5.1 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 8 0 5 30 37 38 42:
Old : 52: 8 0 5 30 37 38 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 36.3 62.8 50.7 33.5 17.3 41.4 27.8
Old : 44.4 36.3 62.8 50.7 33.5 17.3 41.4 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 26, 2006