NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, May 30, 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 : 6,357: 1,080 1,380 0 4,408 4,545 5,488 5,925: 869 432
Old : 6,357: 1,080 1,380 0 4,408 4,545 5,488 5,925: 869 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 223: 0 120 -25 95 178 70 273: 153 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 21.7 0.0 69.3 71.5 86.3 93.2: 13.7 6.8
Old : 100.0: 17.0 21.7 0.0 69.3 71.5 86.3 93.2: 13.7 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 : 30: 1 3 0 16 21 17 24:
Old : 30: 1 3 0 16 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 : 56.0 54.2 73.6 70.8 46.3 48.4 57.0 60.3
Old : 56.0 54.2 73.6 70.8 46.3 48.4 57.0 60.3
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 30, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 166,532: 23,519 17,271 22,157 91,909 103,791 137,585 143,219: 28,947 23,313
Old : 166,532: 23,519 17,271 22,157 91,909 103,791 137,585 143,219: 28,947 23,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -4,525: -751 -3,057 -1,665 477 1,812 -1,939 -2,910: -2,586 -1,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 10.4 13.3 55.2 62.3 82.6 86.0: 17.4 14.0
Old : 100.0: 14.1 10.4 13.3 55.2 62.3 82.6 86.0: 17.4 14.0
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 : 122: 30 23 30 57 61 104 100:
Old : 122: 30 23 30 57 61 104 100:
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 : 22.3 24.8 34.3 35.8 17.9 16.7 26.3 22.6
Old : 22.3 24.8 34.3 35.8 17.9 16.7 26.3 22.6
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 30, 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 : 822,866: 90,804 103,112 321,610 337,077 362,603 749,491 787,325: 73,375 35,541
Old : 822,866: 90,804 103,112 321,610 337,077 362,603 749,491 787,325: 73,375 35,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -9,114: 3,668 -6,450 -2,170 -9,516 5,150 -8,018 -3,470: -1,096 -5,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 12.5 39.1 41.0 44.1 91.1 95.7: 8.9 4.3
Old : 100.0: 11.0 12.5 39.1 41.0 44.1 91.1 95.7: 8.9 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 : 228: 73 57 77 93 72 201 174:
Old : 228: 73 57 77 93 72 201 174:
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 : 34.6 32.4 45.8 46.0 8.9 8.1 11.8 11.5
Old : 34.6 32.4 45.8 46.0 8.9 8.1 11.8 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, May 30, 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 : 70,499: 1,363 11,912 3,352 58,381 50,557 63,096 65,821: 7,403 4,678
Old : 70,499: 1,363 11,912 3,352 58,381 50,557 63,096 65,821: 7,403 4,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 910: 1,243 0 -737 1,121 1,421 1,627 684: -717 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 16.9 4.8 82.8 71.7 89.5 93.4: 10.5 6.6
Old : 100.0: 1.9 16.9 4.8 82.8 71.7 89.5 93.4: 10.5 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 : 25: 1 1 1 18 21 19 23:
Old : 25: 1 1 1 18 21 19 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 : 43.5 57.7 65.2 74.2 38.3 55.3 53.2 64.8
Old : 43.5 57.7 65.2 74.2 38.3 55.3 53.2 64.8
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 30, 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 : 67,343: 5,640 2,407 5,807 48,073 51,947 59,520 60,161: 7,823 7,182
Old : 67,343: 5,640 2,407 5,807 48,073 51,947 59,520 60,161: 7,823 7,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -426: -2,664 0 360 1,274 -1,210 -1,030 -850: 604 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.6 8.6 71.4 77.1 88.4 89.3: 11.6 10.7
Old : 100.0: 8.4 3.6 8.6 71.4 77.1 88.4 89.3: 11.6 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 : 32: 4 1 4 24 18 29 22:
Old : 32: 4 1 4 24 18 29 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 : 37.5 42.5 54.4 61.7 31.9 33.3 42.6 46.3
Old : 37.5 42.5 54.4 61.7 31.9 33.3 42.6 46.3
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 30, 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 : 133,079: 5,902 594 765 112,617 121,921 119,284 123,280: 13,795 9,799
Old : 133,079: 5,902 594 765 112,617 121,921 119,284 123,280: 13,795 9,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 2,388: 744 0 0 1,099 1,840 1,843 1,840: 545 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.4 0.6 84.6 91.6 89.6 92.6: 10.4 7.4
Old : 100.0: 4.4 0.4 0.6 84.6 91.6 89.6 92.6: 10.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 1 1 26 26 30 27:
Old : 35: 3 1 1 26 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 : 39.6 45.4 59.1 67.8 36.8 36.7 50.5 52.2
Old : 39.6 45.4 59.1 67.8 36.8 36.7 50.5 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, May 30, 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 : 80,158: 11,984 0 0 62,124 70,494 74,108 70,494: 6,050 9,664
Old : 80,158: 11,984 0 0 62,124 70,494 74,108 70,494: 6,050 9,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -336: 0 0 0 -246 -457 -246 -457: -90 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 0.0 0.0 77.5 87.9 92.5 87.9: 7.5 12.1
Old : 100.0: 15.0 0.0 0.0 77.5 87.9 92.5 87.9: 7.5 12.1
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 : 30: 1 0 0 23 24 24 24:
Old : 30: 1 0 0 23 24 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 45.9 66.1 62.4 37.7 45.1 54.9 55.4
Old : 44.3 45.9 66.1 62.4 37.7 45.1 54.9 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, May 30, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 87,896: 1,044 13,816 3,708 79,474 63,600 84,226 81,124: 3,670 6,772
Old : 87,896: 1,044 13,816 3,708 79,474 63,600 84,226 81,124: 3,670 6,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 3,411: 0 1,342 -60 2,437 1,677 2,377 2,959: 1,034 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 15.7 4.2 90.4 72.4 95.8 92.3: 4.2 7.7
Old : 100.0: 1.2 15.7 4.2 90.4 72.4 95.8 92.3: 4.2 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 : 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 : 59.9 45.3 77.2 72.0 51.6 36.0 62.9 55.9
Old : 59.9 45.3 77.2 72.0 51.6 36.0 62.9 55.9
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 30, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 68,491: 6,859 10,182 3,265 51,703 48,247 61,827 61,694: 6,664 6,797
Old : 68,491: 6,859 10,182 3,265 51,703 48,247 61,827 61,694: 6,664 6,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 901: -1,183 0 42 1,490 721 349 763: 552 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 14.9 4.8 75.5 70.4 90.3 90.1: 9.7 9.9
Old : 100.0: 10.0 14.9 4.8 75.5 70.4 90.3 90.1: 9.7 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 : 51.4 42.9 69.7 63.9 44.8 38.6 57.6 56.4
Old : 51.4 42.9 69.7 63.9 44.8 38.6 57.6 56.4
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 30, 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 : 103,543: 0 2,947 5,159 91,817 86,405 96,976 94,511: 6,567 9,032
Old : 103,543: 0 2,947 5,159 91,817 86,405 96,976 94,511: 6,567 9,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -1,757: 0 -4,368 1,712 -2,861 899 -1,149 -1,757: -608 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 5.0 88.7 83.4 93.7 91.3: 6.3 8.7
Old : 100.0: 0.0 2.8 5.0 88.7 83.4 93.7 91.3: 6.3 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 : 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 : 34.4 35.6 54.9 56.6 29.3 31.2 42.2 43.2
Old : 34.4 35.6 54.9 56.6 29.3 31.2 42.2 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, May 30, 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 : 47,076: 3,937 6,323 495 34,198 35,140 38,630 41,958: 8,446 5,118
Old : 47,076: 3,937 6,323 495 34,198 35,140 38,630 41,958: 8,446 5,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,060: -60 622 60 213 -96 213 586: 847 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 13.4 1.1 72.6 74.6 82.1 89.1: 17.9 10.9
Old : 100.0: 8.4 13.4 1.1 72.6 74.6 82.1 89.1: 17.9 10.9
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: 1 2 1 15 17 17 19:
Old : 22: 1 2 1 15 17 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 41.0 67.2 65.5 35.7 39.1 50.7 54.9
Old : 45.8 41.0 67.2 65.5 35.7 39.1 50.7 54.9
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 30, 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 : 64,042: 0 2,396 2,586 49,596 50,681 52,182 55,663: 11,860 8,379
Old : 64,042: 0 2,396 2,586 49,596 50,681 52,182 55,663: 11,860 8,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 214: 0 123 60 434 370 494 553: -280 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 4.0 77.4 79.1 81.5 86.9: 18.5 13.1
Old : 100.0: 0.0 3.7 4.0 77.4 79.1 81.5 86.9: 18.5 13.1
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 : 21: 0 1 1 17 16 18 17:
Old : 21: 0 1 1 17 16 18 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 : 50.4 61.7 70.7 79.3 48.2 59.7 65.5 72.0
Old : 50.4 61.7 70.7 79.3 48.2 59.7 65.5 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 30, 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 : 106,543: 7,996 0 1,440 88,279 99,194 97,715 100,634: 8,828 5,909
Old : 106,543: 7,996 0 1,440 88,279 99,194 97,715 100,634: 8,828 5,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 2,371: 0 0 0 2,727 2,395 2,727 2,395: -356 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 1.4 82.9 93.1 91.7 94.5: 8.3 5.5
Old : 100.0: 7.5 0.0 1.4 82.9 93.1 91.7 94.5: 8.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 41.0 45.0 62.9 65.2 25.3 24.8 36.7 37.8
Old : 41.0 45.0 62.9 65.2 25.3 24.8 36.7 37.8
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 30, 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 : 81,412: 0 9,515 4,588 71,265 60,526 75,853 74,629: 5,559 6,783
Old : 81,412: 0 9,515 4,588 71,265 60,526 75,853 74,629: 5,559 6,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,269: 0 -1,840 1,383 -196 1,626 1,187 1,169: 82 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.7 5.6 87.5 74.3 93.2 91.7: 6.8 8.3
Old : 100.0: 0.0 11.7 5.6 87.5 74.3 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 : 36: 0 3 1 28 25 29 28:
Old : 36: 0 3 1 28 25 29 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 : 42.0 29.5 63.9 48.7 35.0 25.2 49.5 41.8
Old : 42.0 29.5 63.9 48.7 35.0 25.2 49.5 41.8
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 30, 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 : 60,683: 0 222 3,922 46,278 48,138 50,200 52,282: 10,483 8,401
Old : 60,683: 0 222 3,922 46,278 48,138 50,200 52,282: 10,483 8,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,584: 0 -919 824 732 7 1,556 -88: 28 1,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 6.5 76.3 79.3 82.7 86.2: 17.3 13.8
Old : 100.0: 0.0 0.4 6.5 76.3 79.3 82.7 86.2: 17.3 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 17 22 18 23:
Old : 27: 0 1 1 17 22 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 : 42.0 45.0 60.5 65.1 40.8 45.0 54.1 58.6
Old : 42.0 45.0 60.5 65.1 40.8 45.0 54.1 58.6
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 30, 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 : 57,676: 5,382 7,830 0 49,405 48,972 54,787 56,802: 2,889 874
Old : 57,676: 5,382 7,830 0 49,405 48,972 54,787 56,802: 2,889 874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 5,040: 2,460 240 0 1,575 5,190 4,035 5,430: 1,005 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 13.6 0.0 85.7 84.9 95.0 98.5: 5.0 1.5
Old : 100.0: 9.3 13.6 0.0 85.7 84.9 95.0 98.5: 5.0 1.5
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 : 42: 7 3 0 16 23 23 26:
Old : 42: 7 3 0 16 23 23 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 : 64.8 47.1 79.8 72.0 47.3 36.2 56.6 53.8
Old : 64.8 47.1 79.8 72.0 47.3 36.2 56.6 53.8
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 30, 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 : 183,355: 1,717 14,293 6,952 166,353 157,695 175,022 178,940: 8,333 4,415
Old : 183,355: 1,717 14,293 6,952 166,353 157,695 175,022 178,940: 8,333 4,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 5,613: 0 -3,874 1,854 4,908 9,105 6,762 7,085: -1,149 -1,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 7.8 3.8 90.7 86.0 95.5 97.6: 4.5 2.4
Old : 100.0: 0.9 7.8 3.8 90.7 86.0 95.5 97.6: 4.5 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 : 43: 1 3 4 36 31 40 35:
Old : 43: 1 3 4 36 31 40 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 34.9 53.2 54.5 30.4 29.4 40.2 40.5
Old : 35.7 34.9 53.2 54.5 30.4 29.4 40.2 40.5
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 30, 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 : 84,683: 3,554 0 4,355 64,095 65,486 72,004 69,841: 12,679 14,842
Old : 84,683: 3,554 0 4,355 64,095 65,486 72,004 69,841: 12,679 14,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,025: 894 -194 -640 1,291 1,712 1,545 878: -520 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 5.1 75.7 77.3 85.0 82.5: 15.0 17.5
Old : 100.0: 4.2 0.0 5.1 75.7 77.3 85.0 82.5: 15.0 17.5
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 : 28: 2 0 1 21 18 23 19:
Old : 28: 2 0 1 21 18 23 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 : 44.7 53.3 66.0 70.6 44.0 52.2 62.3 66.5
Old : 44.7 53.3 66.0 70.6 44.0 52.2 62.3 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, May 30, 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 : 75,461: 4,422 10,538 0 68,858 62,975 73,280 73,513: 2,181 1,948
Old : 75,461: 4,422 10,538 0 68,858 62,975 73,280 73,513: 2,181 1,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 3,184: 1,500 240 0 1,695 2,910 3,195 3,150: -11 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 14.0 0.0 91.2 83.5 97.1 97.4: 2.9 2.6
Old : 100.0: 5.9 14.0 0.0 91.2 83.5 97.1 97.4: 2.9 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 : 43: 6 3 0 21 23 27 26:
Old : 43: 6 3 0 21 23 27 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 : 68.5 50.4 79.5 71.2 66.2 43.7 74.3 62.0
Old : 68.5 50.4 79.5 71.2 66.2 43.7 74.3 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, May 30, 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 : 270,487: 15,678 3,476 3,374 242,683 260,458 261,735 267,308: 8,752 3,179
Old : 270,487: 15,678 3,476 3,374 242,683 260,458 261,735 267,308: 8,752 3,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 5,176: -2,956 0 1,326 6,468 3,418 4,838 4,744: 338 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.3 1.2 89.7 96.3 96.8 98.8: 3.2 1.2
Old : 100.0: 5.8 1.3 1.2 89.7 96.3 96.8 98.8: 3.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 5 3 5 41 45 48 51:
Old : 56: 5 3 5 41 45 48 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 : 39.2 36.4 55.8 56.0 30.0 32.5 40.4 44.5
Old : 39.2 36.4 55.8 56.0 30.0 32.5 40.4 44.5
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 30, 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 : 156,693: 12,698 4,754 5,768 131,369 140,583 149,835 151,105: 6,858 5,588
Old : 156,693: 12,698 4,754 5,768 131,369 140,583 149,835 151,105: 6,858 5,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 334: 1,025 -794 -1,431 1,422 3,316 1,016 1,091: -682 -757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 3.0 3.7 83.8 89.7 95.6 96.4: 4.4 3.6
Old : 100.0: 8.1 3.0 3.7 83.8 89.7 95.6 96.4: 4.4 3.6
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 : 45: 2 4 5 36 33 42 38:
Old : 45: 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 : 33.8 52.7 52.4 70.3 27.0 49.8 41.3 61.4
Old : 33.8 52.7 52.4 70.3 27.0 49.8 41.3 61.4
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 30, 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 : 154,043: 11,520 1,978 2,169 130,703 139,731 144,392 143,878: 9,651 10,165
Old : 154,043: 11,520 1,978 2,169 130,703 139,731 144,392 143,878: 9,651 10,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 8,434: 11,520 -1,969 -2,531 3,197 15,438 12,186 10,938: -3,752 -2,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 1.3 1.4 84.8 90.7 93.7 93.4: 6.3 6.6
Old : 100.0: 7.5 1.3 1.4 84.8 90.7 93.7 93.4: 6.3 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: 1 2 2 39 39 41 42:
Old : 47: 1 2 2 39 39 41 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 : 35.6 48.5 55.0 61.1 33.7 42.2 51.4 53.2
Old : 35.6 48.5 55.0 61.1 33.7 42.2 51.4 53.2
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 30, 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 : 188,549: 10,506 37,541 12,914 158,868 129,442 182,288 179,897: 6,261 8,652
Old : 188,549: 10,506 37,541 12,914 158,868 129,442 182,288 179,897: 6,261 8,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 4,350: 1,515 -754 134 2,865 4,419 4,514 3,799: -164 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 19.9 6.8 84.3 68.7 96.7 95.4: 3.3 4.6
Old : 100.0: 5.6 19.9 6.8 84.3 68.7 96.7 95.4: 3.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 4 8 29 34 38 42:
Old : 47: 5 4 8 29 34 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 : 49.5 31.1 66.2 49.4 47.0 28.8 59.8 44.6
Old : 49.5 31.1 66.2 49.4 47.0 28.8 59.8 44.6
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 30, 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 : 58,274: 0 0 0 52,938 47,372 52,938 47,372: 5,336 10,902
Old : 58,274: 0 0 0 52,938 47,372 52,938 47,372: 5,336 10,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 20: 0 0 0 -804 -117 -804 -117: 824 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.8 81.3 90.8 81.3: 9.2 18.7
Old : 100.0: 0.0 0.0 0.0 90.8 81.3 90.8 81.3: 9.2 18.7
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 : 26: 0 0 0 18 20 18 20:
Old : 26: 0 0 0 18 20 18 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 : 44.6 36.3 67.8 58.2 40.3 28.8 58.9 46.3
Old : 44.6 36.3 67.8 58.2 40.3 28.8 58.9 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 30, 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 : 1,997,788: 386,729 56,709 541,917 1,052,673 1,386,387 1,981,319 1,985,013: 16,469 12,775
Old : 1,997,788: 386,729 56,709 541,917 1,052,673 1,386,387 1,981,319 1,985,013: 16,469 12,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -19,123: 8,134 8,503 3,456 -29,562 -31,576 -17,972 -19,617: -1,151 494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 2.8 27.1 52.7 69.4 99.2 99.4: 0.8 0.6
Old : 100.0: 19.4 2.8 27.1 52.7 69.4 99.2 99.4: 0.8 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 : 141: 25 15 37 98 79 136 119:
Old : 141: 25 15 37 98 79 136 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 29.3 44.3 45.5 12.7 19.7 22.0 26.3
Old : 30.9 29.3 44.3 45.5 12.7 19.7 22.0 26.3
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 30, 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 : 488,344: 82,768 43,289 128,852 271,886 311,776 483,506 483,917: 4,838 4,427
Old : 488,344: 82,768 43,289 128,852 271,886 311,776 483,506 483,917: 4,838 4,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -50,308: -33,115 3,614 -10,545 -6,956 -43,850 -50,616 -50,781: 308 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 8.9 26.4 55.7 63.8 99.0 99.1: 1.0 0.9
Old : 100.0: 16.9 8.9 26.4 55.7 63.8 99.0 99.1: 1.0 0.9
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 : 58: 15 11 20 31 30 55 52:
Old : 58: 15 11 20 31 30 55 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 : 57.2 45.7 69.7 63.1 29.9 23.5 33.4 33.0
Old : 57.2 45.7 69.7 63.1 29.9 23.5 33.4 33.0
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 30, 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 : 56,751: 10,392 3,352 7,022 38,248 45,004 55,662 55,378: 1,089 1,373
Old : 56,751: 10,392 3,352 7,022 38,248 45,004 55,662 55,378: 1,089 1,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,523: -740 732 580 1,666 -429 1,506 883: 17 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 5.9 12.4 67.4 79.3 98.1 97.6: 1.9 2.4
Old : 100.0: 18.3 5.9 12.4 67.4 79.3 98.1 97.6: 1.9 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 : 55: 7 5 6 40 38 49 47:
Old : 55: 7 5 6 40 38 49 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 35.8 58.0 55.1 31.6 30.5 40.2 41.6
Old : 45.0 35.8 58.0 55.1 31.6 30.5 40.2 41.6
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 30, 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 : 25,741: 1,152 4,391 625 23,794 20,300 25,571 25,316: 170 425
Old : 25,741: 1,152 4,391 625 23,794 20,300 25,571 25,316: 170 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 174: 0 0 0 174 174 174 174: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 17.1 2.4 92.4 78.9 99.3 98.3: 0.7 1.7
Old : 100.0: 4.5 17.1 2.4 92.4 78.9 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 : 54.2 49.2 72.3 70.9 47.0 47.9 61.3 62.3
Old : 54.2 49.2 72.3 70.9 47.0 47.9 61.3 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, May 30, 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 : 16,091: 2,966 644 308 12,643 15,053 15,917 16,005: 174 86
Old : 16,091: 2,966 644 308 12,643 15,053 15,917 16,005: 174 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -18: 0 0 0 -192 -104 -192 -104: 174 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 4.0 1.9 78.6 93.5 98.9 99.5: 1.1 0.5
Old : 100.0: 18.4 4.0 1.9 78.6 93.5 98.9 99.5: 1.1 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 : 31: 3 2 1 19 19 22 22:
Old : 31: 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 : 54.1 51.0 71.0 75.8 37.9 32.1 50.8 48.5
Old : 54.1 51.0 71.0 75.8 37.9 32.1 50.8 48.5
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 30, 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 : 14,334: 1,066 2,719 0 12,737 11,615 13,803 14,334: 531 0
Old : 14,334: 1,066 2,719 0 12,737 11,615 13,803 14,334: 531 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -72: 0 0 0 -72 -72 -72 -72: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 19.0 0.0 88.9 81.0 96.3 100.0: 3.7 0.0
Old : 100.0: 7.4 19.0 0.0 88.9 81.0 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 65.2 85.6 88.1 63.4 61.1 75.0 79.6
Old : 67.9 65.2 85.6 88.1 63.4 61.1 75.0 79.6
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 30, 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 : 25,186: 3,080 4,680 372 21,314 19,820 24,766 24,872: 420 314
Old : 25,186: 3,080 4,680 372 21,314 19,820 24,766 24,872: 420 314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -220: 0 20 0 -220 -240 -220 -220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 18.6 1.5 84.6 78.7 98.3 98.8: 1.7 1.2
Old : 100.0: 12.2 18.6 1.5 84.6 78.7 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 : 52.9 55.3 75.3 77.6 50.9 49.1 65.4 61.8
Old : 52.9 55.3 75.3 77.6 50.9 49.1 65.4 61.8
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 30, 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 : 28,570: 3,370 140 540 22,975 27,718 26,885 28,398: 1,685 172
Old : 28,570: 3,370 140 540 22,975 27,718 26,885 28,398: 1,685 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 10: 0 0 0 20 10 20 10: -10 0
: : :
: : 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 70.0 28.3 36.7 40.5 47.7
Old : 43.9 43.9 62.3 70.0 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 30, 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 : 22,746: 580 0 1,460 20,118 21,146 22,158 22,606: 588 140
Old : 22,746: 580 0 1,460 20,118 21,146 22,158 22,606: 588 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -60: 0 0 0 -80 -60 -80 -60: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 6.4 88.4 93.0 97.4 99.4: 2.6 0.6
Old : 100.0: 2.5 0.0 6.4 88.4 93.0 97.4 99.4: 2.6 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 : 65.2 69.8 88.4 90.7 49.6 58.8 58.4 62.9
Old : 65.2 69.8 88.4 90.7 49.6 58.8 58.4 62.9
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 30, 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 : 14,514: 540 364 1,136 12,012 12,454 13,688 13,954: 826 560
Old : 14,514: 540 364 1,136 12,012 12,454 13,688 13,954: 826 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 20: 0 0 0 20 20 20 20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 2.5 7.8 82.8 85.8 94.3 96.1: 5.7 3.9
Old : 100.0: 3.7 2.5 7.8 82.8 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 : 62.5 64.3 83.6 85.3 58.9 61.1 71.6 73.0
Old : 62.5 64.3 83.6 85.3 58.9 61.1 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 30, 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 : 1,018,291: 175,621 127,164 221,523 556,137 599,026 953,281 947,713: 65,010 70,578
Old : 1,018,291: 175,621 127,164 221,523 556,137 599,026 953,281 947,713: 65,010 70,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 23,025: 3,834 9,977 -2,971 14,246 13,567 15,109 20,573: 7,916 2,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 12.5 21.8 54.6 58.8 93.6 93.1: 6.4 6.9
Old : 100.0: 17.2 12.5 21.8 54.6 58.8 93.6 93.1: 6.4 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 84 89 118 85 97 247 244:
Old : 298: 84 89 118 85 97 247 244:
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 18.4 31.7 28.8 14.3 8.1 19.5 13.4
Old : 20.2 18.4 31.7 28.8 14.3 8.1 19.5 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
Commitments of Traders - Futures Only, May 30, 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 : 17,616: 8,617 9,593 4 0 0 8,621 9,597: 8,995 8,019
Old : 17,616: 8,617 9,593 4 0 0 8,621 9,597: 8,995 8,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -8,530: -4,591 -6,995 -718 -1,368 -593 -6,677 -8,306: -1,853 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 54.5 0.0 0.0 0.0 48.9 54.5: 51.1 45.5
Old : 100.0: 48.9 54.5 0.0 0.0 0.0 48.9 54.5: 51.1 45.5
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: 12 10 1 0 0 12 11:
Old : 22: 12 10 1 0 0 12 11:
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 : 23.5 37.8 38.6 50.4 23.5 37.8 38.6 50.4
Old : 23.5 37.8 38.6 50.4 23.5 37.8 38.6 50.4
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 30, 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 : 19,326: 9,973 2,616 1,156 4,956 14,848 16,085 18,620: 3,241 706
Old : 19,326: 9,973 2,616 1,156 4,956 14,848 16,085 18,620: 3,241 706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,938: 86 -566 100 2,157 2,709 2,343 2,243: -405 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 13.5 6.0 25.6 76.8 83.2 96.3: 16.8 3.7
Old : 100.0: 51.6 13.5 6.0 25.6 76.8 83.2 96.3: 16.8 3.7
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 : 110: 65 6 8 19 30 89 41:
Old : 110: 65 6 8 19 30 89 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 : 24.0 38.7 36.7 59.3 21.5 36.1 33.3 52.7
Old : 24.0 38.7 36.7 59.3 21.5 36.1 33.3 52.7
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 30, 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 : 9,616: 4,745 1,878 259 1,979 6,467 6,983 8,604: 2,633 1,012
Old : 9,616: 4,745 1,878 259 1,979 6,467 6,983 8,604: 2,633 1,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 121: 242 432 186 -99 175 329 793: -208 -672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 19.5 2.7 20.6 67.3 72.6 89.5: 27.4 10.5
Old : 100.0: 49.3 19.5 2.7 20.6 67.3 72.6 89.5: 27.4 10.5
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 : 64: 28 7 4 13 18 45 27:
Old : 64: 28 7 4 13 18 45 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 39.0 30.9 56.8 17.9 38.4 30.9 56.2
Old : 17.9 39.0 30.9 56.8 17.9 38.4 30.9 56.2
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 30, 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 : 95,798: 19,972 6,593 4,940 56,080 74,924 80,992 86,457: 14,806 9,341
Old : 95,798: 19,972 6,593 4,940 56,080 74,924 80,992 86,457: 14,806 9,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -6,940: 679 -4,051 -2,527 -5,795 -2,069 -7,643 -8,647: 703 1,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 6.9 5.2 58.5 78.2 84.5 90.2: 15.5 9.8
Old : 100.0: 20.8 6.9 5.2 58.5 78.2 84.5 90.2: 15.5 9.8
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 : 124: 40 12 18 52 64 100 86:
Old : 124: 40 12 18 52 64 100 86:
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 : 27.9 20.5 39.9 36.0 22.6 17.7 32.1 30.3
Old : 27.9 20.5 39.9 36.0 22.6 17.7 32.1 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, May 30, 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 : 48,978: 6,936 0 3,074 35,871 43,328 45,881 46,402: 3,097 2,576
Old : 48,978: 6,936 0 3,074 35,871 43,328 45,881 46,402: 3,097 2,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -1,106: -890 0 462 -1,208 -1,408 -1,636 -946: 530 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 0.0 6.3 73.2 88.5 93.7 94.7: 6.3 5.3
Old : 100.0: 14.2 0.0 6.3 73.2 88.5 93.7 94.7: 6.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 7 0 4 28 35 35 39:
Old : 49: 7 0 4 28 35 35 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 33.3 62.8 50.3 34.2 18.8 41.8 27.3
Old : 43.4 33.3 62.8 50.3 34.2 18.8 41.8 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2006