NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, June 6, 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 : 5,353: 1,080 1,180 0 3,434 3,785 4,514 4,965: 839 388
Old : 5,353: 1,080 1,180 0 3,434 3,785 4,514 4,965: 839 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -1,004: 0 -200 0 -974 -760 -974 -960: -30 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 22.0 0.0 64.2 70.7 84.3 92.8: 15.7 7.2
Old : 100.0: 20.2 22.0 0.0 64.2 70.7 84.3 92.8: 15.7 7.2
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 : 26: 1 1 0 14 18 15 19:
Old : 26: 1 1 0 14 18 15 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 : 61.3 63.5 75.3 80.3 54.5 60.3 64.7 72.4
Old : 61.3 63.5 75.3 80.3 54.5 60.3 64.7 72.4
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, June 6, 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 : 165,373: 25,587 15,968 20,386 88,087 107,012 134,060 143,366: 31,313 22,007
Old : 165,373: 25,587 15,968 20,386 88,087 107,012 134,060 143,366: 31,313 22,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -1,159: 2,068 -1,303 -1,771 -3,822 3,221 -3,525 147: 2,366 -1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 9.7 12.3 53.3 64.7 81.1 86.7: 18.9 13.3
Old : 100.0: 15.5 9.7 12.3 53.3 64.7 81.1 86.7: 18.9 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 30 24 27 55 60 102 97:
Old : 126: 30 24 27 55 60 102 97:
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 : 22.5 27.0 34.2 37.7 18.0 19.5 26.5 24.6
Old : 22.5 27.0 34.2 37.7 18.0 19.5 26.5 24.6
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, June 6, 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 : 836,815: 90,364 94,553 327,744 347,025 378,389 765,133 800,686: 71,682 36,129
Old : 836,815: 90,364 94,553 327,744 347,025 378,389 765,133 800,686: 71,682 36,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 13,949: -440 -8,559 6,134 9,948 15,786 15,642 13,361: -1,693 588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.3 39.2 41.5 45.2 91.4 95.7: 8.6 4.3
Old : 100.0: 10.8 11.3 39.2 41.5 45.2 91.4 95.7: 8.6 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 : 230: 74 54 81 95 76 205 180:
Old : 230: 74 54 81 95 76 205 180:
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 31.8 45.6 45.8 8.7 7.7 11.6 11.5
Old : 34.1 31.8 45.6 45.8 8.7 7.7 11.6 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, June 6, 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 : 69,150: 413 9,798 5,279 56,173 49,161 61,865 64,238: 7,285 4,912
Old : 69,150: 413 9,798 5,279 56,173 49,161 61,865 64,238: 7,285 4,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -1,349: -950 -2,114 1,927 -2,208 -1,396 -1,231 -1,583: -118 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 14.2 7.6 81.2 71.1 89.5 92.9: 10.5 7.1
Old : 100.0: 0.6 14.2 7.6 81.2 71.1 89.5 92.9: 10.5 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 : 25: 1 1 2 19 21 21 23:
Old : 25: 1 1 2 19 21 21 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 58.2 63.6 73.5 40.1 52.6 52.8 61.7
Old : 44.0 58.2 63.6 73.5 40.1 52.6 52.8 61.7
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, June 6, 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 : 55,768: 3,194 3,433 4,145 40,949 41,042 48,288 48,620: 7,480 7,148
Old : 55,768: 3,194 3,433 4,145 40,949 41,042 48,288 48,620: 7,480 7,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -11,575: -2,446 1,026 -1,662 -7,124 -10,905 -11,232 -11,541: -343 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.2 7.4 73.4 73.6 86.6 87.2: 13.4 12.8
Old : 100.0: 5.7 6.2 7.4 73.4 73.6 86.6 87.2: 13.4 12.8
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: 3 2 3 21 16 26 19:
Old : 30: 3 2 3 21 16 26 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 : 39.2 42.7 55.6 62.2 34.6 32.7 44.6 46.2
Old : 39.2 42.7 55.6 62.2 34.6 32.7 44.6 46.2
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, June 6, 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 : 127,880: 7,398 744 615 108,520 115,060 116,533 116,419: 11,347 11,461
Old : 127,880: 7,398 744 615 108,520 115,060 116,533 116,419: 11,347 11,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -5,199: 1,496 150 -150 -4,097 -6,861 -2,751 -6,861: -2,448 1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.6 0.5 84.9 90.0 91.1 91.0: 8.9 9.0
Old : 100.0: 5.8 0.6 0.5 84.9 90.0 91.1 91.0: 8.9 9.0
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 : 34: 3 1 1 25 25 29 26:
Old : 34: 3 1 1 25 25 29 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 : 39.9 47.2 61.0 69.1 37.5 38.0 53.0 54.0
Old : 39.9 47.2 61.0 69.1 37.5 38.0 53.0 54.0
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, June 6, 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 : 80,412: 11,984 0 0 62,562 71,130 74,546 71,130: 5,866 9,282
Old : 80,412: 11,984 0 0 62,562 71,130 74,546 71,130: 5,866 9,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 254: 0 0 0 438 636 438 636: -184 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 0.0 0.0 77.8 88.5 92.7 88.5: 7.3 11.5
Old : 100.0: 14.9 0.0 0.0 77.8 88.5 92.7 88.5: 7.3 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 21 22 22 22:
Old : 29: 1 0 0 21 22 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 : 46.4 46.5 68.2 64.8 39.4 45.3 58.2 59.5
Old : 46.4 46.5 68.2 64.8 39.4 45.3 58.2 59.5
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, June 6, 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 : 82,355: 1,044 14,553 3,270 74,571 58,588 78,885 76,411: 3,470 5,944
Old : 82,355: 1,044 14,553 3,270 74,571 58,588 78,885 76,411: 3,470 5,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -5,541: 0 737 -438 -4,903 -5,012 -5,341 -4,713: -200 -828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 17.7 4.0 90.5 71.1 95.8 92.8: 4.2 7.2
Old : 100.0: 1.3 17.7 4.0 90.5 71.1 95.8 92.8: 4.2 7.2
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 : 25: 1 4 2 18 16 21 20:
Old : 25: 1 4 2 18 16 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 46.3 79.8 72.5 53.6 38.0 65.0 56.4
Old : 61.4 46.3 79.8 72.5 53.6 38.0 65.0 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, June 6, 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 : 63,556: 7,939 10,336 2,110 48,935 44,772 58,984 57,218: 4,572 6,338
Old : 63,556: 7,939 10,336 2,110 48,935 44,772 58,984 57,218: 4,572 6,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -4,935: 1,080 154 -1,155 -2,768 -3,475 -2,843 -4,476: -2,092 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 16.3 3.3 77.0 70.4 92.8 90.0: 7.2 10.0
Old : 100.0: 12.5 16.3 3.3 77.0 70.4 92.8 90.0: 7.2 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 : 29: 2 4 3 20 21 24 26:
Old : 29: 2 4 3 20 21 24 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 : 52.8 43.3 72.2 64.1 47.5 39.7 61.5 57.8
Old : 52.8 43.3 72.2 64.1 47.5 39.7 61.5 57.8
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, June 6, 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 : 101,106: 0 7,109 2,652 88,667 83,235 91,319 92,996: 9,787 8,110
Old : 101,106: 0 7,109 2,652 88,667 83,235 91,319 92,996: 9,787 8,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -2,437: 0 4,162 -2,507 -3,150 -3,170 -5,657 -1,515: 3,220 -922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 2.6 87.7 82.3 90.3 92.0: 9.7 8.0
Old : 100.0: 0.0 7.0 2.6 87.7 82.3 90.3 92.0: 9.7 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 1 1 30 27 31 28:
Old : 37: 0 1 1 30 27 31 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 : 32.1 40.8 52.9 60.4 27.3 33.1 41.4 48.4
Old : 32.1 40.8 52.9 60.4 27.3 33.1 41.4 48.4
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, June 6, 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 : 43,399: 3,279 4,629 432 32,872 34,352 36,583 39,413: 6,816 3,986
Old : 43,399: 3,279 4,629 432 32,872 34,352 36,583 39,413: 6,816 3,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -3,677: -658 -1,694 -63 -1,326 -788 -2,047 -2,545: -1,630 -1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 10.7 1.0 75.7 79.2 84.3 90.8: 15.7 9.2
Old : 100.0: 7.6 10.7 1.0 75.7 79.2 84.3 90.8: 15.7 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 1 15 16 17 18:
Old : 23: 1 2 1 15 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 37.9 67.3 62.3 34.3 34.5 49.9 51.3
Old : 46.5 37.9 67.3 62.3 34.3 34.5 49.9 51.3
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, June 6, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 100,263: 6,398 0 1,488 82,852 92,158 90,738 93,646: 9,525 6,617
Old : 100,263: 6,398 0 1,488 82,852 92,158 90,738 93,646: 9,525 6,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -6,280: -1,598 0 48 -5,427 -7,036 -6,977 -6,988: 697 708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.0 1.5 82.6 91.9 90.5 93.4: 9.5 6.6
Old : 100.0: 6.4 0.0 1.5 82.6 91.9 90.5 93.4: 9.5 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 : 30: 1 0 1 26 26 27 27:
Old : 30: 1 0 1 26 26 27 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 : 43.1 43.4 64.3 62.8 19.9 23.1 33.2 32.8
Old : 43.1 43.4 64.3 62.8 19.9 23.1 33.2 32.8
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, June 6, 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 : 79,253: 0 5,323 6,394 65,118 61,589 71,512 73,306: 7,741 5,947
Old : 79,253: 0 5,323 6,394 65,118 61,589 71,512 73,306: 7,741 5,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -2,159: 0 -4,192 1,806 -6,147 1,063 -4,341 -1,323: 2,182 -836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 8.1 82.2 77.7 90.2 92.5: 9.8 7.5
Old : 100.0: 0.0 6.7 8.1 82.2 77.7 90.2 92.5: 9.8 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 : 35: 0 3 2 27 24 29 27:
Old : 35: 0 3 2 27 24 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 : 40.5 25.9 62.1 46.2 30.5 22.2 45.1 41.3
Old : 40.5 25.9 62.1 46.2 30.5 22.2 45.1 41.3
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, June 6, 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 : 59,225: 4,119 0 2,376 40,736 47,047 47,231 49,423: 11,994 9,802
Old : 59,225: 4,119 0 2,376 40,736 47,047 47,231 49,423: 11,994 9,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -1,458: 4,119 -222 -1,546 -5,542 -1,091 -2,969 -2,859: 1,511 1,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 4.0 68.8 79.4 79.7 83.4: 20.3 16.6
Old : 100.0: 7.0 0.0 4.0 68.8 79.4 79.7 83.4: 20.3 16.6
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 : 23: 1 0 1 15 18 16 19:
Old : 23: 1 0 1 15 18 16 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 : 48.0 44.7 64.3 63.7 42.8 44.7 58.0 60.3
Old : 48.0 44.7 64.3 63.7 42.8 44.7 58.0 60.3
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, June 6, 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 : 174,547: 1,627 17,367 6,294 158,875 146,072 166,796 169,733: 7,751 4,814
Old : 174,547: 1,627 17,367 6,294 158,875 146,072 166,796 169,733: 7,751 4,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -8,808: -90 3,074 -658 -7,478 -11,623 -8,226 -9,207: -582 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 9.9 3.6 91.0 83.7 95.6 97.2: 4.4 2.8
Old : 100.0: 0.9 9.9 3.6 91.0 83.7 95.6 97.2: 4.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 3 4 36 29 40 33:
Old : 41: 1 3 4 36 29 40 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 : 35.7 34.0 53.6 54.4 30.6 29.0 42.6 40.5
Old : 35.7 34.0 53.6 54.4 30.6 29.0 42.6 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, June 6, 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 : 84,472: 7,342 2,114 2,817 64,036 69,097 74,195 74,028: 10,277 10,444
Old : 84,472: 7,342 2,114 2,817 64,036 69,097 74,195 74,028: 10,277 10,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -211: 3,788 2,114 -1,538 -59 3,611 2,191 4,187: -2,402 -4,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 2.5 3.3 75.8 81.8 87.8 87.6: 12.2 12.4
Old : 100.0: 8.7 2.5 3.3 75.8 81.8 87.8 87.6: 12.2 12.4
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 : 32: 2 1 1 22 21 24 23:
Old : 32: 2 1 1 22 21 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 : 47.1 52.5 68.5 68.7 44.6 51.3 64.4 66.5
Old : 47.1 52.5 68.5 68.7 44.6 51.3 64.4 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, June 6, 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 : 65,281: 0 8,738 0 63,561 53,523 63,561 62,261: 1,720 3,020
Old : 65,281: 0 8,738 0 63,561 53,523 63,561 62,261: 1,720 3,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -10,180: -4,422 -1,800 0 -5,297 -9,452 -9,719 -11,252: -461 1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.4 0.0 97.4 82.0 97.4 95.4: 2.6 4.6
Old : 100.0: 0.0 13.4 0.0 97.4 82.0 97.4 95.4: 2.6 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 : 23: 0 2 0 14 15 14 17:
Old : 23: 0 2 0 14 15 14 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 : 77.9 54.0 90.0 76.8 75.2 47.8 80.8 67.2
Old : 77.9 54.0 90.0 76.8 75.2 47.8 80.8 67.2
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, June 6, 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 : 266,684: 20,329 2,394 1,519 235,029 259,705 256,877 263,618: 9,807 3,066
Old : 266,684: 20,329 2,394 1,519 235,029 259,705 256,877 263,618: 9,807 3,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -3,803: 4,651 -1,082 -1,855 -7,654 -753 -4,858 -3,690: 1,055 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.9 0.6 88.1 97.4 96.3 98.9: 3.7 1.1
Old : 100.0: 7.6 0.9 0.6 88.1 97.4 96.3 98.9: 3.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 5 2 4 39 45 46 49:
Old : 54: 5 2 4 39 45 46 49:
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 : 39.1 35.5 55.6 55.3 30.7 32.5 43.2 46.9
Old : 39.1 35.5 55.6 55.3 30.7 32.5 43.2 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, June 6, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 149,780: 13,070 3,798 5,464 122,713 133,860 141,247 143,122: 8,533 6,658
Old : 149,780: 13,070 3,798 5,464 122,713 133,860 141,247 143,122: 8,533 6,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -6,913: 372 -956 -304 -8,656 -6,723 -8,588 -7,983: 1,675 1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 2.5 3.6 81.9 89.4 94.3 95.6: 5.7 4.4
Old : 100.0: 8.7 2.5 3.6 81.9 89.4 94.3 95.6: 5.7 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 : 43: 2 3 4 35 32 40 36:
Old : 43: 2 3 4 35 32 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 54.8 52.8 71.7 27.3 51.9 42.5 64.7
Old : 33.7 54.8 52.8 71.7 27.3 51.9 42.5 64.7
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, June 6, 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 : 151,388: 7,887 1,890 3,618 130,049 132,797 141,554 138,305: 9,834 13,083
Old : 151,388: 7,887 1,890 3,618 130,049 132,797 141,554 138,305: 9,834 13,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -2,655: -3,633 -88 1,449 -654 -6,934 -2,838 -5,573: 183 2,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.2 2.4 85.9 87.7 93.5 91.4: 6.5 8.6
Old : 100.0: 5.2 1.2 2.4 85.9 87.7 93.5 91.4: 6.5 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 : 44: 1 2 2 36 34 38 37:
Old : 44: 1 2 2 36 34 38 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 : 32.4 49.5 53.7 62.5 30.1 41.5 47.4 53.0
Old : 32.4 49.5 53.7 62.5 30.1 41.5 47.4 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, June 6, 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 : 174,006: 14,736 34,937 9,208 144,275 121,310 168,219 165,455: 5,787 8,551
Old : 174,006: 14,736 34,937 9,208 144,275 121,310 168,219 165,455: 5,787 8,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -14,543: 4,230 -2,604 -3,706 -14,593 -8,132 -14,069 -14,442: -474 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 20.1 5.3 82.9 69.7 96.7 95.1: 3.3 4.9
Old : 100.0: 8.5 20.1 5.3 82.9 69.7 96.7 95.1: 3.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 3 6 28 33 37 39:
Old : 46: 6 3 6 28 33 37 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 32.8 66.4 51.2 47.8 30.7 59.8 45.1
Old : 49.3 32.8 66.4 51.2 47.8 30.7 59.8 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, June 6, 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 : 58,030: 0 1,744 370 52,190 45,479 52,560 47,593: 5,470 10,437
Old : 58,030: 0 1,744 370 52,190 45,479 52,560 47,593: 5,470 10,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -244: 0 1,744 370 -748 -1,893 -378 221: 134 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.6 89.9 78.4 90.6 82.0: 9.4 18.0
Old : 100.0: 0.0 3.0 0.6 89.9 78.4 90.6 82.0: 9.4 18.0
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 : 26: 0 1 1 19 19 20 20:
Old : 26: 0 1 1 19 19 20 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 : 44.0 36.1 65.7 57.5 37.5 26.4 55.4 45.4
Old : 44.0 36.1 65.7 57.5 37.5 26.4 55.4 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, June 6, 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 : 2,542,686: 536,022 64,751 726,120 1,264,630 1,739,091 2,526,772 2,529,962: 15,914 12,724
Old : 2,542,686: 536,022 64,751 726,120 1,264,630 1,739,091 2,526,772 2,529,962: 15,914 12,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 544,898: 149,293 8,042 184,203 211,957 352,704 545,453 544,949: -555 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 2.5 28.6 49.7 68.4 99.4 99.5: 0.6 0.5
Old : 100.0: 21.1 2.5 28.6 49.7 68.4 99.4 99.5: 0.6 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 : 144: 26 16 37 98 80 137 121:
Old : 144: 26 16 37 98 80 137 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 38.5 52.9 54.4 15.8 20.1 23.1 25.9
Old : 39.3 38.5 52.9 54.4 15.8 20.1 23.1 25.9
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, June 6, 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 : 506,910: 62,296 39,686 157,917 282,775 305,861 502,988 503,464: 3,922 3,446
Old : 506,910: 62,296 39,686 157,917 282,775 305,861 502,988 503,464: 3,922 3,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 18,566: -20,472 -3,603 29,065 10,889 -5,915 19,482 19,547: -916 -981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 7.8 31.2 55.8 60.3 99.2 99.3: 0.8 0.7
Old : 100.0: 12.3 7.8 31.2 55.8 60.3 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 : 59: 13 13 20 32 31 55 54:
Old : 59: 13 13 20 32 31 55 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 40.0 68.9 60.6 26.5 21.8 30.5 31.2
Old : 53.1 40.0 68.9 60.6 26.5 21.8 30.5 31.2
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, June 6, 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 : 53,199: 10,727 3,072 6,202 35,475 43,306 52,404 52,580: 795 619
Old : 53,199: 10,727 3,072 6,202 35,475 43,306 52,404 52,580: 795 619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -3,552: 335 -280 -820 -2,773 -1,698 -3,258 -2,798: -294 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 5.8 11.7 66.7 81.4 98.5 98.8: 1.5 1.2
Old : 100.0: 20.2 5.8 11.7 66.7 81.4 98.5 98.8: 1.5 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 : 54: 6 5 6 39 37 47 46:
Old : 54: 6 5 6 39 37 47 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 : 45.2 39.5 58.7 59.2 33.3 34.2 41.4 45.3
Old : 45.2 39.5 58.7 59.2 33.3 34.2 41.4 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, June 6, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 24,465: 1,240 4,148 296 22,929 19,618 24,465 24,062: 0 403
Old : 24,465: 1,240 4,148 296 22,929 19,618 24,465 24,062: 0 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -1,276: 88 -243 -329 -865 -682 -1,106 -1,254: -170 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 17.0 1.2 93.7 80.2 100.0 98.4: 0.0 1.6
Old : 100.0: 5.1 17.0 1.2 93.7 80.2 100.0 98.4: 0.0 1.6
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 : 38: 1 4 1 25 25 26 30:
Old : 38: 1 4 1 25 25 26 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 : 55.5 50.5 74.0 71.5 48.3 49.0 63.0 62.6
Old : 55.5 50.5 74.0 71.5 48.3 49.0 63.0 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, June 6, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 15,132: 3,053 598 0 11,993 14,448 15,046 15,046: 86 86
Old : 15,132: 3,053 598 0 11,993 14,448 15,046 15,046: 86 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -959: 87 -46 -308 -650 -605 -871 -959: -88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 4.0 0.0 79.3 95.5 99.4 99.4: 0.6 0.6
Old : 100.0: 20.2 4.0 0.0 79.3 95.5 99.4 99.4: 0.6 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 : 27: 3 1 0 17 16 20 17:
Old : 27: 3 1 0 17 16 20 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 : 55.7 55.7 74.5 78.1 42.7 37.8 55.5 52.3
Old : 55.7 55.7 74.5 78.1 42.7 37.8 55.5 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders - Futures Only, June 6, 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 : 14,105: 1,020 2,255 0 12,598 11,672 13,618 13,927: 487 178
Old : 14,105: 1,020 2,255 0 12,598 11,672 13,618 13,927: 487 178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -229: -46 -464 0 -139 57 -185 -407: -44 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 16.0 0.0 89.3 82.8 96.5 98.7: 3.5 1.3
Old : 100.0: 7.2 16.0 0.0 89.3 82.8 96.5 98.7: 3.5 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 : 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 : 72.6 65.4 87.5 88.7 69.3 63.3 79.5 79.5
Old : 72.6 65.4 87.5 88.7 69.3 63.3 79.5 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, June 6, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 24,288: 2,980 4,706 346 20,572 18,956 23,898 24,008: 390 280
Old : 24,288: 2,980 4,706 346 20,572 18,956 23,898 24,008: 390 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -898: -100 26 -26 -742 -864 -868 -864: -30 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 19.4 1.4 84.7 78.0 98.4 98.8: 1.6 1.2
Old : 100.0: 12.3 19.4 1.4 84.7 78.0 98.4 98.8: 1.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 3 3 21 21 25 25:
Old : 33: 2 3 3 21 21 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 55.4 75.8 77.8 51.4 50.7 66.6 61.9
Old : 53.4 55.4 75.8 77.8 51.4 50.7 66.6 61.9
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, June 6, 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 : 27,522: 3,320 140 440 22,119 26,544 25,879 27,124: 1,643 398
Old : 27,522: 3,320 140 440 22,119 26,544 25,879 27,124: 1,643 398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -1,048: -50 0 -100 -856 -1,174 -1,006 -1,274: -42 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 0.5 1.6 80.4 96.4 94.0 98.6: 6.0 1.4
Old : 100.0: 12.1 0.5 1.6 80.4 96.4 94.0 98.6: 6.0 1.4
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 : 32: 2 1 2 24 26 27 28:
Old : 32: 2 1 2 24 26 27 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 : 45.9 45.2 66.6 71.0 29.8 38.0 41.8 50.1
Old : 45.9 45.2 66.6 71.0 29.8 38.0 41.8 50.1
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, June 6, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 13,582: 460 380 1,096 11,332 11,666 12,888 13,142: 694 440
Old : 13,582: 460 380 1,096 11,332 11,666 12,888 13,142: 694 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -932: -80 16 -40 -680 -788 -800 -812: -132 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 2.8 8.1 83.4 85.9 94.9 96.8: 5.1 3.2
Old : 100.0: 3.4 2.8 8.1 83.4 85.9 94.9 96.8: 5.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 1 14 14 16 16:
Old : 21: 1 2 1 14 14 16 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 : 65.8 66.9 84.7 89.7 61.7 63.5 70.9 72.1
Old : 65.8 66.9 84.7 89.7 61.7 63.5 70.9 72.1
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, June 6, 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 : 1,044,132: 179,813 135,933 224,183 575,586 612,987 979,582 973,103: 64,550 71,029
Old : 1,044,132: 179,813 135,933 224,183 575,586 612,987 979,582 973,103: 64,550 71,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 25,841: 4,192 8,769 2,660 19,449 13,961 26,301 25,390: -460 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 13.0 21.5 55.1 58.7 93.8 93.2: 6.2 6.8
Old : 100.0: 17.2 13.0 21.5 55.1 58.7 93.8 93.2: 6.2 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 : 298: 91 91 115 84 91 249 238:
Old : 298: 91 91 115 84 91 249 238:
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 19.5 32.0 30.1 14.0 9.1 19.7 14.7
Old : 20.2 19.5 32.0 30.1 14.0 9.1 19.7 14.7
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, June 6, 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 : 20,111: 11,771 11,119 0 0 1,032 11,771 12,151: 8,340 7,960
Old : 20,111: 11,771 11,119 0 0 1,032 11,771 12,151: 8,340 7,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: 2,495: 3,154 1,526 -4 0 1,032 3,150 2,554: -655 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 55.3 0.0 0.0 5.1 58.5 60.4: 41.5 39.6
Old : 100.0: 58.5 55.3 0.0 0.0 5.1 58.5 60.4: 41.5 39.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 15 10 0 0 1 15 11:
Old : 26: 15 10 0 0 1 15 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 : 29.3 39.6 43.2 53.5 29.3 39.6 43.2 53.5
Old : 29.3 39.6 43.2 53.5 29.3 39.6 43.2 53.5
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, June 6, 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 : 15,514: 9,018 2,300 970 2,601 11,682 12,589 14,952: 2,925 562
Old : 15,514: 9,018 2,300 970 2,601 11,682 12,589 14,952: 2,925 562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -3,812: -955 -316 -186 -2,355 -3,166 -3,496 -3,668: -316 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 14.8 6.3 16.8 75.3 81.1 96.4: 18.9 3.6
Old : 100.0: 58.1 14.8 6.3 16.8 75.3 81.1 96.4: 18.9 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 : 104: 60 6 8 18 26 84 37:
Old : 104: 60 6 8 18 26 84 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 : 24.5 39.5 37.1 62.9 24.5 38.6 37.1 58.1
Old : 24.5 39.5 37.1 62.9 24.5 38.6 37.1 58.1
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, June 6, 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 : 8,905: 4,079 2,198 72 2,181 5,491 6,332 7,761: 2,573 1,144
Old : 8,905: 4,079 2,198 72 2,181 5,491 6,332 7,761: 2,573 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -711: -666 320 -187 202 -976 -651 -843: -60 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 24.7 0.8 24.5 61.7 71.1 87.2: 28.9 12.8
Old : 100.0: 45.8 24.7 0.8 24.5 61.7 71.1 87.2: 28.9 12.8
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 : 55: 23 5 1 12 19 36 25:
Old : 55: 23 5 1 12 19 36 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 : 18.1 35.1 32.0 55.2 18.1 35.1 32.0 55.2
Old : 18.1 35.1 32.0 55.2 18.1 35.1 32.0 55.2
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, June 6, 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 : 92,074: 22,570 7,206 5,531 48,615 70,029 76,716 82,766: 15,358 9,308
Old : 92,074: 22,570 7,206 5,531 48,615 70,029 76,716 82,766: 15,358 9,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -3,724: 2,598 613 591 -7,465 -4,895 -4,276 -3,691: 552 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 7.8 6.0 52.8 76.1 83.3 89.9: 16.7 10.1
Old : 100.0: 24.5 7.8 6.0 52.8 76.1 83.3 89.9: 16.7 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 : 128: 44 18 21 41 57 99 83:
Old : 128: 44 18 21 41 57 99 83:
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 23.5 39.9 38.2 25.0 22.8 34.7 35.2
Old : 27.6 23.5 39.9 38.2 25.0 22.8 34.7 35.2
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, June 6, 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 : 46,007: 7,657 226 3,091 32,404 39,969 43,152 43,286: 2,855 2,721
Old : 46,007: 7,657 226 3,091 32,404 39,969 43,152 43,286: 2,855 2,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2006 :
: -2,971: 721 226 17 -3,467 -3,359 -2,729 -3,116: -242 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 0.5 6.7 70.4 86.9 93.8 94.1: 6.2 5.9
Old : 100.0: 16.6 0.5 6.7 70.4 86.9 93.8 94.1: 6.2 5.9
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 : 51: 7 4 6 27 33 37 40:
Old : 51: 7 4 6 27 33 37 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 35.0 62.2 52.2 34.4 19.2 42.7 29.2
Old : 43.0 35.0 62.2 52.2 34.4 19.2 42.7 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 9, 2006