NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, July 11, 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 : 5,896: 1,080 1,180 0 3,917 4,082 4,997 5,262: 899 634
Old : 5,896: 1,080 1,180 0 3,917 4,082 4,997 5,262: 899 634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -107: 0 0 0 -260 -278 -260 -278: 153 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 20.0 0.0 66.4 69.2 84.8 89.2: 15.2 10.8
Old : 100.0: 18.3 20.0 0.0 66.4 69.2 84.8 89.2: 15.2 10.8
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 : 24: 1 1 0 16 18 17 19:
Old : 24: 1 1 0 16 18 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 : 54.4 58.4 73.5 75.0 49.5 50.4 56.9 61.8
Old : 54.4 58.4 73.5 75.0 49.5 50.4 56.9 61.8
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, July 11, 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 : 172,286: 24,000 11,949 22,155 94,985 112,018 141,140 146,122: 31,146 26,164
Old : 172,286: 24,000 11,949 22,155 94,985 112,018 141,140 146,122: 31,146 26,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 3,921: -2,967 -788 888 2,118 468 39 568: 3,882 3,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 6.9 12.9 55.1 65.0 81.9 84.8: 18.1 15.2
Old : 100.0: 13.9 6.9 12.9 55.1 65.0 81.9 84.8: 18.1 15.2
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 : 128: 32 19 29 61 66 106 105:
Old : 128: 32 19 29 61 66 106 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 26.3 37.4 37.2 17.6 16.4 25.9 22.4
Old : 23.9 26.3 37.4 37.2 17.6 16.4 25.9 22.4
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, July 11, 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 : 872,790: 98,769 84,606 341,344 358,314 407,748 798,427 833,698: 74,363 39,092
Old : 872,790: 98,769 84,606 341,344 358,314 407,748 798,427 833,698: 74,363 39,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 23,179: 3,323 6,205 3,314 13,150 11,189 19,787 20,708: 3,392 2,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 9.7 39.1 41.1 46.7 91.5 95.5: 8.5 4.5
Old : 100.0: 11.3 9.7 39.1 41.1 46.7 91.5 95.5: 8.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 66 65 82 93 73 204 179:
Old : 230: 66 65 82 93 73 204 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 31.8 46.3 45.8 9.2 8.8 11.9 12.5
Old : 35.2 31.8 46.3 45.8 9.2 8.8 11.9 12.5
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, July 11, 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 : 75,988: 3,004 6,781 7,361 56,972 56,439 67,337 70,581: 8,651 5,407
Old : 75,988: 3,004 6,781 7,361 56,972 56,439 67,337 70,581: 8,651 5,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 3,280: 3,004 -1,115 -575 -261 4,522 2,168 2,832: 1,112 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 8.9 9.7 75.0 74.3 88.6 92.9: 11.4 7.1
Old : 100.0: 4.0 8.9 9.7 75.0 74.3 88.6 92.9: 11.4 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 20 20 22 22:
Old : 25: 1 1 2 20 20 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 : 38.4 53.1 62.9 71.8 31.2 44.4 47.6 54.6
Old : 38.4 53.1 62.9 71.8 31.2 44.4 47.6 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, July 11, 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 : 49,492: 3,383 1,430 3,113 37,338 37,687 43,834 42,230: 5,658 7,262
Old : 49,492: 3,383 1,430 3,113 37,338 37,687 43,834 42,230: 5,658 7,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -101: -347 64 -104 441 -361 -10 -401: -91 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.9 6.3 75.4 76.1 88.6 85.3: 11.4 14.7
Old : 100.0: 6.8 2.9 6.3 75.4 76.1 88.6 85.3: 11.4 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 4 21 17 26 21:
Old : 30: 3 2 4 21 17 26 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 : 38.0 41.5 56.9 61.4 31.9 31.4 42.5 45.5
Old : 38.0 41.5 56.9 61.4 31.9 31.4 42.5 45.5
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, July 11, 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 : 118,690: 7,426 0 0 101,095 109,024 108,521 109,024: 10,169 9,666
Old : 118,690: 7,426 0 0 101,095 109,024 108,521 109,024: 10,169 9,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -302: 0 0 0 -542 364 -542 364: 240 -666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 0.0 85.2 91.9 91.4 91.9: 8.6 8.1
Old : 100.0: 6.3 0.0 0.0 85.2 91.9 91.4 91.9: 8.6 8.1
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 : 35: 2 0 0 27 26 29 26:
Old : 35: 2 0 0 27 26 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 : 40.3 44.9 61.7 65.8 39.9 37.7 56.3 52.4
Old : 40.3 44.9 61.7 65.8 39.9 37.7 56.3 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, July 11, 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 : 80,933: 11,984 2,208 0 62,480 70,510 74,464 72,718: 6,469 8,215
Old : 80,933: 11,984 2,208 0 62,480 70,510 74,464 72,718: 6,469 8,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -7,405: 0 -744 0 -7,890 -6,608 -7,890 -7,352: 485 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 2.7 0.0 77.2 87.1 92.0 89.8: 8.0 10.2
Old : 100.0: 14.8 2.7 0.0 77.2 87.1 92.0 89.8: 8.0 10.2
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 : 32: 1 1 0 22 24 23 25:
Old : 32: 1 1 0 22 24 23 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 : 47.0 46.5 68.7 63.4 43.3 45.9 62.0 59.8
Old : 47.0 46.5 68.7 63.4 43.3 45.9 62.0 59.8
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, July 11, 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 : 79,640: 734 11,291 4,269 70,859 59,528 75,862 75,088: 3,778 4,552
Old : 79,640: 734 11,291 4,269 70,859 59,528 75,862 75,088: 3,778 4,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 146: 0 -2,463 961 641 3,014 1,602 1,512: -1,456 -1,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 14.2 5.4 89.0 74.7 95.3 94.3: 4.7 5.7
Old : 100.0: 0.9 14.2 5.4 89.0 74.7 95.3 94.3: 4.7 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 5 2 20 19 23 24:
Old : 29: 1 5 2 20 19 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 45.8 75.6 70.4 51.1 38.8 63.0 53.3
Old : 57.3 45.8 75.6 70.4 51.1 38.8 63.0 53.3
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, July 11, 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 : 62,634: 4,296 6,523 4,170 48,207 45,276 56,673 55,969: 5,961 6,665
Old : 62,634: 4,296 6,523 4,170 48,207 45,276 56,673 55,969: 5,961 6,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 2,764: 142 0 -42 1,746 2,409 1,846 2,367: 918 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 10.4 6.7 77.0 72.3 90.5 89.4: 9.5 10.6
Old : 100.0: 6.9 10.4 6.7 77.0 72.3 90.5 89.4: 9.5 10.6
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 : 32: 2 4 3 22 23 26 28:
Old : 32: 2 4 3 22 23 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 37.2 69.0 57.3 42.6 34.0 54.3 46.4
Old : 51.7 37.2 69.0 57.3 42.6 34.0 54.3 46.4
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, July 11, 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 : 116,728: 0 3,155 5,855 100,018 100,021 105,873 109,031: 10,855 7,697
Old : 116,728: 0 3,155 5,855 100,018 100,021 105,873 109,031: 10,855 7,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -3,424: -248 -741 1,110 -5,429 -3,288 -4,567 -2,919: 1,143 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 5.0 85.7 85.7 90.7 93.4: 9.3 6.6
Old : 100.0: 0.0 2.7 5.0 85.7 85.7 90.7 93.4: 9.3 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 : 40: 0 2 2 33 28 35 30:
Old : 40: 0 2 2 33 28 35 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 : 35.1 39.3 54.9 59.0 24.6 30.6 39.3 42.6
Old : 35.1 39.3 54.9 59.0 24.6 30.6 39.3 42.6
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, July 11, 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 : 39,604: 0 4,300 1,584 28,993 30,231 30,577 36,115: 9,027 3,489
Old : 39,604: 0 4,300 1,584 28,993 30,231 30,577 36,115: 9,027 3,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 155: 0 -346 1,397 -76 -468 1,321 583: -1,166 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.9 4.0 73.2 76.3 77.2 91.2: 22.8 8.8
Old : 100.0: 0.0 10.9 4.0 73.2 76.3 77.2 91.2: 22.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 2 15 16 17 18:
Old : 21: 0 2 2 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 : 42.0 39.8 60.8 63.9 31.1 31.6 36.7 47.8
Old : 42.0 39.8 60.8 63.9 31.1 31.6 36.7 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, July 11, 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 : 43,196: 0 706 2,500 36,265 33,948 38,765 37,154: 4,431 6,042
Old : 43,196: 0 706 2,500 36,265 33,948 38,765 37,154: 4,431 6,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -743: 0 -3,731 -930 1,197 4,830 267 169: -1,010 -912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 5.8 84.0 78.6 89.7 86.0: 10.3 14.0
Old : 100.0: 0.0 1.6 5.8 84.0 78.6 89.7 86.0: 10.3 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 : 21: 0 2 1 15 11 16 13:
Old : 21: 0 2 1 15 11 16 13:
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 54.8 67.9 76.1 44.9 43.6 61.8 57.2
Old : 45.8 54.8 67.9 76.1 44.9 43.6 61.8 57.2
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, July 11, 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 : 90,844: 10,094 0 0 71,009 86,015 81,103 86,015: 9,741 4,829
Old : 90,844: 10,094 0 0 71,009 86,015 81,103 86,015: 9,741 4,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 700: -428 0 0 1,396 1,802 968 1,802: -268 -1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 0.0 78.2 94.7 89.3 94.7: 10.7 5.3
Old : 100.0: 11.1 0.0 0.0 78.2 94.7 89.3 94.7: 10.7 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 : 31: 2 0 0 27 26 29 26:
Old : 31: 2 0 0 27 26 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 : 37.7 44.1 57.2 64.3 21.2 27.5 32.9 38.3
Old : 37.7 44.1 57.2 64.3 21.2 27.5 32.9 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, July 11, 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 : 79,183: 0 12,596 3,399 69,069 57,604 72,468 73,599: 6,715 5,584
Old : 79,183: 0 12,596 3,399 69,069 57,604 72,468 73,599: 6,715 5,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -2,677: 0 -2,457 1,334 -3,378 -1,842 -2,044 -2,965: -633 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.9 4.3 87.2 72.7 91.5 92.9: 8.5 7.1
Old : 100.0: 0.0 15.9 4.3 87.2 72.7 91.5 92.9: 8.5 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 : 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 : 40.9 36.4 58.8 57.2 28.8 29.5 43.7 48.8
Old : 40.9 36.4 58.8 57.2 28.8 29.5 43.7 48.8
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, July 11, 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 : 58,596: 893 0 3,104 41,739 46,137 45,736 49,241: 12,860 9,355
Old : 58,596: 893 0 3,104 41,739 46,137 45,736 49,241: 12,860 9,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -4,886: 893 -361 -1,203 -6,172 -3,043 -6,482 -4,607: 1,596 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 5.3 71.2 78.7 78.1 84.0: 21.9 16.0
Old : 100.0: 1.5 0.0 5.3 71.2 78.7 78.1 84.0: 21.9 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 16 17 17 18:
Old : 24: 1 0 1 16 17 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 : 45.9 44.5 64.0 64.6 42.0 44.5 55.7 60.1
Old : 45.9 44.5 64.0 64.6 42.0 44.5 55.7 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, July 11, 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 : 179,712: 0 8,222 15,433 152,986 149,431 168,419 173,086: 11,293 6,626
Old : 179,712: 0 8,222 15,433 152,986 149,431 168,419 173,086: 11,293 6,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 767: 0 -2,619 265 -474 3,602 -209 1,248: 976 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 8.6 85.1 83.2 93.7 96.3: 6.3 3.7
Old : 100.0: 0.0 4.6 8.6 85.1 83.2 93.7 96.3: 6.3 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 : 41: 0 5 5 35 30 40 35:
Old : 41: 0 5 5 35 30 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 : 33.1 34.2 49.7 52.5 29.5 27.3 40.0 35.5
Old : 33.1 34.2 49.7 52.5 29.5 27.3 40.0 35.5
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,282: 10,840 4,294 1,515 64,173 64,812 76,528 70,621: 8,754 14,661
Old : 85,282: 10,840 4,294 1,515 64,173 64,812 76,528 70,621: 8,754 14,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 3,605: 549 0 174 4,165 2,206 4,888 2,380: -1,283 1,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 5.0 1.8 75.2 76.0 89.7 82.8: 10.3 17.2
Old : 100.0: 12.7 5.0 1.8 75.2 76.0 89.7 82.8: 10.3 17.2
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: 3 1 2 24 21 27 24:
Old : 33: 3 1 2 24 21 27 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 : 44.9 46.4 63.7 63.5 43.4 44.6 60.9 58.5
Old : 44.9 46.4 63.7 63.5 43.4 44.6 60.9 58.5
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, July 11, 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 : 62,344: 248 8,800 0 61,147 51,870 61,395 60,670: 949 1,674
Old : 62,344: 248 8,800 0 61,147 51,870 61,395 60,670: 949 1,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 248: 248 620 0 -62 -372 186 248: 62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 14.1 0.0 98.1 83.2 98.5 97.3: 1.5 2.7
Old : 100.0: 0.4 14.1 0.0 98.1 83.2 98.5 97.3: 1.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 0 16 17 17 19:
Old : 25: 1 2 0 16 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 : 76.7 53.3 89.0 75.1 72.6 50.7 79.4 70.2
Old : 76.7 53.3 89.0 75.1 72.6 50.7 79.4 70.2
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, July 11, 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 : 259,019: 16,839 2,506 2,257 230,942 250,844 250,038 255,607: 8,981 3,412
Old : 259,019: 16,839 2,506 2,257 230,942 250,844 250,038 255,607: 8,981 3,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 3,223: 790 310 -243 2,977 2,967 3,524 3,034: -301 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.0 0.9 89.2 96.8 96.5 98.7: 3.5 1.3
Old : 100.0: 6.5 1.0 0.9 89.2 96.8 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 : 55: 4 2 3 41 44 46 48:
Old : 55: 4 2 3 41 44 46 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 39.7 55.1 58.3 33.5 36.0 44.8 48.7
Old : 38.6 39.7 55.1 58.3 33.5 36.0 44.8 48.7
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, July 11, 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 : 148,932: 8,144 970 7,459 123,375 133,790 138,978 142,219: 9,954 6,713
Old : 148,932: 8,144 970 7,459 123,375 133,790 138,978 142,219: 9,954 6,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -1,843: -6,848 -514 1,983 2,476 -2,211 -2,389 -742: 546 -1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.7 5.0 82.8 89.8 93.3 95.5: 6.7 4.5
Old : 100.0: 5.5 0.7 5.0 82.8 89.8 93.3 95.5: 6.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 1 4 35 33 39 37:
Old : 43: 3 1 4 35 33 39 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 : 30.0 54.9 50.4 72.4 25.9 53.3 39.6 64.2
Old : 30.0 54.9 50.4 72.4 25.9 53.3 39.6 64.2
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, July 11, 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 : 157,067: 11,410 0 3,718 133,535 141,638 148,663 145,356: 8,404 11,711
Old : 157,067: 11,410 0 3,718 133,535 141,638 148,663 145,356: 8,404 11,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 5,023: 1,393 -1,712 1,440 455 3,331 3,288 3,059: 1,735 1,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 2.4 85.0 90.2 94.6 92.5: 5.4 7.5
Old : 100.0: 7.3 0.0 2.4 85.0 90.2 94.6 92.5: 5.4 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 : 44: 2 0 2 37 35 39 37:
Old : 44: 2 0 2 37 35 39 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 : 29.7 52.3 50.3 62.7 26.7 46.3 44.9 55.0
Old : 29.7 52.3 50.3 62.7 26.7 46.3 44.9 55.0
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 176,597: 13,759 16,517 21,123 137,573 128,550 172,455 166,190: 4,142 10,407
Old : 176,597: 13,759 16,517 21,123 137,573 128,550 172,455 166,190: 4,142 10,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 7,513: -1 -1,091 3,748 4,694 3,764 8,441 6,421: -928 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 9.4 12.0 77.9 72.8 97.7 94.1: 2.3 5.9
Old : 100.0: 7.8 9.4 12.0 77.9 72.8 97.7 94.1: 2.3 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 : 45: 5 3 7 31 33 39 40:
Old : 45: 5 3 7 31 33 39 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 : 41.1 31.0 62.5 48.4 38.9 27.4 50.0 41.3
Old : 41.1 31.0 62.5 48.4 38.9 27.4 50.0 41.3
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, July 11, 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 : 56,272: 0 1,628 184 50,912 42,842 51,096 44,654: 5,176 11,618
Old : 56,272: 0 1,628 184 50,912 42,842 51,096 44,654: 5,176 11,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 13: 0 -604 0 13 1,620 13 1,016: 0 -1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.3 90.5 76.1 90.8 79.4: 9.2 20.6
Old : 100.0: 0.0 2.9 0.3 90.5 76.1 90.8 79.4: 9.2 20.6
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 : 24: 0 1 1 18 19 19 20:
Old : 24: 0 1 1 18 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 39.0 68.8 58.2 38.4 31.3 58.7 48.7
Old : 41.4 39.0 68.8 58.2 38.4 31.3 58.7 48.7
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, July 11, 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 : 2,593,747: 485,712 102,396 759,373 1,330,795 1,721,252 2,575,880 2,583,021: 17,867 10,726
Old : 2,593,747: 485,712 102,396 759,373 1,330,795 1,721,252 2,575,880 2,583,021: 17,867 10,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 69,565: -37,219 14,934 49,867 57,164 7,644 69,812 72,445: -247 -2,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 3.9 29.3 51.3 66.4 99.3 99.6: 0.7 0.4
Old : 100.0: 18.7 3.9 29.3 51.3 66.4 99.3 99.6: 0.7 0.4
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 : 145: 26 15 39 100 80 140 122:
Old : 145: 26 15 39 100 80 140 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 38.2 51.0 53.9 15.0 21.6 22.4 27.8
Old : 36.1 38.2 51.0 53.9 15.0 21.6 22.4 27.8
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, July 11, 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 : 622,335: 105,419 104,877 167,596 347,373 347,178 620,388 619,651: 1,947 2,684
Old : 622,335: 105,419 104,877 167,596 347,373 347,178 620,388 619,651: 1,947 2,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 53,237: 21,905 45,748 4,498 27,940 3,967 54,343 54,213: -1,106 -976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 16.9 26.9 55.8 55.8 99.7 99.6: 0.3 0.4
Old : 100.0: 16.9 16.9 26.9 55.8 55.8 99.7 99.6: 0.3 0.4
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 : 69: 15 15 24 37 35 65 63:
Old : 69: 15 15 24 37 35 65 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 32.4 68.7 56.9 33.1 23.8 39.0 35.3
Old : 51.5 32.4 68.7 56.9 33.1 23.8 39.0 35.3
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, July 11, 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 : 50,899: 9,993 2,402 5,962 34,081 41,656 50,036 50,020: 863 879
Old : 50,899: 9,993 2,402 5,962 34,081 41,656 50,036 50,020: 863 879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 312: 230 72 -60 144 254 314 266: -2 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 4.7 11.7 67.0 81.8 98.3 98.3: 1.7 1.7
Old : 100.0: 19.6 4.7 11.7 67.0 81.8 98.3 98.3: 1.7 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 : 52: 6 5 6 39 35 47 44:
Old : 52: 6 5 6 39 35 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 41.8 58.7 61.5 33.7 36.3 40.9 45.9
Old : 44.8 41.8 58.7 61.5 33.7 36.3 40.9 45.9
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, July 11, 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 : 26,355: 1,284 3,828 252 24,693 21,894 26,229 25,974: 126 381
Old : 26,355: 1,284 3,828 252 24,693 21,894 26,229 25,974: 126 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -1,462: 44 -400 -44 -1,462 -952 -1,462 -1,396: 0 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 14.5 1.0 93.7 83.1 99.5 98.6: 0.5 1.4
Old : 100.0: 4.9 14.5 1.0 93.7 83.1 99.5 98.6: 0.5 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 : 39: 1 5 1 25 21 26 27:
Old : 39: 1 5 1 25 21 26 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 : 59.9 57.3 77.8 74.7 53.3 56.3 66.7 67.8
Old : 59.9 57.3 77.8 74.7 53.3 56.3 66.7 67.8
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, July 11, 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 : 16,022: 2,065 252 129 13,828 15,641 16,022 16,022: 0 0
Old : 16,022: 2,065 252 129 13,828 15,641 16,022 16,022: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -924: -220 -88 0 -660 -836 -880 -924: -44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 1.6 0.8 86.3 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 12.9 1.6 0.8 86.3 97.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 1 17 18 21 20:
Old : 30: 4 1 1 17 18 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 : 63.0 60.2 79.1 80.3 52.0 46.3 62.8 59.2
Old : 63.0 60.2 79.1 80.3 52.0 46.3 62.8 59.2
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, July 11, 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 : 14,513: 716 1,853 129 13,141 12,511 13,986 14,493: 527 20
Old : 14,513: 716 1,853 129 13,141 12,511 13,986 14,493: 527 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -902: -132 -242 0 -704 -660 -836 -902: -66 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 12.8 0.9 90.5 86.2 96.4 99.9: 3.6 0.1
Old : 100.0: 4.9 12.8 0.9 90.5 86.2 96.4 99.9: 3.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 1 15 11 17 14:
Old : 23: 1 3 1 15 11 17 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 : 70.1 66.6 85.3 90.8 65.5 58.5 74.9 76.6
Old : 70.1 66.6 85.3 90.8 65.5 58.5 74.9 76.6
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, July 11, 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 : 23,118: 2,980 4,492 230 19,374 18,116 22,584 22,838: 534 280
Old : 23,118: 2,980 4,492 230 19,374 18,116 22,584 22,838: 534 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -20: 0 0 0 -20 -20 -20 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 19.4 1.0 83.8 78.4 97.7 98.8: 2.3 1.2
Old : 100.0: 12.9 19.4 1.0 83.8 78.4 97.7 98.8: 2.3 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 : 30: 2 3 2 18 20 21 24:
Old : 30: 2 3 2 18 20 21 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 : 54.0 55.7 76.7 78.2 52.0 51.9 66.7 62.7
Old : 54.0 55.7 76.7 78.2 52.0 51.9 66.7 62.7
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 26,911: 3,210 140 430 21,773 25,447 25,413 26,017: 1,498 894
Old : 26,911: 3,210 140 430 21,773 25,447 25,413 26,017: 1,498 894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 72: 0 0 0 40 52 40 52: 32 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 0.5 1.6 80.9 94.6 94.4 96.7: 5.6 3.3
Old : 100.0: 11.9 0.5 1.6 80.9 94.6 94.4 96.7: 5.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 2 21 24 24 26:
Old : 31: 2 1 2 21 24 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 : 46.3 45.5 66.3 72.2 32.7 37.9 45.3 54.1
Old : 46.3 45.5 66.3 72.2 32.7 37.9 45.3 54.1
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, July 11, 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 : 12,934: 420 356 1,080 10,934 11,098 12,434 12,534: 500 400
Old : 12,934: 420 356 1,080 10,934 11,098 12,434 12,534: 500 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 2.8 8.4 84.5 85.8 96.1 96.9: 3.9 3.1
Old : 100.0: 3.2 2.8 8.4 84.5 85.8 96.1 96.9: 3.9 3.1
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: 1 1 1 14 14 16 15:
Old : 21: 1 1 1 14 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 68.2 85.3 88.5 63.8 62.0 72.7 71.4
Old : 67.9 68.2 85.3 88.5 63.8 62.0 72.7 71.4
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, July 11, 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 : 1,061,431: 193,203 135,437 226,481 578,453 625,400 998,137 987,318: 63,294 74,113
Old : 1,061,431: 193,203 135,437 226,481 578,453 625,400 998,137 987,318: 63,294 74,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 47,908: 17,037 4,549 12,910 15,260 28,722 45,207 46,181: 2,701 1,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 12.8 21.3 54.5 58.9 94.0 93.0: 6.0 7.0
Old : 100.0: 18.2 12.8 21.3 54.5 58.9 94.0 93.0: 6.0 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 99 93 106 84 94 251 235:
Old : 305: 99 93 106 84 94 251 235:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 19.4 34.2 30.3 12.7 8.7 18.3 13.8
Old : 21.0 19.4 34.2 30.3 12.7 8.7 18.3 13.8
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, July 11, 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 : 37,268: 24,001 24,115 2,760 0 770 26,761 27,645: 10,507 9,623
Old : 37,268: 24,001 24,115 2,760 0 770 26,761 27,645: 10,507 9,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 6,960: 4,060 9,875 -557 0 42 3,503 9,360: 3,457 -2,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 64.7 7.4 0.0 2.1 71.8 74.2: 28.2 25.8
Old : 100.0: 64.4 64.7 7.4 0.0 2.1 71.8 74.2: 28.2 25.8
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 : 35: 15 19 7 0 1 22 20:
Old : 35: 15 19 7 0 1 22 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 : 39.1 41.9 53.9 55.5 39.1 36.7 53.3 49.8
Old : 39.1 41.9 53.9 55.5 39.1 36.7 53.3 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, July 11, 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 : 24,547: 4,217 6,074 4,185 4,630 5,144 13,032 15,403: 11,515 9,144
Old : 24,547: 4,217 6,074 4,185 4,630 5,144 13,032 15,403: 11,515 9,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 24.7 17.0 18.9 21.0 53.1 62.7: 46.9 37.3
Old : 100.0: 17.2 24.7 17.0 18.9 21.0 53.1 62.7: 46.9 37.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 8 11 7 6 20 21:
Old : 24: 9 8 11 7 6 20 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 : 18.1 25.7 31.5 41.5 10.7 19.8 18.5 29.3
Old : 18.1 25.7 31.5 41.5 10.7 19.8 18.5 29.3
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, July 11, 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 : 13,895: 8,169 2,745 424 2,790 10,091 11,383 13,260: 2,512 635
Old : 13,895: 8,169 2,745 424 2,790 10,091 11,383 13,260: 2,512 635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 472: 534 11 6 -47 538 493 555: -21 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 19.8 3.1 20.1 72.6 81.9 95.4: 18.1 4.6
Old : 100.0: 58.8 19.8 3.1 20.1 72.6 81.9 95.4: 18.1 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 : 107: 52 11 6 15 27 72 42:
Old : 107: 52 11 6 15 27 72 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 : 33.6 39.0 43.4 59.7 33.6 39.0 43.4 59.7
Old : 33.6 39.0 43.4 59.7 33.6 39.0 43.4 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, July 11, 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 : 8,213: 4,389 946 3 1,489 6,410 5,881 7,359: 2,332 854
Old : 8,213: 4,389 946 3 1,489 6,410 5,881 7,359: 2,332 854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 875: 964 -292 0 -352 1,239 612 947: 263 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 11.5 0.0 18.1 78.0 71.6 89.6: 28.4 10.4
Old : 100.0: 53.4 11.5 0.0 18.1 78.0 71.6 89.6: 28.4 10.4
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: 23 5 1 9 21 32 27:
Old : 55: 23 5 1 9 21 32 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 : 20.0 41.4 33.6 61.4 20.0 41.4 33.6 61.4
Old : 20.0 41.4 33.6 61.4 20.0 41.4 33.6 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, July 11, 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 : 91,894: 28,208 5,074 4,677 43,876 73,987 76,761 83,738: 15,133 8,156
Old : 91,894: 28,208 5,074 4,677 43,876 73,987 76,761 83,738: 15,133 8,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 2,618: 4,330 458 -678 -1,548 3,377 2,104 3,157: 514 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 5.5 5.1 47.7 80.5 83.5 91.1: 16.5 8.9
Old : 100.0: 30.7 5.5 5.1 47.7 80.5 83.5 91.1: 16.5 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 45 15 19 45 58 100 83:
Old : 131: 45 15 19 45 58 100 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 : 26.7 25.9 37.7 44.3 25.8 24.0 35.3 40.1
Old : 26.7 25.9 37.7 44.3 25.8 24.0 35.3 40.1
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, July 11, 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 : 51,329: 8,205 351 3,533 35,841 43,897 47,579 47,781: 3,750 3,548
Old : 51,329: 8,205 351 3,533 35,841 43,897 47,579 47,781: 3,750 3,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 684: -237 -223 590 -290 588 63 955: 621 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 0.7 6.9 69.8 85.5 92.7 93.1: 7.3 6.9
Old : 100.0: 16.0 0.7 6.9 69.8 85.5 92.7 93.1: 7.3 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 : 56: 9 2 9 30 38 44 47:
Old : 56: 9 2 9 30 38 44 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 : 44.8 33.7 60.5 49.6 27.6 16.4 34.7 25.6
Old : 44.8 33.7 60.5 49.6 27.6 16.4 34.7 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 14, 2006