NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,459: 1,280 1,480 0 4,603 4,204 5,883 5,684: 576 775
Old : 6,459: 1,280 1,480 0 4,603 4,204 5,883 5,684: 576 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 80: 100 0 0 330 380 430 380: -350 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 22.9 0.0 71.3 65.1 91.1 88.0: 8.9 12.0
Old : 100.0: 19.8 22.9 0.0 71.3 65.1 91.1 88.0: 8.9 12.0
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 : 28: 2 2 0 18 20 20 22:
Old : 28: 2 2 0 18 20 20 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 : 50.4 50.5 70.4 66.9 43.4 41.8 55.1 54.6
Old : 50.4 50.5 70.4 66.9 43.4 41.8 55.1 54.6
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, August 22, 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 : 186,095: 23,983 10,409 22,844 113,494 125,400 160,321 158,653: 25,774 27,442
Old : 186,095: 23,983 10,409 22,844 113,494 125,400 160,321 158,653: 25,774 27,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 722: 2,183 -994 -670 4,330 3,131 5,843 1,467: -5,121 -745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 5.6 12.3 61.0 67.4 86.2 85.3: 13.8 14.7
Old : 100.0: 12.9 5.6 12.3 61.0 67.4 86.2 85.3: 13.8 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 40 23 37 66 74 124 120:
Old : 143: 40 23 37 66 74 124 120:
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 : 24.9 24.1 40.4 34.2 17.3 11.5 24.6 17.4
Old : 24.9 24.1 40.4 34.2 17.3 11.5 24.6 17.4
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, August 22, 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 : 943,615: 106,283 72,103 398,993 364,803 439,602 870,079 910,698: 73,536 32,917
Old : 943,615: 106,283 72,103 398,993 364,803 439,602 870,079 910,698: 73,536 32,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -4,225: 9,105 6,662 -18,373 6,909 7,696 -2,359 -4,015: -1,866 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 7.6 42.3 38.7 46.6 92.2 96.5: 7.8 3.5
Old : 100.0: 11.3 7.6 42.3 38.7 46.6 92.2 96.5: 7.8 3.5
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 : 225: 66 54 82 97 78 209 174:
Old : 225: 66 54 82 97 78 209 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 33.1 46.8 47.9 8.7 10.3 11.6 14.0
Old : 36.7 33.1 46.8 47.9 8.7 10.3 11.6 14.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023655
Commitments of Traders - Futures Only, August 22, 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 : 16,909: 5,708 10,640 1,817 3,432 808 10,957 13,265: 5,952 3,644
Old : 16,909: 5,708 10,640 1,817 3,432 808 10,957 13,265: 5,952 3,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 5,112: 3,028 3,091 219 688 480 3,935 3,790: 1,177 1,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 62.9 10.7 20.3 4.8 64.8 78.4: 35.2 21.6
Old : 100.0: 33.8 62.9 10.7 20.3 4.8 64.8 78.4: 35.2 21.6
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 : 21: 8 9 4 3 2 13 13:
Old : 21: 8 9 4 3 2 13 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 : 48.5 47.9 60.9 64.7 40.5 46.2 51.1 60.7
Old : 48.5 47.9 60.9 64.7 40.5 46.2 51.1 60.7
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, August 22, 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 : 78,294: 1,306 1,830 10,393 61,008 59,341 72,707 71,564: 5,587 6,730
Old : 78,294: 1,306 1,830 10,393 61,008 59,341 72,707 71,564: 5,587 6,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 2,638: 1,286 -3,084 693 1,260 6,210 3,239 3,819: -601 -1,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.3 13.3 77.9 75.8 92.9 91.4: 7.1 8.6
Old : 100.0: 1.7 2.3 13.3 77.9 75.8 92.9 91.4: 7.1 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 : 30: 1 2 2 23 24 25 27:
Old : 30: 1 2 2 23 24 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 46.5 66.7 64.1 31.6 36.5 45.6 46.5
Old : 41.5 46.5 66.7 64.1 31.6 36.5 45.6 46.5
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, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 47,826: 8,053 2,499 1,908 31,347 37,132 41,308 41,539: 6,518 6,287
Old : 47,826: 8,053 2,499 1,908 31,347 37,132 41,308 41,539: 6,518 6,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 1,645: 1,202 278 -70 535 1,039 1,667 1,247: -22 398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 5.2 4.0 65.5 77.6 86.4 86.9: 13.6 13.1
Old : 100.0: 16.8 5.2 4.0 65.5 77.6 86.4 86.9: 13.6 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 4 22 22 27 26:
Old : 31: 3 2 4 22 22 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 38.5 58.0 59.0 36.6 31.3 45.5 43.5
Old : 42.3 38.5 58.0 59.0 36.6 31.3 45.5 43.5
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, August 22, 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 : 121,004: 8,882 0 1,824 100,700 108,497 111,406 110,321: 9,598 10,683
Old : 121,004: 8,882 0 1,824 100,700 108,497 111,406 110,321: 9,598 10,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -487: 64 0 0 -551 -673 -487 -673: 0 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 1.5 83.2 89.7 92.1 91.2: 7.9 8.8
Old : 100.0: 7.3 0.0 1.5 83.2 89.7 92.1 91.2: 7.9 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 : 37: 2 0 1 25 26 27 27:
Old : 37: 2 0 1 25 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 : 41.1 41.2 62.1 61.1 39.8 38.1 55.4 55.6
Old : 41.1 41.2 62.1 61.1 39.8 38.1 55.4 55.6
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, August 22, 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 : 79,465: 11,984 0 0 60,398 69,350 72,382 69,350: 7,083 10,115
Old : 79,465: 11,984 0 0 60,398 69,350 72,382 69,350: 7,083 10,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 1,176: 0 0 0 836 1,176 836 1,176: 340 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 0.0 0.0 76.0 87.3 91.1 87.3: 8.9 12.7
Old : 100.0: 15.1 0.0 0.0 76.0 87.3 91.1 87.3: 8.9 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 0 25 22 26 22:
Old : 32: 1 0 0 25 22 26 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 : 46.0 53.5 64.1 69.0 45.3 51.1 61.2 63.2
Old : 46.0 53.5 64.1 69.0 45.3 51.1 61.2 63.2
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, August 22, 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 : 75,681: 424 12,108 3,440 67,556 56,001 71,420 71,549: 4,261 4,132
Old : 75,681: 424 12,108 3,440 67,556 56,001 71,420 71,549: 4,261 4,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 3,900: 0 1,655 580 4,230 1,485 4,810 3,720: -910 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 16.0 4.5 89.3 74.0 94.4 94.5: 5.6 5.5
Old : 100.0: 0.6 16.0 4.5 89.3 74.0 94.4 94.5: 5.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 4 2 22 20 25 24:
Old : 30: 1 4 2 22 20 25 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 : 57.4 45.7 75.4 69.5 54.0 40.2 63.9 58.0
Old : 57.4 45.7 75.4 69.5 54.0 40.2 63.9 58.0
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, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,971: 2,817 2,486 5,633 50,014 44,636 58,464 52,755: 3,507 9,216
Old : 61,971: 2,817 2,486 5,633 50,014 44,636 58,464 52,755: 3,507 9,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 1,414: 866 0 -569 2,633 1,065 2,930 496: -1,516 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 4.0 9.1 80.7 72.0 94.3 85.1: 5.7 14.9
Old : 100.0: 4.5 4.0 9.1 80.7 72.0 94.3 85.1: 5.7 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 3 20 21 24 25:
Old : 31: 3 2 3 20 21 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 34.0 69.4 55.7 47.3 30.2 56.6 43.9
Old : 54.6 34.0 69.4 55.7 47.3 30.2 56.6 43.9
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, August 22, 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 : 120,484: 0 11,890 6,588 103,087 92,404 109,675 110,882: 10,809 9,602
Old : 120,484: 0 11,890 6,588 103,087 92,404 109,675 110,882: 10,809 9,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 5,611: 0 2,203 821 4,730 2,316 5,551 5,340: 60 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 5.5 85.6 76.7 91.0 92.0: 9.0 8.0
Old : 100.0: 0.0 9.9 5.5 85.6 76.7 91.0 92.0: 9.0 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 : 40: 0 2 2 34 28 36 30:
Old : 40: 0 2 2 34 28 36 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 : 29.9 40.3 49.4 59.1 22.4 23.3 33.8 34.7
Old : 29.9 40.3 49.4 59.1 22.4 23.3 33.8 34.7
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, August 22, 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 : 39,614: 308 5,436 1,889 29,575 29,461 31,772 36,786: 7,842 2,828
Old : 39,614: 308 5,436 1,889 29,575 29,461 31,772 36,786: 7,842 2,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 1,260: 178 -520 464 2,165 1,682 2,807 1,626: -1,547 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 13.7 4.8 74.7 74.4 80.2 92.9: 19.8 7.1
Old : 100.0: 0.8 13.7 4.8 74.7 74.4 80.2 92.9: 19.8 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 : 26: 2 2 4 17 21 21 25:
Old : 26: 2 2 4 17 21 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 40.0 59.9 64.0 28.3 27.9 38.6 45.2
Old : 40.1 40.0 59.9 64.0 28.3 27.9 38.6 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 74,585: 0 11,233 3,838 60,808 50,702 64,646 65,773: 9,939 8,812
Old : 74,585: 0 11,233 3,838 60,808 50,702 64,646 65,773: 9,939 8,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 2,152: 0 214 -609 2,761 2,547 2,152 2,152: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.1 5.1 81.5 68.0 86.7 88.2: 13.3 11.8
Old : 100.0: 0.0 15.1 5.1 81.5 68.0 86.7 88.2: 13.3 11.8
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 : 22: 0 2 2 18 15 20 17:
Old : 22: 0 2 2 18 15 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 : 52.7 69.6 74.7 83.3 49.1 63.9 67.6 73.0
Old : 52.7 69.6 74.7 83.3 49.1 63.9 67.6 73.0
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, August 22, 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 : 53,489: 6,003 616 3,132 39,702 43,454 48,837 47,202: 4,652 6,287
Old : 53,489: 6,003 616 3,132 39,702 43,454 48,837 47,202: 4,652 6,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 2,201: 934 248 1,498 -243 304 2,189 2,050: 12 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 1.2 5.9 74.2 81.2 91.3 88.2: 8.7 11.8
Old : 100.0: 11.2 1.2 5.9 74.2 81.2 91.3 88.2: 8.7 11.8
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 : 22: 1 1 1 15 17 16 19:
Old : 22: 1 1 1 15 17 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 : 49.6 56.0 74.4 73.6 41.7 40.4 57.3 50.0
Old : 49.6 56.0 74.4 73.6 41.7 40.4 57.3 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, August 22, 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 : 79,435: 5,986 0 122 63,520 71,696 69,628 71,818: 9,807 7,617
Old : 79,435: 5,986 0 122 63,520 71,696 69,628 71,818: 9,807 7,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 832: 0 0 0 762 48 762 48: 70 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 0.2 80.0 90.3 87.7 90.4: 12.3 9.6
Old : 100.0: 7.5 0.0 0.2 80.0 90.3 87.7 90.4: 12.3 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 25 23 27 24:
Old : 29: 2 0 1 25 23 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 : 38.6 39.2 58.0 59.1 30.1 28.7 43.9 41.5
Old : 38.6 39.2 58.0 59.1 30.1 28.7 43.9 41.5
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, August 22, 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 : 86,321: 0 12,500 4,218 76,255 59,454 80,473 76,172: 5,848 10,149
Old : 86,321: 0 12,500 4,218 76,255 59,454 80,473 76,172: 5,848 10,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 5,744: -1,037 6,160 -1,065 8,089 -2,361 5,987 2,734: -243 3,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.5 4.9 88.3 68.9 93.2 88.2: 6.8 11.8
Old : 100.0: 0.0 14.5 4.9 88.3 68.9 93.2 88.2: 6.8 11.8
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 : 38: 0 3 1 31 28 32 31:
Old : 38: 0 3 1 31 28 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 41.5 59.1 65.7 27.6 29.4 44.1 48.1
Old : 37.0 41.5 59.1 65.7 27.6 29.4 44.1 48.1
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, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,806: 0 416 3,792 50,901 52,581 54,693 56,789: 10,113 8,017
Old : 64,806: 0 416 3,792 50,901 52,581 54,693 56,789: 10,113 8,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 141: -1,007 416 -94 998 -118 -103 204: 244 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 5.9 78.5 81.1 84.4 87.6: 15.6 12.4
Old : 100.0: 0.0 0.6 5.9 78.5 81.1 84.4 87.6: 15.6 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 : 29: 0 1 1 21 21 22 22:
Old : 29: 0 1 1 21 21 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 : 40.9 40.5 63.2 66.6 39.6 40.4 56.3 61.6
Old : 40.9 40.5 63.2 66.6 39.6 40.4 56.3 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders - Futures Only, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,162: 1,240 4,174 2,580 51,878 50,288 55,698 57,042: 1,464 120
Old : 57,162: 1,240 4,174 2,580 51,878 50,288 55,698 57,042: 1,464 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 5,028: 1,200 268 1,380 1,592 3,260 4,172 4,908: 856 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 7.3 4.5 90.8 88.0 97.4 99.8: 2.6 0.2
Old : 100.0: 2.2 7.3 4.5 90.8 88.0 97.4 99.8: 2.6 0.2
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 : 29: 3 4 2 14 14 18 19:
Old : 29: 3 4 2 14 14 18 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 : 73.5 60.8 86.4 83.3 42.3 24.1 46.5 40.0
Old : 73.5 60.8 86.4 83.3 42.3 24.1 46.5 40.0
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, August 22, 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 : 189,187: 1,245 10,082 18,738 155,664 153,828 175,647 182,648: 13,540 6,539
Old : 189,187: 1,245 10,082 18,738 155,664 153,828 175,647 182,648: 13,540 6,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 4,511: 415 993 3,644 -700 399 3,359 5,036: 1,152 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 5.3 9.9 82.3 81.3 92.8 96.5: 7.2 3.5
Old : 100.0: 0.7 5.3 9.9 82.3 81.3 92.8 96.5: 7.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 5 7 37 32 44 39:
Old : 45: 2 5 7 37 32 44 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 : 29.1 33.2 46.3 53.0 26.2 27.4 37.0 36.4
Old : 29.1 33.2 46.3 53.0 26.2 27.4 37.0 36.4
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, August 22, 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 : 98,585: 6,697 4,170 4,521 76,860 78,008 88,078 86,699: 10,507 11,886
Old : 98,585: 6,697 4,170 4,521 76,860 78,008 88,078 86,699: 10,507 11,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 3,671: -342 0 709 1,294 2,530 1,661 3,239: 2,010 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 4.2 4.6 78.0 79.1 89.3 87.9: 10.7 12.1
Old : 100.0: 6.8 4.2 4.6 78.0 79.1 89.3 87.9: 10.7 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 1 2 24 23 27 26:
Old : 33: 3 1 2 24 23 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 50.9 62.8 66.9 35.5 48.7 54.7 60.7
Old : 42.2 50.9 62.8 66.9 35.5 48.7 54.7 60.7
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, August 22, 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 : 69,947: 1,752 4,038 2,068 65,519 62,297 69,339 68,403: 608 1,544
Old : 69,947: 1,752 4,038 2,068 65,519 62,297 69,339 68,403: 608 1,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 3,394: 1,712 780 868 814 1,626 3,394 3,274: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 5.8 3.0 93.7 89.1 99.1 97.8: 0.9 2.2
Old : 100.0: 2.5 5.8 3.0 93.7 89.1 99.1 97.8: 0.9 2.2
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 : 36: 4 3 2 20 21 24 26:
Old : 36: 4 3 2 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 : 72.4 49.4 83.3 70.0 58.5 43.4 64.1 59.3
Old : 72.4 49.4 83.3 70.0 58.5 43.4 64.1 59.3
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, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 270,375: 14,279 0 4,310 246,091 258,700 264,680 263,010: 5,695 7,365
Old : 270,375: 14,279 0 4,310 246,091 258,700 264,680 263,010: 5,695 7,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 1,547: 3,568 -471 -1,291 -862 3,331 1,415 1,569: 132 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.0 1.6 91.0 95.7 97.9 97.3: 2.1 2.7
Old : 100.0: 5.3 0.0 1.6 91.0 95.7 97.9 97.3: 2.1 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 : 60: 5 0 5 48 48 54 53:
Old : 60: 5 0 5 48 48 54 53:
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 : 37.4 37.5 55.0 57.7 31.7 35.4 43.4 48.8
Old : 37.4 37.5 55.0 57.7 31.7 35.4 43.4 48.8
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, August 22, 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 : 160,382: 13,482 762 10,295 127,583 145,111 151,360 156,168: 9,022 4,214
Old : 160,382: 13,482 762 10,295 127,583 145,111 151,360 156,168: 9,022 4,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -873: -829 620 -210 440 -99 -599 311: -274 -1,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.5 6.4 79.5 90.5 94.4 97.4: 5.6 2.6
Old : 100.0: 8.4 0.5 6.4 79.5 90.5 94.4 97.4: 5.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 1 4 36 35 40 39:
Old : 45: 3 1 4 36 35 40 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 : 34.8 50.0 50.8 66.4 27.8 48.6 40.2 59.7
Old : 34.8 50.0 50.8 66.4 27.8 48.6 40.2 59.7
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, August 22, 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 : 162,088: 0 2,846 7,033 146,231 142,726 153,264 152,605: 8,824 9,483
Old : 162,088: 0 2,846 7,033 146,231 142,726 153,264 152,605: 8,824 9,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 1,608: 0 -91 -2,854 5,706 6,311 2,852 3,366: -1,244 -1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 4.3 90.2 88.1 94.6 94.1: 5.4 5.9
Old : 100.0: 0.0 1.8 4.3 90.2 88.1 94.6 94.1: 5.4 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 : 49: 0 2 2 40 39 42 41:
Old : 49: 0 2 2 40 39 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 50.3 49.7 65.8 28.2 43.6 46.1 54.6
Old : 28.8 50.3 49.7 65.8 28.2 43.6 46.1 54.6
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, August 22, 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 : 182,385: 13,479 556 32,899 128,566 139,551 174,944 173,006: 7,441 9,379
Old : 182,385: 13,479 556 32,899 128,566 139,551 174,944 173,006: 7,441 9,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 6,584: 470 -337 2,787 3,090 3,708 6,347 6,158: 237 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.3 18.0 70.5 76.5 95.9 94.9: 4.1 5.1
Old : 100.0: 7.4 0.3 18.0 70.5 76.5 95.9 94.9: 4.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 2 7 33 35 40 43:
Old : 48: 6 2 7 33 35 40 43:
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 : 32.3 27.2 56.2 44.9 25.6 22.4 35.1 32.2
Old : 32.3 27.2 56.2 44.9 25.6 22.4 35.1 32.2
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, August 22, 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 : 58,517: 0 3,402 122 54,036 45,441 54,158 48,965: 4,359 9,552
Old : 58,517: 0 3,402 122 54,036 45,441 54,158 48,965: 4,359 9,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 3,234: 0 -1,108 0 2,960 5,531 2,960 4,423: 274 -1,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.8 0.2 92.3 77.7 92.6 83.7: 7.4 16.3
Old : 100.0: 0.0 5.8 0.2 92.3 77.7 92.6 83.7: 7.4 16.3
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 : 28: 0 2 1 20 20 21 22:
Old : 28: 0 2 1 20 20 21 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 : 41.3 41.8 65.3 62.1 35.9 34.4 57.2 52.0
Old : 41.3 41.8 65.3 62.1 35.9 34.4 57.2 52.0
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, August 22, 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 : 3,085,076: 353,827 64,311 1,172,558 1,535,266 1,831,760 3,061,651 3,068,629: 23,425 16,447
Old : 3,085,076: 353,827 64,311 1,172,558 1,535,266 1,831,760 3,061,651 3,068,629: 23,425 16,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 51,143: -96,857 -17,544 73,392 73,829 -6,612 50,364 49,236: 779 1,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 2.1 38.0 49.8 59.4 99.2 99.5: 0.8 0.5
Old : 100.0: 11.5 2.1 38.0 49.8 59.4 99.2 99.5: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 27 17 43 105 86 149 131:
Old : 151: 27 17 43 105 86 149 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 40.1 48.6 56.3 9.8 18.6 15.9 22.7
Old : 35.5 40.1 48.6 56.3 9.8 18.6 15.9 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, August 22, 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 : 774,533: 184,240 145,270 178,012 408,114 446,173 770,366 769,455: 4,167 5,078
Old : 774,533: 184,240 145,270 178,012 408,114 446,173 770,366 769,455: 4,167 5,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 63,961: 27,415 11,035 12,794 22,527 38,345 62,736 62,174: 1,225 1,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 18.8 23.0 52.7 57.6 99.5 99.3: 0.5 0.7
Old : 100.0: 23.8 18.8 23.0 52.7 57.6 99.5 99.3: 0.5 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 : 72: 19 14 23 39 36 69 62:
Old : 72: 19 14 23 39 36 69 62:
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 : 47.3 29.9 62.1 52.4 34.7 22.4 43.7 35.4
Old : 47.3 29.9 62.1 52.4 34.7 22.4 43.7 35.4
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, August 22, 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 : 49,361: 11,444 1,190 4,192 32,831 43,241 48,467 48,623: 894 738
Old : 49,361: 11,444 1,190 4,192 32,831 43,241 48,467 48,623: 894 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 120: 560 20 -520 100 680 140 180: -20 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 2.4 8.5 66.5 87.6 98.2 98.5: 1.8 1.5
Old : 100.0: 23.2 2.4 8.5 66.5 87.6 98.2 98.5: 1.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 7 4 7 37 38 47 47:
Old : 53: 7 4 7 37 38 47 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 : 43.7 40.6 57.7 61.9 35.8 33.6 43.9 47.8
Old : 43.7 40.6 57.7 61.9 35.8 33.6 43.9 47.8
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, August 22, 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 : 30,031: 1,324 3,428 212 28,389 26,030 29,925 29,670: 106 361
Old : 30,031: 1,324 3,428 212 28,389 26,030 29,925 29,670: 106 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 40: 0 0 0 550 40 550 40: -510 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 11.4 0.7 94.5 86.7 99.6 98.8: 0.4 1.2
Old : 100.0: 4.4 11.4 0.7 94.5 86.7 99.6 98.8: 0.4 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 : 38: 1 4 1 25 22 26 27:
Old : 38: 1 4 1 25 22 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 : 66.3 62.7 83.3 78.7 47.2 51.2 58.9 60.9
Old : 66.3 62.7 83.3 78.7 47.2 51.2 58.9 60.9
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, August 22, 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 : 20,202: 1,845 172 69 18,288 19,961 20,202 20,202: 0 0
Old : 20,202: 1,845 172 69 18,288 19,961 20,202 20,202: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -46: 0 0 0 0 0 0 0: -46 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.9 0.3 90.5 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 9.1 0.9 0.3 90.5 98.8 100.0 100.0: 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: 3 1 1 17 17 20 19:
Old : 30: 3 1 1 17 17 20 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 : 71.5 70.3 85.3 88.7 43.4 45.4 54.7 55.2
Old : 71.5 70.3 85.3 88.7 43.4 45.4 54.7 55.2
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, August 22, 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 : 15,701: 556 1,653 69 14,669 13,919 15,294 15,641: 407 60
Old : 15,701: 556 1,653 69 14,669 13,919 15,294 15,641: 407 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 10.5 0.4 93.4 88.7 97.4 99.6: 2.6 0.4
Old : 100.0: 3.5 10.5 0.4 93.4 88.7 97.4 99.6: 2.6 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 : 23: 1 3 1 15 12 17 15:
Old : 23: 1 3 1 15 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 64.6 90.0 90.1 59.8 56.4 68.0 71.4
Old : 74.6 64.6 90.0 90.1 59.8 56.4 68.0 71.4
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, August 22, 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 : 26,558: 3,020 4,278 110 23,176 22,030 26,306 26,418: 252 140
Old : 26,558: 3,020 4,278 110 23,176 22,030 26,306 26,418: 252 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 304: 0 0 0 324 384 324 384: -20 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 16.1 0.4 87.3 83.0 99.1 99.5: 0.9 0.5
Old : 100.0: 11.4 16.1 0.4 87.3 83.0 99.1 99.5: 0.9 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 : 32: 2 3 2 22 23 25 27:
Old : 32: 2 3 2 22 23 25 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 : 56.7 58.3 75.6 78.3 44.3 43.7 55.8 52.1
Old : 56.7 58.3 75.6 78.3 44.3 43.7 55.8 52.1
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, August 22, 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 : 26,779: 3,160 190 330 21,749 25,428 25,239 25,948: 1,540 831
Old : 26,779: 3,160 190 330 21,749 25,428 25,239 25,948: 1,540 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -40: 0 0 0 -280 -40 -280 -40: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 0.7 1.2 81.2 95.0 94.2 96.9: 5.8 3.1
Old : 100.0: 11.8 0.7 1.2 81.2 95.0 94.2 96.9: 5.8 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 : 31: 2 1 2 22 23 25 25:
Old : 31: 2 1 2 22 23 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 : 44.3 47.0 64.5 74.0 30.0 40.4 43.5 56.4
Old : 44.3 47.0 64.5 74.0 30.0 40.4 43.5 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 22,770: 840 462 820 21,060 21,488 22,720 22,770: 50 0
Old : 22,770: 840 462 820 21,060 21,488 22,720 22,770: 50 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 312: 0 240 -48 360 120 312 312: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 2.0 3.6 92.5 94.4 99.8 100.0: 0.2 0.0
Old : 100.0: 3.7 2.0 3.6 92.5 94.4 99.8 100.0: 0.2 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 : 20: 2 1 2 14 15 16 18:
Old : 20: 2 1 2 14 15 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 64.7 89.1 83.7 51.5 54.8 66.1 65.6
Old : 60.6 64.7 89.1 83.7 51.5 54.8 66.1 65.6
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, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 14,172: 360 12 1,080 12,486 12,920 13,926 14,012: 246 160
Old : 14,172: 360 12 1,080 12,486 12,920 13,926 14,012: 246 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 104: 0 0 0 80 104 80 104: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.1 7.6 88.1 91.2 98.3 98.9: 1.7 1.1
Old : 100.0: 2.5 0.1 7.6 88.1 91.2 98.3 98.9: 1.7 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 : 23: 1 1 1 15 16 17 17:
Old : 23: 1 1 1 15 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 57.2 82.8 81.4 57.5 50.0 64.6 61.6
Old : 66.3 57.2 82.8 81.4 57.5 50.0 64.6 61.6
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, August 22, 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 : 1,122,955: 183,323 114,408 242,319 640,982 704,973 1,066,624 1,061,700: 56,331 61,255
Old : 1,122,955: 183,323 114,408 242,319 640,982 704,973 1,066,624 1,061,700: 56,331 61,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -86,995: -12,978 1,901 -20,885 -49,226 -60,076 -83,089 -79,060: -3,906 -7,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 10.2 21.6 57.1 62.8 95.0 94.5: 5.0 5.5
Old : 100.0: 16.3 10.2 21.6 57.1 62.8 95.0 94.5: 5.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 87 88 110 79 93 233 240:
Old : 290: 87 88 110 79 93 233 240:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 23.7 36.9 33.0 11.6 8.1 17.4 13.1
Old : 23.5 23.7 36.9 33.0 11.6 8.1 17.4 13.1
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, August 22, 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 : 25,278: 14,034 15,687 578 1,600 1,270 16,212 17,535: 9,066 7,743
Old : 25,278: 14,034 15,687 578 1,600 1,270 16,212 17,535: 9,066 7,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -14,084: -7,255 -7,152 -4,065 65 716 -11,255 -10,501: -2,829 -3,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 62.1 2.3 6.3 5.0 64.1 69.4: 35.9 30.6
Old : 100.0: 55.5 62.1 2.3 6.3 5.0 64.1 69.4: 35.9 30.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 20 11 7 1 1 22 18:
Old : 33: 20 11 7 1 1 22 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 : 24.0 45.2 38.2 59.7 23.9 45.1 37.7 59.6
Old : 24.0 45.2 38.2 59.7 23.9 45.1 37.7 59.6
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, August 22, 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 : 25,514: 2,711 6,415 2,996 11,281 6,603 16,988 16,014: 8,526 9,500
Old : 25,514: 2,711 6,415 2,996 11,281 6,603 16,988 16,014: 8,526 9,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -8,398: -3,723 -2,348 -966 -1,363 -4,486 -6,052 -7,800: -2,346 -598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 25.1 11.7 44.2 25.9 66.6 62.8: 33.4 37.2
Old : 100.0: 10.6 25.1 11.7 44.2 25.9 66.6 62.8: 33.4 37.2
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 : 24: 5 6 7 12 12 22 20:
Old : 24: 5 6 7 12 12 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 : 26.5 34.5 43.1 46.9 24.2 26.7 36.9 34.8
Old : 26.5 34.5 43.1 46.9 24.2 26.7 36.9 34.8
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, August 22, 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 : 13,074: 6,663 1,461 1,233 2,847 10,022 10,743 12,716: 2,331 358
Old : 13,074: 6,663 1,461 1,233 2,847 10,022 10,743 12,716: 2,331 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 163: 128 -224 306 -293 157 141 239: 22 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 11.2 9.4 21.8 76.7 82.2 97.3: 17.8 2.7
Old : 100.0: 51.0 11.2 9.4 21.8 76.7 82.2 97.3: 17.8 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 : 106: 59 6 4 19 25 82 33:
Old : 106: 59 6 4 19 25 82 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 : 29.6 45.5 39.2 68.6 25.6 38.4 34.1 61.5
Old : 29.6 45.5 39.2 68.6 25.6 38.4 34.1 61.5
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, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 9,877: 5,533 383 436 1,576 8,047 7,545 8,866: 2,332 1,011
Old : 9,877: 5,533 383 436 1,576 8,047 7,545 8,866: 2,332 1,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -71: -119 -60 48 -18 -118 -89 -130: 18 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 3.9 4.4 16.0 81.5 76.4 89.8: 23.6 10.2
Old : 100.0: 56.0 3.9 4.4 16.0 81.5 76.4 89.8: 23.6 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 : 52: 22 1 5 7 20 32 26:
Old : 52: 22 1 5 7 20 32 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 : 27.4 37.7 41.1 59.3 27.4 37.5 41.1 59.1
Old : 27.4 37.7 41.1 59.3 27.4 37.5 41.1 59.1
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, August 22, 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 : 69,327: 11,345 4,934 3,180 41,647 53,133 56,172 61,247: 13,155 8,080
Old : 69,327: 11,345 4,934 3,180 41,647 53,133 56,172 61,247: 13,155 8,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -2,377: -1,871 -349 273 -366 -1,682 -1,964 -1,758: -413 -619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 7.1 4.6 60.1 76.6 81.0 88.3: 19.0 11.7
Old : 100.0: 16.4 7.1 4.6 60.1 76.6 81.0 88.3: 19.0 11.7
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 : 123: 34 14 23 55 61 96 91:
Old : 123: 34 14 23 55 61 96 91:
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 : 25.8 24.2 35.1 38.4 24.0 17.7 29.4 27.8
Old : 25.8 24.2 35.1 38.4 24.0 17.7 29.4 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, August 22, 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 : 67,687: 11,487 361 4,640 46,223 57,598 62,350 62,599: 5,337 5,088
Old : 67,687: 11,487 361 4,640 46,223 57,598 62,350 62,599: 5,337 5,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 4,322: -529 159 -808 4,917 4,459 3,580 3,810: 742 512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 0.5 6.9 68.3 85.1 92.1 92.5: 7.9 7.5
Old : 100.0: 17.0 0.5 6.9 68.3 85.1 92.1 92.5: 7.9 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 : 74: 14 4 9 40 48 58 57:
Old : 74: 14 4 9 40 48 58 57:
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 : 35.0 32.1 51.9 46.6 26.0 20.3 35.9 27.9
Old : 35.0 32.1 51.9 46.6 26.0 20.3 35.9 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2006