NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, August 29, 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 : 6,634: 1,305 1,480 0 4,753 4,379 6,058 5,859: 576 775
Old : 6,634: 1,305 1,480 0 4,753 4,379 6,058 5,859: 576 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 175: 25 0 0 150 175 175 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 22.3 0.0 71.6 66.0 91.3 88.3: 8.7 11.7
Old : 100.0: 19.7 22.3 0.0 71.6 66.0 91.3 88.3: 8.7 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 : 29: 3 2 0 18 20 21 22:
Old : 29: 3 2 0 18 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 : 49.2 49.2 69.3 66.5 41.1 40.7 52.2 53.2
Old : 49.2 49.2 69.3 66.5 41.1 40.7 52.2 53.2
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 29, 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 : 193,116: 22,062 14,237 24,339 119,992 127,613 166,393 166,189: 26,723 26,927
Old : 193,116: 22,062 14,237 24,339 119,992 127,613 166,393 166,189: 26,723 26,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 7,021: -1,921 3,828 1,495 6,498 2,213 6,072 7,536: 949 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 7.4 12.6 62.1 66.1 86.2 86.1: 13.8 13.9
Old : 100.0: 11.4 7.4 12.6 62.1 66.1 86.2 86.1: 13.8 13.9
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 : 147: 39 24 31 67 73 122 118:
Old : 147: 39 24 31 67 73 122 118:
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 : 24.7 22.2 40.6 32.4 17.5 10.5 24.7 17.0
Old : 24.7 22.2 40.6 32.4 17.5 10.5 24.7 17.0
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 29, 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 : 922,997: 110,230 64,969 359,986 387,074 467,778 857,290 892,733: 65,707 30,264
Old : 922,997: 110,230 64,969 359,986 387,074 467,778 857,290 892,733: 65,707 30,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -20,618: 3,947 -7,134 -39,007 22,271 28,176 -12,789 -17,965: -7,829 -2,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 7.0 39.0 41.9 50.7 92.9 96.7: 7.1 3.3
Old : 100.0: 11.9 7.0 39.0 41.9 50.7 92.9 96.7: 7.1 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 : 220: 68 50 84 93 78 204 175:
Old : 220: 68 50 84 93 78 204 175:
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 33.4 48.2 48.4 9.7 10.1 12.4 14.3
Old : 37.7 33.4 48.2 48.4 9.7 10.1 12.4 14.3
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 29, 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 : 79,524: 0 4,191 10,661 62,972 57,950 73,633 72,802: 5,891 6,722
Old : 79,524: 0 4,191 10,661 62,972 57,950 73,633 72,802: 5,891 6,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 1,230: -1,306 2,361 268 1,964 -1,391 926 1,238: 304 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 13.4 79.2 72.9 92.6 91.5: 7.4 8.5
Old : 100.0: 0.0 5.3 13.4 79.2 72.9 92.6 91.5: 7.4 8.5
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: 0 3 2 22 24 24 27:
Old : 30: 0 3 2 22 24 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 46.3 66.2 65.7 32.2 36.2 46.0 46.4
Old : 40.9 46.3 66.2 65.7 32.2 36.2 46.0 46.4
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 29, 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 : 49,958: 8,420 2,349 1,891 32,464 39,306 42,775 43,546: 7,183 6,412
Old : 49,958: 8,420 2,349 1,891 32,464 39,306 42,775 43,546: 7,183 6,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 2,132: 367 -150 -17 1,117 2,174 1,467 2,007: 665 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 4.7 3.8 65.0 78.7 85.6 87.2: 14.4 12.8
Old : 100.0: 16.9 4.7 3.8 65.0 78.7 85.6 87.2: 14.4 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 4 20 21 25 25:
Old : 29: 3 2 4 20 21 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 38.1 57.2 58.9 37.3 30.4 48.6 43.9
Old : 40.7 38.1 57.2 58.9 37.3 30.4 48.6 43.9
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 29, 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 : 122,305: 8,996 0 1,824 101,887 109,858 112,707 111,682: 9,598 10,623
Old : 122,305: 8,996 0 1,824 101,887 109,858 112,707 111,682: 9,598 10,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 1,301: 114 0 0 1,187 1,361 1,301 1,361: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 1.5 83.3 89.8 92.2 91.3: 7.8 8.7
Old : 100.0: 7.4 0.0 1.5 83.3 89.8 92.2 91.3: 7.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 0 1 27 26 29 27:
Old : 38: 2 0 1 27 26 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 42.3 62.8 61.0 41.1 39.4 56.1 56.3
Old : 42.4 42.3 62.8 61.0 41.1 39.4 56.1 56.3
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 29, 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 : 80,187: 11,984 0 0 60,788 69,127 72,772 69,127: 7,415 11,060
Old : 80,187: 11,984 0 0 60,788 69,127 72,772 69,127: 7,415 11,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 722: 0 0 0 390 -223 390 -223: 332 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 0.0 0.0 75.8 86.2 90.8 86.2: 9.2 13.8
Old : 100.0: 14.9 0.0 0.0 75.8 86.2 90.8 86.2: 9.2 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 25 21 26 21:
Old : 31: 1 0 0 25 21 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 : 45.5 53.1 62.9 68.5 44.9 50.3 59.9 62.3
Old : 45.5 53.1 62.9 68.5 44.9 50.3 59.9 62.3
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 29, 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 : 79,424: 424 8,511 7,720 66,719 58,761 74,863 74,992: 4,561 4,432
Old : 79,424: 424 8,511 7,720 66,719 58,761 74,863 74,992: 4,561 4,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 3,743: 0 -3,597 4,280 -837 2,760 3,443 3,443: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 10.7 9.7 84.0 74.0 94.3 94.4: 5.7 5.6
Old : 100.0: 0.5 10.7 9.7 84.0 74.0 94.3 94.4: 5.7 5.6
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: 1 4 2 23 19 26 23:
Old : 29: 1 4 2 23 19 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 44.8 77.1 69.8 50.8 35.3 59.6 54.2
Old : 60.0 44.8 77.1 69.8 50.8 35.3 59.6 54.2
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 29, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,435: 1,584 5,384 5,935 54,410 45,522 61,929 56,841: 3,506 8,594
Old : 65,435: 1,584 5,384 5,935 54,410 45,522 61,929 56,841: 3,506 8,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 3,464: -1,233 2,898 302 4,396 886 3,465 4,086: -1 -622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 8.2 9.1 83.2 69.6 94.6 86.9: 5.4 13.1
Old : 100.0: 2.4 8.2 9.1 83.2 69.6 94.6 86.9: 5.4 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 : 33: 2 4 3 21 22 25 27:
Old : 33: 2 4 3 21 22 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 : 53.6 38.8 69.4 57.2 49.0 29.3 57.6 42.4
Old : 53.6 38.8 69.4 57.2 49.0 29.3 57.6 42.4
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, August 29, 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 : 121,329: 0 10,262 6,376 106,269 94,858 112,645 111,496: 8,684 9,833
Old : 121,329: 0 10,262 6,376 106,269 94,858 112,645 111,496: 8,684 9,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 845: 0 -1,628 -212 3,182 2,454 2,970 614: -2,125 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.5 5.3 87.6 78.2 92.8 91.9: 7.2 8.1
Old : 100.0: 0.0 8.5 5.3 87.6 78.2 92.8 91.9: 7.2 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 : 41: 0 2 2 35 29 37 31:
Old : 41: 0 2 2 35 29 37 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 : 29.1 39.4 48.3 59.0 22.0 21.6 33.0 33.2
Old : 29.1 39.4 48.3 59.0 22.0 21.6 33.0 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, August 29, 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 : 39,727: 271 6,039 2,135 29,395 28,725 31,801 36,899: 7,926 2,828
Old : 39,727: 271 6,039 2,135 29,395 28,725 31,801 36,899: 7,926 2,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 113: -37 603 246 -180 -736 29 113: 84 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 15.2 5.4 74.0 72.3 80.0 92.9: 20.0 7.1
Old : 100.0: 0.7 15.2 5.4 74.0 72.3 80.0 92.9: 20.0 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: 1 3 4 17 21 21 25:
Old : 26: 1 3 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 : 40.6 38.9 60.7 63.6 28.2 26.7 38.4 42.2
Old : 40.6 38.9 60.7 63.6 28.2 26.7 38.4 42.2
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 29, 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 : 74,557: 59 8,402 3,047 61,419 53,985 64,525 65,434: 10,032 9,123
Old : 74,557: 59 8,402 3,047 61,419 53,985 64,525 65,434: 10,032 9,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -28: 59 -2,831 -791 611 3,283 -121 -339: 93 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 11.3 4.1 82.4 72.4 86.5 87.8: 13.5 12.2
Old : 100.0: 0.1 11.3 4.1 82.4 72.4 86.5 87.8: 13.5 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 2 19 17 21 19:
Old : 23: 1 1 2 19 17 21 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 : 51.9 65.2 73.5 81.4 48.3 60.2 67.4 72.6
Old : 51.9 65.2 73.5 81.4 48.3 60.2 67.4 72.6
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 29, 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 : 53,678: 6,470 616 3,132 39,424 43,643 49,026 47,391: 4,652 6,287
Old : 53,678: 6,470 616 3,132 39,424 43,643 49,026 47,391: 4,652 6,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 189: 467 0 0 -278 189 189 189: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 1.1 5.8 73.4 81.3 91.3 88.3: 8.7 11.7
Old : 100.0: 12.1 1.1 5.8 73.4 81.3 91.3 88.3: 8.7 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 : 22: 1 1 1 14 17 15 19:
Old : 22: 1 1 1 14 17 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 56.5 74.5 74.0 42.4 41.4 57.9 50.7
Old : 50.3 56.5 74.5 74.0 42.4 41.4 57.9 50.7
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 29, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 82,012: 6,110 0 122 65,721 74,917 71,953 75,039: 10,059 6,973
Old : 82,012: 6,110 0 122 65,721 74,917 71,953 75,039: 10,059 6,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 2,577: 124 0 0 2,201 3,221 2,325 3,221: 252 -644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 0.1 80.1 91.3 87.7 91.5: 12.3 8.5
Old : 100.0: 7.5 0.0 0.1 80.1 91.3 87.7 91.5: 12.3 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 0 1 27 26 29 27:
Old : 31: 2 0 1 27 26 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 38.1 57.8 57.4 29.4 27.2 42.5 39.9
Old : 38.1 38.1 57.8 57.4 29.4 27.2 42.5 39.9
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 29, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 87,844: 0 13,967 3,871 78,024 60,207 81,895 78,045: 5,949 9,799
Old : 87,844: 0 13,967 3,871 78,024 60,207 81,895 78,045: 5,949 9,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 1,523: 0 1,467 -347 1,769 753 1,422 1,873: 101 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.9 4.4 88.8 68.5 93.2 88.8: 6.8 11.2
Old : 100.0: 0.0 15.9 4.4 88.8 68.5 93.2 88.8: 6.8 11.2
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 : 39: 0 3 1 32 29 33 32:
Old : 39: 0 3 1 32 29 33 32:
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 : 37.6 40.6 59.3 66.5 28.4 30.2 45.8 49.8
Old : 37.6 40.6 59.3 66.5 28.4 30.2 45.8 49.8
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, August 29, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,567: 0 1,125 3,565 50,219 52,939 53,784 57,629: 11,783 7,938
Old : 65,567: 0 1,125 3,565 50,219 52,939 53,784 57,629: 11,783 7,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 761: 0 709 -227 -682 358 -909 840: 1,670 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 5.4 76.6 80.7 82.0 87.9: 18.0 12.1
Old : 100.0: 0.0 1.7 5.4 76.6 80.7 82.0 87.9: 18.0 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 : 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 : 39.3 40.3 61.0 66.8 38.0 40.1 54.5 61.8
Old : 39.3 40.3 61.0 66.8 38.0 40.1 54.5 61.8
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 29, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,038: 1,720 5,546 780 56,562 52,872 59,062 59,198: 976 840
Old : 60,038: 1,720 5,546 780 56,562 52,872 59,062 59,198: 976 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 2,876: 480 1,372 -1,800 4,684 2,584 3,364 2,156: -488 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 9.2 1.3 94.2 88.1 98.4 98.6: 1.6 1.4
Old : 100.0: 2.9 9.2 1.3 94.2 88.1 98.4 98.6: 1.6 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 : 36: 4 3 2 15 19 20 23:
Old : 36: 4 3 2 15 19 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 57.8 84.8 79.7 46.9 27.3 55.1 44.8
Old : 70.7 57.8 84.8 79.7 46.9 27.3 55.1 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, August 29, 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 : 190,493: 1,206 10,048 17,651 156,331 156,074 175,188 183,773: 15,305 6,720
Old : 190,493: 1,206 10,048 17,651 156,331 156,074 175,188 183,773: 15,305 6,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 1,306: -39 -34 -1,087 667 2,246 -459 1,125: 1,765 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 5.3 9.3 82.1 81.9 92.0 96.5: 8.0 3.5
Old : 100.0: 0.6 5.3 9.3 82.1 81.9 92.0 96.5: 8.0 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: 1 5 6 39 33 45 39:
Old : 45: 1 5 6 39 33 45 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 : 29.5 32.9 46.1 53.5 27.3 27.3 38.0 37.3
Old : 29.5 32.9 46.1 53.5 27.3 27.3 38.0 37.3
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 29, 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 : 99,682: 8,246 4,170 3,108 77,187 79,324 88,541 86,602: 11,141 13,080
Old : 99,682: 8,246 4,170 3,108 77,187 79,324 88,541 86,602: 11,141 13,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 1,097: 1,549 0 -1,413 327 1,316 463 -97: 634 1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 4.2 3.1 77.4 79.6 88.8 86.9: 11.2 13.1
Old : 100.0: 8.3 4.2 3.1 77.4 79.6 88.8 86.9: 11.2 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 : 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 : 42.7 50.7 62.0 67.4 36.2 48.4 54.8 60.4
Old : 42.7 50.7 62.0 67.4 36.2 48.4 54.8 60.4
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 29, 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 : 80,024: 1,480 4,718 780 76,552 73,444 78,812 78,942: 1,212 1,082
Old : 80,024: 1,480 4,718 780 76,552 73,444 78,812 78,942: 1,212 1,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 10,077: -272 680 -1,288 11,033 11,147 9,473 10,539: 604 -462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 5.9 1.0 95.7 91.8 98.5 98.6: 1.5 1.4
Old : 100.0: 1.8 5.9 1.0 95.7 91.8 98.5 98.6: 1.5 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: 3 3 2 21 23 25 27:
Old : 39: 3 3 2 21 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 : 69.6 46.5 81.7 68.1 59.3 40.8 68.5 57.8
Old : 69.6 46.5 81.7 68.1 59.3 40.8 68.5 57.8
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 29, 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 : 275,542: 13,928 12 4,577 252,068 263,871 270,573 268,460: 4,969 7,082
Old : 275,542: 13,928 12 4,577 252,068 263,871 270,573 268,460: 4,969 7,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 5,167: -351 12 267 5,977 5,171 5,893 5,450: -726 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 1.7 91.5 95.8 98.2 97.4: 1.8 2.6
Old : 100.0: 5.1 0.0 1.7 91.5 95.8 98.2 97.4: 1.8 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 : 61: 4 1 4 49 49 55 53:
Old : 61: 4 1 4 49 49 55 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 : 37.1 37.7 54.1 58.2 31.4 35.0 42.6 48.4
Old : 37.1 37.7 54.1 58.2 31.4 35.0 42.6 48.4
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 29, 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 : 155,188: 7,706 999 9,899 128,369 139,404 145,974 150,302: 9,214 4,886
Old : 155,188: 7,706 999 9,899 128,369 139,404 145,974 150,302: 9,214 4,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -5,194: -5,776 237 -396 786 -5,707 -5,386 -5,866: 192 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.6 6.4 82.7 89.8 94.1 96.9: 5.9 3.1
Old : 100.0: 5.0 0.6 6.4 82.7 89.8 94.1 96.9: 5.9 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 : 45: 2 2 4 38 36 42 40:
Old : 45: 2 2 4 38 36 42 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 : 32.6 47.5 49.3 64.2 26.4 46.0 37.7 57.7
Old : 32.6 47.5 49.3 64.2 26.4 46.0 37.7 57.7
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 29, 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 : 165,149: 0 2,906 7,066 148,289 145,132 155,355 155,104: 9,794 10,045
Old : 165,149: 0 2,906 7,066 148,289 145,132 155,355 155,104: 9,794 10,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 3,061: 0 60 33 2,058 2,406 2,091 2,499: 970 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 4.3 89.8 87.9 94.1 93.9: 5.9 6.1
Old : 100.0: 0.0 1.8 4.3 89.8 87.9 94.1 93.9: 5.9 6.1
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: 0 2 2 39 40 41 42:
Old : 48: 0 2 2 39 40 41 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 49.4 49.7 65.6 27.2 42.7 46.5 54.6
Old : 28.1 49.4 49.7 65.6 27.2 42.7 46.5 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 29, 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 : 186,232: 16,374 918 31,585 130,786 143,131 178,745 175,634: 7,487 10,598
Old : 186,232: 16,374 918 31,585 130,786 143,131 178,745 175,634: 7,487 10,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 3,847: 2,895 362 -1,314 2,220 3,580 3,801 2,628: 46 1,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.5 17.0 70.2 76.9 96.0 94.3: 4.0 5.7
Old : 100.0: 8.8 0.5 17.0 70.2 76.9 96.0 94.3: 4.0 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 : 47: 6 2 7 33 35 40 43:
Old : 47: 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 : 32.8 25.6 56.5 43.0 25.4 22.1 36.7 32.0
Old : 32.8 25.6 56.5 43.0 25.4 22.1 36.7 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, August 29, 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 : 58,874: 0 2,016 0 54,138 47,481 54,138 49,497: 4,736 9,377
Old : 58,874: 0 2,016 0 54,138 47,481 54,138 49,497: 4,736 9,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 357: 0 -1,386 -122 102 2,040 -20 532: 377 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 0.0 92.0 80.6 92.0 84.1: 8.0 15.9
Old : 100.0: 0.0 3.4 0.0 92.0 80.6 92.0 84.1: 8.0 15.9
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 : 27: 0 1 0 20 21 20 22:
Old : 27: 0 1 0 20 21 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 : 41.1 42.8 65.3 62.0 34.7 35.4 56.5 52.6
Old : 41.1 42.8 65.3 62.0 34.7 35.4 56.5 52.6
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 29, 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 : 3,249,954: 317,202 159,468 1,185,044 1,717,026 1,887,545 3,219,272 3,232,057: 30,682 17,897
Old : 3,249,954: 317,202 159,468 1,185,044 1,717,026 1,887,545 3,219,272 3,232,057: 30,682 17,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 164,878: -36,625 95,157 12,486 181,760 55,785 157,621 163,428: 7,257 1,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 4.9 36.5 52.8 58.1 99.1 99.4: 0.9 0.6
Old : 100.0: 9.8 4.9 36.5 52.8 58.1 99.1 99.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 31 20 43 118 92 167 138:
Old : 171: 31 20 43 118 92 167 138:
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 : 35.3 41.9 48.1 56.7 10.0 17.0 15.7 21.6
Old : 35.3 41.9 48.1 56.7 10.0 17.0 15.7 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, August 29, 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 : 709,892: 164,867 99,580 127,142 412,817 478,244 704,826 704,966: 5,066 4,926
Old : 709,892: 164,867 99,580 127,142 412,817 478,244 704,826 704,966: 5,066 4,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -64,641: -19,373 -45,690 -50,870 4,703 32,071 -65,540 -64,489: 899 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 14.0 17.9 58.2 67.4 99.3 99.3: 0.7 0.7
Old : 100.0: 23.2 14.0 17.9 58.2 67.4 99.3 99.3: 0.7 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 : 68: 16 14 22 34 36 63 59:
Old : 68: 16 14 22 34 36 63 59:
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 : 49.2 31.0 63.0 51.7 36.9 23.5 45.2 37.1
Old : 49.2 31.0 63.0 51.7 36.9 23.5 45.2 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, August 29, 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 : 49,717: 11,364 1,110 4,232 33,351 43,617 48,947 48,959: 770 758
Old : 49,717: 11,364 1,110 4,232 33,351 43,617 48,947 48,959: 770 758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 356: -80 -80 40 520 376 480 336: -124 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 2.2 8.5 67.1 87.7 98.5 98.5: 1.5 1.5
Old : 100.0: 22.9 2.2 8.5 67.1 87.7 98.5 98.5: 1.5 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 : 54: 8 4 8 38 38 48 48:
Old : 54: 8 4 8 38 38 48 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 : 42.6 40.8 58.0 62.7 35.7 32.8 43.7 47.2
Old : 42.6 40.8 58.0 62.7 35.7 32.8 43.7 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, August 29, 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 : 30,094: 1,324 2,987 212 28,452 26,534 29,988 29,733: 106 361
Old : 30,094: 1,324 2,987 212 28,452 26,534 29,988 29,733: 106 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 63: 0 -441 0 63 504 63 63: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.9 0.7 94.5 88.2 99.6 98.8: 0.4 1.2
Old : 100.0: 4.4 9.9 0.7 94.5 88.2 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 : 66.1 62.5 83.3 78.1 47.1 51.1 58.8 61.0
Old : 66.1 62.5 83.3 78.1 47.1 51.1 58.8 61.0
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 29, 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 22, 2006 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 29, 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 22, 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 29, 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 23,166 22,040 26,296 26,428: 262 130
Old : 26,558: 3,020 4,278 110 23,166 22,040 26,296 26,428: 262 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 0: 0 0 0 -10 10 -10 10: 10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 16.1 0.4 87.2 83.0 99.0 99.5: 1.0 0.5
Old : 100.0: 11.4 16.1 0.4 87.2 83.0 99.0 99.5: 1.0 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 75.4 78.3 44.3 43.7 55.6 52.2
Old : 56.7 58.3 75.4 78.3 44.3 43.7 55.6 52.2
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 29, 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 : 26,979: 3,160 190 330 21,763 25,626 25,253 26,146: 1,726 833
Old : 26,979: 3,160 190 330 21,763 25,626 25,253 26,146: 1,726 833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 200: 0 0 0 14 198 14 198: 186 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 0.7 1.2 80.7 95.0 93.6 96.9: 6.4 3.1
Old : 100.0: 11.7 0.7 1.2 80.7 95.0 93.6 96.9: 6.4 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 : 44.0 46.7 64.0 74.2 29.8 41.0 43.2 56.8
Old : 44.0 46.7 64.0 74.2 29.8 41.0 43.2 56.8
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 29, 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 : 22,970: 780 702 880 20,800 21,028 22,460 22,610: 510 360
Old : 22,970: 780 702 880 20,800 21,028 22,460 22,610: 510 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 200: -60 240 60 -260 -460 -260 -160: 460 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 3.1 3.8 90.6 91.5 97.8 98.4: 2.2 1.6
Old : 100.0: 3.4 3.1 3.8 90.6 91.5 97.8 98.4: 2.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 14 14 16 17:
Old : 20: 2 1 2 14 14 16 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 : 60.8 63.6 87.9 83.3 52.6 54.8 66.9 67.0
Old : 60.8 63.6 87.9 83.3 52.6 54.8 66.9 67.0
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 29, 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 : 14,192: 360 12 1,080 12,506 12,940 13,946 14,032: 246 160
Old : 14,192: 360 12 1,080 12,506 12,940 13,946 14,032: 246 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 20: 0 0 0 20 20 20 20: 0 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 16 16 18 17:
Old : 23: 1 1 1 16 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 57.1 82.7 81.4 57.4 50.1 64.5 61.7
Old : 66.2 57.1 82.7 81.4 57.4 50.1 64.5 61.7
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 29, 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 : 1,149,670: 179,681 118,820 232,942 676,822 726,335 1,089,445 1,078,097: 60,225 71,573
Old : 1,149,670: 179,681 118,820 232,942 676,822 726,335 1,089,445 1,078,097: 60,225 71,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 26,715: -3,642 4,412 -9,377 35,840 21,362 22,821 16,397: 3,894 10,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 10.3 20.3 58.9 63.2 94.8 93.8: 5.2 6.2
Old : 100.0: 15.6 10.3 20.3 58.9 63.2 94.8 93.8: 5.2 6.2
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 : 288: 91 86 112 78 89 234 237:
Old : 288: 91 86 112 78 89 234 237:
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 : 23.4 24.5 37.4 33.6 11.4 7.6 16.4 11.9
Old : 23.4 24.5 37.4 33.6 11.4 7.6 16.4 11.9
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 29, 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 : 36,593: 21,846 24,332 2,027 0 1,262 23,873 27,621: 12,720 8,972
Old : 36,593: 21,846 24,332 2,027 0 1,262 23,873 27,621: 12,720 8,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 11,315: 7,812 8,645 1,449 -1,600 -8 7,661 10,086: 3,654 1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 66.5 5.5 0.0 3.4 65.2 75.5: 34.8 24.5
Old : 100.0: 59.7 66.5 5.5 0.0 3.4 65.2 75.5: 34.8 24.5
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 : 48: 24 23 9 0 1 28 29:
Old : 48: 24 23 9 0 1 28 29:
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 : 28.9 26.8 38.1 41.6 28.0 26.8 36.5 41.4
Old : 28.9 26.8 38.1 41.6 28.0 26.8 36.5 41.4
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 29, 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 : 29,669: 2,993 6,983 5,462 12,015 6,267 20,470 18,712: 9,199 10,957
Old : 29,669: 2,993 6,983 5,462 12,015 6,267 20,470 18,712: 9,199 10,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 4,155: 282 568 2,466 734 -336 3,482 2,698: 673 1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 23.5 18.4 40.5 21.1 69.0 63.1: 31.0 36.9
Old : 100.0: 10.1 23.5 18.4 40.5 21.1 69.0 63.1: 31.0 36.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 8 12 12 10 26 23:
Old : 28: 7 8 12 12 10 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 30.6 36.6 42.7 20.2 22.9 32.3 29.9
Old : 22.6 30.6 36.6 42.7 20.2 22.9 32.3 29.9
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 29, 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 : 14,073: 6,343 1,393 1,406 4,233 11,063 11,982 13,862: 2,091 211
Old : 14,073: 6,343 1,393 1,406 4,233 11,063 11,982 13,862: 2,091 211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 999: -320 -68 173 1,386 1,041 1,239 1,146: -240 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 9.9 10.0 30.1 78.6 85.1 98.5: 14.9 1.5
Old : 100.0: 45.1 9.9 10.0 30.1 78.6 85.1 98.5: 14.9 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 : 104: 57 5 7 21 25 82 35:
Old : 104: 57 5 7 21 25 82 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 : 32.8 47.9 43.6 70.6 26.8 36.1 34.7 57.9
Old : 32.8 47.9 43.6 70.6 26.8 36.1 34.7 57.9
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 29, 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 : 9,665: 5,368 525 497 1,662 7,679 7,527 8,701: 2,138 964
Old : 9,665: 5,368 525 497 1,662 7,679 7,527 8,701: 2,138 964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -212: -165 142 61 86 -368 -18 -165: -194 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 5.4 5.1 17.2 79.5 77.9 90.0: 22.1 10.0
Old : 100.0: 55.5 5.4 5.1 17.2 79.5 77.9 90.0: 22.1 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 21 3 6 8 20 32 29:
Old : 54: 21 3 6 8 20 32 29:
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 : 27.3 37.3 41.3 58.0 27.3 37.3 41.3 58.0
Old : 27.3 37.3 41.3 58.0 27.3 37.3 41.3 58.0
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 29, 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 : 61,491: 8,301 6,257 2,101 40,240 45,247 50,642 53,605: 10,849 7,886
Old : 61,491: 8,301 6,257 2,101 40,240 45,247 50,642 53,605: 10,849 7,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -7,836: -3,044 1,323 -1,079 -1,407 -7,886 -5,530 -7,642: -2,306 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 10.2 3.4 65.4 73.6 82.4 87.2: 17.6 12.8
Old : 100.0: 13.5 10.2 3.4 65.4 73.6 82.4 87.2: 17.6 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 31 13 18 62 56 99 82:
Old : 116: 31 13 18 62 56 99 82:
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 : 27.8 26.0 38.5 39.6 26.8 18.9 33.2 27.9
Old : 27.8 26.0 38.5 39.6 26.8 18.9 33.2 27.9
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 29, 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 : 68,285: 10,427 836 4,449 46,893 58,522 61,769 63,807: 6,516 4,478
Old : 68,285: 10,427 836 4,449 46,893 58,522 61,769 63,807: 6,516 4,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 598: -1,060 475 -191 670 924 -581 1,208: 1,179 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 1.2 6.5 68.7 85.7 90.5 93.4: 9.5 6.6
Old : 100.0: 15.3 1.2 6.5 68.7 85.7 90.5 93.4: 9.5 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 12 2 6 45 46 59 52:
Old : 71: 12 2 6 45 46 59 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 34.7 55.2 49.1 26.3 22.5 34.0 29.6
Old : 36.2 34.7 55.2 49.1 26.3 22.5 34.0 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 1, 2006