GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, October 10, 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 : 3,404: 0 0 25 3,061 3,379 3,086 3,404: 318 0
Old : 3,404: 0 0 25 3,061 3,379 3,086 3,404: 318 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 125: -25 0 25 125 100 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.7 89.9 99.3 90.7 100.0: 9.3 0.0
Old : 100.0: 0.0 0.0 0.7 89.9 99.3 90.7 100.0: 9.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 1 14 17 15 18:
Old : 22: 0 0 1 14 17 15 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 : 52.9 59.5 76.5 82.3 47.2 58.0 55.4 67.0
Old : 52.9 59.5 76.5 82.3 47.2 58.0 55.4 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, October 10, 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 : 7,026: 224 150 486 5,623 5,931 6,333 6,567: 693 459
Old : 7,026: 224 150 486 5,623 5,931 6,333 6,567: 693 459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -777: -1,080 -1,080 425 -62 -212 -717 -867: -60 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 2.1 6.9 80.0 84.4 90.1 93.5: 9.9 6.5
Old : 100.0: 3.2 2.1 6.9 80.0 84.4 90.1 93.5: 9.9 6.5
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 : 33: 2 2 3 24 23 28 26:
Old : 33: 2 2 3 24 23 28 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 : 35.5 41.1 58.6 61.2 24.6 35.1 35.3 43.7
Old : 35.5 41.1 58.6 61.2 24.6 35.1 35.3 43.7
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, October 10, 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 : 219,578: 20,603 25,955 29,287 139,439 130,097 189,329 185,339: 30,249 34,239
Old : 219,578: 20,603 25,955 29,287 139,439 130,097 189,329 185,339: 30,249 34,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -2,096: -711 -2,064 -5,334 2,161 2,528 -3,884 -4,870: 1,788 2,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 11.8 13.3 63.5 59.2 86.2 84.4: 13.8 15.6
Old : 100.0: 9.4 11.8 13.3 63.5 59.2 86.2 84.4: 13.8 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 26 35 34 65 69 110 123:
Old : 141: 26 35 34 65 69 110 123:
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 21.7 41.2 32.8 18.4 10.7 26.8 16.9
Old : 27.8 21.7 41.2 32.8 18.4 10.7 26.8 16.9
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, October 10, 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 : 930,902: 131,721 85,978 353,665 372,772 450,415 858,158 890,058: 72,744 40,844
Old : 930,902: 131,721 85,978 353,665 372,772 450,415 858,158 890,058: 72,744 40,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -15,389: -13,665 -12,535 2,233 -4,657 -6,047 -16,089 -16,349: 700 960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 9.2 38.0 40.0 48.4 92.2 95.6: 7.8 4.4
Old : 100.0: 14.1 9.2 38.0 40.0 48.4 92.2 95.6: 7.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 42 68 78 91 73 189 171:
Old : 210: 42 68 78 91 73 189 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 32.5 49.7 48.0 13.2 11.0 16.8 15.3
Old : 39.1 32.5 49.7 48.0 13.2 11.0 16.8 15.3
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, October 10, 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 : 76,355: 2,467 676 8,904 55,535 56,222 66,906 65,802: 9,449 10,553
Old : 76,355: 2,467 676 8,904 55,535 56,222 66,906 65,802: 9,449 10,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 2,303: 848 0 -49 1,322 1,804 2,121 1,755: 182 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.9 11.7 72.7 73.6 87.6 86.2: 12.4 13.8
Old : 100.0: 3.2 0.9 11.7 72.7 73.6 87.6 86.2: 12.4 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 : 25: 1 1 2 16 21 18 23:
Old : 25: 1 1 2 16 21 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 40.4 69.9 61.7 37.2 32.6 51.6 45.1
Old : 43.6 40.4 69.9 61.7 37.2 32.6 51.6 45.1
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, October 10, 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 : 42,853: 10,739 0 627 18,106 32,285 29,472 32,912: 13,381 9,941
Old : 42,853: 10,739 0 627 18,106 32,285 29,472 32,912: 13,381 9,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 1,244: 1,577 0 -296 -715 -201 566 -497: 678 1,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.0 1.5 42.3 75.3 68.8 76.8: 31.2 23.2
Old : 100.0: 25.1 0.0 1.5 42.3 75.3 68.8 76.8: 31.2 23.2
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 : 20: 2 0 2 13 13 15 15:
Old : 20: 2 0 2 13 13 15 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 : 45.5 46.7 60.3 67.6 44.1 44.1 56.2 59.6
Old : 45.5 46.7 60.3 67.6 44.1 44.1 56.2 59.6
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, October 10, 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 : 119,820: 7,366 0 1,824 101,371 109,827 110,561 111,651: 9,259 8,169
Old : 119,820: 7,366 0 1,824 101,371 109,827 110,561 111,651: 9,259 8,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 5,306: -906 0 0 5,180 6,508 4,274 6,508: 1,032 -1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 1.5 84.6 91.7 92.3 93.2: 7.7 6.8
Old : 100.0: 6.1 0.0 1.5 84.6 91.7 92.3 93.2: 7.7 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 0 1 23 26 25 27:
Old : 36: 2 0 1 23 26 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 : 50.9 52.9 68.0 67.9 50.4 49.9 62.6 60.7
Old : 50.9 52.9 68.0 67.9 50.4 49.9 62.6 60.7
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, October 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 68,600: 18,064 0 0 40,878 54,228 58,942 54,228: 9,658 14,372
Old : 68,600: 18,064 0 0 40,878 54,228 58,942 54,228: 9,658 14,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 864: 0 0 0 260 220 260 220: 604 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 0.0 0.0 59.6 79.0 85.9 79.0: 14.1 21.0
Old : 100.0: 26.3 0.0 0.0 59.6 79.0 85.9 79.0: 14.1 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 13 12 15 12:
Old : 22: 2 0 0 13 12 15 12:
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 : 51.1 58.7 70.0 72.3 51.1 58.7 67.9 67.6
Old : 51.1 58.7 70.0 72.3 51.1 58.7 67.9 67.6
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, October 10, 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 : 69,631: 0 4,555 6,140 59,620 53,709 65,760 64,404: 3,871 5,227
Old : 69,631: 0 4,555 6,140 59,620 53,709 65,760 64,404: 3,871 5,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 1,763: -322 550 -646 2,549 273 1,581 177: 182 1,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 8.8 85.6 77.1 94.4 92.5: 5.6 7.5
Old : 100.0: 0.0 6.5 8.8 85.6 77.1 94.4 92.5: 5.6 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 : 25: 0 3 2 18 18 20 21:
Old : 25: 0 3 2 18 18 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 44.2 78.8 70.4 51.6 36.8 61.8 55.8
Old : 65.8 44.2 78.8 70.4 51.6 36.8 61.8 55.8
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, October 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,972: 1,613 244 6,632 45,470 43,753 53,715 50,629: 6,257 9,343
Old : 59,972: 1,613 244 6,632 45,470 43,753 53,715 50,629: 6,257 9,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 2,284: 0 -730 523 1,641 2,097 2,164 1,890: 120 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.4 11.1 75.8 73.0 89.6 84.4: 10.4 15.6
Old : 100.0: 2.7 0.4 11.1 75.8 73.0 89.6 84.4: 10.4 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 2 16 17 19 19:
Old : 24: 2 1 2 16 17 19 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 : 65.4 39.3 76.5 60.7 55.6 31.9 59.8 47.0
Old : 65.4 39.3 76.5 60.7 55.6 31.9 59.8 47.0
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, October 10, 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 : 108,741: 3,169 7,073 3,469 93,723 87,452 100,361 97,994: 8,380 10,747
Old : 108,741: 3,169 7,073 3,469 93,723 87,452 100,361 97,994: 8,380 10,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 764: 0 695 -1,502 2,222 1,223 720 416: 44 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 6.5 3.2 86.2 80.4 92.3 90.1: 7.7 9.9
Old : 100.0: 2.9 6.5 3.2 86.2 80.4 92.3 90.1: 7.7 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 2 27 25 29 27:
Old : 35: 1 1 2 27 25 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 : 34.6 38.5 53.8 56.5 26.0 31.4 38.8 43.6
Old : 34.6 38.5 53.8 56.5 26.0 31.4 38.8 43.6
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, October 10, 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 : 64,654: 0 182 674 53,453 58,867 54,127 59,723: 10,527 4,931
Old : 64,654: 0 182 674 53,453 58,867 54,127 59,723: 10,527 4,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -273: -372 182 674 306 728 608 1,584: -881 -1,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.0 82.7 91.0 83.7 92.4: 16.3 7.6
Old : 100.0: 0.0 0.3 1.0 82.7 91.0 83.7 92.4: 16.3 7.6
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: 0 1 1 22 23 23 24:
Old : 29: 0 1 1 22 23 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 37.3 59.1 60.8 34.5 32.0 46.1 48.2
Old : 41.6 37.3 59.1 60.8 34.5 32.0 46.1 48.2
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, October 10, 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 : 74,197: 0 13,430 3,062 52,688 48,863 55,750 65,355: 18,447 8,842
Old : 74,197: 0 13,430 3,062 52,688 48,863 55,750 65,355: 18,447 8,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 1,070: 0 4,531 -1,499 1,176 166 -323 3,198: 1,393 -2,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.1 4.1 71.0 65.9 75.1 88.1: 24.9 11.9
Old : 100.0: 0.0 18.1 4.1 71.0 65.9 75.1 88.1: 24.9 11.9
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 : 25: 0 2 2 20 16 22 18:
Old : 25: 0 2 2 20 16 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 : 38.6 40.8 59.3 65.3 26.3 31.8 41.1 48.2
Old : 38.6 40.8 59.3 65.3 26.3 31.8 41.1 48.2
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, October 10, 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 : 61,637: 1,071 372 3,355 39,142 48,405 43,568 52,132: 18,069 9,505
Old : 61,637: 1,071 372 3,355 39,142 48,405 43,568 52,132: 18,069 9,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -12: 336 0 -731 -1,015 746 -1,410 15: 1,398 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.6 5.4 63.5 78.5 70.7 84.6: 29.3 15.4
Old : 100.0: 1.7 0.6 5.4 63.5 78.5 70.7 84.6: 29.3 15.4
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 : 25: 1 1 1 15 18 16 20:
Old : 25: 1 1 1 15 18 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 39.5 57.1 65.3 35.7 38.7 50.1 63.8
Old : 39.5 39.5 57.1 65.3 35.7 38.7 50.1 63.8
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, October 10, 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 : 171,519: 652 13,739 9,370 142,600 138,651 152,622 161,760: 18,897 9,759
Old : 171,519: 652 13,739 9,370 142,600 138,651 152,622 161,760: 18,897 9,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 4,714: -1,909 975 -204 7,410 3,636 5,297 4,407: -583 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 8.0 5.5 83.1 80.8 89.0 94.3: 11.0 5.7
Old : 100.0: 0.4 8.0 5.5 83.1 80.8 89.0 94.3: 11.0 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 : 38: 1 4 5 32 28 37 33:
Old : 38: 1 4 5 32 28 37 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 : 31.7 36.9 50.3 56.3 29.7 26.1 41.3 37.2
Old : 31.7 36.9 50.3 56.3 29.7 26.1 41.3 37.2
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, October 10, 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 : 88,263: 0 6,182 1,436 75,359 65,350 76,795 72,968: 11,468 15,295
Old : 88,263: 0 6,182 1,436 75,359 65,350 76,795 72,968: 11,468 15,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -2,755: -4,832 -6,321 65 1,594 4,055 -3,173 -2,201: 418 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 1.6 85.4 74.0 87.0 82.7: 13.0 17.3
Old : 100.0: 0.0 7.0 1.6 85.4 74.0 87.0 82.7: 13.0 17.3
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 : 27: 0 1 1 24 18 25 19:
Old : 27: 0 1 1 24 18 25 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 : 42.2 52.1 63.1 71.9 37.1 48.4 57.9 62.6
Old : 42.2 52.1 63.1 71.9 37.1 48.4 57.9 62.6
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, October 10, 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 : 255,933: 7,344 620 5,369 230,109 241,864 242,822 247,853: 13,111 8,080
Old : 255,933: 7,344 620 5,369 230,109 241,864 242,822 247,853: 13,111 8,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 2,321: -1,407 0 122 6,762 1,864 5,477 1,986: -3,156 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.2 2.1 89.9 94.5 94.9 96.8: 5.1 3.2
Old : 100.0: 2.9 0.2 2.1 89.9 94.5 94.9 96.8: 5.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 1 4 43 40 47 44:
Old : 53: 3 1 4 43 40 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 43.4 51.9 62.8 30.5 40.5 43.1 57.3
Old : 35.0 43.4 51.9 62.8 30.5 40.5 43.1 57.3
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, October 10, 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 : 166,601: 11,537 14,580 7,433 134,958 140,407 153,928 162,420: 12,673 4,181
Old : 166,601: 11,537 14,580 7,433 134,958 140,407 153,928 162,420: 12,673 4,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 9,216: 2,629 1,382 -44 5,590 7,741 8,175 9,079: 1,041 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 8.8 4.5 81.0 84.3 92.4 97.5: 7.6 2.5
Old : 100.0: 6.9 8.8 4.5 81.0 84.3 92.4 97.5: 7.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 3 3 37 33 40 38:
Old : 44: 2 3 3 37 33 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 51.7 45.2 65.9 23.1 47.8 33.9 55.7
Old : 28.9 51.7 45.2 65.9 23.1 47.8 33.9 55.7
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, October 10, 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 : 170,240: 0 4,768 6,076 151,971 144,102 158,047 154,946: 12,193 15,294
Old : 170,240: 0 4,768 6,076 151,971 144,102 158,047 154,946: 12,193 15,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 2,823: 0 766 -415 1,233 1,266 818 1,617: 2,005 1,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 3.6 89.3 84.6 92.8 91.0: 7.2 9.0
Old : 100.0: 0.0 2.8 3.6 89.3 84.6 92.8 91.0: 7.2 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 0 2 1 34 32 35 34:
Old : 42: 0 2 1 34 32 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 47.6 52.0 65.9 32.0 45.0 50.5 57.2
Old : 32.4 47.6 52.0 65.9 32.0 45.0 50.5 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders - Futures Only, October 10, 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 : 45,838: 0 6,437 2,363 36,658 21,842 39,021 30,642: 6,817 15,196
Old : 45,838: 0 6,437 2,363 36,658 21,842 39,021 30,642: 6,817 15,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -1,036: 0 -1,040 435 -1,466 -1,222 -1,031 -1,827: -5 791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.0 5.2 80.0 47.7 85.1 66.8: 14.9 33.2
Old : 100.0: 0.0 14.0 5.2 80.0 47.7 85.1 66.8: 14.9 33.2
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 : 20: 0 2 2 15 16 17 18:
Old : 20: 0 2 2 15 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 34.3 66.0 56.3 40.4 27.1 55.2 38.4
Old : 41.7 34.3 66.0 56.3 40.4 27.1 55.2 38.4
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, October 10, 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 : 169,330: 26,367 5,492 13,225 120,759 134,204 160,351 152,921: 8,979 16,409
Old : 169,330: 26,367 5,492 13,225 120,759 134,204 160,351 152,921: 8,979 16,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 2,346: 1,946 1,360 -2,361 2,560 1,640 2,145 639: 201 1,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 3.2 7.8 71.3 79.3 94.7 90.3: 5.3 9.7
Old : 100.0: 15.6 3.2 7.8 71.3 79.3 94.7 90.3: 5.3 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 1 5 31 32 36 37:
Old : 41: 4 1 5 31 32 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 30.3 54.4 48.7 26.6 24.3 42.8 36.6
Old : 34.3 30.3 54.4 48.7 26.6 24.3 42.8 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, October 10, 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 : 57,017: 0 2,192 480 52,282 45,769 52,762 48,441: 4,255 8,576
Old : 57,017: 0 2,192 480 52,282 45,769 52,762 48,441: 4,255 8,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 631: 0 224 0 132 1,326 132 1,550: 499 -919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 0.8 91.7 80.3 92.5 85.0: 7.5 15.0
Old : 100.0: 0.0 3.8 0.8 91.7 80.3 92.5 85.0: 7.5 15.0
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 : 31: 0 2 1 23 23 24 25:
Old : 31: 0 2 1 23 23 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 : 46.2 30.4 65.9 51.3 43.3 25.0 60.4 42.5
Old : 46.2 30.4 65.9 51.3 43.3 25.0 60.4 42.5
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, October 10, 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 : 3,183,971: 156,258 203,863 1,234,356 1,769,566 1,729,163 3,160,180 3,167,382: 23,791 16,589
Old : 3,183,971: 156,258 203,863 1,234,356 1,769,566 1,729,163 3,160,180 3,167,382: 23,791 16,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -77,808: -13,066 20,176 -43,980 -17,343 -50,516 -74,389 -74,320: -3,419 -3,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 6.4 38.8 55.6 54.3 99.3 99.5: 0.7 0.5
Old : 100.0: 4.9 6.4 38.8 55.6 54.3 99.3 99.5: 0.7 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 : 153: 28 20 42 103 87 150 131:
Old : 153: 28 20 42 103 87 150 131:
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 : 36.4 44.0 49.5 57.6 8.8 13.5 13.8 17.2
Old : 36.4 44.0 49.5 57.6 8.8 13.5 13.8 17.2
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, October 10, 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 : 743,865: 172,635 54,401 185,092 384,283 500,318 742,010 739,811: 1,855 4,054
Old : 743,865: 172,635 54,401 185,092 384,283 500,318 742,010 739,811: 1,855 4,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 19,282: 20,058 -46,436 5,065 -5,725 61,743 19,398 20,372: -116 -1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 7.3 24.9 51.7 67.3 99.8 99.5: 0.2 0.5
Old : 100.0: 23.2 7.3 24.9 51.7 67.3 99.8 99.5: 0.2 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 : 72: 19 14 21 36 37 62 65:
Old : 72: 19 14 21 36 37 62 65:
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 : 54.3 34.5 71.2 57.1 23.4 20.2 31.6 29.8
Old : 54.3 34.5 71.2 57.1 23.4 20.2 31.6 29.8
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, October 10, 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 : 45,477: 7,850 660 3,060 33,699 40,889 44,609 44,609: 868 868
Old : 45,477: 7,850 660 3,060 33,699 40,889 44,609 44,609: 868 868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -444: -60 0 -442 78 18 -424 -424: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 1.5 6.7 74.1 89.9 98.1 98.1: 1.9 1.9
Old : 100.0: 17.3 1.5 6.7 74.1 89.9 98.1 98.1: 1.9 1.9
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: 4 5 5 34 34 41 41:
Old : 49: 4 5 5 34 34 41 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 : 46.3 43.7 60.7 64.8 36.2 36.2 44.9 50.1
Old : 46.3 43.7 60.7 64.8 36.2 36.2 44.9 50.1
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, October 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 24,792: 434 1,449 1,102 23,193 21,923 24,729 24,474: 63 318
Old : 24,792: 434 1,449 1,102 23,193 21,923 24,729 24,474: 63 318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 0: -976 -976 976 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 5.8 4.4 93.6 88.4 99.7 98.7: 0.3 1.3
Old : 100.0: 1.8 5.8 4.4 93.6 88.4 99.7 98.7: 0.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 3 1 21 20 22 24:
Old : 35: 1 3 1 21 20 22 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 : 66.8 64.1 85.0 81.6 46.0 49.8 55.6 58.3
Old : 66.8 64.1 85.0 81.6 46.0 49.8 55.6 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, October 10, 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 : 19,141: 1,524 0 0 17,574 19,141 19,098 19,141: 43 0
Old : 19,141: 1,524 0 0 17,574 19,141 19,098 19,141: 43 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -86: 0 0 0 -86 -86 -86 -86: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 0.0 91.8 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 8.0 0.0 0.0 91.8 100.0 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 : 24: 2 0 0 16 14 18 14:
Old : 24: 2 0 0 16 14 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 76.3 88.0 93.2 47.0 52.4 57.8 59.2
Old : 74.2 76.3 88.0 93.2 47.0 52.4 57.8 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders - Futures Only, October 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 14,162: 252 1,203 0 13,721 12,959 13,973 14,162: 189 0
Old : 14,162: 252 1,203 0 13,721 12,959 13,973 14,162: 189 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 8.5 0.0 96.9 91.5 98.7 100.0: 1.3 0.0
Old : 100.0: 1.8 8.5 0.0 96.9 91.5 98.7 100.0: 1.3 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: 1 3 0 11 11 12 14:
Old : 20: 1 3 0 11 11 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.3 73.7 96.0 92.2 67.2 64.4 76.5 76.9
Old : 82.3 73.7 96.0 92.2 67.2 64.4 76.5 76.9
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, October 10, 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 : 22,256: 180 1,450 888 20,872 19,810 21,940 22,148: 316 108
Old : 22,256: 180 1,450 888 20,872 19,810 21,940 22,148: 316 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -1,628: -2,580 -2,580 888 90 64 -1,602 -1,628: -26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 6.5 4.0 93.8 89.0 98.6 99.5: 1.4 0.5
Old : 100.0: 0.8 6.5 4.0 93.8 89.0 98.6 99.5: 1.4 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 : 28: 1 3 1 20 21 22 24:
Old : 28: 1 3 1 20 21 22 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 : 60.9 47.8 77.6 72.0 42.1 33.1 52.6 45.7
Old : 60.9 47.8 77.6 72.0 42.1 33.1 52.6 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, October 10, 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 : 26,734: 2,880 0 300 22,337 25,398 25,517 25,698: 1,217 1,036
Old : 26,734: 2,880 0 300 22,337 25,398 25,517 25,698: 1,217 1,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 122: -240 0 100 254 514 114 614: 8 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 0.0 1.1 83.6 95.0 95.4 96.1: 4.6 3.9
Old : 100.0: 10.8 0.0 1.1 83.6 95.0 95.4 96.1: 4.6 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 0 1 23 23 25 24:
Old : 31: 2 0 1 23 23 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 : 44.2 49.1 66.6 72.1 29.1 40.7 39.8 53.0
Old : 44.2 49.1 66.6 72.1 29.1 40.7 39.8 53.0
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, October 10, 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 : 26,776: 180 648 1,260 25,056 24,768 26,496 26,676: 280 100
Old : 26,776: 180 648 1,260 25,056 24,768 26,496 26,676: 280 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 736: 0 -24 0 736 760 736 736: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.4 4.7 93.6 92.5 99.0 99.6: 1.0 0.4
Old : 100.0: 0.7 2.4 4.7 93.6 92.5 99.0 99.6: 1.0 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 : 24: 1 1 1 17 12 19 14:
Old : 24: 1 1 1 17 12 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 65.8 79.5 88.1 38.9 51.1 52.6 61.2
Old : 59.6 65.8 79.5 88.1 38.9 51.1 52.6 61.2
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, October 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 13,900: 316 0 1,052 12,000 12,296 13,368 13,348: 532 552
Old : 13,900: 316 0 1,052 12,000 12,296 13,368 13,348: 532 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 164: 0 0 0 244 124 244 124: -80 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 7.6 86.3 88.5 96.2 96.0: 3.8 4.0
Old : 100.0: 2.3 0.0 7.6 86.3 88.5 96.2 96.0: 3.8 4.0
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 0 1 14 15 16 16:
Old : 20: 2 0 1 14 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 57.5 84.0 77.2 57.0 48.4 62.7 59.8
Old : 64.2 57.5 84.0 77.2 57.0 48.4 62.7 59.8
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, October 10, 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 : 1,193,421: 159,359 159,058 249,544 720,323 702,636 1,129,226 1,111,238: 64,195 82,183
Old : 1,193,421: 159,359 159,058 249,544 720,323 702,636 1,129,226 1,111,238: 64,195 82,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 19,791: 124 -46 9,465 9,088 4,888 18,677 14,307: 1,114 5,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 13.3 20.9 60.4 58.9 94.6 93.1: 5.4 6.9
Old : 100.0: 13.4 13.3 20.9 60.4 58.9 94.6 93.1: 5.4 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 74 117 119 89 95 245 264:
Old : 311: 74 117 119 89 95 245 264:
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 : 22.8 22.9 34.2 31.9 12.4 6.5 16.8 10.4
Old : 22.8 22.9 34.2 31.9 12.4 6.5 16.8 10.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
Commitments of Traders - Futures Only, October 10, 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 : 45,667: 29,889 31,892 2,429 512 2,667 32,830 36,988: 12,837 8,679
Old : 45,667: 29,889 31,892 2,429 512 2,667 32,830 36,988: 12,837 8,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -6,892: -818 -2,152 1,453 -118 -781 517 -1,480: -7,409 -5,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 69.8 5.3 1.1 5.8 71.9 81.0: 28.1 19.0
Old : 100.0: 65.4 69.8 5.3 1.1 5.8 71.9 81.0: 28.1 19.0
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 : 47: 18 28 16 1 1 29 35:
Old : 47: 18 28 16 1 1 29 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 : 39.0 30.0 53.9 45.5 38.5 28.0 53.3 43.2
Old : 39.0 30.0 53.9 45.5 38.5 28.0 53.3 43.2
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, October 10, 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 : 28,674: 2,997 7,053 6,460 11,511 6,239 20,968 19,752: 7,706 8,922
Old : 28,674: 2,997 7,053 6,460 11,511 6,239 20,968 19,752: 7,706 8,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 2,558: 432 123 1,868 79 67 2,379 2,058: 179 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 24.6 22.5 40.1 21.8 73.1 68.9: 26.9 31.1
Old : 100.0: 10.5 24.6 22.5 40.1 21.8 73.1 68.9: 26.9 31.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 8 9 11 9 23 20:
Old : 25: 6 8 9 11 9 23 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 : 28.2 32.1 44.2 49.4 20.2 19.3 29.9 30.0
Old : 28.2 32.1 44.2 49.4 20.2 19.3 29.9 30.0
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, October 10, 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 : 11,681: 5,187 2,368 0 4,354 8,432 9,541 10,800: 2,140 881
Old : 11,681: 5,187 2,368 0 4,354 8,432 9,541 10,800: 2,140 881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 337: 93 262 0 225 10 318 272: 19 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 20.3 0.0 37.3 72.2 81.7 92.5: 18.3 7.5
Old : 100.0: 44.4 20.3 0.0 37.3 72.2 81.7 92.5: 18.3 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 : 94: 43 10 0 18 23 61 33:
Old : 94: 43 10 0 18 23 61 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 : 38.1 35.7 48.1 58.6 38.1 35.7 48.1 58.6
Old : 38.1 35.7 48.1 58.6 38.1 35.7 48.1 58.6
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, October 10, 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 : 6,968: 3,412 1,643 0 1,845 4,106 5,257 5,749: 1,711 1,219
Old : 6,968: 3,412 1,643 0 1,845 4,106 5,257 5,749: 1,711 1,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -714: -891 679 -33 70 -1,591 -854 -945: 140 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 23.6 0.0 26.5 58.9 75.4 82.5: 24.6 17.5
Old : 100.0: 49.0 23.6 0.0 26.5 58.9 75.4 82.5: 24.6 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 18 6 0 11 16 29 22:
Old : 49: 18 6 0 11 16 29 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 34.8 40.8 54.9 23.7 34.8 40.8 54.9
Old : 23.7 34.8 40.8 54.9 23.7 34.8 40.8 54.9
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, October 10, 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 : 30,287: 1,688 4,786 401 21,795 17,674 23,884 22,861: 6,403 7,426
Old : 30,287: 1,688 4,786 401 21,795 17,674 23,884 22,861: 6,403 7,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -6,679: -636 -1,599 -60 -5,013 -3,158 -5,709 -4,817: -970 -1,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 15.8 1.3 72.0 58.4 78.9 75.5: 21.1 24.5
Old : 100.0: 5.6 15.8 1.3 72.0 58.4 78.9 75.5: 21.1 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 : 65: 10 13 5 32 29 44 45:
Old : 65: 10 13 5 32 29 44 45:
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 34.2 49.1 47.2 36.5 27.7 44.9 38.8
Old : 37.6 34.2 49.1 47.2 36.5 27.7 44.9 38.8
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, October 10, 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 : 94,305: 9,701 2,973 4,989 69,040 77,254 83,730 85,216: 10,575 9,089
Old : 94,305: 9,701 2,973 4,989 69,040 77,254 83,730 85,216: 10,575 9,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 2,271: -497 -290 -1,585 2,024 2,806 -58 931: 2,329 1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 3.2 5.3 73.2 81.9 88.8 90.4: 11.2 9.6
Old : 100.0: 10.3 3.2 5.3 73.2 81.9 88.8 90.4: 11.2 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 : 100: 21 10 14 52 59 80 78:
Old : 100: 21 10 14 52 59 80 78:
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 23.9 49.4 39.1 28.5 21.2 37.0 31.3
Old : 37.4 23.9 49.4 39.1 28.5 21.2 37.0 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 13, 2006