GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, October 24, 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 : 3,639: 0 25 25 3,321 3,589 3,346 3,639: 293 0
Old : 3,639: 0 25 25 3,321 3,589 3,346 3,639: 293 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 35: 0 25 0 60 10 60 35: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.7 91.3 98.6 91.9 100.0: 8.1 0.0
Old : 100.0: 0.0 0.7 0.7 91.3 98.6 91.9 100.0: 8.1 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 : 23: 0 1 1 16 17 17 18:
Old : 23: 0 1 1 16 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 56.3 75.5 81.5 46.9 52.9 54.6 63.3
Old : 52.2 56.3 75.5 81.5 46.9 52.9 54.6 63.3
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 24, 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 : 7,884: 224 150 486 6,698 6,931 7,408 7,567: 476 317
Old : 7,884: 224 150 486 6,698 6,931 7,408 7,567: 476 317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 138: 0 0 0 305 325 305 325: -167 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.9 6.2 85.0 87.9 94.0 96.0: 6.0 4.0
Old : 100.0: 2.8 1.9 6.2 85.0 87.9 94.0 96.0: 6.0 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 : 36: 2 2 3 28 25 32 28:
Old : 36: 2 2 3 28 25 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 37.4 58.8 57.2 26.9 31.2 36.2 42.0
Old : 38.2 37.4 58.8 57.2 26.9 31.2 36.2 42.0
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 24, 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 : 222,286: 21,343 29,792 28,433 143,445 133,378 193,221 191,603: 29,065 30,683
Old : 222,286: 21,343 29,792 28,433 143,445 133,378 193,221 191,603: 29,065 30,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 4,997: 217 4,432 2,605 3,891 -724 6,713 6,313: -1,716 -1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 13.4 12.8 64.5 60.0 86.9 86.2: 13.1 13.8
Old : 100.0: 9.6 13.4 12.8 64.5 60.0 86.9 86.2: 13.1 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 : 143: 29 32 35 68 72 115 125:
Old : 143: 29 32 35 68 72 115 125:
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 23.2 42.6 34.4 18.3 11.0 26.1 16.8
Old : 29.5 23.2 42.6 34.4 18.3 11.0 26.1 16.8
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 24, 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 : 934,750: 130,983 89,750 360,868 369,957 444,260 861,808 894,878: 72,942 39,872
Old : 934,750: 130,983 89,750 360,868 369,957 444,260 861,808 894,878: 72,942 39,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -5,787: -522 426 95 -3,327 -3,450 -3,754 -2,929: -2,033 -2,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 9.6 38.6 39.6 47.5 92.2 95.7: 7.8 4.3
Old : 100.0: 14.0 9.6 38.6 39.6 47.5 92.2 95.7: 7.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 47 65 81 93 73 194 172:
Old : 212: 47 65 81 93 73 194 172:
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 32.1 50.7 48.3 13.0 11.4 16.0 15.5
Old : 39.5 32.1 50.7 48.3 13.0 11.4 16.0 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, October 24, 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 : 81,291: 3,113 676 8,614 61,507 60,884 73,234 70,174: 8,057 11,117
Old : 81,291: 3,113 676 8,614 61,507 60,884 73,234 70,174: 8,057 11,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -217: -960 0 450 535 -191 25 259: -242 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.8 10.6 75.7 74.9 90.1 86.3: 9.9 13.7
Old : 100.0: 3.8 0.8 10.6 75.7 74.9 90.1 86.3: 9.9 13.7
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 : 28: 1 1 2 19 23 21 25:
Old : 28: 1 1 2 19 23 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 : 43.0 40.6 68.9 61.7 37.9 33.5 50.5 43.6
Old : 43.0 40.6 68.9 61.7 37.9 33.5 50.5 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 47,072: 10,844 0 1,273 21,325 36,071 33,442 37,344: 13,630 9,728
Old : 47,072: 10,844 0 1,273 21,325 36,071 33,442 37,344: 13,630 9,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 2,986: 946 0 -122 34 3,693 858 3,571: 2,128 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 0.0 2.7 45.3 76.6 71.0 79.3: 29.0 20.7
Old : 100.0: 23.0 0.0 2.7 45.3 76.6 71.0 79.3: 29.0 20.7
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 : 24: 2 0 1 17 16 19 17:
Old : 24: 2 0 1 17 16 19 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 : 45.0 45.2 59.1 65.2 42.3 42.1 54.1 58.6
Old : 45.0 45.2 59.1 65.2 42.3 42.1 54.1 58.6
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 24, 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 : 128,207: 9,782 0 1,824 107,252 119,330 118,858 121,154: 9,349 7,053
Old : 128,207: 9,782 0 1,824 107,252 119,330 118,858 121,154: 9,349 7,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 6,538: 3,020 0 0 5,518 6,538 8,538 6,538: -2,000 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.0 1.4 83.7 93.1 92.7 94.5: 7.3 5.5
Old : 100.0: 7.6 0.0 1.4 83.7 93.1 92.7 94.5: 7.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 0 1 29 28 32 29:
Old : 42: 3 0 1 29 28 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 : 49.8 55.1 65.3 68.7 46.0 52.4 58.8 63.7
Old : 49.8 55.1 65.3 68.7 46.0 52.4 58.8 63.7
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 24, 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 : 68,242: 18,064 0 0 38,733 54,131 56,797 54,131: 11,445 14,111
Old : 68,242: 18,064 0 0 38,733 54,131 56,797 54,131: 11,445 14,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -424: 0 0 0 -1,783 -454 -1,783 -454: 1,359 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 0.0 0.0 56.8 79.3 83.2 79.3: 16.8 20.7
Old : 100.0: 26.5 0.0 0.0 56.8 79.3 83.2 79.3: 16.8 20.7
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 : 21: 2 0 0 12 12 14 12:
Old : 21: 2 0 0 12 12 14 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 : 51.5 59.6 69.7 72.7 50.3 59.6 67.6 68.1
Old : 51.5 59.6 69.7 72.7 50.3 59.6 67.6 68.1
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 24, 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 : 71,360: 0 4,359 5,237 62,435 56,018 67,672 65,614: 3,688 5,746
Old : 71,360: 0 4,359 5,237 62,435 56,018 67,672 65,614: 3,688 5,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 691: 0 -330 -903 1,868 640 965 -593: -274 1,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 7.3 87.5 78.5 94.8 91.9: 5.2 8.1
Old : 100.0: 0.0 6.1 7.3 87.5 78.5 94.8 91.9: 5.2 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 : 26: 0 3 2 17 19 19 22:
Old : 26: 0 3 2 17 19 19 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 : 64.0 41.9 80.2 67.4 52.6 36.9 62.3 54.3
Old : 64.0 41.9 80.2 67.4 52.6 36.9 62.3 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,302: 1,902 0 4,199 49,556 50,550 55,657 54,749: 6,645 7,553
Old : 62,302: 1,902 0 4,199 49,556 50,550 55,657 54,749: 6,645 7,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 59: 289 -497 -577 49 3,107 -239 2,033: 298 -1,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 6.7 79.5 81.1 89.3 87.9: 10.7 12.1
Old : 100.0: 3.1 0.0 6.7 79.5 81.1 89.3 87.9: 10.7 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 3 19 20 22 23:
Old : 27: 3 0 3 19 20 22 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 : 62.4 35.8 73.7 58.6 55.5 31.3 62.1 47.3
Old : 62.4 35.8 73.7 58.6 55.5 31.3 62.1 47.3
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 24, 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 : 108,822: 3,417 4,345 3,267 93,851 91,336 100,535 98,948: 8,287 9,874
Old : 108,822: 3,417 4,345 3,267 93,851 91,336 100,535 98,948: 8,287 9,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -1,309: 248 -3,500 819 -1,855 1,619 -788 -1,062: -521 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.0 3.0 86.2 83.9 92.4 90.9: 7.6 9.1
Old : 100.0: 3.1 4.0 3.0 86.2 83.9 92.4 90.9: 7.6 9.1
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 : 38: 1 2 2 26 26 28 29:
Old : 38: 1 2 2 26 26 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 : 35.3 35.6 53.0 54.2 27.5 29.0 40.4 41.6
Old : 35.3 35.6 53.0 54.2 27.5 29.0 40.4 41.6
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, October 24, 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 : 70,182: 0 5,575 2,118 54,494 53,018 56,612 60,711: 13,570 9,471
Old : 70,182: 0 5,575 2,118 54,494 53,018 56,612 60,711: 13,570 9,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.9 3.0 77.6 75.5 80.7 86.5: 19.3 13.5
Old : 100.0: 0.0 7.9 3.0 77.6 75.5 80.7 86.5: 19.3 13.5
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 : 22: 0 1 1 17 16 18 17:
Old : 22: 0 1 1 17 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 : 48.1 58.1 70.3 77.0 43.7 53.6 62.9 70.3
Old : 48.1 58.1 70.3 77.0 43.7 53.6 62.9 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, October 24, 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 : 65,692: 0 182 674 54,988 59,777 55,662 60,633: 10,030 5,059
Old : 65,692: 0 182 674 54,988 59,777 55,662 60,633: 10,030 5,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -1,016: 0 0 0 -675 -570 -675 -570: -341 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.0 83.7 91.0 84.7 92.3: 15.3 7.7
Old : 100.0: 0.0 0.3 1.0 83.7 91.0 84.7 92.3: 15.3 7.7
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: 0 1 1 23 23 24 24:
Old : 29: 0 1 1 23 23 24 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 : 44.0 41.7 61.5 63.1 40.6 39.7 51.3 55.5
Old : 44.0 41.7 61.5 63.1 40.6 39.7 51.3 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, October 24, 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 : 77,470: 0 8,746 5,440 56,798 53,684 62,238 67,870: 15,232 9,600
Old : 77,470: 0 8,746 5,440 56,798 53,684 62,238 67,870: 15,232 9,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 1,424: 0 -2,408 1,393 1,153 2,167 2,546 1,152: -1,122 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.3 7.0 73.3 69.3 80.3 87.6: 19.7 12.4
Old : 100.0: 0.0 11.3 7.0 73.3 69.3 80.3 87.6: 19.7 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 3 2 23 18 25 21:
Old : 29: 0 3 2 23 18 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 34.6 56.7 58.3 23.4 23.8 37.5 40.8
Old : 38.1 34.6 56.7 58.3 23.4 23.8 37.5 40.8
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, October 24, 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 : 65,154: 287 372 3,775 41,779 54,277 45,841 58,424: 19,313 6,730
Old : 65,154: 287 372 3,775 41,779 54,277 45,841 58,424: 19,313 6,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 870: 230 0 -230 -122 1,404 -122 1,174: 992 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.6 5.8 64.1 83.3 70.4 89.7: 29.6 10.3
Old : 100.0: 0.4 0.6 5.8 64.1 83.3 70.4 89.7: 29.6 10.3
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 : 26: 1 1 1 15 19 16 21:
Old : 26: 1 1 1 15 19 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 37.4 57.2 65.1 36.2 36.6 51.1 63.8
Old : 38.0 37.4 57.2 65.1 36.2 36.6 51.1 63.8
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, October 24, 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 : 44,588: 780 3,458 0 42,280 40,104 43,060 43,562: 1,528 1,026
Old : 44,588: 780 3,458 0 42,280 40,104 43,060 43,562: 1,528 1,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 7.8 0.0 94.8 89.9 96.6 97.7: 3.4 2.3
Old : 100.0: 1.7 7.8 0.0 94.8 89.9 96.6 97.7: 3.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 3 0 14 11 15 14:
Old : 22: 1 3 0 14 11 15 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 : 81.6 74.5 89.8 92.1 51.6 38.1 57.1 54.3
Old : 81.6 74.5 89.8 92.1 51.6 38.1 57.1 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 182,664: 344 11,472 9,718 154,969 151,990 165,031 173,180: 17,633 9,484
Old : 182,664: 344 11,472 9,718 154,969 151,990 165,031 173,180: 17,633 9,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 5,425: -326 -3,324 368 5,866 7,494 5,908 4,538: -483 887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.3 5.3 84.8 83.2 90.3 94.8: 9.7 5.2
Old : 100.0: 0.2 6.3 5.3 84.8 83.2 90.3 94.8: 9.7 5.2
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 : 42: 1 4 5 36 31 41 36:
Old : 42: 1 4 5 36 31 41 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 34.8 50.0 52.7 28.5 25.6 40.7 36.3
Old : 31.6 34.8 50.0 52.7 28.5 25.6 40.7 36.3
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, October 24, 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 : 93,742: 3,687 0 2,770 76,232 75,468 82,689 78,238: 11,053 15,504
Old : 93,742: 3,687 0 2,770 76,232 75,468 82,689 78,238: 11,053 15,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 3,204: 2,705 0 -731 448 4,247 2,422 3,516: 782 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 3.0 81.3 80.5 88.2 83.5: 11.8 16.5
Old : 100.0: 3.9 0.0 3.0 81.3 80.5 88.2 83.5: 11.8 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 1 24 22 25 23:
Old : 30: 1 0 1 24 22 25 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 : 41.6 47.7 62.4 67.2 35.7 45.3 52.5 57.9
Old : 41.6 47.7 62.4 67.2 35.7 45.3 52.5 57.9
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, October 24, 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 : 61,116: 780 2,730 0 57,654 56,780 58,434 59,510: 2,682 1,606
Old : 61,116: 780 2,730 0 57,654 56,780 58,434 59,510: 2,682 1,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 4.5 0.0 94.3 92.9 95.6 97.4: 4.4 2.6
Old : 100.0: 1.3 4.5 0.0 94.3 92.9 95.6 97.4: 4.4 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 : 25: 1 2 0 14 16 15 18:
Old : 25: 1 2 0 14 16 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 : 79.2 55.4 88.5 79.3 62.3 42.4 68.7 62.4
Old : 79.2 55.4 88.5 79.3 62.3 42.4 68.7 62.4
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 24, 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 : 269,895: 11,282 620 4,563 240,840 254,922 256,685 260,105: 13,210 9,790
Old : 269,895: 11,282 620 4,563 240,840 254,922 256,685 260,105: 13,210 9,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 4,726: 5,324 0 -1,276 29 4,776 4,077 3,500: 649 1,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.2 1.7 89.2 94.5 95.1 96.4: 4.9 3.6
Old : 100.0: 4.2 0.2 1.7 89.2 94.5 95.1 96.4: 4.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 37.2 43.1 54.1 61.5 32.1 40.6 47.2 56.7
Old : 37.2 43.1 54.1 61.5 32.1 40.6 47.2 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, October 24, 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 : 177,799: 16,815 14,973 9,505 140,177 148,492 166,497 172,970: 11,302 4,829
Old : 177,799: 16,815 14,973 9,505 140,177 148,492 166,497 172,970: 11,302 4,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 7,406: 4,406 1,354 762 2,102 4,947 7,270 7,063: 136 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 8.4 5.3 78.8 83.5 93.6 97.3: 6.4 2.7
Old : 100.0: 9.5 8.4 5.3 78.8 83.5 93.6 97.3: 6.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 3 3 38 35 42 40:
Old : 46: 3 3 3 38 35 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 : 29.9 52.1 47.9 65.2 25.5 48.5 39.1 58.0
Old : 29.9 52.1 47.9 65.2 25.5 48.5 39.1 58.0
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 24, 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 : 173,781: 0 1,401 6,544 151,910 147,756 158,454 155,701: 15,327 18,080
Old : 173,781: 0 1,401 6,544 151,910 147,756 158,454 155,701: 15,327 18,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 156: 0 -1,781 975 -3,115 -490 -2,140 -1,296: 2,296 1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 3.8 87.4 85.0 91.2 89.6: 8.8 10.4
Old : 100.0: 0.0 0.8 3.8 87.4 85.0 91.2 89.6: 8.8 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 0 2 2 35 34 37 36:
Old : 43: 0 2 2 35 34 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 44.7 50.7 62.5 29.4 42.4 47.7 58.1
Old : 31.2 44.7 50.7 62.5 29.4 42.4 47.7 58.1
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 24, 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 : 46,370: 0 7,157 2,293 36,321 21,135 38,614 30,585: 7,756 15,785
Old : 46,370: 0 7,157 2,293 36,321 21,135 38,614 30,585: 7,756 15,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 650: 0 354 48 -337 -329 -289 73: 939 577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.4 4.9 78.3 45.6 83.3 66.0: 16.7 34.0
Old : 100.0: 0.0 15.4 4.9 78.3 45.6 83.3 66.0: 16.7 34.0
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: 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 : 40.4 35.2 64.5 56.1 39.2 28.4 53.6 39.4
Old : 40.4 35.2 64.5 56.1 39.2 28.4 53.6 39.4
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 24, 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 : 183,989: 28,029 888 19,020 126,467 151,640 173,516 171,548: 10,473 12,441
Old : 183,989: 28,029 888 19,020 126,467 151,640 173,516 171,548: 10,473 12,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 8,933: -3,529 -6,182 6,581 4,279 9,102 7,331 9,501: 1,602 -568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 0.5 10.3 68.7 82.4 94.3 93.2: 5.7 6.8
Old : 100.0: 15.2 0.5 10.3 68.7 82.4 94.3 93.2: 5.7 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 : 44: 4 1 5 31 36 36 41:
Old : 44: 4 1 5 31 36 36 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 : 31.2 33.9 50.5 51.0 25.9 26.5 39.4 38.0
Old : 31.2 33.9 50.5 51.0 25.9 26.5 39.4 38.0
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, October 24, 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 : 59,004: 0 3,732 480 53,987 46,326 54,467 50,538: 4,537 8,466
Old : 59,004: 0 3,732 480 53,987 46,326 54,467 50,538: 4,537 8,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 925: 0 158 240 624 195 864 593: 61 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 0.8 91.5 78.5 92.3 85.7: 7.7 14.3
Old : 100.0: 0.0 6.3 0.8 91.5 78.5 92.3 85.7: 7.7 14.3
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 : 32: 0 2 1 24 24 25 26:
Old : 32: 0 2 1 24 24 25 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 : 44.8 28.8 64.6 49.5 41.8 24.5 58.7 41.3
Old : 44.8 28.8 64.6 49.5 41.8 24.5 58.7 41.3
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 24, 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 : 3,244,990: 147,511 212,370 1,221,742 1,855,104 1,794,580 3,224,357 3,228,692: 20,633 16,298
Old : 3,244,990: 147,511 212,370 1,221,742 1,855,104 1,794,580 3,224,357 3,228,692: 20,633 16,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 53,854: -15,938 -3,006 1,849 72,597 56,183 58,508 55,026: -4,654 -1,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 6.5 37.7 57.2 55.3 99.4 99.5: 0.6 0.5
Old : 100.0: 4.5 6.5 37.7 57.2 55.3 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 29 20 45 110 93 158 140:
Old : 163: 29 20 45 110 93 158 140:
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 : 37.2 43.4 49.8 56.0 8.6 13.5 13.6 17.1
Old : 37.2 43.4 49.8 56.0 8.6 13.5 13.6 17.1
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 24, 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 : 800,239: 204,426 53,426 197,320 396,528 546,052 798,274 796,798: 1,965 3,441
Old : 800,239: 204,426 53,426 197,320 396,528 546,052 798,274 796,798: 1,965 3,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 43,360: 36,138 5,986 3,672 3,659 34,525 43,469 44,183: -109 -823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 6.7 24.7 49.6 68.2 99.8 99.6: 0.2 0.4
Old : 100.0: 25.5 6.7 24.7 49.6 68.2 99.8 99.6: 0.2 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 : 79: 19 15 25 40 42 71 70:
Old : 79: 19 15 25 40 42 71 70:
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 : 53.8 34.6 70.9 57.0 25.0 19.6 32.7 28.9
Old : 53.8 34.6 70.9 57.0 25.0 19.6 32.7 28.9
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 24, 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 : 45,600: 6,770 580 3,040 34,882 41,052 44,692 44,672: 908 928
Old : 45,600: 6,770 580 3,040 34,882 41,052 44,692 44,672: 908 928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -341: -1,080 -20 -20 959 -341 -141 -381: -200 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 1.3 6.7 76.5 90.0 98.0 98.0: 2.0 2.0
Old : 100.0: 14.8 1.3 6.7 76.5 90.0 98.0 98.0: 2.0 2.0
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 : 50: 4 5 5 36 34 43 41:
Old : 50: 4 5 5 36 34 43 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 : 45.3 43.7 59.5 64.6 35.4 36.7 44.0 49.8
Old : 45.3 43.7 59.5 64.6 35.4 36.7 44.0 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, October 24, 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 : 25,428: 434 1,407 1,102 23,766 22,475 25,302 24,984: 126 444
Old : 25,428: 434 1,407 1,102 23,766 22,475 25,302 24,984: 126 444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 0: 0 -552 0 63 552 63 0: -63 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 5.5 4.3 93.5 88.4 99.5 98.3: 0.5 1.7
Old : 100.0: 1.7 5.5 4.3 93.5 88.4 99.5 98.3: 0.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 3 1 22 20 23 24:
Old : 36: 1 3 1 22 20 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 : 66.8 64.5 84.6 81.4 46.5 50.6 56.0 58.8
Old : 66.8 64.5 84.6 81.4 46.5 50.6 56.0 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, October 24, 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 : 19,013: 1,524 0 0 17,446 19,013 18,970 19,013: 43 0
Old : 19,013: 1,524 0 0 17,446 19,013 18,970 19,013: 43 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 0: 0 0 0 0 0 0 0: 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 : 74.0 76.8 88.0 93.8 46.7 52.8 57.5 59.6
Old : 74.0 76.8 88.0 93.8 46.7 52.8 57.5 59.6
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 24, 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 17, 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 24, 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 : 21,744: 230 1,140 938 20,278 19,558 21,446 21,636: 298 108
Old : 21,744: 230 1,140 938 20,278 19,558 21,446 21,636: 298 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -272: 0 0 0 -274 -272 -274 -272: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.2 4.3 93.3 89.9 98.6 99.5: 1.4 0.5
Old : 100.0: 1.1 5.2 4.3 93.3 89.9 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 : 29: 2 3 3 20 21 24 25:
Old : 29: 2 3 3 20 21 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 49.5 76.7 73.2 40.3 33.1 51.4 45.4
Old : 59.4 49.5 76.7 73.2 40.3 33.1 51.4 45.4
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 24, 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 : 26,582: 2,720 0 300 22,029 25,126 25,049 25,426: 1,533 1,156
Old : 26,582: 2,720 0 300 22,029 25,126 25,049 25,426: 1,533 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -106: -80 0 0 86 -214 6 -214: -112 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 1.1 82.9 94.5 94.2 95.7: 5.8 4.3
Old : 100.0: 10.2 0.0 1.1 82.9 94.5 94.2 95.7: 5.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 44.5 48.3 66.6 71.4 29.3 40.2 39.7 52.5
Old : 44.5 48.3 66.6 71.4 29.3 40.2 39.7 52.5
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 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 27,494: 0 1,508 1,320 25,654 24,566 26,974 27,394: 520 100
Old : 27,494: 0 1,508 1,320 25,654 24,566 26,974 27,394: 520 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 200: -140 -100 60 40 240 -40 200: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 4.8 93.3 89.4 98.1 99.6: 1.9 0.4
Old : 100.0: 0.0 5.5 4.8 93.3 89.4 98.1 99.6: 1.9 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: 0 3 2 18 12 20 15:
Old : 24: 0 3 2 18 12 20 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 : 59.6 64.6 78.9 87.6 37.7 48.8 51.2 59.8
Old : 59.6 64.6 78.9 87.6 37.7 48.8 51.2 59.8
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 24, 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 : 13,930: 180 44 1,128 12,090 12,206 13,398 13,378: 532 552
Old : 13,930: 180 44 1,128 12,090 12,206 13,398 13,378: 532 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 30: -76 44 76 30 -90 30 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.3 8.1 86.8 87.6 96.2 96.0: 3.8 4.0
Old : 100.0: 1.3 0.3 8.1 86.8 87.6 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: 1 1 1 14 15 16 16:
Old : 20: 1 1 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 : 64.5 58.2 84.5 77.9 57.3 48.3 62.8 59.7
Old : 64.5 58.2 84.5 77.9 57.3 48.3 62.8 59.7
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, October 24, 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 : 1,133,789: 159,629 164,654 214,026 694,661 677,504 1,068,316 1,056,184: 65,473 77,605
Old : 1,133,789: 159,629 164,654 214,026 694,661 677,504 1,068,316 1,056,184: 65,473 77,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -52,381: 6,658 8,987 -24,501 -32,271 -32,385 -50,114 -47,899: -2,267 -4,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 14.5 18.9 61.3 59.8 94.2 93.2: 5.8 6.8
Old : 100.0: 14.1 14.5 18.9 61.3 59.8 94.2 93.2: 5.8 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 : 313: 82 109 107 93 96 246 254:
Old : 313: 82 109 107 93 96 246 254:
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 : 23.3 23.2 35.4 32.3 12.8 7.8 17.7 12.4
Old : 23.3 23.2 35.4 32.3 12.8 7.8 17.7 12.4
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 24, 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 : 19,047: 7,248 8,986 233 718 387 8,199 9,606: 10,848 9,441
Old : 19,047: 7,248 8,986 233 718 387 8,199 9,606: 10,848 9,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -16,705: -10,788 -14,533 -942 332 -1,174 -11,398 -16,649: -5,307 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 47.2 1.2 3.8 2.0 43.0 50.4: 57.0 49.6
Old : 100.0: 38.1 47.2 1.2 3.8 2.0 43.0 50.4: 57.0 49.6
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: 10 12 8 2 1 16 17:
Old : 24: 10 12 8 2 1 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 : 24.4 29.4 36.3 39.5 24.0 29.3 35.8 39.3
Old : 24.4 29.4 36.3 39.5 24.0 29.3 35.8 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, October 24, 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 : 18,265: 0 0 0 18,265 18,265 18,265 18,265: 0 0
Old : 18,265: 0 0 0 18,265 18,265 18,265 18,265: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 20: 0 0 0 16 18 16 18:
Old : 20: 0 0 0 16 18 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 70.4 93.2 93.8 14.2 15.7 17.2 17.2
Old : 72.7 70.4 93.2 93.8 14.2 15.7 17.2 17.2
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 24, 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 : 23,688: 2,679 6,630 3,539 10,481 6,231 16,699 16,400: 6,989 7,288
Old : 23,688: 2,679 6,630 3,539 10,481 6,231 16,699 16,400: 6,989 7,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -6,119: -1,173 -434 -3,341 -780 -81 -5,294 -3,856: -825 -2,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 28.0 14.9 44.2 26.3 70.5 69.2: 29.5 30.8
Old : 100.0: 11.3 28.0 14.9 44.2 26.3 70.5 69.2: 29.5 30.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 6 7 10 9 20 17:
Old : 21: 5 6 7 10 9 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 36.4 46.3 52.3 24.2 28.2 34.7 35.2
Old : 27.9 36.4 46.3 52.3 24.2 28.2 34.7 35.2
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 24, 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 : 12,139: 5,592 2,469 127 4,182 8,900 9,901 11,496: 2,238 643
Old : 12,139: 5,592 2,469 127 4,182 8,900 9,901 11,496: 2,238 643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 641: 398 65 7 -90 477 315 549: 326 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 20.3 1.0 34.5 73.3 81.6 94.7: 18.4 5.3
Old : 100.0: 46.1 20.3 1.0 34.5 73.3 81.6 94.7: 18.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 44 9 3 17 23 63 35:
Old : 95: 44 9 3 17 23 63 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 : 38.1 34.5 47.4 56.4 38.1 34.5 47.4 56.4
Old : 38.1 34.5 47.4 56.4 38.1 34.5 47.4 56.4
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 24, 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 : 7,046: 3,464 1,668 1 1,837 3,988 5,302 5,657: 1,744 1,389
Old : 7,046: 3,464 1,668 1 1,837 3,988 5,302 5,657: 1,744 1,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -242: 144 96 -1 -413 -510 -270 -415: 28 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 23.7 0.0 26.1 56.6 75.2 80.3: 24.8 19.7
Old : 100.0: 49.2 23.7 0.0 26.1 56.6 75.2 80.3: 24.8 19.7
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 : 54: 20 7 1 11 18 32 25:
Old : 54: 20 7 1 11 18 32 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 : 21.5 31.6 38.9 50.6 21.5 31.6 38.9 50.6
Old : 21.5 31.6 38.9 50.6 21.5 31.6 38.9 50.6
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 24, 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 : 23,067: 768 2,528 1,248 14,757 13,333 16,773 17,109: 6,294 5,958
Old : 23,067: 768 2,528 1,248 14,757 13,333 16,773 17,109: 6,294 5,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -4,855: -677 -2,941 778 -4,175 -1,544 -4,074 -3,707: -781 -1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 11.0 5.4 64.0 57.8 72.7 74.2: 27.3 25.8
Old : 100.0: 3.3 11.0 5.4 64.0 57.8 72.7 74.2: 27.3 25.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 5 11 9 30 22 42 36:
Old : 54: 5 11 9 30 22 42 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 31.8 43.7 45.3 29.9 24.2 37.2 36.3
Old : 33.7 31.8 43.7 45.3 29.9 24.2 37.2 36.3
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 24, 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 : 101,292: 12,347 6,289 3,764 74,462 82,062 90,573 92,115: 10,719 9,177
Old : 101,292: 12,347 6,289 3,764 74,462 82,062 90,573 92,115: 10,719 9,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 1,915: 941 2,071 255 -462 -1,434 734 892: 1,181 1,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 6.2 3.7 73.5 81.0 89.4 90.9: 10.6 9.1
Old : 100.0: 12.2 6.2 3.7 73.5 81.0 89.4 90.9: 10.6 9.1
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 : 112: 23 12 11 61 65 90 84:
Old : 112: 23 12 11 61 65 90 84:
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 : 38.2 22.0 48.9 34.8 32.8 20.8 41.9 31.3
Old : 38.2 22.0 48.9 34.8 32.8 20.8 41.9 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2006