GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, November 21, 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 : 4,514: 100 50 0 4,177 4,439 4,277 4,489: 237 25
Old : 4,514: 100 50 0 4,177 4,439 4,277 4,489: 237 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 1,310: -50 0 0 1,457 1,285 1,407 1,285: -97 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.1 0.0 92.5 98.3 94.7 99.4: 5.3 0.6
Old : 100.0: 2.2 1.1 0.0 92.5 98.3 94.7 99.4: 5.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 16 16 17 17:
Old : 23: 1 1 0 16 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 61.2 78.2 86.7 34.5 44.3 44.7 52.9
Old : 54.4 61.2 78.2 86.7 34.5 44.3 44.7 52.9
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, November 21, 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 : 8,648: 308 100 475 7,482 7,735 8,265 8,310: 383 338
Old : 8,648: 308 100 475 7,482 7,735 8,265 8,310: 383 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 526: 0 -25 25 501 546 526 546: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 1.2 5.5 86.5 89.4 95.6 96.1: 4.4 3.9
Old : 100.0: 3.6 1.2 5.5 86.5 89.4 95.6 96.1: 4.4 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 : 37: 2 1 2 25 27 29 29:
Old : 37: 2 1 2 25 27 29 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 : 43.3 35.4 64.5 54.8 34.8 28.8 44.9 41.0
Old : 43.3 35.4 64.5 54.8 34.8 28.8 44.9 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, November 21, 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 METRIC TONS) :
: : :
All : 2,798: 0 0 0 2,120 2,034 2,120 2,034: 678 764
Old : 2,798: 0 0 0 2,120 2,034 2,120 2,034: 678 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 75.8 72.7 75.8 72.7: 24.2 27.3
Old : 100.0: 0.0 0.0 0.0 75.8 72.7 75.8 72.7: 24.2 27.3
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 : 21: 0 0 0 17 18 17 18:
Old : 21: 0 0 0 17 18 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 40.3 59.9 56.3 27.9 26.8 40.3 38.3
Old : 40.4 40.3 59.9 56.3 27.9 26.8 40.3 38.3
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, November 21, 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 : 231,247: 22,500 28,391 33,563 143,920 137,089 199,983 199,043: 31,264 32,204
Old : 231,247: 22,500 28,391 33,563 143,920 137,089 199,983 199,043: 31,264 32,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 5,683: -395 -45 345 5,871 4,282 5,821 4,582: -138 1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 12.3 14.5 62.2 59.3 86.5 86.1: 13.5 13.9
Old : 100.0: 9.7 12.3 14.5 62.2 59.3 86.5 86.1: 13.5 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 26 41 41 71 73 124 133:
Old : 153: 26 41 41 71 73 124 133:
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 : 28.3 23.1 41.6 33.6 17.7 10.7 25.2 16.5
Old : 28.3 23.1 41.6 33.6 17.7 10.7 25.2 16.5
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, November 21, 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 : 906,789: 125,623 82,145 348,023 373,274 438,908 846,920 869,076: 59,869 37,713
Old : 906,789: 125,623 82,145 348,023 373,274 438,908 846,920 869,076: 59,869 37,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -4,312: -1,080 721 -1,756 2,559 -1,444 -277 -2,479: -4,035 -1,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 9.1 38.4 41.2 48.4 93.4 95.8: 6.6 4.2
Old : 100.0: 13.9 9.1 38.4 41.2 48.4 93.4 95.8: 6.6 4.2
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 : 212: 54 64 84 86 72 194 172:
Old : 212: 54 64 84 86 72 194 172:
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 : 38.6 32.4 50.7 48.6 13.8 11.6 17.2 16.5
Old : 38.6 32.4 50.7 48.6 13.8 11.6 17.2 16.5
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, November 21, 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 : 89,496: 6,072 0 6,293 67,467 73,581 79,832 79,874: 9,664 9,622
Old : 89,496: 6,072 0 6,293 67,467 73,581 79,832 79,874: 9,664 9,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 3,617: 1,014 0 61 2,169 5,583 3,244 5,644: 373 -2,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 7.0 75.4 82.2 89.2 89.2: 10.8 10.8
Old : 100.0: 6.8 0.0 7.0 75.4 82.2 89.2 89.2: 10.8 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 2 19 25 21 27:
Old : 29: 2 0 2 19 25 21 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 : 46.7 37.5 68.0 61.1 34.3 34.5 47.5 46.7
Old : 46.7 37.5 68.0 61.1 34.3 34.5 47.5 46.7
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, November 21, 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 : 44,534: 8,230 0 514 23,591 34,250 32,335 34,764: 12,199 9,770
Old : 44,534: 8,230 0 514 23,591 34,250 32,335 34,764: 12,199 9,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 173: -1,098 0 62 -16 -936 -1,052 -874: 1,225 1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 0.0 1.2 53.0 76.9 72.6 78.1: 27.4 21.9
Old : 100.0: 18.5 0.0 1.2 53.0 76.9 72.6 78.1: 27.4 21.9
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 : 26: 2 0 1 20 19 22 20:
Old : 26: 2 0 1 20 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 41.3 53.1 60.9 35.8 36.7 46.2 47.9
Old : 38.3 41.3 53.1 60.9 35.8 36.7 46.2 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, November 21, 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 : 130,574: 8,148 12,709 2,190 112,389 107,096 122,727 121,995: 7,847 8,579
Old : 130,574: 8,148 12,709 2,190 112,389 107,096 122,727 121,995: 7,847 8,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 2,425: 0 12,709 0 2,239 -9,918 2,239 2,791: 186 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 9.7 1.7 86.1 82.0 94.0 93.4: 6.0 6.6
Old : 100.0: 6.2 9.7 1.7 86.1 82.0 94.0 93.4: 6.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 1 2 26 27 29 30:
Old : 41: 3 1 2 26 27 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 57.0 69.2 72.3 50.8 55.1 67.3 70.4
Old : 51.7 57.0 69.2 72.3 50.8 55.1 67.3 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, November 21, 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 : 69,120: 17,422 23,433 0 39,482 32,907 56,904 56,340: 12,216 12,780
Old : 69,120: 17,422 23,433 0 39,482 32,907 56,904 56,340: 12,216 12,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 3,450: 0 23,433 0 2,336 -19,823 2,336 3,610: 1,114 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 33.9 0.0 57.1 47.6 82.3 81.5: 17.7 18.5
Old : 100.0: 25.2 33.9 0.0 57.1 47.6 82.3 81.5: 17.7 18.5
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 : 23: 2 1 0 16 13 18 14:
Old : 23: 2 1 0 16 13 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 : 48.8 60.9 66.2 73.3 46.8 59.1 64.1 69.3
Old : 48.8 60.9 66.2 73.3 46.8 59.1 64.1 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, November 21, 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 : 72,841: 0 3,988 6,460 62,600 57,660 69,060 68,108: 3,781 4,733
Old : 72,841: 0 3,988 6,460 62,600 57,660 69,060 68,108: 3,781 4,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 3,580: 0 539 844 1,794 2,706 2,638 4,089: 942 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 8.9 85.9 79.2 94.8 93.5: 5.2 6.5
Old : 100.0: 0.0 5.5 8.9 85.9 79.2 94.8 93.5: 5.2 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 : 27: 0 3 3 20 20 23 23:
Old : 27: 0 3 3 20 20 23 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 : 59.8 42.8 75.8 65.9 48.0 36.4 56.5 51.2
Old : 59.8 42.8 75.8 65.9 48.0 36.4 56.5 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, November 21, 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 : 65,996: 3,955 149 5,791 51,081 50,736 60,827 56,676: 5,169 9,320
Old : 65,996: 3,955 149 5,791 51,081 50,736 60,827 56,676: 5,169 9,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 3,497: -2,771 149 2,160 4,412 1,030 3,801 3,339: -304 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.2 8.8 77.4 76.9 92.2 85.9: 7.8 14.1
Old : 100.0: 6.0 0.2 8.8 77.4 76.9 92.2 85.9: 7.8 14.1
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 1 3 19 19 23 22:
Old : 27: 3 1 3 19 19 23 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 : 67.1 37.3 78.3 60.7 56.0 34.0 62.4 48.1
Old : 67.1 37.3 78.3 60.7 56.0 34.0 62.4 48.1
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, November 21, 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 : 102,169: 6,232 4,406 4,392 84,237 82,951 94,861 91,749: 7,308 10,420
Old : 102,169: 6,232 4,406 4,392 84,237 82,951 94,861 91,749: 7,308 10,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -992: 2,059 989 1,080 -2,939 -3,721 200 -1,652: -1,192 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 4.3 4.3 82.4 81.2 92.8 89.8: 7.2 10.2
Old : 100.0: 6.1 4.3 4.3 82.4 81.2 92.8 89.8: 7.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 2 3 26 25 29 29:
Old : 38: 2 2 3 26 25 29 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 : 37.2 35.5 54.4 54.2 30.2 27.6 42.5 41.7
Old : 37.2 35.5 54.4 54.2 30.2 27.6 42.5 41.7
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, November 21, 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 : 70,933: 0 6,686 1,369 57,616 53,174 58,985 61,229: 11,948 9,704
Old : 70,933: 0 6,686 1,369 57,616 53,174 58,985 61,229: 11,948 9,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 109: 0 -313 62 -124 158 -62 -93: 171 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.4 1.9 81.2 75.0 83.2 86.3: 16.8 13.7
Old : 100.0: 0.0 9.4 1.9 81.2 75.0 83.2 86.3: 16.8 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 : 21: 0 1 1 16 15 17 16:
Old : 21: 0 1 1 16 15 17 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 : 46.8 56.7 70.2 75.5 42.4 52.6 63.8 70.4
Old : 46.8 56.7 70.2 75.5 42.4 52.6 63.8 70.4
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, November 21, 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 : 66,814: 13,079 242 1,786 43,179 59,002 58,044 61,030: 8,770 5,784
Old : 66,814: 13,079 242 1,786 43,179 59,002 58,044 61,030: 8,770 5,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 2,981: 13,079 0 1,172 -11,332 838 2,919 2,010: 62 971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 0.4 2.7 64.6 88.3 86.9 91.3: 13.1 8.7
Old : 100.0: 19.6 0.4 2.7 64.6 88.3 86.9 91.3: 13.1 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 2 21 23 24 25:
Old : 30: 2 1 2 21 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 47.2 61.9 66.8 40.4 45.5 53.2 60.6
Old : 46.2 47.2 61.9 66.8 40.4 45.5 53.2 60.6
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, November 21, 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 : 84,229: 224 9,422 3,375 65,523 63,661 69,122 76,458: 15,107 7,771
Old : 84,229: 224 9,422 3,375 65,523 63,661 69,122 76,458: 15,107 7,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 1,769: 0 882 -440 2,285 2,693 1,845 3,135: -76 -1,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 11.2 4.0 77.8 75.6 82.1 90.8: 17.9 9.2
Old : 100.0: 0.3 11.2 4.0 77.8 75.6 82.1 90.8: 17.9 9.2
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 : 31: 1 3 2 22 20 25 23:
Old : 31: 1 3 2 22 20 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 : 33.7 39.3 52.8 61.3 22.4 27.9 35.9 41.1
Old : 33.7 39.3 52.8 61.3 22.4 27.9 35.9 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, November 21, 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 : 63,041: 0 1,383 2,354 38,933 53,609 41,287 57,346: 21,754 5,695
Old : 63,041: 0 1,383 2,354 38,933 53,609 41,287 57,346: 21,754 5,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 31: 0 -71 0 -2,084 102 -2,084 31: 2,115 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 3.7 61.8 85.0 65.5 91.0: 34.5 9.0
Old : 100.0: 0.0 2.2 3.7 61.8 85.0 65.5 91.0: 34.5 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 : 25: 0 2 1 16 18 17 20:
Old : 25: 0 2 1 16 18 17 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 : 37.8 41.4 54.1 69.3 35.5 40.2 50.6 67.6
Old : 37.8 41.4 54.1 69.3 35.5 40.2 50.6 67.6
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, November 21, 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 : 194,239: 5,925 16,733 30,237 141,774 139,738 177,936 186,708: 16,303 7,531
Old : 194,239: 5,925 16,733 30,237 141,774 139,738 177,936 186,708: 16,303 7,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 11,185: 1,574 6,097 13,373 -2,881 -5,600 12,066 13,870: -881 -2,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 8.6 15.6 73.0 71.9 91.6 96.1: 8.4 3.9
Old : 100.0: 3.1 8.6 15.6 73.0 71.9 91.6 96.1: 8.4 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 : 46: 3 4 6 37 32 43 39:
Old : 46: 3 4 6 37 32 43 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 33.5 53.1 50.5 27.7 20.6 37.4 33.1
Old : 35.0 33.5 53.1 50.5 27.7 20.6 37.4 33.1
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, November 21, 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 : 88,554: 2,297 2,169 3,936 72,713 68,935 78,946 75,040: 9,608 13,514
Old : 88,554: 2,297 2,169 3,936 72,713 68,935 78,946 75,040: 9,608 13,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 454: -1,118 2,169 1,442 -233 -3,642 91 -31: 363 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.4 4.4 82.1 77.8 89.2 84.7: 10.8 15.3
Old : 100.0: 2.6 2.4 4.4 82.1 77.8 89.2 84.7: 10.8 15.3
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: 2 1 3 25 20 28 23:
Old : 32: 2 1 3 25 20 28 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 : 42.9 47.5 61.1 66.1 37.7 46.4 55.0 59.3
Old : 42.9 47.5 61.1 66.1 37.7 46.4 55.0 59.3
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, November 21, 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 : 61,291: 2,542 620 0 55,751 53,701 58,293 54,321: 2,998 6,970
Old : 61,291: 2,542 620 0 55,751 53,701 58,293 54,321: 2,998 6,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 1,513: 1,054 620 0 273 707 1,327 1,327: 186 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.0 0.0 91.0 87.6 95.1 88.6: 4.9 11.4
Old : 100.0: 4.1 1.0 0.0 91.0 87.6 95.1 88.6: 4.9 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 0 10 16 12 17:
Old : 23: 2 1 0 10 16 12 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 : 82.5 47.1 92.4 70.9 64.8 38.8 69.2 54.9
Old : 82.5 47.1 92.4 70.9 64.8 38.8 69.2 54.9
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, November 21, 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 : 289,109: 7,182 10,627 8,011 262,500 263,469 277,693 282,107: 11,416 7,002
Old : 289,109: 7,182 10,627 8,011 262,500 263,469 277,693 282,107: 11,416 7,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 14,301: -878 10,131 618 13,439 3,007 13,179 13,756: 1,122 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.7 2.8 90.8 91.1 96.1 97.6: 3.9 2.4
Old : 100.0: 2.5 3.7 2.8 90.8 91.1 96.1 97.6: 3.9 2.4
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 : 57: 3 3 6 43 43 49 49:
Old : 57: 3 3 6 43 43 49 49:
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 : 37.3 46.9 54.1 63.1 34.2 43.1 48.7 59.1
Old : 37.3 46.9 54.1 63.1 34.2 43.1 48.7 59.1
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, November 21, 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 : 180,442: 23,652 6,913 14,433 131,457 153,774 169,542 175,120: 10,900 5,322
Old : 180,442: 23,652 6,913 14,433 131,457 153,774 169,542 175,120: 10,900 5,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 184: 2,084 1,867 -1,029 -828 -1,083 227 -245: -43 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 3.8 8.0 72.9 85.2 94.0 97.1: 6.0 2.9
Old : 100.0: 13.1 3.8 8.0 72.9 85.2 94.0 97.1: 6.0 2.9
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 : 46: 2 3 3 37 35 41 39:
Old : 46: 2 3 3 37 35 41 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 48.7 51.4 63.4 28.1 44.8 39.6 51.8
Old : 34.3 48.7 51.4 63.4 28.1 44.8 39.6 51.8
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, November 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 179,064: 4,106 5,153 5,200 154,011 151,705 163,317 162,058: 15,747 17,006
Old : 179,064: 4,106 5,153 5,200 154,011 151,705 163,317 162,058: 15,747 17,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 8,394: 3,858 3,477 -21 971 2,035 4,808 5,491: 3,586 2,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.9 2.9 86.0 84.7 91.2 90.5: 8.8 9.5
Old : 100.0: 2.3 2.9 2.9 86.0 84.7 91.2 90.5: 8.8 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 2 3 36 36 40 39:
Old : 48: 2 2 3 36 36 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 45.4 51.8 63.8 31.1 44.6 49.8 59.5
Old : 32.2 45.4 51.8 63.8 31.1 44.6 49.8 59.5
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, November 21, 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 : 44,704: 0 4,151 2,402 33,391 21,213 35,793 27,766: 8,911 16,938
Old : 44,704: 0 4,151 2,402 33,391 21,213 35,793 27,766: 8,911 16,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 1,463: 0 49 267 -506 571 -239 887: 1,702 576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.3 5.4 74.7 47.5 80.1 62.1: 19.9 37.9
Old : 100.0: 0.0 9.3 5.4 74.7 47.5 80.1 62.1: 19.9 37.9
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 : 20: 0 2 2 15 14 17 16:
Old : 20: 0 2 2 15 14 17 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 : 40.0 30.0 63.0 49.4 38.1 21.5 50.5 33.6
Old : 40.0 30.0 63.0 49.4 38.1 21.5 50.5 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, November 21, 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 : 206,645: 51,696 13,809 11,704 129,699 165,749 193,099 191,262: 13,546 15,383
Old : 206,645: 51,696 13,809 11,704 129,699 165,749 193,099 191,262: 13,546 15,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 13,833: 6,026 6,630 -628 5,382 7,287 10,780 13,289: 3,053 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 6.7 5.7 62.8 80.2 93.4 92.6: 6.6 7.4
Old : 100.0: 25.0 6.7 5.7 62.8 80.2 93.4 92.6: 6.6 7.4
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 : 44: 5 2 4 34 33 40 38:
Old : 44: 5 2 4 34 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 : 34.4 41.6 51.5 60.0 28.9 34.9 42.4 45.8
Old : 34.4 41.6 51.5 60.0 28.9 34.9 42.4 45.8
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, November 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,908: 0 4,611 2,290 50,849 41,303 53,139 48,204: 3,769 8,704
Old : 56,908: 0 4,611 2,290 50,849 41,303 53,139 48,204: 3,769 8,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 412: 0 427 1,930 -1,518 -1,703 412 654: 0 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.1 4.0 89.4 72.6 93.4 84.7: 6.6 15.3
Old : 100.0: 0.0 8.1 4.0 89.4 72.6 93.4 84.7: 6.6 15.3
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 : 33: 0 3 2 24 21 26 24:
Old : 33: 0 3 2 24 21 26 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 : 44.4 30.1 66.0 50.4 41.4 23.9 58.3 39.8
Old : 44.4 30.1 66.0 50.4 41.4 23.9 58.3 39.8
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, November 21, 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 : 3,183,153: 162,037 146,278 1,173,772 1,819,308 1,846,040 3,155,117 3,166,090: 28,036 17,063
Old : 3,183,153: 162,037 146,278 1,173,772 1,819,308 1,846,040 3,155,117 3,166,090: 28,036 17,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 33,542: -1,827 -7,015 19,882 11,982 18,573 30,037 31,440: 3,505 2,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 4.6 36.9 57.2 58.0 99.1 99.5: 0.9 0.5
Old : 100.0: 5.1 4.6 36.9 57.2 58.0 99.1 99.5: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 27 22 45 108 91 156 139:
Old : 161: 27 22 45 108 91 156 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 43.2 49.7 56.3 8.3 14.6 12.7 17.9
Old : 37.1 43.2 49.7 56.3 8.3 14.6 12.7 17.9
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, November 21, 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 : 808,782: 176,876 66,096 213,927 414,879 523,349 805,682 803,372: 3,100 5,410
Old : 808,782: 176,876 66,096 213,927 414,879 523,349 805,682 803,372: 3,100 5,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 27,299: 17,557 24,871 2,943 6,202 -1,238 26,702 26,576: 597 723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 8.2 26.5 51.3 64.7 99.6 99.3: 0.4 0.7
Old : 100.0: 21.9 8.2 26.5 51.3 64.7 99.6 99.3: 0.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 17 15 24 39 39 66 68:
Old : 74: 17 15 24 39 39 66 68:
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 : 53.1 40.5 69.4 60.7 20.1 20.0 28.3 28.4
Old : 53.1 40.5 69.4 60.7 20.1 20.0 28.3 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, November 21, 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 : 44,466: 6,044 1,930 2,300 35,444 39,578 43,788 43,808: 678 658
Old : 44,466: 6,044 1,930 2,300 35,444 39,578 43,788 43,808: 678 658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -2: 120 810 60 -262 -852 -82 18: 80 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 4.3 5.2 79.7 89.0 98.5 98.5: 1.5 1.5
Old : 100.0: 13.6 4.3 5.2 79.7 89.0 98.5 98.5: 1.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 4 7 5 36 35 43 44:
Old : 52: 4 7 5 36 35 43 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 : 45.8 43.9 60.9 66.0 36.5 38.5 44.5 50.5
Old : 45.8 43.9 60.9 66.0 36.5 38.5 44.5 50.5
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, November 21, 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 : 23,728: 774 655 926 21,946 21,769 23,646 23,350: 82 378
Old : 23,728: 774 655 926 21,946 21,769 23,646 23,350: 82 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 0: 164 0 0 -164 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.8 3.9 92.5 91.7 99.7 98.4: 0.3 1.6
Old : 100.0: 3.3 2.8 3.9 92.5 91.7 99.7 98.4: 0.3 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 1 18 20 20 23:
Old : 33: 2 2 1 18 20 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 69.4 84.9 84.7 45.1 53.6 56.1 61.0
Old : 66.4 69.4 84.9 84.7 45.1 53.6 56.1 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, November 21, 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 : 18,463: 1,348 0 0 17,072 18,463 18,420 18,463: 43 0
Old : 18,463: 1,348 0 0 17,072 18,463 18,420 18,463: 43 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 0.0 92.5 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 7.3 0.0 0.0 92.5 100.0 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 : 76.9 78.6 90.3 94.8 48.4 53.2 58.7 60.6
Old : 76.9 78.6 90.3 94.8 48.4 53.2 58.7 60.6
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, November 21, 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 : 13,414: 0 961 0 13,291 12,453 13,291 13,414: 123 0
Old : 13,414: 0 961 0 13,291 12,453 13,291 13,414: 123 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 0.0 99.1 92.8 99.1 100.0: 0.9 0.0
Old : 100.0: 0.0 7.2 0.0 99.1 92.8 99.1 100.0: 0.9 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 3 0 12 11 12 14:
Old : 20: 0 3 0 12 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 : 84.6 76.4 97.2 93.8 71.7 69.1 80.8 80.4
Old : 84.6 76.4 97.2 93.8 71.7 69.1 80.8 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, November 21, 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 : 20,464: 120 1,196 832 19,270 18,368 20,222 20,396: 242 68
Old : 20,464: 120 1,196 832 19,270 18,368 20,222 20,396: 242 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 222: 0 120 0 222 102 222 222: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 5.8 4.1 94.2 89.8 98.8 99.7: 1.2 0.3
Old : 100.0: 0.6 5.8 4.1 94.2 89.8 98.8 99.7: 1.2 0.3
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 : 29: 1 3 1 19 21 21 24:
Old : 29: 1 3 1 19 21 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 50.0 81.2 73.5 46.5 40.2 59.5 53.6
Old : 63.6 50.0 81.2 73.5 46.5 40.2 59.5 53.6
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, November 21, 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 : 27,398: 2,330 906 300 23,346 25,200 25,976 26,406: 1,422 992
Old : 27,398: 2,330 906 300 23,346 25,200 25,976 26,406: 1,422 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 1,092: 0 906 0 932 316 932 1,222: 160 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 3.3 1.1 85.2 92.0 94.8 96.4: 5.2 3.6
Old : 100.0: 8.5 3.3 1.1 85.2 92.0 94.8 96.4: 5.2 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 : 30: 1 1 1 24 22 25 24:
Old : 30: 1 1 1 24 22 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 : 41.0 48.8 63.9 74.0 28.6 41.0 42.8 55.1
Old : 41.0 48.8 63.9 74.0 28.6 41.0 42.8 55.1
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, November 21, 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 : 27,128: 680 968 1,880 23,878 24,156 26,438 27,004: 690 124
Old : 27,128: 680 968 1,880 23,878 24,156 26,438 27,004: 690 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 462: 680 0 0 -336 488 344 488: 118 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.6 6.9 88.0 89.0 97.5 99.5: 2.5 0.5
Old : 100.0: 2.5 3.6 6.9 88.0 89.0 97.5 99.5: 2.5 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 : 24: 2 2 1 17 14 20 16:
Old : 24: 2 2 1 17 14 20 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 : 60.7 61.0 80.7 85.4 39.7 50.1 51.3 59.4
Old : 60.7 61.0 80.7 85.4 39.7 50.1 51.3 59.4
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, November 21, 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 : 13,398: 0 580 632 12,098 11,762 12,730 12,974: 668 424
Old : 13,398: 0 580 632 12,098 11,762 12,730 12,974: 668 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 60: 0 0 0 -36 60 -36 60: 96 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 4.7 90.3 87.8 95.0 96.8: 5.0 3.2
Old : 100.0: 0.0 4.3 4.7 90.3 87.8 95.0 96.8: 5.0 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 : 20: 0 1 1 15 15 16 16:
Old : 20: 0 1 1 15 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 : 65.8 56.5 82.6 80.5 60.2 49.6 64.4 63.9
Old : 65.8 56.5 82.6 80.5 60.2 49.6 64.4 63.9
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, November 21, 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 : 1,152,869: 164,956 152,519 231,193 690,924 701,626 1,087,073 1,085,338: 65,796 67,531
Old : 1,152,869: 164,956 152,519 231,193 690,924 701,626 1,087,073 1,085,338: 65,796 67,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -67,605: -301 4,615 -19,065 -51,106 -39,689 -70,472 -54,139: 2,867 -13,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 13.2 20.1 59.9 60.9 94.3 94.1: 5.7 5.9
Old : 100.0: 14.3 13.2 20.1 59.9 60.9 94.3 94.1: 5.7 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 98 102 113 88 94 248 263:
Old : 321: 98 102 113 88 94 248 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 25.2 37.5 33.7 12.3 8.2 17.9 12.7
Old : 26.3 25.2 37.5 33.7 12.3 8.2 17.9 12.7
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, November 21, 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 : 26,845: 3,718 7,053 2,689 13,777 8,960 20,184 18,702: 6,661 8,143
Old : 26,845: 3,718 7,053 2,689 13,777 8,960 20,184 18,702: 6,661 8,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -11,210: -3,230 1,456 -5,682 -1,030 -6,924 -9,942 -11,150: -1,268 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 26.3 10.0 51.3 33.4 75.2 69.7: 24.8 30.3
Old : 100.0: 13.8 26.3 10.0 51.3 33.4 75.2 69.7: 24.8 30.3
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 : 20: 6 2 7 12 10 20 17:
Old : 20: 6 2 7 12 10 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 : 33.8 40.9 52.9 56.5 26.2 35.2 38.5 39.0
Old : 33.8 40.9 52.9 56.5 26.2 35.2 38.5 39.0
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, November 21, 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 : 12,632: 5,137 2,190 1,054 4,369 8,853 10,560 12,097: 2,072 535
Old : 12,632: 5,137 2,190 1,054 4,369 8,853 10,560 12,097: 2,072 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -299: -779 -182 371 340 -719 -68 -530: -231 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 17.3 8.3 34.6 70.1 83.6 95.8: 16.4 4.2
Old : 100.0: 40.7 17.3 8.3 34.6 70.1 83.6 95.8: 16.4 4.2
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 : 106: 52 8 8 22 24 81 39:
Old : 106: 52 8 8 22 24 81 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 36.2 41.4 57.9 31.5 33.9 39.5 55.2
Old : 31.5 36.2 41.4 57.9 31.5 33.9 39.5 55.2
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, November 21, 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 : 7,580: 3,642 804 0 1,764 5,631 5,406 6,435: 2,174 1,145
Old : 7,580: 3,642 804 0 1,764 5,631 5,406 6,435: 2,174 1,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -678: -442 -532 0 -399 -355 -841 -887: 163 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 10.6 0.0 23.3 74.3 71.3 84.9: 28.7 15.1
Old : 100.0: 48.0 10.6 0.0 23.3 74.3 71.3 84.9: 28.7 15.1
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 : 51: 22 3 0 8 20 30 23:
Old : 51: 22 3 0 8 20 30 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 : 23.6 38.7 38.9 59.4 23.6 38.7 38.9 59.4
Old : 23.6 38.7 38.9 59.4 23.6 38.7 38.9 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, November 21, 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 : 9,047: 619 885 293 5,563 5,411 6,475 6,589: 2,572 2,458
Old : 9,047: 619 885 293 5,563 5,411 6,475 6,589: 2,572 2,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -2,510: -255 -127 -207 -1,437 -1,380 -1,899 -1,714: -611 -796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 9.8 3.2 61.5 59.8 71.6 72.8: 28.4 27.2
Old : 100.0: 6.8 9.8 3.2 61.5 59.8 71.6 72.8: 28.4 27.2
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 : 27: 1 6 2 14 10 17 17:
Old : 27: 1 6 2 14 10 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 39.5 52.4 54.7 27.6 31.1 45.6 44.6
Old : 32.0 39.5 52.4 54.7 27.6 31.1 45.6 44.6
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, November 21, 2006
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 124,115: 19,013 8,716 3,626 90,042 100,247 112,681 112,589: 11,434 11,526
Old : 124,115: 19,013 8,716 3,626 90,042 100,247 112,681 112,589: 11,434 11,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 4,256: 2,943 -155 -157 1,868 5,026 4,654 4,714: -398 -458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 7.0 2.9 72.5 80.8 90.8 90.7: 9.2 9.3
Old : 100.0: 15.3 7.0 2.9 72.5 80.8 90.8 90.7: 9.2 9.3
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 : 129: 30 15 15 64 74 103 98:
Old : 129: 30 15 15 64 74 103 98:
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 : 29.2 18.4 41.2 31.5 24.1 15.1 32.6 25.2
Old : 29.2 18.4 41.2 31.5 24.1 15.1 32.6 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 27, 2006