GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, December 5, 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 : 2,719: 100 0 0 2,457 2,659 2,557 2,659: 162 60
Old : 2,719: 100 0 0 2,457 2,659 2,557 2,659: 162 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -1,270: 0 -50 0 -1,195 -1,230 -1,195 -1,280: -75 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 0.0 90.4 97.8 94.0 97.8: 6.0 2.2
Old : 100.0: 3.7 0.0 0.0 90.4 97.8 94.0 97.8: 6.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 15 14 16 14:
Old : 22: 1 0 0 15 14 16 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 : 52.6 62.0 74.1 84.1 27.0 38.9 39.9 51.7
Old : 52.6 62.0 74.1 84.1 27.0 38.9 39.9 51.7
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, December 5, 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 : 7,868: 353 125 450 6,733 7,044 7,536 7,619: 332 249
Old : 7,868: 353 125 450 6,733 7,044 7,536 7,619: 332 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -750: 0 25 -25 -674 -681 -699 -681: -51 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 1.6 5.7 85.6 89.5 95.8 96.8: 4.2 3.2
Old : 100.0: 4.5 1.6 5.7 85.6 89.5 95.8 96.8: 4.2 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 : 39: 2 2 2 27 29 31 31:
Old : 39: 2 2 2 27 29 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 38.0 64.7 57.2 35.2 30.0 48.3 41.6
Old : 41.5 38.0 64.7 57.2 35.2 30.0 48.3 41.6
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, December 5, 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 : 2,897: 0 0 0 2,267 2,306 2,267 2,306: 630 591
Old : 2,897: 0 0 0 2,267 2,306 2,267 2,306: 630 591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -141: 0 0 0 -28 87 -28 87: -113 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 78.3 79.6 78.3 79.6: 21.7 20.4
Old : 100.0: 0.0 0.0 0.0 78.3 79.6 78.3 79.6: 21.7 20.4
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: 0 0 0 18 19 18 19:
Old : 23: 0 0 0 18 19 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 44.6 61.2 61.9 25.3 27.1 36.6 38.8
Old : 41.5 44.6 61.2 61.9 25.3 27.1 36.6 38.8
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, December 5, 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 : 217,467: 27,484 26,578 25,226 134,475 137,919 187,185 189,723: 30,282 27,744
Old : 217,467: 27,484 26,578 25,226 134,475 137,919 187,185 189,723: 30,282 27,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -11,309: 4,688 -2,466 -3,395 -12,040 -1,756 -10,747 -7,617: -562 -3,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 12.2 11.6 61.8 63.4 86.1 87.2: 13.9 12.8
Old : 100.0: 12.6 12.2 11.6 61.8 63.4 86.1 87.2: 13.9 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 32 39 38 66 69 120 127:
Old : 151: 32 39 38 66 69 120 127:
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 : 30.6 26.3 44.1 35.4 18.4 10.9 27.4 16.8
Old : 30.6 26.3 44.1 35.4 18.4 10.9 27.4 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, December 5, 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 : 895,884: 135,562 86,482 346,747 354,480 423,640 836,789 856,869: 59,095 39,015
Old : 895,884: 135,562 86,482 346,747 354,480 423,640 836,789 856,869: 59,095 39,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 10,566: 7,310 9,774 1,846 -2,288 -2,820 6,868 8,800: 3,698 1,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 9.7 38.7 39.6 47.3 93.4 95.6: 6.6 4.4
Old : 100.0: 15.1 9.7 38.7 39.6 47.3 93.4 95.6: 6.6 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 56 62 78 78 67 180 168:
Old : 206: 56 62 78 78 67 180 168:
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 : 39.7 32.6 51.3 48.7 14.5 11.7 18.1 16.1
Old : 39.7 32.6 51.3 48.7 14.5 11.7 18.1 16.1
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, December 5, 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 : 83,672: 4,293 0 6,602 63,008 67,892 73,903 74,494: 9,769 9,178
Old : 83,672: 4,293 0 6,602 63,008 67,892 73,903 74,494: 9,769 9,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -5,694: -1,419 0 197 -4,639 -5,447 -5,861 -5,250: 167 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 7.9 75.3 81.1 88.3 89.0: 11.7 11.0
Old : 100.0: 5.1 0.0 7.9 75.3 81.1 88.3 89.0: 11.7 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 2 20 24 22 26:
Old : 28: 2 0 2 20 24 22 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 : 46.7 36.4 66.9 59.9 32.8 33.7 44.1 44.6
Old : 46.7 36.4 66.9 59.9 32.8 33.7 44.1 44.6
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, December 5, 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 : 37,982: 5,507 0 655 19,542 29,025 25,704 29,680: 12,278 8,302
Old : 37,982: 5,507 0 655 19,542 29,025 25,704 29,680: 12,278 8,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -6,606: -2,133 0 111 -4,387 -5,140 -6,409 -5,029: -197 -1,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 0.0 1.7 51.5 76.4 67.7 78.1: 32.3 21.9
Old : 100.0: 14.5 0.0 1.7 51.5 76.4 67.7 78.1: 32.3 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 : 24: 2 0 1 15 17 17 18:
Old : 24: 2 0 1 15 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 : 38.7 43.0 55.8 60.3 34.0 38.8 47.9 53.6
Old : 38.7 43.0 55.8 60.3 34.0 38.8 47.9 53.6
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, December 5, 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 : 125,760: 5,068 12,238 1,878 112,806 101,737 119,752 115,853: 6,008 9,907
Old : 125,760: 5,068 12,238 1,878 112,806 101,737 119,752 115,853: 6,008 9,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -7,939: -3,080 -471 -312 -2,708 -7,764 -6,100 -8,547: -1,839 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 9.7 1.5 89.7 80.9 95.2 92.1: 4.8 7.9
Old : 100.0: 4.0 9.7 1.5 89.7 80.9 95.2 92.1: 4.8 7.9
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 : 41: 2 1 1 25 26 27 28:
Old : 41: 2 1 1 25 26 27 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 : 54.8 58.6 71.5 73.0 53.7 56.7 69.4 71.1
Old : 54.8 58.6 71.5 73.0 53.7 56.7 69.4 71.1
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, December 5, 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 : 66,192: 17,422 22,692 0 36,776 30,456 54,198 53,148: 11,994 13,044
Old : 66,192: 17,422 22,692 0 36,776 30,456 54,198 53,148: 11,994 13,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -3,302: 0 -741 0 -2,341 -2,477 -2,341 -3,218: -961 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 34.3 0.0 55.6 46.0 81.9 80.3: 18.1 19.7
Old : 100.0: 26.3 34.3 0.0 55.6 46.0 81.9 80.3: 18.1 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 : 21: 2 1 0 13 12 15 13:
Old : 21: 2 1 0 13 12 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 61.3 69.4 73.6 48.2 59.3 67.3 71.4
Old : 48.9 61.3 69.4 73.6 48.2 59.3 67.3 71.4
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, December 5, 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 : 70,534: 118 2,862 6,325 58,320 56,843 64,763 66,030: 5,771 4,504
Old : 70,534: 118 2,862 6,325 58,320 56,843 64,763 66,030: 5,771 4,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -2,563: 118 -1,580 555 -5,406 -1,557 -4,733 -2,582: 2,170 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.1 9.0 82.7 80.6 91.8 93.6: 8.2 6.4
Old : 100.0: 0.2 4.1 9.0 82.7 80.6 91.8 93.6: 8.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 4 18 17 22 21:
Old : 25: 1 3 4 18 17 22 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 : 59.7 42.9 77.2 64.6 48.9 40.2 59.4 54.2
Old : 59.7 42.9 77.2 64.6 48.9 40.2 59.4 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, December 5, 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 : 62,611: 2,692 236 4,714 48,589 47,666 55,995 52,616: 6,616 9,995
Old : 62,611: 2,692 236 4,714 48,589 47,666 55,995 52,616: 6,616 9,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -3,933: -1,739 62 -632 -2,742 -3,914 -5,113 -4,484: 1,180 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.4 7.5 77.6 76.1 89.4 84.0: 10.6 16.0
Old : 100.0: 4.3 0.4 7.5 77.6 76.1 89.4 84.0: 10.6 16.0
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: 3 1 3 17 17 21 20:
Old : 25: 3 1 3 17 17 21 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 : 66.7 37.5 77.9 60.2 57.2 34.6 63.0 49.0
Old : 66.7 37.5 77.9 60.2 57.2 34.6 63.0 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, December 5, 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 : 100,323: 5,868 3,446 4,768 83,760 77,980 94,396 86,194: 5,927 14,129
Old : 100,323: 5,868 3,446 4,768 83,760 77,980 94,396 86,194: 5,927 14,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -5,777: 89 -1,321 101 -4,098 -6,984 -3,908 -8,204: -1,869 2,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 3.4 4.8 83.5 77.7 94.1 85.9: 5.9 14.1
Old : 100.0: 5.8 3.4 4.8 83.5 77.7 94.1 85.9: 5.9 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 : 38: 2 2 3 27 23 31 26:
Old : 38: 2 2 3 27 23 31 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 : 33.8 35.9 50.8 56.2 21.1 27.9 34.3 40.1
Old : 33.8 35.9 50.8 56.2 21.1 27.9 34.3 40.1
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, December 5, 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 : 69,613: 0 6,961 1,123 55,061 52,312 56,184 60,396: 13,429 9,217
Old : 69,613: 0 6,961 1,123 55,061 52,312 56,184 60,396: 13,429 9,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -1,773: 0 1,230 -432 -2,841 -2,472 -3,273 -1,674: 1,500 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.0 1.6 79.1 75.1 80.7 86.8: 19.3 13.2
Old : 100.0: 0.0 10.0 1.6 79.1 75.1 80.7 86.8: 19.3 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 17 14 18 15:
Old : 23: 0 1 1 17 14 18 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 : 44.4 57.0 66.0 76.5 39.7 53.2 58.9 70.9
Old : 44.4 57.0 66.0 76.5 39.7 53.2 58.9 70.9
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, December 5, 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 : 61,102: 10,611 0 1,172 40,912 53,596 52,695 54,768: 8,407 6,334
Old : 61,102: 10,611 0 1,172 40,912 53,596 52,695 54,768: 8,407 6,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -5,402: -2,592 -242 -614 -1,957 -5,158 -5,163 -6,014: -239 612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 0.0 1.9 67.0 87.7 86.2 89.6: 13.8 10.4
Old : 100.0: 17.4 0.0 1.9 67.0 87.7 86.2 89.6: 13.8 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 : 29: 2 0 1 20 21 22 22:
Old : 29: 2 0 1 20 21 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 49.3 62.7 68.5 40.6 46.9 54.5 62.0
Old : 45.4 49.3 62.7 68.5 40.6 46.9 54.5 62.0
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, December 5, 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 : 81,803: 1,744 9,433 1,474 63,613 62,653 66,831 73,560: 14,972 8,243
Old : 81,803: 1,744 9,433 1,474 63,613 62,653 66,831 73,560: 14,972 8,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -5,740: -328 -1,969 -1,065 -4,540 -2,763 -5,933 -5,797: 193 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 11.5 1.8 77.8 76.6 81.7 89.9: 18.3 10.1
Old : 100.0: 2.1 11.5 1.8 77.8 76.6 81.7 89.9: 18.3 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 2 24 21 27 24:
Old : 31: 2 2 2 24 21 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 40.5 53.2 63.9 28.6 29.6 43.3 47.3
Old : 33.1 40.5 53.2 63.9 28.6 29.6 43.3 47.3
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, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,579: 1,834 2,094 1,688 36,101 48,736 39,623 52,518: 17,956 5,061
Old : 57,579: 1,834 2,094 1,688 36,101 48,736 39,623 52,518: 17,956 5,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -5,727: -303 117 -296 -3,775 -5,861 -4,374 -6,040: -1,353 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.6 2.9 62.7 84.6 68.8 91.2: 31.2 8.8
Old : 100.0: 3.2 3.6 2.9 62.7 84.6 68.8 91.2: 31.2 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 2 13 16 15 19:
Old : 24: 1 2 2 13 16 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 43.8 56.6 70.4 38.7 42.9 54.1 68.8
Old : 40.1 43.8 56.6 70.4 38.7 42.9 54.1 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, December 5, 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 : 184,986: 1,796 14,765 29,272 137,329 135,049 168,397 179,086: 16,589 5,900
Old : 184,986: 1,796 14,765 29,272 137,329 135,049 168,397 179,086: 16,589 5,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -10,941: -3,232 -2,204 -979 -7,503 -6,063 -11,714 -9,246: 773 -1,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 8.0 15.8 74.2 73.0 91.0 96.8: 9.0 3.2
Old : 100.0: 1.0 8.0 15.8 74.2 73.0 91.0 96.8: 9.0 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 : 45: 2 5 6 35 33 41 40:
Old : 45: 2 5 6 35 33 41 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 : 35.1 35.5 52.5 52.2 29.8 22.3 39.8 32.7
Old : 35.1 35.5 52.5 52.2 29.8 22.3 39.8 32.7
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, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 82,231: 1,403 1,086 4,430 67,960 63,699 73,793 69,215: 8,438 13,016
Old : 82,231: 1,403 1,086 4,430 67,960 63,699 73,793 69,215: 8,438 13,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -7,656: -2,461 -627 614 -5,064 -7,052 -6,911 -7,065: -745 -591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.3 5.4 82.6 77.5 89.7 84.2: 10.3 15.8
Old : 100.0: 1.7 1.3 5.4 82.6 77.5 89.7 84.2: 10.3 15.8
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 : 32: 2 1 3 22 20 25 23:
Old : 32: 2 1 3 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 : 44.5 50.4 63.1 66.6 40.4 49.2 58.1 61.6
Old : 44.5 50.4 63.1 66.6 40.4 49.2 58.1 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 275,218: 10,127 10,480 5,966 248,709 251,300 264,802 267,746: 10,416 7,472
Old : 275,218: 10,127 10,480 5,966 248,709 251,300 264,802 267,746: 10,416 7,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -14,526: 655 -486 -1,692 -12,527 -12,627 -13,564 -14,805: -962 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 3.8 2.2 90.4 91.3 96.2 97.3: 3.8 2.7
Old : 100.0: 3.7 3.8 2.2 90.4 91.3 96.2 97.3: 3.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 5 2 6 40 40 47 46:
Old : 55: 5 2 6 40 40 47 46:
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 49.8 54.9 65.5 34.8 47.3 50.0 60.9
Old : 38.1 49.8 54.9 65.5 34.8 47.3 50.0 60.9
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, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 165,373: 15,543 6,082 16,954 118,031 135,767 150,528 158,803: 14,845 6,570
Old : 165,373: 15,543 6,082 16,954 118,031 135,767 150,528 158,803: 14,845 6,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -15,868: -3,726 1,448 -258 -14,916 -18,530 -18,900 -17,340: 3,032 1,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 3.7 10.3 71.4 82.1 91.0 96.0: 9.0 4.0
Old : 100.0: 9.4 3.7 10.3 71.4 82.1 91.0 96.0: 9.0 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 : 42: 1 4 3 33 30 37 34:
Old : 42: 1 4 3 33 30 37 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 47.0 52.2 63.1 29.8 40.5 39.3 47.7
Old : 34.1 47.0 52.2 63.1 29.8 40.5 39.3 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 171,616: 4,386 1,694 5,889 141,493 146,757 151,768 154,340: 19,848 17,276
Old : 171,616: 4,386 1,694 5,889 141,493 146,757 151,768 154,340: 19,848 17,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -7,239: 1,664 -1,378 -907 -12,485 -5,581 -11,728 -7,866: 4,489 627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.0 3.4 82.4 85.5 88.4 89.9: 11.6 10.1
Old : 100.0: 2.6 1.0 3.4 82.4 85.5 88.4 89.9: 11.6 10.1
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 : 44: 3 2 3 33 29 37 33:
Old : 44: 3 2 3 33 29 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 48.2 51.3 64.7 31.1 47.0 50.1 61.1
Old : 32.2 48.2 51.3 64.7 31.1 47.0 50.1 61.1
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, December 5, 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 : 204,029: 54,443 7,110 11,395 124,310 168,623 190,148 187,128: 13,881 16,901
Old : 204,029: 54,443 7,110 11,395 124,310 168,623 190,148 187,128: 13,881 16,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -8,924: -27 -6,769 -1,751 -5,817 -1,431 -7,595 -9,951: -1,329 1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 3.5 5.6 60.9 82.6 93.2 91.7: 6.8 8.3
Old : 100.0: 26.7 3.5 5.6 60.9 82.6 93.2 91.7: 6.8 8.3
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 : 44: 5 3 3 32 34 39 38:
Old : 44: 5 3 3 32 34 39 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 : 36.1 42.8 51.9 59.6 31.6 35.9 43.3 44.6
Old : 36.1 42.8 51.9 59.6 31.6 35.9 43.3 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, December 5, 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 : 50,457: 0 3,301 1,406 43,214 35,774 44,620 40,481: 5,837 9,976
Old : 50,457: 0 3,301 1,406 43,214 35,774 44,620 40,481: 5,837 9,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -6,961: 0 -1,310 -884 -7,537 -5,853 -8,421 -8,047: 1,460 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 2.8 85.6 70.9 88.4 80.2: 11.6 19.8
Old : 100.0: 0.0 6.5 2.8 85.6 70.9 88.4 80.2: 11.6 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 1 19 18 20 20:
Old : 25: 0 2 1 19 18 20 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 : 46.3 33.1 66.5 55.4 45.3 26.6 61.9 41.1
Old : 46.3 33.1 66.5 55.4 45.3 26.6 61.9 41.1
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, December 5, 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 : 3,050,753: 137,629 158,815 1,142,005 1,735,444 1,733,561 3,015,078 3,034,381: 35,675 16,372
Old : 3,050,753: 137,629 158,815 1,142,005 1,735,444 1,733,561 3,015,078 3,034,381: 35,675 16,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -131,784: -17,843 -30,188 -1,655 -117,354 -93,804 -136,852 -125,647: 5,068 -6,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.2 37.4 56.9 56.8 98.8 99.5: 1.2 0.5
Old : 100.0: 4.5 5.2 37.4 56.9 56.8 98.8 99.5: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 25 23 44 97 85 143 132:
Old : 146: 25 23 44 97 85 143 132:
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 44.7 50.4 57.0 10.0 15.1 13.1 18.1
Old : 37.8 44.7 50.4 57.0 10.0 15.1 13.1 18.1
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, December 5, 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 : 750,790: 138,485 46,400 203,159 404,834 495,772 746,478 745,331: 4,312 5,459
Old : 750,790: 138,485 46,400 203,159 404,834 495,772 746,478 745,331: 4,312 5,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 7,594: 4,676 -1,942 -2,191 4,401 11,391 6,886 7,258: 708 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.2 27.1 53.9 66.0 99.4 99.3: 0.6 0.7
Old : 100.0: 18.4 6.2 27.1 53.9 66.0 99.4 99.3: 0.6 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 : 63: 19 10 25 32 33 60 59:
Old : 63: 19 10 25 32 33 60 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 43.3 68.3 65.2 19.2 21.9 26.9 29.2
Old : 48.4 43.3 68.3 65.2 19.2 21.9 26.9 29.2
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, December 5, 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 : 43,628: 4,490 1,530 2,286 36,003 38,832 42,779 42,648: 849 980
Old : 43,628: 4,490 1,530 2,286 36,003 38,832 42,779 42,648: 849 980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -1,353: -1,554 -400 -14 45 -1,261 -1,523 -1,675: 170 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 3.5 5.2 82.5 89.0 98.1 97.8: 1.9 2.2
Old : 100.0: 10.3 3.5 5.2 82.5 89.0 98.1 97.8: 1.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 4 5 37 35 44 41:
Old : 50: 4 4 5 37 35 44 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 : 44.5 43.0 60.2 66.1 34.9 39.4 42.2 51.5
Old : 44.5 43.0 60.2 66.1 34.9 39.4 42.2 51.5
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, December 5, 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 : 22,073: 778 348 838 20,417 20,572 22,033 21,758: 40 315
Old : 22,073: 778 348 838 20,417 20,572 22,033 21,758: 40 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -1,743: 4 -307 -88 -1,617 -1,285 -1,701 -1,680: -42 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.6 3.8 92.5 93.2 99.8 98.6: 0.2 1.4
Old : 100.0: 3.5 1.6 3.8 92.5 93.2 99.8 98.6: 0.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 3 2 18 19 20 23:
Old : 32: 1 3 2 18 19 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 73.1 86.5 88.0 44.0 55.4 57.1 61.7
Old : 66.3 73.1 86.5 88.0 44.0 55.4 57.1 61.7
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, December 5, 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 : 17,728: 1,268 0 0 16,417 17,728 17,685 17,728: 43 0
Old : 17,728: 1,268 0 0 16,417 17,728 17,685 17,728: 43 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -735: -80 0 0 -655 -735 -735 -735: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.0 0.0 92.6 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 7.2 0.0 0.0 92.6 100.0 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: 3 0 0 14 14 17 14:
Old : 24: 3 0 0 14 14 17 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 : 79.9 80.5 92.8 95.8 49.8 53.2 60.2 62.0
Old : 79.9 80.5 92.8 95.8 49.8 53.2 60.2 62.0
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, December 5, 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 : 13,216: 0 818 0 13,156 12,398 13,156 13,216: 60 0
Old : 13,216: 0 818 0 13,156 12,398 13,156 13,216: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -326: 0 -143 0 -263 -183 -263 -326: -63 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 0.0 99.5 93.8 99.5 100.0: 0.5 0.0
Old : 100.0: 0.0 6.2 0.0 99.5 93.8 99.5 100.0: 0.5 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 4 0 11 10 11 14:
Old : 20: 0 4 0 11 10 11 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 : 87.5 80.0 98.6 96.2 77.5 75.2 85.9 85.3
Old : 87.5 80.0 98.6 96.2 77.5 75.2 85.9 85.3
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, December 5, 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 : 19,272: 60 1,152 776 18,188 17,296 19,024 19,224: 248 48
Old : 19,272: 60 1,152 776 18,188 17,296 19,024 19,224: 248 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -1,192: -60 -44 -56 -1,072 -1,072 -1,188 -1,172: -4 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 6.0 4.0 94.4 89.7 98.7 99.8: 1.3 0.2
Old : 100.0: 0.3 6.0 4.0 94.4 89.7 98.7 99.8: 1.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 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 : 64.9 49.2 82.7 73.5 48.3 40.4 61.7 54.9
Old : 64.9 49.2 82.7 73.5 48.3 40.4 61.7 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, December 5, 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 : 15,380: 1,270 0 170 13,112 14,662 14,552 14,832: 828 548
Old : 15,380: 1,270 0 170 13,112 14,662 14,552 14,832: 828 548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 624: -180 0 40 530 824 390 864: 234 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 1.1 85.3 95.3 94.6 96.4: 5.4 3.6
Old : 100.0: 8.3 0.0 1.1 85.3 95.3 94.6 96.4: 5.4 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 : 22: 2 0 2 16 14 18 16:
Old : 22: 2 0 2 16 14 18 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 : 51.1 85.7 70.2 92.6 49.0 80.7 65.0 81.8
Old : 51.1 85.7 70.2 92.6 49.0 80.7 65.0 81.8
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, December 5, 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 : 26,648: 1,740 836 300 23,233 24,550 25,273 25,686: 1,375 962
Old : 26,648: 1,740 836 300 23,233 24,550 25,273 25,686: 1,375 962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -712: -590 -70 0 -75 -612 -665 -682: -47 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 3.1 1.1 87.2 92.1 94.8 96.4: 5.2 3.6
Old : 100.0: 6.5 3.1 1.1 87.2 92.1 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 : 38.7 49.5 61.3 74.8 27.0 39.8 42.5 53.9
Old : 38.7 49.5 61.3 74.8 27.0 39.8 42.5 53.9
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, December 5, 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 : 26,396: 660 1,062 1,780 23,218 23,362 25,658 26,204: 738 192
Old : 26,396: 660 1,062 1,780 23,218 23,362 25,658 26,204: 738 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -730: -20 80 -100 -610 -730 -730 -750: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 4.0 6.7 88.0 88.5 97.2 99.3: 2.8 0.7
Old : 100.0: 2.5 4.0 6.7 88.0 88.5 97.2 99.3: 2.8 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 : 24: 2 2 1 16 14 19 16:
Old : 24: 2 2 1 16 14 19 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 : 61.5 59.6 81.3 83.4 41.8 51.2 53.7 61.0
Old : 61.5 59.6 81.3 83.4 41.8 51.2 53.7 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, December 5, 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 : 12,856: 0 596 616 11,602 11,262 12,218 12,474: 638 382
Old : 12,856: 0 596 616 11,602 11,262 12,218 12,474: 638 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -552: 0 16 -16 -498 -492 -514 -492: -38 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 4.8 90.2 87.6 95.0 97.0: 5.0 3.0
Old : 100.0: 0.0 4.6 4.8 90.2 87.6 95.0 97.0: 5.0 3.0
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 1 1 15 14 16 15:
Old : 20: 0 1 1 15 14 16 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 : 67.6 57.8 84.7 82.1 61.8 50.1 67.3 66.5
Old : 67.6 57.8 84.7 82.1 61.8 50.1 67.3 66.5
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, December 5, 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 : 1,218,680: 167,778 148,767 264,976 719,307 717,578 1,152,061 1,131,321: 66,619 87,359
Old : 1,218,680: 167,778 148,767 264,976 719,307 717,578 1,152,061 1,131,321: 66,619 87,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 46,225: -2,094 -9,291 24,001 19,223 14,880 41,130 29,590: 5,095 16,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.2 21.7 59.0 58.9 94.5 92.8: 5.5 7.2
Old : 100.0: 13.8 12.2 21.7 59.0 58.9 94.5 92.8: 5.5 7.2
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 : 315: 89 108 121 85 89 254 258:
Old : 315: 89 108 121 85 89 254 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 24.2 37.1 32.9 12.2 8.1 18.0 12.3
Old : 25.7 24.2 37.1 32.9 12.2 8.1 18.0 12.3
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, December 5, 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 : 30,213: 3,330 8,295 3,920 16,571 10,138 23,821 22,353: 6,392 7,860
Old : 30,213: 3,330 8,295 3,920 16,571 10,138 23,821 22,353: 6,392 7,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 3,329: -181 1,235 1,236 2,780 1,277 3,835 3,748: -506 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 27.5 13.0 54.8 33.6 78.8 74.0: 21.2 26.0
Old : 100.0: 11.0 27.5 13.0 54.8 33.6 78.8 74.0: 21.2 26.0
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: 6 4 9 13 11 23 20:
Old : 23: 6 4 9 13 11 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 36.6 51.6 54.0 24.0 31.5 36.3 36.7
Old : 30.9 36.6 51.6 54.0 24.0 31.5 36.3 36.7
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, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 11,042: 4,598 2,496 65 4,118 8,278 8,781 10,839: 2,261 203
Old : 11,042: 4,598 2,496 65 4,118 8,278 8,781 10,839: 2,261 203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -464: -119 270 -334 122 -83 -331 -147: -133 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 22.6 0.6 37.3 75.0 79.5 98.2: 20.5 1.8
Old : 100.0: 41.6 22.6 0.6 37.3 75.0 79.5 98.2: 20.5 1.8
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 : 99: 53 9 4 18 21 74 31:
Old : 99: 53 9 4 18 21 74 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 40.7 45.7 68.5 37.2 40.6 45.7 68.3
Old : 37.2 40.7 45.7 68.5 37.2 40.6 45.7 68.3
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, December 5, 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 : 8,015: 2,902 961 0 2,244 6,183 5,146 7,144: 2,869 871
Old : 8,015: 2,902 961 0 2,244 6,183 5,146 7,144: 2,869 871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -66: -413 88 -125 340 35 -198 -2: 132 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 12.0 0.0 28.0 77.1 64.2 89.1: 35.8 10.9
Old : 100.0: 36.2 12.0 0.0 28.0 77.1 64.2 89.1: 35.8 10.9
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 : 51: 18 5 0 11 20 29 25:
Old : 51: 18 5 0 11 20 29 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 : 20.9 36.1 35.6 58.5 20.9 36.1 35.6 58.5
Old : 20.9 36.1 35.6 58.5 20.9 36.1 35.6 58.5
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, December 5, 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 : 4,907: 344 740 0 3,609 2,976 3,953 3,716: 954 1,191
Old : 4,907: 344 740 0 3,609 2,976 3,953 3,716: 954 1,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -1,731: -447 367 -36 -509 -1,474 -992 -1,143: -739 -588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 15.1 0.0 73.5 60.6 80.6 75.7: 19.4 24.3
Old : 100.0: 7.0 15.1 0.0 73.5 60.6 80.6 75.7: 19.4 24.3
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: 1 3 0 10 9 11 12:
Old : 21: 1 3 0 10 9 11 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 : 45.6 40.1 68.6 61.7 41.7 40.1 63.7 61.1
Old : 45.6 40.1 68.6 61.7 41.7 40.1 63.7 61.1
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, December 5, 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 : 121,496: 21,069 8,774 4,560 83,288 98,039 108,917 111,373: 12,579 10,123
Old : 121,496: 21,069 8,774 4,560 83,288 98,039 108,917 111,373: 12,579 10,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 175: 2,394 -994 1,089 -4,784 -681 -1,301 -586: 1,476 761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 7.2 3.8 68.6 80.7 89.6 91.7: 10.4 8.3
Old : 100.0: 17.3 7.2 3.8 68.6 80.7 89.6 91.7: 10.4 8.3
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 : 141: 36 16 21 64 72 108 106:
Old : 141: 36 16 21 64 72 108 106:
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 : 30.2 18.9 40.8 31.8 26.1 16.7 34.9 27.2
Old : 30.2 18.9 40.8 31.8 26.1 16.7 34.9 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 8, 2006