NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,099 COMMITMENTS 1,080 1,410 25 4,431 4,217 5,536 5,652 563 447 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 200) 0 0 0 150 100 150 100 50 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 23.1 0.4 72.7 69.1 90.8 92.7 9.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 4 1 14 18 16 22 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 174,966 COMMITMENTS 28,280 22,437 25,816 89,404 100,708 143,500 148,961 31,466 26,005 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -6,003) -7,097 323 -2,281 3,368 -4,292 -6,010 -6,250 7 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 12.8 14.8 51.1 57.6 82.0 85.1 18.0 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 33 31 38 56 61 115 108 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 770,461 COMMITMENTS 74,909 103,677 297,860 318,978 330,739 691,747 732,276 78,714 38,185 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 33,466) 4,816 7,002 12,676 14,751 8,126 32,243 27,804 1,223 5,662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 13.5 38.7 41.4 42.9 89.8 95.0 10.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 74 61 82 92 68 205 175 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,604 COMMITMENTS 0 12,154 3,497 56,271 47,222 59,768 62,873 7,836 4,731 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 3,546) 0 -2,836 1,323 -147 6,217 1,176 4,704 2,370 -1,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.0 5.2 83.2 69.9 88.4 93.0 11.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 1 16 19 17 21 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 66,836 COMMITMENTS 5,750 5,680 4,047 49,730 50,466 59,527 60,193 7,309 6,643 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 2,088) 860 42 678 466 2,319 2,004 3,039 84 -951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 8.5 6.1 74.4 75.5 89.1 90.1 10.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 4 24 19 29 23 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 124,982 COMMITMENTS 5,528 594 765 108,398 112,157 114,691 113,516 10,291 11,466 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 8,121) 1,224 0 0 6,342 7,476 7,566 7,476 555 645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.5 0.6 86.7 89.7 91.8 90.8 8.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 1 27 24 31 25 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 71,520 COMMITMENTS 8,560 0 0 55,451 61,828 64,011 61,828 7,509 9,692 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 4,723) 0 0 0 4,845 6,023 4,845 6,023 -122 -1,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 0.0 0.0 77.5 86.4 89.5 86.4 10.5 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 18 20 19 20 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 82,377 COMMITMENTS 1,044 13,732 1,292 78,228 62,775 80,564 77,799 1,813 4,578 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 5,356) 0 904 -72 5,761 3,984 5,689 4,816 -333 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 16.7 1.6 95.0 76.2 97.8 94.4 2.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 2 20 18 23 22 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 66,619 COMMITMENTS 9,442 9,354 2,942 47,479 48,242 59,863 60,538 6,756 6,081 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 1,062) -502 0 -352 1,730 1,536 876 1,184 186 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 14.0 4.4 71.3 72.4 89.9 90.9 10.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 4 20 22 25 27 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 103,342 COMMITMENTS 0 7,415 3,048 93,271 83,909 96,319 94,372 7,023 8,970 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -459) -1,392 7,415 -217 1,670 -6,611 61 587 -520 -1,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 2.9 90.3 81.2 93.2 91.3 6.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 1 28 27 29 28 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 41,648 COMMITMENTS 3,843 3,494 435 30,078 33,133 34,356 37,062 7,292 4,586 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 1,979) 360 1,644 0 1,227 909 1,587 2,553 392 -574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 8.4 1.0 72.2 79.6 82.5 89.0 17.5 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 14 15 16 17 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 94,025 COMMITMENTS 7,898 0 0 77,611 87,678 85,509 87,678 8,516 6,347 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 579) 248 0 0 899 2,079 1,147 2,079 -568 -1,500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.0 0.0 82.5 93.2 90.9 93.2 9.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 24 22 25 22 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 73,852 COMMITMENTS 0 8,253 3,287 65,620 52,666 68,907 64,206 4,945 9,646 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 3,873) -3,939 2,918 676 10,044 763 6,781 4,357 -2,908 -484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.2 4.5 88.9 71.3 93.3 86.9 6.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 1 25 20 26 22 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,820 COMMITMENTS 0 3,554 1,572 46,582 48,728 48,154 53,854 11,666 5,966 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 3,017) 0 818 330 3,657 1,859 3,987 3,007 -970 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 2.6 77.9 81.5 80.5 90.0 19.5 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 17 20 18 21 HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 49,954 COMMITMENTS 1,452 8,850 0 47,278 41,104 48,730 49,954 1,224 0 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -13,076) 1,049 -965 0 -13,629 -10,971 -12,580 -11,936 -496 -1,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 17.7 0.0 94.6 82.3 97.5 100.0 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 0 9 12 11 14 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 168,716 COMMITMENTS 433 16,969 4,277 153,777 141,692 158,487 162,938 10,229 5,778 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 6,603) 0 546 -1,040 7,352 6,647 6,312 6,153 291 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 10.1 2.5 91.1 84.0 93.9 96.6 6.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 3 3 33 29 36 33 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 80,431 COMMITMENTS 6,101 0 1,937 59,981 63,483 68,019 65,420 12,412 15,011 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 418) 1,476 0 186 -1,908 509 -246 695 664 -277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 0.0 2.4 74.6 78.9 84.6 81.3 15.4 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 17 16 19 17 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 69,963 COMMITMENTS 1,452 11,558 0 65,081 56,673 66,533 68,231 3,430 1,732 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 2,580) 0 744 0 2,580 1,960 2,580 2,704 0 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 16.5 0.0 93.0 81.0 95.1 97.5 4.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 0 14 15 16 17 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 236,950 COMMITMENTS 15,887 2,812 2,514 209,571 228,952 227,972 234,278 8,978 2,672 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 3,969) 412 796 717 2,250 2,300 3,379 3,813 590 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 1.2 1.1 88.4 96.6 96.2 98.9 3.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 3 4 39 42 44 48 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 155,203 COMMITMENTS 7,792 6,345 8,238 132,374 133,721 148,404 148,304 6,799 6,899 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 4,206) -140 348 -788 5,436 3,957 4,508 3,517 -302 689 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 4.1 5.3 85.3 86.2 95.6 95.6 4.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 5 6 36 32 42 39 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 136,071 COMMITMENTS 3,534 2,762 4,035 116,209 118,940 123,778 125,737 12,293 10,334 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -4,617) 3,534 -4,735 879 -9,598 -461 -5,185 -4,317 568 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 2.0 3.0 85.4 87.4 91.0 92.4 9.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 2 2 32 34 34 37 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 186,541 COMMITMENTS 13,040 31,425 21,079 147,188 127,573 181,307 180,077 5,234 6,464 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 8,183) 1,297 885 1,234 6,306 4,973 8,837 7,092 -654 1,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 16.8 11.3 78.9 68.4 97.2 96.5 2.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 3 7 28 33 36 40 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,930 COMMITMENTS 0 0 0 55,458 48,532 55,458 48,532 4,472 11,398 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 3,901) 0 0 0 5,007 3,991 5,007 3,991 -1,106 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.5 81.0 92.5 81.0 7.5 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 19 18 19 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,871,379 COMMITMENTS 327,139 36,212 527,533 994,379 1296815 1849051 1860560 22,328 10,819 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 66,438) 9,121 -4,801 35,983 25,366 39,366 70,470 70,548 -4,032 -4,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 1.9 28.2 53.1 69.3 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 24 15 34 96 83 132 122 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 492,345 COMMITMENTS 94,383 39,009 114,832 278,742 333,684 487,957 487,525 4,388 4,820 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 30,608) 16,732 19,218 3,744 9,640 6,783 30,116 29,745 492 863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 7.9 23.3 56.6 67.8 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 11 14 20 30 30 53 52 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 55,690 COMMITMENTS 10,876 2,840 6,442 37,344 45,675 54,662 54,957 1,028 733 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -502) 482 380 -320 -686 -542 -524 -482 22 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 5.1 11.6 67.1 82.0 98.2 98.7 1.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 4 6 40 37 48 45 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,242 COMMITMENTS 1,152 4,391 625 23,089 19,595 24,866 24,611 376 631 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 490) 0 0 0 490 490 490 490 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 17.4 2.5 91.5 77.6 98.5 97.5 1.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 4 2 25 21 27 26 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,361 COMMITMENTS 2,966 600 308 12,087 14,453 15,361 15,361 0 0 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 3.9 2.0 78.7 94.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 1 18 18 21 21 NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,201 COMMITMENTS 1,066 2,845 0 10,481 9,356 11,547 12,201 654 0 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 529) 0 0 0 529 529 529 529 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 23.3 0.0 85.9 76.7 94.6 100.0 5.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 0 12 11 13 14 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,808 COMMITMENTS 3,160 4,660 292 20,654 19,494 24,106 24,446 702 362 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -670) 0 20 0 160 180 160 200 -830 -870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 18.8 1.2 83.3 78.6 97.2 98.5 2.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 3 23 22 27 26 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,584 COMMITMENTS 4,110 140 560 24,453 29,708 29,123 30,408 1,461 176 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 54) 0 0 0 2 124 2 124 52 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 0.5 1.8 80.0 97.1 95.2 99.4 4.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 3 28 27 31 30 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,316 COMMITMENTS 540 384 1,120 11,792 12,156 13,452 13,660 864 656 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 44) 0 0 0 88 68 88 68 -44 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 2.7 7.8 82.4 84.9 94.0 95.4 6.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 2 13 15 16 17 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,090,810 COMMITMENTS 200,949 114,607 241,620 572,734 655,010 1015303 1011237 75,507 79,573 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -981) -15,349 -7,597 201 6,416 606 -8,732 -6,790 7,751 5,809 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 10.5 22.2 52.5 60.0 93.1 92.7 6.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 114 74 117 89 106 264 257 E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500 BARRELS) OPEN INTEREST: 22,854 COMMITMENTS 11,490 16,078 153 415 659 12,058 16,890 10,796 5,964 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -4,857) -5,962 -2,315 -137 415 74 -5,684 -2,378 827 -2,479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 70.4 0.7 1.8 2.9 52.8 73.9 47.2 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 10 2 1 1 12 11 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,379 COMMITMENTS 11,180 3,258 878 2,891 13,704 14,949 17,840 3,430 539 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 40) -281 115 73 298 -66 90 122 -50 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.8 17.7 4.8 15.7 74.6 81.3 97.1 18.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 86 12 8 17 29 109 44 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,009 COMMITMENTS 5,513 1,211 48 1,626 7,695 7,187 8,954 2,822 1,055 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 101) -68 147 48 100 15 80 210 21 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.1 12.1 0.5 16.2 76.9 71.8 89.5 28.2 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 32 7 1 9 22 42 29 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 104,798 COMMITMENTS 22,534 8,275 6,357 56,498 77,989 85,389 92,621 19,409 12,177 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -4,727) -9,303 -157 -379 4,011 -6,088 -5,671 -6,624 944 1,897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 7.9 6.1 53.9 74.4 81.5 88.4 18.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 38 22 25 57 73 108 107 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 FUTURES ONLY POSITIONS AS OF 05/09/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 44,796 COMMITMENTS 7,100 0 1,844 33,220 40,016 42,164 41,860 2,632 2,936 CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 1,489) 208 0 43 600 1,118 851 1,161 638 328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 0.0 4.1 74.2 89.3 94.1 93.4 5.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 0 5 28 32 35 37
Updated May 12, 2006