NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 193,249: 21,085 15,598 32,162 108,690 113,649 161,937 161,409: 31,311 31,840
Old : 193,249: 21,085 15,598 32,162 108,690 113,649 161,937 161,409: 31,311 31,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -4,982: 434 -5,517 -1,329 -6,362 -1,203 -7,256 -8,048: 2,275 3,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 8.1 16.6 56.2 58.8 83.8 83.5: 16.2 16.5
Old : 100.0: 10.9 8.1 16.6 56.2 58.8 83.8 83.5: 16.2 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 35 31 40 68 70 122 123:
Old : 141: 35 31 40 68 70 122 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 17.7 33.1 28.1 18.3 11.3 25.7 17.9
Old : 20.8 17.7 33.1 28.1 18.3 11.3 25.7 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 862,027: 35,643 81,915 389,950 360,835 356,153 786,428 828,018: 75,600 34,010
Old : 862,027: 35,643 81,915 389,950 360,835 356,153 786,428 828,018: 75,600 34,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 17,492: -1,886 914 15,521 4,622 1,325 18,256 17,759: -764 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 9.5 45.2 41.9 41.3 91.2 96.1: 8.8 3.9
Old : 100.0: 4.1 9.5 45.2 41.9 41.3 91.2 96.1: 8.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 48 51 74 89 80 177 168:
Old : 192: 48 51 74 89 80 177 168:
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 : 26.3 29.9 39.8 44.3 6.6 8.2 9.3 12.1
Old : 26.3 29.9 39.8 44.3 6.6 8.2 9.3 12.1
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 with Delta-adjusted Options and Futures Combined, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 46,649: 2,392 0 506 39,809 43,891 42,707 44,397: 3,942 2,252
Old : 46,649: 2,392 0 506 39,809 43,891 42,707 44,397: 3,942 2,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -5,840: 1,260 0 -1,111 -5,940 -3,366 -5,791 -4,477: -49 -1,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 1.1 85.3 94.1 91.5 95.2: 8.5 4.8
Old : 100.0: 5.1 0.0 1.1 85.3 94.1 91.5 95.2: 8.5 4.8
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 : 23: 1 0 1 15 15 16 16:
Old : 23: 1 0 1 15 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 74.0 85.2 85.6 62.9 73.1 80.8 83.4
Old : 64.1 74.0 85.2 85.6 62.9 73.1 80.8 83.4
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 39,693: 4,255 326 1,742 28,148 32,547 34,145 34,615: 5,548 5,078
Old : 39,693: 4,255 326 1,742 28,148 32,547 34,145 34,615: 5,548 5,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -2,919: 1,315 -138 -1,001 -2,523 -1,522 -2,209 -2,661: -710 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.8 4.4 70.9 82.0 86.0 87.2: 14.0 12.8
Old : 100.0: 10.7 0.8 4.4 70.9 82.0 86.0 87.2: 14.0 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 : 24: 1 1 2 16 17 18 19:
Old : 24: 1 1 2 16 17 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 : 48.3 46.4 66.7 68.6 44.2 42.7 61.5 62.2
Old : 48.3 46.4 66.7 68.6 44.2 42.7 61.5 62.2
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 97,337: 17,174 606 1,511 70,132 85,332 88,817 87,449: 8,520 9,888
Old : 97,337: 17,174 606 1,511 70,132 85,332 88,817 87,449: 8,520 9,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -4,621: -134 -992 -434 -4,296 -1,723 -4,864 -3,149: 243 -1,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 0.6 1.6 72.1 87.7 91.2 89.8: 8.8 10.2
Old : 100.0: 17.6 0.6 1.6 72.1 87.7 91.2 89.8: 8.8 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 2 3 23 26 28 30:
Old : 35: 4 2 3 23 26 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 45.6 70.9 65.7 51.7 43.6 66.7 62.3
Old : 52.8 45.6 70.9 65.7 51.7 43.6 66.7 62.3
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 55,647: 2,160 3,600 0 49,929 46,050 52,089 49,650: 3,558 5,997
Old : 55,647: 2,160 3,600 0 49,929 46,050 52,089 49,650: 3,558 5,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 192: 0 0 0 -434 -56 -434 -56: 626 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 6.5 0.0 89.7 82.8 93.6 89.2: 6.4 10.8
Old : 100.0: 3.9 6.5 0.0 89.7 82.8 93.6 89.2: 6.4 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 0 15 18 16 20:
Old : 27: 1 2 0 15 18 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 51.1 78.6 67.7 54.7 49.4 74.4 65.8
Old : 58.6 51.1 78.6 67.7 54.7 49.4 74.4 65.8
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 61,383: 0 17,621 1,080 56,412 40,503 57,492 59,204: 3,891 2,179
Old : 61,383: 0 17,621 1,080 56,412 40,503 57,492 59,204: 3,891 2,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -4,755: 0 2,026 -439 -3,820 -5,837 -4,259 -4,250: -496 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 28.7 1.8 91.9 66.0 93.7 96.5: 6.3 3.5
Old : 100.0: 0.0 28.7 1.8 91.9 66.0 93.7 96.5: 6.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 4 2 18 17 20 21:
Old : 24: 0 4 2 18 17 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 61.0 68.3 81.4 42.0 51.1 60.5 69.3
Old : 45.3 61.0 68.3 81.4 42.0 51.1 60.5 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 66,543: 16,676 3,346 3,312 35,709 54,254 55,697 60,912: 10,846 5,631
Old : 66,543: 16,676 3,346 3,312 35,709 54,254 55,697 60,912: 10,846 5,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -4,837: -2,226 -713 16 -5,598 -5,264 -7,808 -5,961: 2,971 1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 5.0 5.0 53.7 81.5 83.7 91.5: 16.3 8.5
Old : 100.0: 25.1 5.0 5.0 53.7 81.5 83.7 91.5: 16.3 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 3 17 19 20 22:
Old : 23: 1 2 3 17 19 20 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 : 60.0 44.0 73.2 63.6 49.1 34.2 51.3 47.6
Old : 60.0 44.0 73.2 63.6 49.1 34.2 51.3 47.6
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 67,652: 4,712 0 1,458 54,422 59,819 60,592 61,277: 7,060 6,375
Old : 67,652: 4,712 0 1,458 54,422 59,819 60,592 61,277: 7,060 6,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -19: 1,922 0 294 -3,571 -642 -1,355 -348: 1,336 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 2.2 80.4 88.4 89.6 90.6: 10.4 9.4
Old : 100.0: 7.0 0.0 2.2 80.4 88.4 89.6 90.6: 10.4 9.4
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 0 1 17 19 18 20:
Old : 25: 1 0 1 17 19 18 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 : 56.9 41.4 78.2 65.6 52.7 38.5 66.5 58.8
Old : 56.9 41.4 78.2 65.6 52.7 38.5 66.5 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,444: 691 5,009 3,135 35,000 31,092 38,826 39,236: 5,618 5,208
Old : 44,444: 691 5,009 3,135 35,000 31,092 38,826 39,236: 5,618 5,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -4,763: 691 -1,020 -193 -4,886 -3,886 -4,388 -5,099: -375 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 11.3 7.1 78.8 70.0 87.4 88.3: 12.6 11.7
Old : 100.0: 1.6 11.3 7.1 78.8 70.0 87.4 88.3: 12.6 11.7
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: 1 1 2 20 16 22 18:
Old : 24: 1 1 2 20 16 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 43.4 56.7 70.6 27.5 36.7 46.7 49.7
Old : 35.3 43.4 56.7 70.6 27.5 36.7 46.7 49.7
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 58,674: 17,059 270 1,306 35,093 52,426 53,458 54,002: 5,216 4,672
Old : 58,674: 17,059 270 1,306 35,093 52,426 53,458 54,002: 5,216 4,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -5,059: -434 62 -186 -4,011 -4,823 -4,631 -4,947: -428 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 0.5 2.2 59.8 89.4 91.1 92.0: 8.9 8.0
Old : 100.0: 29.1 0.5 2.2 59.8 89.4 91.1 92.0: 8.9 8.0
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: 2 1 3 16 19 19 22:
Old : 25: 2 1 3 16 19 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 48.3 83.4 65.0 46.1 23.1 48.9 36.4
Old : 67.5 48.3 83.4 65.0 46.1 23.1 48.9 36.4
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 with Delta-adjusted Options and Futures Combined, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,038: 0 7,255 2,133 47,976 33,720 50,109 43,108: 8,929 15,930
Old : 59,038: 0 7,255 2,133 47,976 33,720 50,109 43,108: 8,929 15,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 2,316: 0 2,063 -615 1,946 -408 1,331 1,040: 985 1,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.3 3.6 81.3 57.1 84.9 73.0: 15.1 27.0
Old : 100.0: 0.0 12.3 3.6 81.3 57.1 84.9 73.0: 15.1 27.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 2 16 13 18 15:
Old : 20: 0 2 2 16 13 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 : 49.2 41.9 68.5 63.6 46.7 39.2 64.8 54.4
Old : 49.2 41.9 68.5 63.6 46.7 39.2 64.8 54.4
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 with Delta-adjusted Options and Futures Combined, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,818: 3,499 0 1,204 40,842 47,129 45,545 48,333: 11,273 8,485
Old : 56,818: 3,499 0 1,204 40,842 47,129 45,545 48,333: 11,273 8,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.0 2.1 71.9 82.9 80.2 85.1: 19.8 14.9
Old : 100.0: 6.2 0.0 2.1 71.9 82.9 80.2 85.1: 19.8 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 14 14 15 15:
Old : 20: 1 0 1 14 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 55.0 71.0 77.2 55.8 53.2 62.7 68.5
Old : 62.0 55.0 71.0 77.2 55.8 53.2 62.7 68.5
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 157,495: 966 15,957 4,167 137,381 129,396 142,514 149,520: 14,981 7,975
Old : 157,495: 966 15,957 4,167 137,381 129,396 142,514 149,520: 14,981 7,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -16,424: -620 7,278 -5,662 -10,763 -18,360 -17,045 -16,744: 621 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 10.1 2.6 87.2 82.2 90.5 94.9: 9.5 5.1
Old : 100.0: 0.6 10.1 2.6 87.2 82.2 90.5 94.9: 9.5 5.1
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 : 45: 1 5 4 33 30 37 36:
Old : 45: 1 5 4 33 30 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 37.4 55.6 54.9 30.0 35.5 46.2 51.0
Old : 35.8 37.4 55.6 54.9 30.0 35.5 46.2 51.0
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 75,268: 3,275 0 3,612 61,210 63,116 68,097 66,728: 7,171 8,540
Old : 75,268: 3,275 0 3,612 61,210 63,116 68,097 66,728: 7,171 8,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -5,064: 319 -1,130 1,325 -5,944 -3,942 -4,300 -3,747: -764 -1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 4.8 81.3 83.9 90.5 88.7: 9.5 11.3
Old : 100.0: 4.4 0.0 4.8 81.3 83.9 90.5 88.7: 9.5 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 1 18 17 20 18:
Old : 27: 2 0 1 18 17 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 60.8 65.9 78.5 40.4 59.0 61.8 74.7
Old : 41.4 60.8 65.9 78.5 40.4 59.0 61.8 74.7
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 156,150: 5,540 0 4,556 137,888 143,710 147,984 148,266: 8,166 7,884
Old : 156,150: 5,540 0 4,556 137,888 143,710 147,984 148,266: 8,166 7,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -7,182: 131 -1,163 298 -6,303 -6,114 -5,874 -6,979: -1,308 -203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 2.9 88.3 92.0 94.8 95.0: 5.2 5.0
Old : 100.0: 3.5 0.0 2.9 88.3 92.0 94.8 95.0: 5.2 5.0
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 : 37: 2 0 3 30 31 33 34:
Old : 37: 2 0 3 30 31 33 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 : 56.0 42.8 71.6 63.3 38.2 38.6 49.7 51.7
Old : 56.0 42.8 71.6 63.3 38.2 38.6 49.7 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 153,008: 24,193 0 13,432 108,858 133,488 146,483 146,920: 6,525 6,088
Old : 153,008: 24,193 0 13,432 108,858 133,488 146,483 146,920: 6,525 6,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -6,931: 3,619 -1,265 -2,704 -8,862 -6,200 -7,947 -10,169: 1,016 3,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 0.0 8.8 71.1 87.2 95.7 96.0: 4.3 4.0
Old : 100.0: 15.8 0.0 8.8 71.1 87.2 95.7 96.0: 4.3 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 : 43: 7 0 6 32 28 39 34:
Old : 43: 7 0 6 32 28 39 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 : 35.0 56.9 52.9 72.5 30.0 54.5 41.7 64.2
Old : 35.0 56.9 52.9 72.5 30.0 54.5 41.7 64.2
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 131,543: 0 9,129 4,505 110,368 99,102 114,873 112,736: 16,670 18,807
Old : 131,543: 0 9,129 4,505 110,368 99,102 114,873 112,736: 16,670 18,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -10,875: -332 5,009 -2,078 -10,780 -16,630 -13,190 -13,699: 2,315 2,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.9 3.4 83.9 75.3 87.3 85.7: 12.7 14.3
Old : 100.0: 0.0 6.9 3.4 83.9 75.3 87.3 85.7: 12.7 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 2 2 23 22 25 24:
Old : 32: 0 2 2 23 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 : 46.5 54.6 63.1 71.9 45.3 51.8 58.5 64.0
Old : 46.5 54.6 63.1 71.9 45.3 51.8 58.5 64.0
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 146,230: 17,703 17,952 8,972 112,412 115,523 139,087 142,447: 7,143 3,783
Old : 146,230: 17,703 17,952 8,972 112,412 115,523 139,087 142,447: 7,143 3,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -14,502: 3,691 -2,556 -1,441 -16,027 -10,254 -13,777 -14,251: -725 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 12.3 6.1 76.9 79.0 95.1 97.4: 4.9 2.6
Old : 100.0: 12.1 12.3 6.1 76.9 79.0 95.1 97.4: 4.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 3 9 25 28 34 37:
Old : 39: 6 3 9 25 28 34 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 38.4 67.6 61.2 37.8 34.9 55.3 50.7
Old : 40.4 38.4 67.6 61.2 37.8 34.9 55.3 50.7
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 52,730: 373 13,599 1,308 48,265 30,811 49,946 45,718: 2,784 7,012
Old : 52,730: 373 13,599 1,308 48,265 30,811 49,946 45,718: 2,784 7,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -7,911: -248 -486 -887 -6,854 -6,954 -7,989 -8,327: 78 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 25.8 2.5 91.5 58.4 94.7 86.7: 5.3 13.3
Old : 100.0: 0.7 25.8 2.5 91.5 58.4 94.7 86.7: 5.3 13.3
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 : 25: 1 4 2 16 17 19 21:
Old : 25: 1 4 2 16 17 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 36.9 80.5 65.2 61.4 30.9 67.8 50.4
Old : 65.8 36.9 80.5 65.2 61.4 30.9 67.8 50.4
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 1,355,411: 292,437 56,005 281,343 760,204 1,005,850 1,333,984 1,343,198: 21,427 12,213
Old : 1,355,411: 292,437 56,005 281,343 760,204 1,005,850 1,333,984 1,343,198: 21,427 12,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -72,015: 7,114 -1,152 -10,393 -66,390 -61,959 -69,669 -73,504: -2,346 1,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 4.1 20.8 56.1 74.2 98.4 99.1: 1.6 0.9
Old : 100.0: 21.6 4.1 20.8 56.1 74.2 98.4 99.1: 1.6 0.9
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 : 129: 30 9 31 84 76 120 110:
Old : 129: 30 9 31 84 76 120 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 25.6 42.1 42.3 19.7 20.5 28.8 33.3
Old : 26.6 25.6 42.1 42.3 19.7 20.5 28.8 33.3
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 287,310: 74,208 91,279 53,004 157,578 139,681 284,790 283,964: 2,520 3,346
Old : 287,310: 74,208 91,279 53,004 157,578 139,681 284,790 283,964: 2,520 3,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -56,058: -12,574 -17,588 -30,568 -11,397 -8,009 -54,539 -56,165: -1,519 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 31.8 18.4 54.8 48.6 99.1 98.8: 0.9 1.2
Old : 100.0: 25.8 31.8 18.4 54.8 48.6 99.1 98.8: 0.9 1.2
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 : 52: 14 7 16 29 26 48 44:
Old : 52: 14 7 16 29 26 48 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 58.7 60.9 74.0 23.7 42.4 36.7 50.3
Old : 41.3 58.7 60.9 74.0 23.7 42.4 36.7 50.3
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 87,705: 23,675 7,541 17,350 45,741 62,164 86,765 87,055: 939 649
Old : 87,705: 23,675 7,541 17,350 45,741 62,164 86,765 87,055: 939 649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -3,023: 756 625 -20 -4,532 -4,173 -3,796 -3,568: 772 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 8.6 19.8 52.2 70.9 98.9 99.3: 1.1 0.7
Old : 100.0: 27.0 8.6 19.8 52.2 70.9 98.9 99.3: 1.1 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 : 53: 6 5 11 39 39 50 50:
Old : 53: 6 5 11 39 39 50 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 36.6 64.3 58.3 37.8 28.3 43.6 41.7
Old : 49.4 36.6 64.3 58.3 37.8 28.3 43.6 41.7
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 26,264: 1,650 5,600 2,943 21,608 17,170 26,201 25,713: 63 551
Old : 26,264: 1,650 5,600 2,943 21,608 17,170 26,201 25,713: 63 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -5: 0 -87 -82 35 122 -47 -47: 42 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 21.3 11.2 82.3 65.4 99.8 97.9: 0.2 2.1
Old : 100.0: 6.3 21.3 11.2 82.3 65.4 99.8 97.9: 0.2 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 6 6 23 24 30 30:
Old : 38: 1 6 6 23 24 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 49.8 78.8 69.0 57.5 47.0 69.6 62.0
Old : 62.1 49.8 78.8 69.0 57.5 47.0 69.6 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 14,136: 4,285 2,786 990 8,566 10,360 13,841 14,136: 295 0
Old : 14,136: 4,285 2,786 990 8,566 10,360 13,841 14,136: 295 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 369: -41 0 41 328 328 328 369: 41 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 19.7 7.0 60.6 73.3 97.9 100.0: 2.1 0.0
Old : 100.0: 30.3 19.7 7.0 60.6 73.3 97.9 100.0: 2.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 2 3 18 11 22 16:
Old : 27: 4 2 3 18 11 22 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 : 53.0 64.8 72.5 84.2 40.7 50.0 56.8 65.0
Old : 53.0 64.8 72.5 84.2 40.7 50.0 56.8 65.0
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 25,035: 3,860 7,108 1,614 19,241 16,073 24,715 24,795: 320 240
Old : 25,035: 3,860 7,108 1,614 19,241 16,073 24,715 24,795: 320 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -669: 60 -60 -240 -509 -429 -689 -729: 20 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 28.4 6.4 76.9 64.2 98.7 99.0: 1.3 1.0
Old : 100.0: 15.4 28.4 6.4 76.9 64.2 98.7 99.0: 1.3 1.0
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 : 32: 2 4 5 22 20 28 26:
Old : 32: 2 4 5 22 20 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 57.4 68.2 76.4 43.9 42.0 56.7 59.0
Old : 48.8 57.4 68.2 76.4 43.9 42.0 56.7 59.0
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 22,010: 9,890 800 1,250 10,133 19,634 21,273 21,684: 737 326
Old : 22,010: 9,890 800 1,250 10,133 19,634 21,273 21,684: 737 326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -774: -100 -80 -120 -517 -510 -737 -710: -37 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 3.6 5.7 46.0 89.2 96.7 98.5: 3.3 1.5
Old : 100.0: 44.9 3.6 5.7 46.0 89.2 96.7 98.5: 3.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 4 22 23 26 27:
Old : 32: 3 1 4 22 23 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 53.7 78.6 77.3 60.1 51.6 73.9 73.0
Old : 64.4 53.7 78.6 77.3 60.1 51.6 73.9 73.0
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 11,956: 500 572 1,752 9,412 9,392 11,664 11,716: 292 240
Old : 11,956: 500 572 1,752 9,412 9,392 11,664 11,716: 292 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -21: 140 -20 160 -340 -101 -40 39: 19 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 4.8 14.7 78.7 78.6 97.6 98.0: 2.4 2.0
Old : 100.0: 4.2 4.8 14.7 78.7 78.6 97.6 98.0: 2.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 3 14 12 18 15:
Old : 20: 2 2 3 14 12 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 : 55.6 67.7 80.4 88.0 49.3 58.2 60.9 65.0
Old : 55.6 67.7 80.4 88.0 49.3 58.2 60.9 65.0
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 1,442,086: 144,087 89,777 402,866 827,237 864,906 1,374,191 1,357,549: 67,895 84,537
Old : 1,442,086: 144,087 89,777 402,866 827,237 864,906 1,374,191 1,357,549: 67,895 84,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: 10,388: 10,329 2,675 3,834 -16,420 -6,594 -2,256 -85: 12,644 10,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 6.2 27.9 57.4 60.0 95.3 94.1: 4.7 5.9
Old : 100.0: 10.0 6.2 27.9 57.4 60.0 95.3 94.1: 4.7 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 82 102 131 81 88 240 252:
Old : 287: 82 102 131 81 88 240 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 20.1 33.1 30.6 10.2 5.6 14.7 9.4
Old : 22.5 20.1 33.1 30.6 10.2 5.6 14.7 9.4
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 13,930: 6,835 1,282 0 3,618 12,398 10,453 13,680: 3,477 250
Old : 13,930: 6,835 1,282 0 3,618 12,398 10,453 13,680: 3,477 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -67: -331 25 -31 58 -9 -304 -15: 237 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 9.2 0.0 26.0 89.0 75.0 98.2: 25.0 1.8
Old : 100.0: 49.1 9.2 0.0 26.0 89.0 75.0 98.2: 25.0 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 : 114: 68 6 0 15 26 83 32:
Old : 114: 68 6 0 15 26 83 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 45.5 36.4 64.9 24.6 44.8 36.4 64.2
Old : 24.6 45.5 36.4 64.9 24.6 44.8 36.4 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 9,383: 5,527 701 0 1,336 7,619 6,863 8,320: 2,520 1,063
Old : 9,383: 5,527 701 0 1,336 7,619 6,863 8,320: 2,520 1,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -942: -626 7 -195 35 -549 -786 -737: -156 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 7.5 0.0 14.2 81.2 73.1 88.7: 26.9 11.3
Old : 100.0: 58.9 7.5 0.0 14.2 81.2 73.1 88.7: 26.9 11.3
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 : 53: 23 5 0 11 19 34 24:
Old : 53: 23 5 0 11 19 34 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 : 26.7 48.6 40.5 67.3 26.7 47.8 40.5 66.5
Old : 26.7 48.6 40.5 67.3 26.7 47.8 40.5 66.5
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 156,745: 35,681 7,088 19,393 84,401 118,299 139,474 144,780: 17,271 11,965
Old : 156,745: 35,681 7,088 19,393 84,401 118,299 139,474 144,780: 17,271 11,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2005 :
: -1,622: 5,268 -4,800 2,062 -10,084 2,319 -2,754 -419: 1,132 -1,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 4.5 12.4 53.8 75.5 89.0 92.4: 11.0 7.6
Old : 100.0: 22.8 4.5 12.4 53.8 75.5 89.0 92.4: 11.0 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 50 24 37 53 75 121 118:
Old : 154: 50 24 37 53 75 121 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 22.9 40.8 34.6 21.0 18.8 32.3 27.9
Old : 26.7 22.9 40.8 34.6 21.0 18.8 32.3 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2006