NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,642: 660 675 0 2,877 2,420 3,537 3,095: 105 547
Old : 3,642: 660 675 0 2,877 2,420 3,537 3,095: 105 547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 522: 660 -225 0 -188 849 472 624: 50 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 18.5 0.0 79.0 66.4 97.1 85.0: 2.9 15.0
Old : 100.0: 18.1 18.5 0.0 79.0 66.4 97.1 85.0: 2.9 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 18 14 19 15:
Old : 24: 1 1 0 18 14 19 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 : 57.3 51.8 78.6 69.8 50.4 44.9 59.4 53.1
Old : 57.3 51.8 78.6 69.8 50.4 44.9 59.4 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 200,464: 24,723 17,083 37,526 106,391 114,463 168,641 169,072: 31,823 31,392
Old : 200,464: 24,723 17,083 37,526 106,391 114,463 168,641 169,072: 31,823 31,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 7,215: 3,639 1,484 5,364 -2,299 815 6,703 7,663: 512 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 8.5 18.7 53.1 57.1 84.1 84.3: 15.9 15.7
Old : 100.0: 12.3 8.5 18.7 53.1 57.1 84.1 84.3: 15.9 15.7
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 : 151: 41 33 43 65 71 123 132:
Old : 151: 41 33 43 65 71 123 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 19.6 33.1 29.2 17.0 11.3 24.2 16.7
Old : 20.7 19.6 33.1 29.2 17.0 11.3 24.2 16.7
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 10, 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 : 887,006: 37,630 83,307 401,052 369,313 365,813 807,996 850,172: 79,011 36,834
Old : 887,006: 37,630 83,307 401,052 369,313 365,813 807,996 850,172: 79,011 36,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 24,979: 1,987 1,392 11,102 8,479 9,660 21,568 22,155: 3,411 2,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 9.4 45.2 41.6 41.2 91.1 95.8: 8.9 4.2
Old : 100.0: 4.2 9.4 45.2 41.6 41.2 91.1 95.8: 8.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 59 58 82 93 82 195 182:
Old : 214: 59 58 82 93 82 195 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 28.1 38.3 42.9 6.1 8.1 8.7 12.3
Old : 25.1 28.1 38.3 42.9 6.1 8.1 8.7 12.3
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 10, 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 : 48,422: 1,450 0 1,483 41,392 45,243 44,325 46,726: 4,097 1,696
Old : 48,422: 1,450 0 1,483 41,392 45,243 44,325 46,726: 4,097 1,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 1,773: -942 0 977 1,583 1,352 1,618 2,329: 155 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 3.1 85.5 93.4 91.5 96.5: 8.5 3.5
Old : 100.0: 3.0 0.0 3.1 85.5 93.4 91.5 96.5: 8.5 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 : 27: 1 0 1 18 19 19 20:
Old : 27: 1 0 1 18 19 19 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 : 56.8 69.6 78.9 83.3 56.7 67.8 73.6 79.0
Old : 56.8 69.6 78.9 83.3 56.7 67.8 73.6 79.0
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 10, 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 : 44,176: 5,943 942 1,832 30,881 35,414 38,656 38,188: 5,520 5,988
Old : 44,176: 5,943 942 1,832 30,881 35,414 38,656 38,188: 5,520 5,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 4,483: 1,688 616 90 2,733 2,867 4,511 3,573: -28 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 2.1 4.1 69.9 80.2 87.5 86.4: 12.5 13.6
Old : 100.0: 13.5 2.1 4.1 69.9 80.2 87.5 86.4: 12.5 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 15 18 18 20:
Old : 25: 2 1 2 15 18 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 : 41.2 52.0 61.8 68.4 39.8 45.6 55.6 58.9
Old : 41.2 52.0 61.8 68.4 39.8 45.6 55.6 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 97,470: 16,065 392 1,725 71,306 84,278 89,096 86,395: 8,374 11,075
Old : 97,470: 16,065 392 1,725 71,306 84,278 89,096 86,395: 8,374 11,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 133: -1,109 -214 214 1,174 -1,054 279 -1,054: -146 1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 0.4 1.8 73.2 86.5 91.4 88.6: 8.6 11.4
Old : 100.0: 16.5 0.4 1.8 73.2 86.5 91.4 88.6: 8.6 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 2 3 25 25 31 29:
Old : 36: 5 2 3 25 25 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 42.4 69.0 63.9 50.0 40.3 64.6 59.8
Old : 51.1 42.4 69.0 63.9 50.0 40.3 64.6 59.8
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 10, 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 : 54,741: 1,533 2,360 302 49,657 44,850 51,492 47,512: 3,249 7,229
Old : 54,741: 1,533 2,360 302 49,657 44,850 51,492 47,512: 3,249 7,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -906: -627 -1,240 302 -272 -1,200 -597 -2,138: -309 1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 4.3 0.6 90.7 81.9 94.1 86.8: 5.9 13.2
Old : 100.0: 2.8 4.3 0.6 90.7 81.9 94.1 86.8: 5.9 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 1 16 18 18 21:
Old : 28: 2 2 1 16 18 18 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 : 58.7 50.3 78.8 70.8 49.8 45.6 69.7 59.8
Old : 58.7 50.3 78.8 70.8 49.8 45.6 69.7 59.8
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 10, 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 : 60,229: 0 14,776 1,091 55,465 43,085 56,556 58,952: 3,673 1,277
Old : 60,229: 0 14,776 1,091 55,465 43,085 56,556 58,952: 3,673 1,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -1,154: 0 -2,845 11 -947 2,582 -936 -252: -218 -902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.5 1.8 92.1 71.5 93.9 97.9: 6.1 2.1
Old : 100.0: 0.0 24.5 1.8 92.1 71.5 93.9 97.9: 6.1 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 : 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 : 45.2 57.1 68.7 77.5 42.1 49.5 58.9 65.3
Old : 45.2 57.1 68.7 77.5 42.1 49.5 58.9 65.3
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 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 68,938: 13,598 3,164 4,107 42,638 56,553 60,343 63,824: 8,595 5,114
Old : 68,938: 13,598 3,164 4,107 42,638 56,553 60,343 63,824: 8,595 5,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 2,395: -3,078 -182 795 6,929 2,299 4,646 2,912: -2,251 -517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 4.6 6.0 61.8 82.0 87.5 92.6: 12.5 7.4
Old : 100.0: 19.7 4.6 6.0 61.8 82.0 87.5 92.6: 12.5 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 3 18 21 21 24:
Old : 25: 1 2 3 18 21 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 38.6 74.0 60.2 45.0 28.8 49.3 42.0
Old : 57.4 38.6 74.0 60.2 45.0 28.8 49.3 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 72,047: 76 0 4,153 61,199 61,613 65,428 65,766: 6,619 6,281
Old : 72,047: 76 0 4,153 61,199 61,613 65,428 65,766: 6,619 6,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 4,395: -4,636 0 2,695 6,777 1,794 4,836 4,489: -441 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 5.8 84.9 85.5 90.8 91.3: 9.2 8.7
Old : 100.0: 0.1 0.0 5.8 84.9 85.5 90.8 91.3: 9.2 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 18 20 19 21:
Old : 26: 1 0 1 18 20 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 : 59.6 39.9 77.8 63.2 54.5 38.2 66.5 56.6
Old : 59.6 39.9 77.8 63.2 54.5 38.2 66.5 56.6
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 10, 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 : 41,659: 0 5,009 1,625 33,646 31,794 35,271 38,428: 6,388 3,231
Old : 41,659: 0 5,009 1,625 33,646 31,794 35,271 38,428: 6,388 3,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -2,785: -691 0 -1,510 -1,354 702 -3,555 -808: 770 -1,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.0 3.9 80.8 76.3 84.7 92.2: 15.3 7.8
Old : 100.0: 0.0 12.0 3.9 80.8 76.3 84.7 92.2: 15.3 7.8
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: 0 2 2 21 17 23 19:
Old : 24: 0 2 2 21 17 23 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 : 34.2 46.3 55.1 73.3 27.2 41.5 45.8 57.5
Old : 34.2 46.3 55.1 73.3 27.2 41.5 45.8 57.5
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 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,248: 19,347 0 1,092 30,515 48,244 50,954 49,336: 6,294 7,912
Old : 57,248: 19,347 0 1,092 30,515 48,244 50,954 49,336: 6,294 7,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -1,426: 2,288 -270 -214 -4,578 -4,182 -2,504 -4,666: 1,078 3,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 0.0 1.9 53.3 84.3 89.0 86.2: 11.0 13.8
Old : 100.0: 33.8 0.0 1.9 53.3 84.3 89.0 86.2: 11.0 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 2 16 18 18 20:
Old : 22: 2 0 2 16 18 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 : 67.6 48.8 81.6 67.2 47.3 25.3 49.3 40.3
Old : 67.6 48.8 81.6 67.2 47.3 25.3 49.3 40.3
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 10, 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 : 55,701: 0 5,382 2,462 46,806 34,556 49,268 42,400: 6,433 13,301
Old : 55,701: 0 5,382 2,462 46,806 34,556 49,268 42,400: 6,433 13,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -3,337: 0 -1,873 329 -1,170 836 -841 -708: -2,496 -2,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.7 4.4 84.0 62.0 88.5 76.1: 11.5 23.9
Old : 100.0: 0.0 9.7 4.4 84.0 62.0 88.5 76.1: 11.5 23.9
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 : 22: 0 2 2 19 16 21 18:
Old : 22: 0 2 2 19 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 42.0 69.3 63.3 48.1 39.0 63.4 52.5
Old : 52.4 42.0 69.3 63.3 48.1 39.0 63.4 52.5
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 10, 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 : 158,401: 3,839 15,439 3,662 139,511 134,710 147,012 153,811: 11,389 4,590
Old : 158,401: 3,839 15,439 3,662 139,511 134,710 147,012 153,811: 11,389 4,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 906: 2,873 -518 -505 2,130 5,314 4,498 4,291: -3,592 -3,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 9.7 2.3 88.1 85.0 92.8 97.1: 7.2 2.9
Old : 100.0: 2.4 9.7 2.3 88.1 85.0 92.8 97.1: 7.2 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 4 4 34 29 38 35:
Old : 45: 2 4 4 34 29 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 41.4 56.7 60.6 29.4 39.5 47.2 57.3
Old : 36.5 41.4 56.7 60.6 29.4 39.5 47.2 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 74,577: 7,011 0 2,075 59,619 63,446 68,705 65,521: 5,872 9,056
Old : 74,577: 7,011 0 2,075 59,619 63,446 68,705 65,521: 5,872 9,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -691: 3,736 0 -1,537 -1,591 330 608 -1,207: -1,299 516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 2.8 79.9 85.1 92.1 87.9: 7.9 12.1
Old : 100.0: 9.4 0.0 2.8 79.9 85.1 92.1 87.9: 7.9 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 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 : 39.9 61.7 66.7 77.6 38.4 61.2 61.4 74.9
Old : 39.9 61.7 66.7 77.6 38.4 61.2 61.4 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 173,545: 11,676 1,938 2,987 148,286 160,676 162,949 165,601: 10,596 7,944
Old : 173,545: 11,676 1,938 2,987 148,286 160,676 162,949 165,601: 10,596 7,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 17,395: 6,136 1,938 -1,569 10,398 16,966 14,965 17,335: 2,430 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.1 1.7 85.4 92.6 93.9 95.4: 6.1 4.6
Old : 100.0: 6.7 1.1 1.7 85.4 92.6 93.9 95.4: 6.1 4.6
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 : 38: 2 2 3 32 30 36 33:
Old : 38: 2 2 3 32 30 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 45.5 66.4 64.9 36.6 35.9 47.7 49.9
Old : 51.1 45.5 66.4 64.9 36.6 35.9 47.7 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 158,739: 18,959 3,194 14,311 120,787 135,006 154,057 152,511: 4,682 6,228
Old : 158,739: 18,959 3,194 14,311 120,787 135,006 154,057 152,511: 4,682 6,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 5,731: -5,234 3,194 879 11,929 1,518 7,574 5,591: -1,843 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 2.0 9.0 76.1 85.0 97.1 96.1: 2.9 3.9
Old : 100.0: 11.9 2.0 9.0 76.1 85.0 97.1 96.1: 2.9 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 : 44: 6 2 7 33 28 41 35:
Old : 44: 6 2 7 33 28 41 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 55.0 54.8 70.4 32.2 52.3 45.6 60.1
Old : 35.9 55.0 54.8 70.4 32.2 52.3 45.6 60.1
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 10, 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 : 138,793: 0 18,560 3,066 122,215 99,773 125,281 121,399: 13,512 17,394
Old : 138,793: 0 18,560 3,066 122,215 99,773 125,281 121,399: 13,512 17,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 7,250: 0 9,431 -1,439 11,847 671 10,408 8,663: -3,158 -1,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.4 2.2 88.1 71.9 90.3 87.5: 9.7 12.5
Old : 100.0: 0.0 13.4 2.2 88.1 71.9 90.3 87.5: 9.7 12.5
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 : 37: 0 2 2 27 24 29 26:
Old : 37: 0 2 2 27 24 29 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 : 43.7 57.4 60.4 71.8 38.9 54.9 53.1 65.1
Old : 43.7 57.4 60.4 71.8 38.9 54.9 53.1 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 150,461: 21,603 20,165 8,773 113,971 117,704 144,347 146,642: 6,114 3,819
Old : 150,461: 21,603 20,165 8,773 113,971 117,704 144,347 146,642: 6,114 3,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 4,231: 3,900 2,213 -199 1,559 2,181 5,260 4,195: -1,029 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 13.4 5.8 75.7 78.2 95.9 97.5: 4.1 2.5
Old : 100.0: 14.4 13.4 5.8 75.7 78.2 95.9 97.5: 4.1 2.5
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 : 41: 5 4 9 25 30 34 39:
Old : 41: 5 4 9 25 30 34 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 36.7 72.1 59.2 45.2 32.4 58.5 49.5
Old : 48.0 36.7 72.1 59.2 45.2 32.4 58.5 49.5
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 10, 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 : 52,808: 373 11,827 1,308 46,465 33,031 48,146 46,166: 4,662 6,642
Old : 52,808: 373 11,827 1,308 46,465 33,031 48,146 46,166: 4,662 6,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 78: 0 -1,772 0 -1,800 2,220 -1,800 448: 1,878 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 22.4 2.5 88.0 62.5 91.2 87.4: 8.8 12.6
Old : 100.0: 0.7 22.4 2.5 88.0 62.5 91.2 87.4: 8.8 12.6
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 : 28: 1 5 2 16 16 19 21:
Old : 28: 1 5 2 16 16 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 : 65.9 36.8 79.9 64.9 62.3 31.1 66.0 51.3
Old : 65.9 36.8 79.9 64.9 62.3 31.1 66.0 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 1,409,105: 277,899 58,402 301,607 809,914 1,035,950 1,389,420 1,395,959: 19,685 13,146
Old : 1,409,105: 277,899 58,402 301,607 809,914 1,035,950 1,389,420 1,395,959: 19,685 13,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 53,694: -14,538 2,397 20,264 49,710 30,100 55,436 52,761: -1,742 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 4.1 21.4 57.5 73.5 98.6 99.1: 1.4 0.9
Old : 100.0: 19.7 4.1 21.4 57.5 73.5 98.6 99.1: 1.4 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 : 132: 31 8 33 86 79 124 114:
Old : 132: 31 8 33 86 79 124 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 27.7 40.6 45.4 18.4 22.7 27.3 35.2
Old : 25.7 27.7 40.6 45.4 18.4 22.7 27.3 35.2
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 10, 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 : 304,442: 66,239 88,830 62,626 171,791 149,940 300,656 301,396: 3,786 3,046
Old : 304,442: 66,239 88,830 62,626 171,791 149,940 300,656 301,396: 3,786 3,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 17,132: -7,969 -2,449 9,622 14,213 10,259 15,866 17,432: 1,266 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 29.2 20.6 56.4 49.3 98.8 99.0: 1.2 1.0
Old : 100.0: 21.8 29.2 20.6 56.4 49.3 98.8 99.0: 1.2 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 : 56: 15 8 17 29 27 48 48:
Old : 56: 15 8 17 29 27 48 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 56.7 59.0 72.6 20.0 37.3 31.8 45.0
Old : 40.0 56.7 59.0 72.6 20.0 37.3 31.8 45.0
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 10, 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 : 86,485: 22,287 4,995 17,785 46,087 63,513 86,160 86,294: 325 191
Old : 86,485: 22,287 4,995 17,785 46,087 63,513 86,160 86,294: 325 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -1,220: -1,388 -2,546 436 347 1,349 -605 -761: -615 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 5.8 20.6 53.3 73.4 99.6 99.8: 0.4 0.2
Old : 100.0: 25.8 5.8 20.6 53.3 73.4 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 8 4 12 39 41 51 53:
Old : 55: 8 4 12 39 41 51 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 35.4 63.4 57.6 36.5 28.7 43.1 42.3
Old : 48.9 35.4 63.4 57.6 36.5 28.7 43.1 42.3
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 10, 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 : 24,543: 1,524 7,264 1,752 21,013 15,018 24,289 24,034: 254 509
Old : 24,543: 1,524 7,264 1,752 21,013 15,018 24,289 24,034: 254 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -1,721: -126 1,664 -1,191 -595 -2,152 -1,912 -1,679: 191 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 29.6 7.1 85.6 61.2 99.0 97.9: 1.0 2.1
Old : 100.0: 6.2 29.6 7.1 85.6 61.2 99.0 97.9: 1.0 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 : 35: 1 6 6 20 20 27 26:
Old : 35: 1 6 6 20 20 27 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 : 67.6 53.6 83.1 76.3 65.3 50.6 78.3 72.2
Old : 67.6 53.6 83.1 76.3 65.3 50.6 78.3 72.2
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 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 13,656: 4,029 2,278 1,077 7,789 9,835 12,895 13,190: 761 466
Old : 13,656: 4,029 2,278 1,077 7,789 9,835 12,895 13,190: 761 466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -480: -256 -508 87 -777 -525 -946 -946: 466 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 16.7 7.9 57.0 72.0 94.4 96.6: 5.6 3.4
Old : 100.0: 29.5 16.7 7.9 57.0 72.0 94.4 96.6: 5.6 3.4
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: 4 2 2 16 10 20 14:
Old : 25: 4 2 2 16 10 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 67.1 72.6 85.9 40.6 49.9 57.3 63.3
Old : 52.1 67.1 72.6 85.9 40.6 49.9 57.3 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 25,725: 4,460 8,372 1,574 19,591 15,599 25,625 25,545: 100 180
Old : 25,725: 4,460 8,372 1,574 19,591 15,599 25,625 25,545: 100 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 690: 600 1,264 -40 350 -474 910 750: -220 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 32.5 6.1 76.2 60.6 99.6 99.3: 0.4 0.7
Old : 100.0: 17.3 32.5 6.1 76.2 60.6 99.6 99.3: 0.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 4 5 23 21 30 26:
Old : 33: 2 4 5 23 21 30 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 : 52.2 60.9 71.8 79.0 50.0 46.3 63.3 63.0
Old : 52.2 60.9 71.8 79.0 50.0 46.3 63.3 63.0
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 10, 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 : 22,060: 9,690 720 1,290 10,363 19,694 21,343 21,704: 717 356
Old : 22,060: 9,690 720 1,290 10,363 19,694 21,343 21,704: 717 356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 50: -200 -80 40 230 60 70 20: -20 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 3.3 5.8 47.0 89.3 96.7 98.4: 3.3 1.6
Old : 100.0: 43.9 3.3 5.8 47.0 89.3 96.7 98.4: 3.3 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 4 23 24 27 28:
Old : 32: 3 1 4 23 24 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 53.0 78.5 77.3 59.1 51.4 73.6 73.6
Old : 63.5 53.0 78.5 77.3 59.1 51.4 73.6 73.6
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 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,058: 700 676 1,600 9,516 9,522 11,816 11,798: 242 260
Old : 12,058: 700 676 1,600 9,516 9,522 11,816 11,798: 242 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 102: 200 104 -152 104 130 152 82: -50 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 5.6 13.3 78.9 79.0 98.0 97.8: 2.0 2.2
Old : 100.0: 5.8 5.6 13.3 78.9 79.0 98.0 97.8: 2.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 2 14 12 18 14:
Old : 20: 2 2 2 14 12 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 69.0 80.8 88.7 49.8 58.6 63.0 66.1
Old : 55.4 69.0 80.8 88.7 49.8 58.6 63.0 66.1
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 10, 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 : 1,492,595: 154,705 92,572 424,577 835,421 892,160 1,414,703 1,409,309: 77,892 83,286
Old : 1,492,595: 154,705 92,572 424,577 835,421 892,160 1,414,703 1,409,309: 77,892 83,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 50,510: 10,618 2,795 21,711 8,184 27,254 40,512 51,760: 9,997 -1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 6.2 28.4 56.0 59.8 94.8 94.4: 5.2 5.6
Old : 100.0: 10.4 6.2 28.4 56.0 59.8 94.8 94.4: 5.2 5.6
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 : 302: 89 106 146 83 91 256 269:
Old : 302: 89 106 146 83 91 256 269:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 19.8 32.0 30.5 10.1 6.2 14.2 10.0
Old : 21.5 19.8 32.0 30.5 10.1 6.2 14.2 10.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 13,341: 6,513 1,486 0 3,272 11,478 9,785 12,964: 3,556 377
Old : 13,341: 6,513 1,486 0 3,272 11,478 9,785 12,964: 3,556 377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: -589: -322 204 0 -346 -920 -668 -716: 79 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 11.1 0.0 24.5 86.0 73.3 97.2: 26.7 2.8
Old : 100.0: 48.8 11.1 0.0 24.5 86.0 73.3 97.2: 26.7 2.8
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 7 0 13 26 81 33:
Old : 114: 68 7 0 13 26 81 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 43.2 34.3 63.8 22.6 43.2 34.3 63.8
Old : 22.6 43.2 34.3 63.8 22.6 43.2 34.3 63.8
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 10, 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 : 9,905: 6,046 846 0 1,473 7,967 7,519 8,813: 2,386 1,092
Old : 9,905: 6,046 846 0 1,473 7,967 7,519 8,813: 2,386 1,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 521: 519 145 0 137 348 656 493: -135 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 8.5 0.0 14.9 80.4 75.9 89.0: 24.1 11.0
Old : 100.0: 61.0 8.5 0.0 14.9 80.4 75.9 89.0: 24.1 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 23 5 0 13 19 36 24:
Old : 55: 23 5 0 13 19 36 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 : 28.2 49.1 42.3 67.6 28.2 48.2 42.3 66.4
Old : 28.2 49.1 42.3 67.6 28.2 48.2 42.3 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 172,022: 38,613 5,895 24,033 88,885 127,836 151,531 157,764: 20,492 14,258
Old : 172,022: 38,613 5,895 24,033 88,885 127,836 151,531 157,764: 20,492 14,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2006 :
: 15,277: 2,932 -1,193 4,641 4,484 9,536 12,057 12,984: 3,221 2,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 3.4 14.0 51.7 74.3 88.1 91.7: 11.9 8.3
Old : 100.0: 22.4 3.4 14.0 51.7 74.3 88.1 91.7: 11.9 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 55 17 41 59 76 129 121:
Old : 154: 55 17 41 59 76 129 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 23.0 36.8 34.4 18.9 19.0 29.2 27.6
Old : 24.4 23.0 36.8 34.4 18.9 19.0 29.2 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2006