NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,151: 660 750 0 3,371 2,847 4,031 3,597: 120 554
Old : 4,151: 660 750 0 3,371 2,847 4,031 3,597: 120 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -399: 0 0 0 -276 -431 -276 -431: -123 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 18.1 0.0 81.2 68.6 97.1 86.7: 2.9 13.3
Old : 100.0: 15.9 18.1 0.0 81.2 68.6 97.1 86.7: 2.9 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 : 23: 1 1 0 16 14 17 15:
Old : 23: 1 1 0 16 14 17 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 : 60.9 50.9 80.5 71.5 59.7 44.7 70.4 57.5
Old : 60.9 50.9 80.5 71.5 59.7 44.7 70.4 57.5
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, February 7, 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 : 183,429: 21,652 20,494 33,412 100,099 99,320 155,163 153,226: 28,266 30,203
Old : 183,429: 21,652 20,494 33,412 100,099 99,320 155,163 153,226: 28,266 30,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -5,167: -3,794 724 2,948 -2,453 -10,946 -3,299 -7,274: -1,868 2,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.2 18.2 54.6 54.1 84.6 83.5: 15.4 16.5
Old : 100.0: 11.8 11.2 18.2 54.6 54.1 84.6 83.5: 15.4 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 : 138: 29 42 42 61 60 114 120:
Old : 138: 29 42 42 61 60 114 120:
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 : 21.8 19.0 36.0 29.9 18.3 9.6 26.6 16.1
Old : 21.8 19.0 36.0 29.9 18.3 9.6 26.6 16.1
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, February 7, 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 : 934,180: 50,007 85,188 413,115 397,192 403,385 860,313 901,689: 73,866 32,491
Old : 934,180: 50,007 85,188 413,115 397,192 403,385 860,313 901,689: 73,866 32,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 62,215: 3,477 -2,186 25,348 30,742 40,145 59,566 63,307: 2,649 -1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 9.1 44.2 42.5 43.2 92.1 96.5: 7.9 3.5
Old : 100.0: 5.4 9.1 44.2 42.5 43.2 92.1 96.5: 7.9 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 : 221: 53 61 88 101 90 207 190:
Old : 221: 53 61 88 101 90 207 190:
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 : 26.0 29.2 39.9 43.8 5.5 6.7 8.2 11.0
Old : 26.0 29.2 39.9 43.8 5.5 6.7 8.2 11.0
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, February 7, 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 : 49,058: 0 479 1,965 43,060 42,084 45,025 44,528: 4,033 4,530
Old : 49,058: 0 479 1,965 43,060 42,084 45,025 44,528: 4,033 4,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -674: -509 479 881 -1,021 -4,816 -649 -3,456: -25 2,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 4.0 87.8 85.8 91.8 90.8: 8.2 9.2
Old : 100.0: 0.0 1.0 4.0 87.8 85.8 91.8 90.8: 8.2 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 17 16 18 17:
Old : 24: 0 1 1 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 66.4 76.3 81.2 53.3 65.7 72.8 75.8
Old : 53.3 66.4 76.3 81.2 53.3 65.7 72.8 75.8
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, February 7, 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 : 55,227: 396 3,015 2,423 46,380 42,202 49,199 47,640: 6,028 7,587
Old : 55,227: 396 3,015 2,423 46,380 42,202 49,199 47,640: 6,028 7,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 3,182: 369 1,521 -275 2,790 204 2,884 1,450: 298 1,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 5.5 4.4 84.0 76.4 89.1 86.3: 10.9 13.7
Old : 100.0: 0.7 5.5 4.4 84.0 76.4 89.1 86.3: 10.9 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 2 16 19 18 22:
Old : 27: 1 2 2 16 19 18 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 : 37.4 50.5 61.8 66.1 37.3 49.5 57.8 62.6
Old : 37.4 50.5 61.8 66.1 37.3 49.5 57.8 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 104,424: 10,150 2,576 2,788 82,691 89,151 95,629 94,515: 8,795 9,909
Old : 104,424: 10,150 2,576 2,788 82,691 89,151 95,629 94,515: 8,795 9,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -5,684: -1,045 -792 864 -5,610 -6,190 -5,791 -6,118: 107 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 2.5 2.7 79.2 85.4 91.6 90.5: 8.4 9.5
Old : 100.0: 9.7 2.5 2.7 79.2 85.4 91.6 90.5: 8.4 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 3 2 29 27 32 30:
Old : 35: 1 3 2 29 27 32 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 : 44.4 39.2 61.2 59.0 39.7 36.3 53.3 51.0
Old : 44.4 39.2 61.2 59.0 39.7 36.3 53.3 51.0
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, February 7, 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 : 59,967: 248 744 0 54,638 50,394 54,886 51,138: 5,081 8,829
Old : 59,967: 248 744 0 54,638 50,394 54,886 51,138: 5,081 8,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 1,242: -1,168 -1,616 0 726 402 -442 -1,214: 1,684 2,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.2 0.0 91.1 84.0 91.5 85.3: 8.5 14.7
Old : 100.0: 0.4 1.2 0.0 91.1 84.0 91.5 85.3: 8.5 14.7
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 : 28: 1 1 0 18 22 19 23:
Old : 28: 1 1 0 18 22 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 38.4 77.0 61.1 44.2 29.9 61.6 46.8
Old : 46.1 38.4 77.0 61.1 44.2 29.9 61.6 46.8
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, February 7, 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 : 72,188: 0 7,138 3,384 66,937 59,858 70,321 70,380: 1,867 1,808
Old : 72,188: 0 7,138 3,384 66,937 59,858 70,321 70,380: 1,867 1,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -5,338: 0 -3,458 309 -4,907 -2,681 -4,598 -5,830: -740 492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 4.7 92.7 82.9 97.4 97.5: 2.6 2.5
Old : 100.0: 0.0 9.9 4.7 92.7 82.9 97.4 97.5: 2.6 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 : 28: 0 4 3 20 20 23 24:
Old : 28: 0 4 3 20 20 23 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 : 50.6 49.0 69.4 70.0 45.1 38.9 58.4 52.7
Old : 50.6 49.0 69.4 70.0 45.1 38.9 58.4 52.7
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, February 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,107: 7,393 6,772 2,720 49,118 55,858 59,231 65,350: 10,876 4,757
Old : 70,107: 7,393 6,772 2,720 49,118 55,858 59,231 65,350: 10,876 4,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -2,017: -1,559 2,684 305 -1,159 -5,132 -2,413 -2,143: 396 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 9.7 3.9 70.1 79.7 84.5 93.2: 15.5 6.8
Old : 100.0: 10.5 9.7 3.9 70.1 79.7 84.5 93.2: 15.5 6.8
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 : 28: 1 3 3 18 23 21 27:
Old : 28: 1 3 3 18 23 21 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 36.5 63.1 61.9 35.4 29.7 42.8 46.0
Old : 43.6 36.5 63.1 61.9 35.4 29.7 42.8 46.0
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, February 7, 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 : 94,692: 0 5,941 1,908 85,145 79,395 87,053 87,244: 7,639 7,448
Old : 94,692: 0 5,941 1,908 85,145 79,395 87,053 87,244: 7,639 7,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 382: 0 2,599 -2,854 2,668 383 -186 128: 568 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 2.0 89.9 83.8 91.9 92.1: 8.1 7.9
Old : 100.0: 0.0 6.3 2.0 89.9 83.8 91.9 92.1: 8.1 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 1 21 26 22 27:
Old : 29: 0 1 1 21 26 22 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 : 55.7 41.0 77.7 61.6 52.3 30.1 67.4 48.8
Old : 55.7 41.0 77.7 61.6 52.3 30.1 67.4 48.8
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, February 7, 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 : 42,679: 0 4,093 2,064 33,370 34,299 35,434 40,456: 7,245 2,223
Old : 42,679: 0 4,093 2,064 33,370 34,299 35,434 40,456: 7,245 2,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -3,790: 0 -838 330 -3,679 -3,130 -3,349 -3,638: -441 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.6 4.8 78.2 80.4 83.0 94.8: 17.0 5.2
Old : 100.0: 0.0 9.6 4.8 78.2 80.4 83.0 94.8: 17.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 2 19 17 21 19:
Old : 23: 0 2 2 19 17 21 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 : 39.4 54.2 59.6 78.9 34.7 52.9 52.7 67.7
Old : 39.4 54.2 59.6 78.9 34.7 52.9 52.7 67.7
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, February 7, 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 : 54,021: 19,545 166 1,068 26,355 48,242 46,968 49,476: 7,053 4,545
Old : 54,021: 19,545 166 1,068 26,355 48,242 46,968 49,476: 7,053 4,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -3,219: 6 -302 190 -3,430 -3,655 -3,234 -3,767: 15 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 0.3 2.0 48.8 89.3 86.9 91.6: 13.1 8.4
Old : 100.0: 36.2 0.3 2.0 48.8 89.3 86.9 91.6: 13.1 8.4
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 : 24: 2 1 3 15 20 18 23:
Old : 24: 2 1 3 15 20 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 45.1 79.3 65.2 53.0 34.4 55.5 50.7
Old : 65.0 45.1 79.3 65.2 53.0 34.4 55.5 50.7
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, February 7, 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 : 60,833: 547 1,651 1,807 51,375 46,653 53,729 50,111: 7,104 10,722
Old : 60,833: 547 1,651 1,807 51,375 46,653 53,729 50,111: 7,104 10,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -5,671: 547 -2,529 -435 -6,153 -2,286 -6,041 -5,250: 370 -421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.7 3.0 84.5 76.7 88.3 82.4: 11.7 17.6
Old : 100.0: 0.9 2.7 3.0 84.5 76.7 88.3 82.4: 11.7 17.6
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 : 27: 1 1 2 22 17 24 19:
Old : 27: 1 1 2 22 17 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 35.1 60.9 58.4 36.1 32.4 55.0 50.6
Old : 40.2 35.1 60.9 58.4 36.1 32.4 55.0 50.6
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, February 7, 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 : 51,765: 0 3,142 1,085 40,137 43,284 41,222 47,511: 10,543 4,254
Old : 51,765: 0 3,142 1,085 40,137 43,284 41,222 47,511: 10,543 4,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -4,075: 0 -1,995 122 -3,583 -239 -3,461 -2,112: -614 -1,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 2.1 77.5 83.6 79.6 91.8: 20.4 8.2
Old : 100.0: 0.0 6.1 2.1 77.5 83.6 79.6 91.8: 20.4 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 17 16 18 17:
Old : 23: 0 1 1 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 52.1 69.8 78.2 59.0 49.8 67.2 71.9
Old : 60.6 52.1 69.8 78.2 59.0 49.8 67.2 71.9
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, February 7, 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 : 158,896: 406 21,671 3,443 143,687 129,294 147,536 154,408: 11,360 4,488
Old : 158,896: 406 21,671 3,443 143,687 129,294 147,536 154,408: 11,360 4,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -12,690: -560 -4,414 1,141 -12,005 -8,837 -11,424 -12,110: -1,266 -580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 13.6 2.2 90.4 81.4 92.9 97.2: 7.1 2.8
Old : 100.0: 0.3 13.6 2.2 90.4 81.4 92.9 97.2: 7.1 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 : 45: 1 4 3 37 31 40 36:
Old : 45: 1 4 3 37 31 40 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 : 38.5 41.0 55.1 61.6 33.2 40.3 46.4 57.7
Old : 38.5 41.0 55.1 61.6 33.2 40.3 46.4 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 80,423: 13,286 1,973 415 59,564 71,681 73,265 74,069: 7,158 6,354
Old : 80,423: 13,286 1,973 415 59,564 71,681 73,265 74,069: 7,158 6,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -4,107: 1,604 56 -1,432 -3,402 -1,953 -3,230 -3,329: -877 -778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 2.5 0.5 74.1 89.1 91.1 92.1: 8.9 7.9
Old : 100.0: 16.5 2.5 0.5 74.1 89.1 91.1 92.1: 8.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 2 18 20 21 22:
Old : 30: 2 1 2 18 20 21 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 : 48.5 66.2 70.6 82.0 48.3 66.2 68.8 79.6
Old : 48.5 66.2 70.6 82.0 48.3 66.2 68.8 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 186,715: 7,405 1,369 4,136 168,170 176,096 179,711 181,601: 7,004 5,114
Old : 186,715: 7,405 1,369 4,136 168,170 176,096 179,711 181,601: 7,004 5,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -5,244: 2,029 -1,437 -1,048 -3,045 -1,501 -2,064 -3,986: -3,180 -1,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.7 2.2 90.1 94.3 96.2 97.3: 3.8 2.7
Old : 100.0: 4.0 0.7 2.2 90.1 94.3 96.2 97.3: 3.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 1 5 39 38 44 43:
Old : 47: 3 1 5 39 38 44 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 39.8 63.6 58.9 36.5 36.3 47.2 50.4
Old : 48.4 39.8 63.6 58.9 36.5 36.3 47.2 50.4
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, February 7, 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 : 160,695: 15,507 4,460 14,141 125,757 135,179 155,405 153,780: 5,290 6,915
Old : 160,695: 15,507 4,460 14,141 125,757 135,179 155,405 153,780: 5,290 6,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 978: 1,740 -104 -34 1,420 1,345 3,126 1,207: -2,148 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 2.8 8.8 78.3 84.1 96.7 95.7: 3.3 4.3
Old : 100.0: 9.6 2.8 8.8 78.3 84.1 96.7 95.7: 3.3 4.3
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 : 43: 4 2 6 34 28 40 34:
Old : 43: 4 2 6 34 28 40 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 : 37.4 52.7 55.1 69.9 33.6 50.1 47.9 62.5
Old : 37.4 52.7 55.1 69.9 33.6 50.1 47.9 62.5
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, February 7, 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 : 141,364: 5,554 2,517 3,336 122,882 121,665 131,772 127,518: 9,592 13,846
Old : 141,364: 5,554 2,517 3,336 122,882 121,665 131,772 127,518: 9,592 13,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -2,899: 5,092 -951 -3,463 -1,925 3,116 -296 -1,298: -2,603 -1,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.8 2.4 86.9 86.1 93.2 90.2: 6.8 9.8
Old : 100.0: 3.9 1.8 2.4 86.9 86.1 93.2 90.2: 6.8 9.8
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 : 39: 1 1 2 29 30 31 32:
Old : 39: 1 1 2 29 30 31 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 : 41.1 54.0 58.6 66.8 35.5 51.0 48.9 61.5
Old : 41.1 54.0 58.6 66.8 35.5 51.0 48.9 61.5
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, February 7, 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 : 167,376: 9,184 22,466 22,204 127,374 120,388 158,762 165,058: 8,614 2,318
Old : 167,376: 9,184 22,466 22,204 127,374 120,388 158,762 165,058: 8,614 2,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 267: -5,728 5,129 2,924 2,149 -6,723 -655 1,330: 922 -1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 13.4 13.3 76.1 71.9 94.9 98.6: 5.1 1.4
Old : 100.0: 5.5 13.4 13.3 76.1 71.9 94.9 98.6: 5.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 3 7 29 33 36 40:
Old : 42: 4 3 7 29 33 36 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 36.8 62.6 57.8 37.5 31.2 48.1 44.0
Old : 41.2 36.8 62.6 57.8 37.5 31.2 48.1 44.0
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, February 7, 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 : 49,154: 4,844 2,893 155 39,855 37,394 44,854 40,442: 4,300 8,712
Old : 49,154: 4,844 2,893 155 39,855 37,394 44,854 40,442: 4,300 8,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -8,028: -2,940 -2,267 99 -5,854 -5,185 -8,695 -7,353: 667 -675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.9 0.3 81.1 76.1 91.3 82.3: 8.7 17.7
Old : 100.0: 9.9 5.9 0.3 81.1 76.1 91.3 82.3: 8.7 17.7
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 : 27: 2 2 1 16 17 19 19:
Old : 27: 2 2 1 16 17 19 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 : 51.6 37.9 72.6 60.9 51.0 33.9 67.2 49.7
Old : 51.6 37.9 72.6 60.9 51.0 33.9 67.2 49.7
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, February 7, 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 : 1,406,365: 270,475 66,564 299,683 813,679 1,028,181 1,383,837 1,394,428: 22,528 11,937
Old : 1,406,365: 270,475 66,564 299,683 813,679 1,028,181 1,383,837 1,394,428: 22,528 11,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 49,645: 7,184 -1,835 14,994 27,959 37,579 50,137 50,738: -492 -1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 4.7 21.3 57.9 73.1 98.4 99.2: 1.6 0.8
Old : 100.0: 19.2 4.7 21.3 57.9 73.1 98.4 99.2: 1.6 0.8
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 : 126: 26 10 30 86 77 120 109:
Old : 126: 26 10 30 86 77 120 109:
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 : 25.3 30.5 41.2 48.2 16.0 24.4 26.3 35.5
Old : 25.3 30.5 41.2 48.2 16.0 24.4 26.3 35.5
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, February 7, 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 : 298,033: 78,750 46,593 64,252 151,705 184,256 294,707 295,101: 3,326 2,932
Old : 298,033: 78,750 46,593 64,252 151,705 184,256 294,707 295,101: 3,326 2,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 4,524: 11,640 -3,399 -7,509 921 15,886 5,052 4,978: -528 -454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 15.6 21.6 50.9 61.8 98.9 99.0: 1.1 1.0
Old : 100.0: 26.4 15.6 21.6 50.9 61.8 98.9 99.0: 1.1 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 : 55: 16 8 18 28 26 49 47:
Old : 55: 16 8 18 28 26 49 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 54.0 62.8 72.4 21.3 30.0 32.1 40.0
Old : 42.6 54.0 62.8 72.4 21.3 30.0 32.1 40.0
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, February 7, 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 : 84,888: 16,823 8,422 16,051 50,784 59,278 83,659 83,751: 1,229 1,137
Old : 84,888: 16,823 8,422 16,051 50,784 59,278 83,659 83,751: 1,229 1,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 47: -2,749 356 -1,367 4,093 861 -23 -150: 70 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 9.9 18.9 59.8 69.8 98.6 98.7: 1.4 1.3
Old : 100.0: 19.8 9.9 18.9 59.8 69.8 98.6 98.7: 1.4 1.3
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 : 59: 6 6 9 43 42 53 53:
Old : 59: 6 6 9 43 42 53 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 : 41.7 36.6 58.1 57.1 30.4 25.8 37.5 38.4
Old : 41.7 36.6 58.1 57.1 30.4 25.8 37.5 38.4
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, February 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 23,801: 2,428 7,950 1,267 19,873 14,096 23,568 23,313: 233 488
Old : 23,801: 2,428 7,950 1,267 19,873 14,096 23,568 23,313: 233 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -1,783: -906 930 -364 -492 -1,304 -1,762 -738: -21 -1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 33.4 5.3 83.5 59.2 99.0 97.9: 1.0 2.1
Old : 100.0: 10.2 33.4 5.3 83.5 59.2 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 : 36: 2 4 5 22 24 28 29:
Old : 36: 2 4 5 22 24 28 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 : 68.2 55.8 83.9 76.5 66.3 54.2 79.9 73.7
Old : 68.2 55.8 83.9 76.5 66.3 54.2 79.9 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 11,721: 2,122 1,432 579 8,299 9,242 11,000 11,253: 721 468
Old : 11,721: 2,122 1,432 579 8,299 9,242 11,000 11,253: 721 468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -319: -782 -212 -333 836 224 -279 -321: -40 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 12.2 4.9 70.8 78.8 93.8 96.0: 6.2 4.0
Old : 100.0: 18.1 12.2 4.9 70.8 78.8 93.8 96.0: 6.2 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 : 25: 2 3 1 17 12 20 15:
Old : 25: 2 3 1 17 12 20 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 : 49.9 57.3 70.8 79.4 40.5 42.1 57.3 56.0
Old : 49.9 57.3 70.8 79.4 40.5 42.1 57.3 56.0
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, February 7, 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 : 24,642: 4,210 9,454 978 18,306 13,082 23,494 23,514: 1,148 1,128
Old : 24,642: 4,210 9,454 978 18,306 13,082 23,494 23,514: 1,148 1,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -2,194: -340 -58 -446 -1,408 -1,410 -2,194 -1,914: 0 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 38.4 4.0 74.3 53.1 95.3 95.4: 4.7 4.6
Old : 100.0: 17.1 38.4 4.0 74.3 53.1 95.3 95.4: 4.7 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 : 34: 2 5 5 24 22 30 28:
Old : 34: 2 5 5 24 22 30 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 : 53.2 58.5 72.4 76.2 52.1 49.5 63.9 63.0
Old : 53.2 58.5 72.4 76.2 52.1 49.5 63.9 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, February 7, 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 : 20,702: 7,610 1,320 550 11,819 18,182 19,979 20,052: 723 650
Old : 20,702: 7,610 1,320 550 11,819 18,182 19,979 20,052: 723 650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -894: -690 840 -640 290 -1,088 -1,040 -888: 146 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 6.4 2.7 57.1 87.8 96.5 96.9: 3.5 3.1
Old : 100.0: 36.8 6.4 2.7 57.1 87.8 96.5 96.9: 3.5 3.1
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 : 37: 3 2 4 29 25 33 30:
Old : 37: 3 2 4 29 25 33 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 : 55.7 50.4 71.4 76.1 55.2 48.8 70.0 70.4
Old : 55.7 50.4 71.4 76.1 55.2 48.8 70.0 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 12,340: 640 652 1,464 9,720 9,784 11,824 11,900: 516 440
Old : 12,340: 640 652 1,464 9,720 9,784 11,824 11,900: 516 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -666: -80 -4 0 -603 -642 -683 -646: 17 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 5.3 11.9 78.8 79.3 95.8 96.4: 4.2 3.6
Old : 100.0: 5.2 5.3 11.9 78.8 79.3 95.8 96.4: 4.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 2 14 16 18 18:
Old : 23: 2 2 2 14 16 18 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 : 58.8 65.9 83.3 85.5 51.9 58.0 61.4 64.7
Old : 58.8 65.9 83.3 85.5 51.9 58.0 61.4 64.7
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, February 7, 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 : 1,577,802: 147,795 93,488 453,852 894,962 959,158 1,496,609 1,506,498: 81,193 71,305
Old : 1,577,802: 147,795 93,488 453,852 894,962 959,158 1,496,609 1,506,498: 81,193 71,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 22,632: -20,840 6,738 18,530 22,791 -262 20,481 25,007: 2,151 -2,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 5.9 28.8 56.7 60.8 94.9 95.5: 5.1 4.5
Old : 100.0: 9.4 5.9 28.8 56.7 60.8 94.9 95.5: 5.1 4.5
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 : 311: 102 92 132 87 100 261 264:
Old : 311: 102 92 132 87 100 261 264:
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 : 20.6 19.5 31.3 30.4 9.9 6.6 13.9 10.5
Old : 20.6 19.5 31.3 30.4 9.9 6.6 13.9 10.5
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, February 7, 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 : 16,206: 8,380 1,665 664 2,816 13,290 11,860 15,619: 4,346 587
Old : 16,206: 8,380 1,665 664 2,816 13,290 11,860 15,619: 4,346 587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 267: 281 -3 -266 -124 391 -109 122: 376 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 10.3 4.1 17.4 82.0 73.2 96.4: 26.8 3.6
Old : 100.0: 51.7 10.3 4.1 17.4 82.0 73.2 96.4: 26.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 81 5 8 17 29 104 41:
Old : 133: 81 5 8 17 29 104 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 46.2 24.8 64.3 13.9 46.2 24.8 63.4
Old : 13.9 46.2 24.8 64.3 13.9 46.2 24.8 63.4
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, February 7, 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 : 11,387: 7,167 1,278 152 1,398 8,599 8,717 10,029: 2,670 1,358
Old : 11,387: 7,167 1,278 152 1,398 8,599 8,717 10,029: 2,670 1,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -303: -605 164 25 220 -693 -360 -504: 57 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 11.2 1.3 12.3 75.5 76.6 88.1: 23.4 11.9
Old : 100.0: 62.9 11.2 1.3 12.3 75.5 76.6 88.1: 23.4 11.9
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 : 66: 29 10 2 9 20 39 31:
Old : 66: 29 10 2 9 20 39 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 45.9 40.4 61.6 26.5 45.1 40.4 60.8
Old : 26.5 45.9 40.4 61.6 26.5 45.1 40.4 60.8
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, February 7, 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 : 182,462: 38,572 9,407 29,665 95,617 128,504 163,854 167,576: 18,608 14,886
Old : 182,462: 38,572 9,407 29,665 95,617 128,504 163,854 167,576: 18,608 14,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 4,659: 1,021 3,166 2,610 1,891 -4,114 5,523 1,663: -863 2,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 5.2 16.3 52.4 70.4 89.8 91.8: 10.2 8.2
Old : 100.0: 21.1 5.2 16.3 52.4 70.4 89.8 91.8: 10.2 8.2
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 : 165: 54 22 44 67 77 137 132:
Old : 165: 54 22 44 67 77 137 132:
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 : 21.8 19.1 33.9 30.6 17.9 16.2 28.1 24.7
Old : 21.8 19.1 33.9 30.6 17.9 16.2 28.1 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2006