NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 4,568: 960 175 0 3,443 4,013 4,403 4,188: 165 380
Old : 4,568: 960 175 0 3,443 4,013 4,403 4,188: 165 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -612: 0 -875 0 -569 382 -569 -493: -43 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 3.8 0.0 75.4 87.9 96.4 91.7: 3.6 8.3
Old : 100.0: 21.0 3.8 0.0 75.4 87.9 96.4 91.7: 3.6 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 : 26: 1 2 0 16 17 17 19:
Old : 26: 1 2 0 16 17 17 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 : 61.8 50.3 80.1 70.3 57.7 41.9 67.5 56.4
Old : 61.8 50.3 80.1 70.3 57.7 41.9 67.5 56.4
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, March 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 : 196,883: 23,850 23,198 33,742 109,777 102,792 167,369 159,733: 29,514 37,150
Old : 196,883: 23,850 23,198 33,742 109,777 102,792 167,369 159,733: 29,514 37,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 12,442: 688 -2,281 4,899 2,019 4,847 7,606 7,465: 4,836 4,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 11.8 17.1 55.8 52.2 85.0 81.1: 15.0 18.9
Old : 100.0: 12.1 11.8 17.1 55.8 52.2 85.0 81.1: 15.0 18.9
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 : 133: 26 39 37 57 58 105 116:
Old : 133: 26 39 37 57 58 105 116:
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 : 22.9 19.7 39.1 29.8 18.8 10.2 28.0 15.0
Old : 22.9 19.7 39.1 29.8 18.8 10.2 28.0 15.0
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, March 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 : 952,862: 41,927 71,302 441,587 385,687 403,788 869,201 916,676: 83,661 36,186
Old : 952,862: 41,927 71,302 441,587 385,687 403,788 869,201 916,676: 83,661 36,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 15,483: 1,872 1,150 -132 9,207 10,520 10,947 11,537: 4,536 3,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 7.5 46.3 40.5 42.4 91.2 96.2: 8.8 3.8
Old : 100.0: 4.4 7.5 46.3 40.5 42.4 91.2 96.2: 8.8 3.8
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 : 216: 62 56 91 93 83 203 185:
Old : 216: 62 56 91 93 83 203 185:
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 : 26.4 29.7 40.4 43.8 4.7 4.8 7.0 8.0
Old : 26.4 29.7 40.4 43.8 4.7 4.8 7.0 8.0
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, March 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 : 51,424: 0 1,036 1,907 44,791 42,489 46,698 45,432: 4,726 5,992
Old : 51,424: 0 1,036 1,907 44,791 42,489 46,698 45,432: 4,726 5,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -1,692: -353 1,036 44 -1,411 -1,963 -1,720 -883: 28 -809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 3.7 87.1 82.6 90.8 88.3: 9.2 11.7
Old : 100.0: 0.0 2.0 3.7 87.1 82.6 90.8 88.3: 9.2 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 17 17 18 18:
Old : 22: 0 1 1 17 17 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 : 49.1 57.3 69.8 76.4 48.6 55.9 66.1 65.6
Old : 49.1 57.3 69.8 76.4 48.6 55.9 66.1 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 60,321: 3,599 5,187 1,952 46,922 44,972 52,473 52,111: 7,848 8,210
Old : 60,321: 3,599 5,187 1,952 46,922 44,972 52,473 52,111: 7,848 8,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -1,404: 2 -339 191 -2,401 -2,939 -2,208 -3,087: 804 1,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 8.6 3.2 77.8 74.6 87.0 86.4: 13.0 13.6
Old : 100.0: 6.0 8.6 3.2 77.8 74.6 87.0 86.4: 13.0 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 : 26: 2 3 3 17 16 22 19:
Old : 26: 2 3 3 17 16 22 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 : 40.8 40.5 62.3 61.1 38.3 35.8 54.2 51.4
Old : 40.8 40.5 62.3 61.1 38.3 35.8 54.2 51.4
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, March 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 : 96,314: 8,767 2,353 1,926 72,744 80,525 83,437 84,804: 12,877 11,510
Old : 96,314: 8,767 2,353 1,926 72,744 80,525 83,437 84,804: 12,877 11,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -6,892: -1,383 -403 -682 -8,915 -7,749 -10,980 -8,834: 4,088 1,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 2.4 2.0 75.5 83.6 86.6 88.0: 13.4 12.0
Old : 100.0: 9.1 2.4 2.0 75.5 83.6 86.6 88.0: 13.4 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 2 23 21 26 23:
Old : 28: 1 2 2 23 21 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 43.3 62.6 65.5 42.4 38.8 57.1 56.5
Old : 44.9 43.3 62.6 65.5 42.4 38.8 57.1 56.5
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, March 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 : 65,459: 0 1,654 0 58,394 57,080 58,394 58,734: 7,065 6,725
Old : 65,459: 0 1,654 0 58,394 57,080 58,394 58,734: 7,065 6,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 3,293: -248 910 0 2,867 4,239 2,619 5,149: 674 -1,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 89.2 87.2 89.2 89.7: 10.8 10.3
Old : 100.0: 0.0 2.5 0.0 89.2 87.2 89.2 89.7: 10.8 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 17 19 17 20:
Old : 25: 0 1 0 17 19 17 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 : 45.4 40.0 75.5 63.2 37.5 31.2 61.5 49.7
Old : 45.4 40.0 75.5 63.2 37.5 31.2 61.5 49.7
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, March 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 : 74,155: 0 9,785 399 71,356 57,815 71,755 67,999: 2,400 6,156
Old : 74,155: 0 9,785 399 71,356 57,815 71,755 67,999: 2,400 6,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -3,501: 0 -1,143 -177 -4,043 -6,353 -4,220 -7,673: 719 4,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.2 0.5 96.2 78.0 96.8 91.7: 3.2 8.3
Old : 100.0: 0.0 13.2 0.5 96.2 78.0 96.8 91.7: 3.2 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 : 23: 0 2 1 20 15 21 17:
Old : 23: 0 2 1 20 15 21 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 : 47.1 48.4 71.3 72.9 46.6 35.7 66.7 52.1
Old : 47.1 48.4 71.3 72.9 46.6 35.7 66.7 52.1
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, March 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 : 66,249: 10,734 8,205 2,112 44,899 48,893 57,745 59,210: 8,504 7,039
Old : 66,249: 10,734 8,205 2,112 44,899 48,893 57,745 59,210: 8,504 7,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -5,937: 2,225 -62 -715 -7,093 -6,006 -5,583 -6,783: -354 846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 12.4 3.2 67.8 73.8 87.2 89.4: 12.8 10.6
Old : 100.0: 16.2 12.4 3.2 67.8 73.8 87.2 89.4: 12.8 10.6
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: 3 2 2 17 18 21 21:
Old : 25: 3 2 2 17 18 21 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 : 45.4 36.8 64.5 64.3 38.2 33.9 48.9 53.5
Old : 45.4 36.8 64.5 64.3 38.2 33.9 48.9 53.5
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, March 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 : 106,282: 0 7,800 1,629 95,699 86,990 97,328 96,419: 8,954 9,863
Old : 106,282: 0 7,800 1,629 95,699 86,990 97,328 96,419: 8,954 9,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -1,129: 0 3,450 -880 -898 -3,663 -1,778 -1,093: 649 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 1.5 90.0 81.8 91.6 90.7: 8.4 9.3
Old : 100.0: 0.0 7.3 1.5 90.0 81.8 91.6 90.7: 8.4 9.3
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 : 31: 0 1 1 23 22 24 23:
Old : 31: 0 1 1 23 22 24 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 : 52.4 44.6 69.8 66.5 49.0 38.2 60.7 56.2
Old : 52.4 44.6 69.8 66.5 49.0 38.2 60.7 56.2
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, March 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 : 72,290: 19,260 0 0 43,723 65,686 62,983 65,686: 9,307 6,604
Old : 72,290: 19,260 0 0 43,723 65,686 62,983 65,686: 9,307 6,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 4,828: -99 0 -552 2,900 4,227 2,249 3,675: 2,579 1,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 0.0 0.0 60.5 90.9 87.1 90.9: 12.9 9.1
Old : 100.0: 26.6 0.0 0.0 60.5 90.9 87.1 90.9: 12.9 9.1
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 : 22: 1 0 0 13 19 14 19:
Old : 22: 1 0 0 13 19 14 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 : 55.2 45.7 78.9 66.9 42.7 34.5 53.2 49.7
Old : 55.2 45.7 78.9 66.9 42.7 34.5 53.2 49.7
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, March 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 : 67,883: 1,684 950 3,162 53,490 51,708 58,336 55,820: 9,547 12,063
Old : 67,883: 1,684 950 3,162 53,490 51,708 58,336 55,820: 9,547 12,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -1,087: -2,021 -137 1,021 -1,557 -3,674 -2,557 -2,790: 1,470 1,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.4 4.7 78.8 76.2 85.9 82.2: 14.1 17.8
Old : 100.0: 2.5 1.4 4.7 78.8 76.2 85.9 82.2: 14.1 17.8
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 : 26: 1 1 2 20 15 22 17:
Old : 26: 1 1 2 20 15 22 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 : 38.4 34.8 58.0 59.3 30.6 31.5 47.3 51.1
Old : 38.4 34.8 58.0 59.3 30.6 31.5 47.3 51.1
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, March 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 : 165,607: 0 22,997 2,112 150,512 134,528 152,624 159,637: 12,983 5,970
Old : 165,607: 0 22,997 2,112 150,512 134,528 152,624 159,637: 12,983 5,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -10,476: -884 -712 -1,745 -10,355 -9,836 -12,984 -12,293: 2,508 1,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.9 1.3 90.9 81.2 92.2 96.4: 7.8 3.6
Old : 100.0: 0.0 13.9 1.3 90.9 81.2 92.2 96.4: 7.8 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 : 40: 0 3 2 34 31 36 34:
Old : 40: 0 3 2 34 31 36 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 : 36.5 39.3 55.3 59.1 32.1 38.7 45.0 54.1
Old : 36.5 39.3 55.3 59.1 32.1 38.7 45.0 54.1
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, March 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 : 82,225: 15,782 0 520 52,724 70,270 69,026 70,790: 13,199 11,435
Old : 82,225: 15,782 0 520 52,724 70,270 69,026 70,790: 13,199 11,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -1,262: 4,296 -1,973 -1,227 -7,621 -2,934 -4,552 -6,134: 3,290 4,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 0.0 0.6 64.1 85.5 83.9 86.1: 16.1 13.9
Old : 100.0: 19.2 0.0 0.6 64.1 85.5 83.9 86.1: 16.1 13.9
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 : 23: 2 0 1 13 15 15 16:
Old : 23: 2 0 1 13 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 66.3 70.2 81.0 47.9 66.3 68.6 81.0
Old : 48.6 66.3 70.2 81.0 47.9 66.3 68.6 81.0
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, March 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 : 205,426: 7,691 1,330 2,968 186,002 192,468 196,661 196,766: 8,765 8,660
Old : 205,426: 7,691 1,330 2,968 186,002 192,468 196,661 196,766: 8,765 8,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -5,401: 1,779 507 -1,350 -4,187 -6,953 -3,758 -7,796: -1,643 2,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.6 1.4 90.5 93.7 95.7 95.8: 4.3 4.2
Old : 100.0: 3.7 0.6 1.4 90.5 93.7 95.7 95.8: 4.3 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 : 45: 3 1 4 34 36 39 40:
Old : 45: 3 1 4 34 36 39 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 : 48.7 37.6 64.8 58.6 37.9 34.8 49.0 49.3
Old : 48.7 37.6 64.8 58.6 37.9 34.8 49.0 49.3
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, March 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 : 152,159: 11,681 1,152 9,008 125,700 131,260 146,389 141,420: 5,770 10,739
Old : 152,159: 11,681 1,152 9,008 125,700 131,260 146,389 141,420: 5,770 10,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -10,972: -3,199 -1,896 204 -7,983 -11,975 -10,978 -13,667: 6 2,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.8 5.9 82.6 86.3 96.2 92.9: 3.8 7.1
Old : 100.0: 7.7 0.8 5.9 82.6 86.3 96.2 92.9: 3.8 7.1
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 : 39: 4 2 5 31 26 37 31:
Old : 39: 4 2 5 31 26 37 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 54.6 55.4 71.0 35.2 51.4 49.4 62.9
Old : 37.5 54.6 55.4 71.0 35.2 51.4 49.4 62.9
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, March 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 : 146,173: 9,080 5,232 1,206 124,865 124,433 135,151 130,871: 11,022 15,302
Old : 146,173: 9,080 5,232 1,206 124,865 124,433 135,151 130,871: 11,022 15,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -8,599: 5,725 -37 -2,537 -14,770 -5,920 -11,582 -8,494: 2,983 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 3.6 0.8 85.4 85.1 92.5 89.5: 7.5 10.5
Old : 100.0: 6.2 3.6 0.8 85.4 85.1 92.5 89.5: 7.5 10.5
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 : 39: 1 2 2 28 29 30 32:
Old : 39: 1 2 2 28 29 30 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 : 39.4 51.4 58.2 63.2 37.8 46.6 52.0 55.4
Old : 39.4 51.4 58.2 63.2 37.8 46.6 52.0 55.4
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, March 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 : 187,067: 5,287 34,204 22,789 153,668 127,013 181,744 184,006: 5,323 3,061
Old : 187,067: 5,287 34,204 22,789 153,668 127,013 181,744 184,006: 5,323 3,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -10,813: -838 -281 -2,562 -6,330 -8,443 -9,730 -11,286: -1,083 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 18.3 12.2 82.1 67.9 97.2 98.4: 2.8 1.6
Old : 100.0: 2.8 18.3 12.2 82.1 67.9 97.2 98.4: 2.8 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 : 44: 4 4 7 27 32 35 39:
Old : 44: 4 4 7 27 32 35 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 : 41.6 35.2 60.5 56.5 38.3 30.3 47.1 42.9
Old : 41.6 35.2 60.5 56.5 38.3 30.3 47.1 42.9
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, March 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 : 46,351: 3,604 0 0 37,867 33,082 41,471 33,082: 4,880 13,269
Old : 46,351: 3,604 0 0 37,867 33,082 41,471 33,082: 4,880 13,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -6,648: -1,240 -3,019 0 -6,480 -7,819 -7,720 -10,838: 1,072 4,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.0 0.0 81.7 71.4 89.5 71.4: 10.5 28.6
Old : 100.0: 7.8 0.0 0.0 81.7 71.4 89.5 71.4: 10.5 28.6
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 : 20: 2 0 0 13 14 15 14:
Old : 20: 2 0 0 13 14 15 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 : 54.3 38.3 78.3 61.5 51.3 34.9 68.6 48.8
Old : 54.3 38.3 78.3 61.5 51.3 34.9 68.6 48.8
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, March 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 : 1,549,479: 233,101 27,449 421,127 875,410 1,090,333 1,529,638 1,538,909: 19,841 10,570
Old : 1,549,479: 233,101 27,449 421,127 875,410 1,090,333 1,529,638 1,538,909: 19,841 10,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 68,736: -13,443 2,929 33,580 47,240 35,380 67,377 71,889: 1,359 -3,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 1.8 27.2 56.5 70.4 98.7 99.3: 1.3 0.7
Old : 100.0: 15.0 1.8 27.2 56.5 70.4 98.7 99.3: 1.3 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 : 133: 27 14 35 87 77 126 114:
Old : 133: 27 14 35 87 77 126 114:
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 : 25.5 28.4 40.1 45.5 13.1 21.2 20.6 30.9
Old : 25.5 28.4 40.1 45.5 13.1 21.2 20.6 30.9
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, March 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 : 326,264: 67,448 28,895 86,756 166,333 206,872 320,537 322,523: 5,727 3,741
Old : 326,264: 67,448 28,895 86,756 166,333 206,872 320,537 322,523: 5,727 3,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 19,650: -866 4,842 4,376 14,730 9,610 18,240 18,828: 1,410 822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 8.9 26.6 51.0 63.4 98.2 98.9: 1.8 1.1
Old : 100.0: 20.7 8.9 26.6 51.0 63.4 98.2 98.9: 1.8 1.1
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 : 51: 12 9 19 29 26 49 46:
Old : 51: 12 9 19 29 26 49 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 57.3 62.9 74.6 17.1 24.2 24.7 35.5
Old : 47.6 57.3 62.9 74.6 17.1 24.2 24.7 35.5
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, March 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 : 82,427: 13,370 9,434 14,893 53,325 57,299 81,588 81,627: 839 800
Old : 82,427: 13,370 9,434 14,893 53,325 57,299 81,588 81,627: 839 800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 770: -55 892 -91 896 -71 750 730: 20 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 11.4 18.1 64.7 69.5 99.0 99.0: 1.0 1.0
Old : 100.0: 16.2 11.4 18.1 64.7 69.5 99.0 99.0: 1.0 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: 7 4 9 43 39 54 48:
Old : 56: 7 4 9 43 39 54 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 : 41.6 35.4 57.4 55.9 28.8 25.2 35.4 35.1
Old : 41.6 35.4 57.4 55.9 28.8 25.2 35.4 35.1
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, March 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 : 23,112: 1,230 7,463 1,181 19,974 13,530 22,385 22,174: 727 938
Old : 23,112: 1,230 7,463 1,181 19,974 13,530 22,385 22,174: 727 938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -1,911: -80 -596 -64 -1,791 -1,231 -1,935 -1,891: 24 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 32.3 5.1 86.4 58.5 96.9 95.9: 3.1 4.1
Old : 100.0: 5.3 32.3 5.1 86.4 58.5 96.9 95.9: 3.1 4.1
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 : 34: 2 4 5 22 19 27 25:
Old : 34: 2 4 5 22 19 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 51.1 82.2 72.9 57.3 48.5 72.1 64.2
Old : 63.5 51.1 82.2 72.9 57.3 48.5 72.1 64.2
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, March 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 : 12,935: 3,571 728 1,367 7,784 10,541 12,722 12,636: 213 299
Old : 12,935: 3,571 728 1,367 7,784 10,541 12,722 12,636: 213 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -1,000: 260 -240 -340 -880 -719 -960 -1,299: -40 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 5.6 10.6 60.2 81.5 98.4 97.7: 1.6 2.3
Old : 100.0: 27.6 5.6 10.6 60.2 81.5 98.4 97.7: 1.6 2.3
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: 3 2 1 12 13 15 16:
Old : 23: 3 2 1 12 13 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 60.1 81.9 84.8 44.0 41.6 58.4 58.8
Old : 58.6 60.1 81.9 84.8 44.0 41.6 58.4 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 11,785: 1,238 4,262 105 9,788 7,418 11,131 11,785: 654 0
Old : 11,785: 1,238 4,262 105 9,788 7,418 11,131 11,785: 654 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -565: -160 -25 0 -365 -540 -525 -565: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 36.2 0.9 83.1 62.9 94.5 100.0: 5.5 0.0
Old : 100.0: 10.5 36.2 0.9 83.1 62.9 94.5 100.0: 5.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 1 11 10 13 13:
Old : 20: 1 3 1 11 10 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 71.4 90.3 92.7 70.7 69.0 79.1 84.3
Old : 75.0 71.4 90.3 92.7 70.7 69.0 79.1 84.3
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, March 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 : 24,920: 3,880 10,314 452 19,280 12,986 23,612 23,752: 1,308 1,168
Old : 24,920: 3,880 10,314 452 19,280 12,986 23,612 23,752: 1,308 1,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -1,578: -180 100 -416 -1,162 -1,282 -1,758 -1,598: 180 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 41.4 1.8 77.4 52.1 94.8 95.3: 5.2 4.7
Old : 100.0: 15.6 41.4 1.8 77.4 52.1 94.8 95.3: 5.2 4.7
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 : 30: 2 5 5 20 19 26 25:
Old : 30: 2 5 5 20 19 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 58.6 72.7 76.9 53.0 50.7 64.5 63.3
Old : 54.1 58.6 72.7 76.9 53.0 50.7 64.5 63.3
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, March 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 : 22,806: 7,110 1,650 810 13,927 19,896 21,847 22,356: 959 450
Old : 22,806: 7,110 1,650 810 13,927 19,896 21,847 22,356: 959 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -926: -70 230 80 -1,074 -1,234 -1,064 -924: 138 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 7.2 3.6 61.1 87.2 95.8 98.0: 4.2 2.0
Old : 100.0: 31.2 7.2 3.6 61.1 87.2 95.8 98.0: 4.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 2 4 27 24 31 29:
Old : 35: 3 2 4 27 24 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 : 52.5 49.0 70.1 74.3 47.6 45.0 60.0 63.7
Old : 52.5 49.0 70.1 74.3 47.6 45.0 60.0 63.7
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, March 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 : 12,694: 540 906 1,164 10,306 10,204 12,010 12,274: 684 420
Old : 12,694: 540 906 1,164 10,306 10,204 12,010 12,274: 684 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -392: -100 4 -60 -400 -296 -560 -352: 168 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 7.1 9.2 81.2 80.4 94.6 96.7: 5.4 3.3
Old : 100.0: 4.3 7.1 9.2 81.2 80.4 94.6 96.7: 5.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 2 11 16 14 18:
Old : 21: 1 2 2 11 16 14 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 : 58.7 60.5 81.5 84.3 56.1 57.4 67.6 70.7
Old : 58.7 60.5 81.5 84.3 56.1 57.4 67.6 70.7
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, March 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 : 1,589,852: 135,328 102,252 438,158 942,129 970,554 1,515,615 1,510,964: 74,237 78,888
Old : 1,589,852: 135,328 102,252 438,158 942,129 970,554 1,515,615 1,510,964: 74,237 78,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 37,844: 2,266 2,698 6,721 27,101 27,742 36,088 37,161: 1,756 683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 6.4 27.6 59.3 61.0 95.3 95.0: 4.7 5.0
Old : 100.0: 8.5 6.4 27.6 59.3 61.0 95.3 95.0: 4.7 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 104 88 137 89 94 259 263:
Old : 301: 104 88 137 89 94 259 263:
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 : 21.1 19.2 33.4 31.7 10.3 6.0 14.8 9.5
Old : 21.1 19.2 33.4 31.7 10.3 6.0 14.8 9.5
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, March 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 : 15,751: 8,525 1,791 513 2,861 12,850 11,899 15,154: 3,852 597
Old : 15,751: 8,525 1,791 513 2,861 12,850 11,899 15,154: 3,852 597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -1,154: 301 88 -393 -1,428 -1,167 -1,520 -1,472: 366 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 11.4 3.3 18.2 81.6 75.5 96.2: 24.5 3.8
Old : 100.0: 54.1 11.4 3.3 18.2 81.6 75.5 96.2: 24.5 3.8
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 : 134: 83 7 8 17 26 108 36:
Old : 134: 83 7 8 17 26 108 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 : 16.1 50.8 27.9 67.0 16.1 50.7 27.9 66.7
Old : 16.1 50.8 27.9 67.0 16.1 50.7 27.9 66.7
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, March 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 : 8,773: 4,467 1,107 97 1,767 6,181 6,331 7,385: 2,442 1,388
Old : 8,773: 4,467 1,107 97 1,767 6,181 6,331 7,385: 2,442 1,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 193: 166 -63 -139 215 155 242 -47: -49 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 12.6 1.1 20.1 70.5 72.2 84.2: 27.8 15.8
Old : 100.0: 50.9 12.6 1.1 20.1 70.5 72.2 84.2: 27.8 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 20 8 2 12 17 33 27:
Old : 55: 20 8 2 12 17 33 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 : 22.2 44.3 36.1 61.3 22.2 42.3 36.1 59.4
Old : 22.2 44.3 36.1 61.3 22.2 42.3 36.1 59.4
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, March 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 : 176,267: 27,061 18,775 28,619 100,838 110,870 156,517 158,263: 19,750 18,004
Old : 176,267: 27,061 18,775 28,619 100,838 110,870 156,517 158,263: 19,750 18,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 3,326: -2,840 342 2,727 2,397 -1,731 2,285 1,338: 1,042 1,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 10.7 16.2 57.2 62.9 88.8 89.8: 11.2 10.2
Old : 100.0: 15.4 10.7 16.2 57.2 62.9 88.8 89.8: 11.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 45 36 48 68 83 140 148:
Old : 175: 45 36 48 68 83 140 148:
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 : 26.4 18.0 38.5 28.6 19.8 14.5 30.4 22.8
Old : 26.4 18.0 38.5 28.6 19.8 14.5 30.4 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 25,650: 3,644 0 801 18,884 22,285 23,329 23,086: 2,321 2,564
Old : 25,650: 3,644 0 801 18,884 22,285 23,329 23,086: 2,321 2,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 3,489: 114 0 451 2,002 2,075 2,567 2,526: 922 963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 0.0 3.1 73.6 86.9 91.0 90.0: 9.0 10.0
Old : 100.0: 14.2 0.0 3.1 73.6 86.9 91.0 90.0: 9.0 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 3 14 20 19 23:
Old : 27: 3 0 3 14 20 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 : 59.0 49.0 78.3 65.4 29.3 23.4 35.8 34.1
Old : 59.0 49.0 78.3 65.4 29.3 23.4 35.8 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2006