NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 5,198: 1,080 875 0 3,853 3,982 4,933 4,857: 265 341
Old : 5,198: 1,080 875 0 3,853 3,982 4,933 4,857: 265 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -65: 0 200 0 -55 -176 -55 24: -10 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 16.8 0.0 74.1 76.6 94.9 93.4: 5.1 6.6
Old : 100.0: 20.8 16.8 0.0 74.1 76.6 94.9 93.4: 5.1 6.6
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: 1 3 0 15 16 16 19:
Old : 26: 1 3 0 15 16 16 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 : 64.5 49.4 83.0 67.9 59.0 39.7 66.2 54.8
Old : 64.5 49.4 83.0 67.9 59.0 39.7 66.2 54.8
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, April 4, 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 : 185,441: 25,257 17,311 35,853 94,961 101,815 156,071 154,979: 29,370 30,461
Old : 185,441: 25,257 17,311 35,853 94,961 101,815 156,071 154,979: 29,370 30,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -67: -471 -1,432 3,954 -4,807 -951 -1,325 1,571: 1,258 -1,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 9.3 19.3 51.2 54.9 84.2 83.6: 15.8 16.4
Old : 100.0: 13.6 9.3 19.3 51.2 54.9 84.2 83.6: 15.8 16.4
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 : 122: 25 30 33 56 57 103 101:
Old : 122: 25 30 33 56 57 103 101:
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 : 23.0 24.3 36.7 35.4 17.3 14.1 27.3 20.1
Old : 23.0 24.3 36.7 35.4 17.3 14.1 27.3 20.1
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, April 4, 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 : 965,971: 56,491 83,368 450,923 370,536 390,363 877,951 924,654: 88,021 41,317
Old : 965,971: 56,491 83,368 450,923 370,536 390,363 877,951 924,654: 88,021 41,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 28,671: 9,737 9,328 20,400 644 1,986 30,781 31,715: -2,110 -3,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 8.6 46.7 38.4 40.4 90.9 95.7: 9.1 4.3
Old : 100.0: 5.8 8.6 46.7 38.4 40.4 90.9 95.7: 9.1 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 : 220: 65 57 84 94 81 203 181:
Old : 220: 65 57 84 94 81 203 181:
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 : 29.8 31.0 42.0 44.9 5.7 5.2 8.1 9.0
Old : 29.8 31.0 42.0 44.9 5.7 5.2 8.1 9.0
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, April 4, 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 : 53,674: 0 387 2,245 46,292 45,543 48,537 48,175: 5,137 5,499
Old : 53,674: 0 387 2,245 46,292 45,543 48,537 48,175: 5,137 5,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -2,359: 0 -849 -34 -2,614 -935 -2,648 -1,818: 289 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 4.2 86.2 84.9 90.4 89.8: 9.6 10.2
Old : 100.0: 0.0 0.7 4.2 86.2 84.9 90.4 89.8: 9.6 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 : 21: 0 1 1 18 18 19 19:
Old : 21: 0 1 1 18 18 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 : 49.1 59.0 69.0 76.0 46.2 55.0 62.1 64.0
Old : 49.1 59.0 69.0 76.0 46.2 55.0 62.1 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 62,231: 7,054 2,500 2,079 44,549 49,836 53,682 54,415: 8,549 7,816
Old : 62,231: 7,054 2,500 2,079 44,549 49,836 53,682 54,415: 8,549 7,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -5,642: 1,156 -90 -934 -7,021 -5,752 -6,799 -6,776: 1,157 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 4.0 3.3 71.6 80.1 86.3 87.4: 13.7 12.6
Old : 100.0: 11.3 4.0 3.3 71.6 80.1 86.3 87.4: 13.7 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 3 17 17 21 20:
Old : 25: 3 1 3 17 17 21 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 : 34.2 41.5 55.8 60.1 31.3 32.4 45.0 46.9
Old : 34.2 41.5 55.8 60.1 31.3 32.4 45.0 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 4, 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 : 109,512: 1,984 439 920 92,971 95,269 95,875 96,628: 13,637 12,884
Old : 109,512: 1,984 439 920 92,971 95,269 95,875 96,628: 13,637 12,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 2,338: -9,983 150 -150 11,135 2,654 1,002 2,654: 1,336 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.4 0.8 84.9 87.0 87.5 88.2: 12.5 11.8
Old : 100.0: 1.8 0.4 0.8 84.9 87.0 87.5 88.2: 12.5 11.8
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 : 30: 1 1 1 24 20 26 21:
Old : 30: 1 1 1 24 20 26 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 : 43.9 44.7 60.1 66.7 43.2 37.2 54.8 54.0
Old : 43.9 44.7 60.1 66.7 43.2 37.2 54.8 54.0
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, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 58,303: 0 1,658 0 49,669 48,805 49,669 50,463: 8,634 7,840
Old : 58,303: 0 1,658 0 49,669 48,805 49,669 50,463: 8,634 7,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -6,522: 0 -120 0 -8,940 -6,331 -8,940 -6,451: 2,418 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.0 85.2 83.7 85.2 86.6: 14.8 13.4
Old : 100.0: 0.0 2.8 0.0 85.2 83.7 85.2 86.6: 14.8 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 16 21 16 22:
Old : 25: 0 1 0 16 21 16 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 : 48.8 37.3 72.3 57.9 38.8 34.0 60.2 50.0
Old : 48.8 37.3 72.3 57.9 38.8 34.0 60.2 50.0
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, April 4, 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 : 76,031: 0 14,401 547 73,050 54,454 73,597 69,402: 2,434 6,629
Old : 76,031: 0 14,401 547 73,050 54,454 73,597 69,402: 2,434 6,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -4,166: 0 452 -452 -3,354 -5,798 -3,806 -5,798: -360 1,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.9 0.7 96.1 71.6 96.8 91.3: 3.2 8.7
Old : 100.0: 0.0 18.9 0.7 96.1 71.6 96.8 91.3: 3.2 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 2 19 16 21 19:
Old : 23: 0 3 2 19 16 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 : 55.7 47.0 76.1 69.1 48.6 39.4 67.0 57.8
Old : 55.7 47.0 76.1 69.1 48.6 39.4 67.0 57.8
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, April 4, 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 : 64,602: 10,552 8,491 2,627 42,778 47,335 55,957 58,453: 8,645 6,149
Old : 64,602: 10,552 8,491 2,627 42,778 47,335 55,957 58,453: 8,645 6,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -3,295: 974 286 -30 -3,839 -2,921 -2,895 -2,665: -400 -630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 13.1 4.1 66.2 73.3 86.6 90.5: 13.4 9.5
Old : 100.0: 16.3 13.1 4.1 66.2 73.3 86.6 90.5: 13.4 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 : 25: 3 2 2 17 19 21 22:
Old : 25: 3 2 2 17 19 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 : 47.5 37.9 64.3 64.6 38.6 34.0 49.8 54.0
Old : 47.5 37.9 64.3 64.6 38.6 34.0 49.8 54.0
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, April 4, 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 : 103,669: 1,361 0 1,699 91,567 94,351 94,627 96,050: 9,042 7,619
Old : 103,669: 1,361 0 1,699 91,567 94,351 94,627 96,050: 9,042 7,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -6,901: 794 0 -1,931 -7,046 -5,428 -8,183 -7,359: 1,282 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 1.6 88.3 91.0 91.3 92.7: 8.7 7.3
Old : 100.0: 1.3 0.0 1.6 88.3 91.0 91.3 92.7: 8.7 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 1 22 23 23 24:
Old : 32: 1 0 1 22 23 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 : 46.2 40.9 64.1 61.8 36.2 35.9 46.9 51.3
Old : 46.2 40.9 64.1 61.8 36.2 35.9 46.9 51.3
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, April 4, 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 : 80,216: 9,200 0 0 61,973 72,167 71,173 72,167: 9,043 8,049
Old : 80,216: 9,200 0 0 61,973 72,167 71,173 72,167: 9,043 8,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 544: -1,320 0 0 1,600 412 280 412: 264 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 0.0 0.0 77.3 90.0 88.7 90.0: 11.3 10.0
Old : 100.0: 11.5 0.0 0.0 77.3 90.0 88.7 90.0: 11.3 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 : 24: 1 0 0 18 21 19 21:
Old : 24: 1 0 0 18 21 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 42.9 66.9 64.1 32.3 25.2 45.7 40.6
Old : 44.3 42.9 66.9 64.1 32.3 25.2 45.7 40.6
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, April 4, 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 : 65,378: 0 6,240 2,328 54,825 46,654 57,153 55,222: 8,225 10,156
Old : 65,378: 0 6,240 2,328 54,825 46,654 57,153 55,222: 8,225 10,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -4,304: 0 614 176 -6,437 -4,644 -6,261 -3,854: 1,957 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.5 3.6 83.9 71.4 87.4 84.5: 12.6 15.5
Old : 100.0: 0.0 9.5 3.6 83.9 71.4 87.4 84.5: 12.6 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 20 15 22 17:
Old : 27: 0 2 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 : 41.2 30.7 61.8 55.5 35.0 29.1 51.5 48.7
Old : 41.2 30.7 61.8 55.5 35.0 29.1 51.5 48.7
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, April 4, 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 : 164,914: 0 19,184 4,241 151,538 136,674 155,779 160,099: 9,135 4,815
Old : 164,914: 0 19,184 4,241 151,538 136,674 155,779 160,099: 9,135 4,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -15,596: 0 -4,551 310 -15,099 -11,340 -14,789 -15,581: -807 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.6 2.6 91.9 82.9 94.5 97.1: 5.5 2.9
Old : 100.0: 0.0 11.6 2.6 91.9 82.9 94.5 97.1: 5.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 0 4 3 36 32 39 36:
Old : 44: 0 4 3 36 32 39 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 : 32.2 35.7 50.9 55.4 29.2 33.5 40.5 44.7
Old : 32.2 35.7 50.9 55.4 29.2 33.5 40.5 44.7
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, April 4, 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 : 79,069: 5,277 0 2,196 58,854 62,200 66,327 64,396: 12,742 14,673
Old : 79,069: 5,277 0 2,196 58,854 62,200 66,327 64,396: 12,742 14,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -5,358: -3,534 -2,550 809 -3,373 -5,573 -6,098 -7,314: 740 1,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 2.8 74.4 78.7 83.9 81.4: 16.1 18.6
Old : 100.0: 6.7 0.0 2.8 74.4 78.7 83.9 81.4: 16.1 18.6
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 : 24: 2 0 1 14 16 16 17:
Old : 24: 2 0 1 14 16 16 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 : 44.9 59.3 66.2 75.2 44.1 58.4 65.1 72.8
Old : 44.9 59.3 66.2 75.2 44.1 58.4 65.1 72.8
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, April 4, 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 : 205,736: 15,061 482 1,314 182,002 195,172 198,377 196,968: 7,359 8,768
Old : 205,736: 15,061 482 1,314 182,002 195,172 198,377 196,968: 7,359 8,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -12,121: 3,013 -848 -341 -15,152 -10,225 -12,480 -11,414: 359 -707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.2 0.6 88.5 94.9 96.4 95.7: 3.6 4.3
Old : 100.0: 7.3 0.2 0.6 88.5 94.9 96.4 95.7: 3.6 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 : 45: 4 1 4 33 37 38 42:
Old : 45: 4 1 4 33 37 38 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 37.7 61.6 58.7 35.9 31.8 48.8 47.0
Old : 45.2 37.7 61.6 58.7 35.9 31.8 48.8 47.0
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, April 4, 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 : 152,528: 9,187 1,568 8,799 127,907 135,026 145,893 145,393: 6,635 7,135
Old : 152,528: 9,187 1,568 8,799 127,907 135,026 145,893 145,393: 6,635 7,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -6,927: -174 860 -1,789 -3,825 -5,087 -5,788 -6,016: -1,139 -911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.0 5.8 83.9 88.5 95.6 95.3: 4.4 4.7
Old : 100.0: 6.0 1.0 5.8 83.9 88.5 95.6 95.3: 4.4 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 : 42: 2 3 5 35 30 40 35:
Old : 42: 2 3 5 35 30 40 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 55.4 51.7 70.8 33.2 50.5 45.5 60.7
Old : 35.3 55.4 51.7 70.8 33.2 50.5 45.5 60.7
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, April 4, 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 : 146,895: 2,240 4,229 3,538 131,262 129,271 137,040 137,038: 9,855 9,857
Old : 146,895: 2,240 4,229 3,538 131,262 129,271 137,040 137,038: 9,855 9,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -5,301: 2,240 -4,130 237 -7,086 -1,276 -4,609 -5,169: -692 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 2.9 2.4 89.4 88.0 93.3 93.3: 6.7 6.7
Old : 100.0: 1.5 2.9 2.4 89.4 88.0 93.3 93.3: 6.7 6.7
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 : 41: 1 2 2 33 31 35 34:
Old : 41: 1 2 2 33 31 35 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 : 41.7 53.5 59.0 64.2 40.9 46.7 52.4 55.6
Old : 41.7 53.5 59.0 64.2 40.9 46.7 52.4 55.6
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, April 4, 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 : 185,189: 7,985 24,239 22,596 150,343 134,564 180,924 181,399: 4,265 3,790
Old : 185,189: 7,985 24,239 22,596 150,343 134,564 180,924 181,399: 4,265 3,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -7,715: 2,122 -5,581 -4,449 -4,999 1,883 -7,326 -8,147: -389 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 13.1 12.2 81.2 72.7 97.7 98.0: 2.3 2.0
Old : 100.0: 4.3 13.1 12.2 81.2 72.7 97.7 98.0: 2.3 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 : 45: 4 3 7 30 34 37 41:
Old : 45: 4 3 7 30 34 37 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 : 41.8 31.7 60.5 51.4 38.0 26.7 46.3 37.8
Old : 41.8 31.7 60.5 51.4 38.0 26.7 46.3 37.8
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, April 4, 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 : 51,831: 0 0 0 46,883 39,793 46,883 39,793: 4,948 12,038
Old : 51,831: 0 0 0 46,883 39,793 46,883 39,793: 4,948 12,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -4,926: -7,272 0 0 1,402 -5,747 -5,870 -5,747: 944 821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.5 76.8 90.5 76.8: 9.5 23.2
Old : 100.0: 0.0 0.0 0.0 90.5 76.8 90.5 76.8: 9.5 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 16 15 16:
Old : 20: 0 0 0 15 16 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 : 53.1 34.8 82.2 57.8 52.2 29.2 61.8 42.5
Old : 53.1 34.8 82.2 57.8 52.2 29.2 61.8 42.5
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, April 4, 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 : 1,625,729: 252,055 46,014 417,822 936,544 1,152,154 1,606,421 1,615,990: 19,308 9,739
Old : 1,625,729: 252,055 46,014 417,822 936,544 1,152,154 1,606,421 1,615,990: 19,308 9,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -35,447: -26,915 -13,632 2,264 -15,352 -22,717 -40,003 -34,085: 4,556 -1,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 2.8 25.7 57.6 70.9 98.8 99.4: 1.2 0.6
Old : 100.0: 15.5 2.8 25.7 57.6 70.9 98.8 99.4: 1.2 0.6
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 : 136: 23 18 34 93 80 130 118:
Old : 136: 23 18 34 93 80 130 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 29.2 41.8 44.9 12.3 20.8 19.9 28.7
Old : 26.7 29.2 41.8 44.9 12.3 20.8 19.9 28.7
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, April 4, 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 : 402,832: 92,636 32,154 91,705 215,173 275,566 399,514 399,425: 3,318 3,407
Old : 402,832: 92,636 32,154 91,705 215,173 275,566 399,514 399,425: 3,318 3,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -18,736: 1,637 -21,606 -6,402 -13,671 16,015 -18,436 -11,993: -300 -6,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 8.0 22.8 53.4 68.4 99.2 99.2: 0.8 0.8
Old : 100.0: 23.0 8.0 22.8 53.4 68.4 99.2 99.2: 0.8 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 : 58: 16 10 21 31 29 55 52:
Old : 58: 16 10 21 31 29 55 52:
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 55.3 68.9 72.4 20.8 24.8 29.9 34.8
Old : 52.4 55.3 68.9 72.4 20.8 24.8 29.9 34.8
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, April 4, 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 : 80,303: 10,702 1,671 12,545 56,428 65,457 79,675 79,674: 628 629
Old : 80,303: 10,702 1,671 12,545 56,428 65,457 79,675 79,674: 628 629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -4,262: -1,937 -8,018 -2,864 423 6,367 -4,379 -4,515: 116 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 2.1 15.6 70.3 81.5 99.2 99.2: 0.8 0.8
Old : 100.0: 13.3 2.1 15.6 70.3 81.5 99.2 99.2: 0.8 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 : 53: 6 4 8 42 39 51 48:
Old : 53: 6 4 8 42 39 51 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 34.8 57.0 55.4 24.6 25.4 30.9 32.9
Old : 40.0 34.8 57.0 55.4 24.6 25.4 30.9 32.9
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, April 4, 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 : 23,354: 1,152 4,307 524 21,052 17,832 22,728 22,663: 626 691
Old : 23,354: 1,152 4,307 524 21,052 17,832 22,728 22,663: 626 691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -1,576: -32 -4,257 -511 -1,200 3,215 -1,743 -1,553: 167 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 18.4 2.2 90.1 76.4 97.3 97.0: 2.7 3.0
Old : 100.0: 4.9 18.4 2.2 90.1 76.4 97.3 97.0: 2.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 4 2 25 22 29 27:
Old : 37: 3 4 2 25 22 29 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 : 59.7 49.7 79.1 72.1 52.4 48.1 67.7 65.3
Old : 59.7 49.7 79.1 72.1 52.4 48.1 67.7 65.3
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, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 14,210: 2,614 804 0 11,406 13,406 14,020 14,210: 190 0
Old : 14,210: 2,614 804 0 11,406 13,406 14,020 14,210: 190 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -581: -1,542 -4 -1,323 2,307 746 -558 -581: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 5.7 0.0 80.3 94.3 98.7 100.0: 1.3 0.0
Old : 100.0: 18.4 5.7 0.0 80.3 94.3 98.7 100.0: 1.3 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 : 26: 2 4 0 15 15 17 19:
Old : 26: 2 4 0 15 15 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 : 57.4 55.7 84.1 82.1 42.0 38.5 55.2 54.3
Old : 57.4 55.7 84.1 82.1 42.0 38.5 55.2 54.3
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, April 4, 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 : 11,977: 1,146 2,552 0 10,223 9,425 11,369 11,977: 608 0
Old : 11,977: 1,146 2,552 0 10,223 9,425 11,369 11,977: 608 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -763: -92 -1,710 -83 -542 1,030 -717 -763: -46 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 21.3 0.0 85.4 78.7 94.9 100.0: 5.1 0.0
Old : 100.0: 9.6 21.3 0.0 85.4 78.7 94.9 100.0: 5.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 0 11 11 12 13:
Old : 20: 1 2 0 11 11 12 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 : 74.7 69.0 88.5 93.1 70.4 65.2 80.7 85.3
Old : 74.7 69.0 88.5 93.1 70.4 65.2 80.7 85.3
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, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 25,488: 3,840 4,734 302 19,718 19,104 23,860 24,140: 1,628 1,348
Old : 25,488: 3,840 4,734 302 19,718 19,104 23,860 24,140: 1,628 1,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -1,212: -20 -5,960 -110 -1,162 4,958 -1,292 -1,112: 80 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 18.6 1.2 77.4 75.0 93.6 94.7: 6.4 5.3
Old : 100.0: 15.1 18.6 1.2 77.4 75.0 93.6 94.7: 6.4 5.3
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 : 28: 2 3 3 19 20 23 24:
Old : 28: 2 3 3 19 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 : 52.1 55.1 72.1 74.6 50.6 48.8 61.1 62.2
Old : 52.1 55.1 72.1 74.6 50.6 48.8 61.1 62.2
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, April 4, 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 : 24,480: 4,730 160 620 18,035 23,254 23,385 24,034: 1,095 446
Old : 24,480: 4,730 160 620 18,035 23,254 23,385 24,034: 1,095 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 640: -1,780 -1,040 -670 2,974 2,304 524 594: 116 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 0.7 2.5 73.7 95.0 95.5 98.2: 4.5 1.8
Old : 100.0: 19.3 0.7 2.5 73.7 95.0 95.5 98.2: 4.5 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 3 28 26 31 30:
Old : 35: 2 2 3 28 26 31 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 : 46.0 45.5 67.4 68.1 39.8 41.9 53.6 55.4
Old : 46.0 45.5 67.4 68.1 39.8 41.9 53.6 55.4
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, April 4, 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 : 1,593,126: 161,717 92,652 475,686 888,336 941,900 1,525,740 1,510,238: 67,387 82,888
Old : 1,593,126: 161,717 92,652 475,686 888,336 941,900 1,525,740 1,510,238: 67,387 82,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 55,617: 12,557 -2,464 31,372 10,161 19,765 54,089 48,672: 1,528 6,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 5.8 29.9 55.8 59.1 95.8 94.8: 4.2 5.2
Old : 100.0: 10.2 5.8 29.9 55.8 59.1 95.8 94.8: 4.2 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 : 316: 100 100 156 87 98 271 284:
Old : 316: 100 100 156 87 98 271 284:
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 : 19.5 18.3 31.0 29.0 9.0 5.7 13.8 9.7
Old : 19.5 18.3 31.0 29.0 9.0 5.7 13.8 9.7
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, April 4, 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 : 17,125: 11,184 2,498 1,023 1,452 12,906 13,659 16,427: 3,466 698
Old : 17,125: 11,184 2,498 1,023 1,452 12,906 13,659 16,427: 3,466 698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 715: 599 63 98 -71 562 626 723: 89 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 14.6 6.0 8.5 75.4 79.8 95.9: 20.2 4.1
Old : 100.0: 65.3 14.6 6.0 8.5 75.4 79.8 95.9: 20.2 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 : 146: 95 7 6 12 29 112 41:
Old : 146: 95 7 6 12 29 112 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 : 17.7 44.9 29.1 61.5 17.7 43.7 28.9 60.3
Old : 17.7 44.9 29.1 61.5 17.7 43.7 28.9 60.3
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, April 4, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 9,104: 4,962 1,144 0 1,681 6,669 6,643 7,813: 2,461 1,291
Old : 9,104: 4,962 1,144 0 1,681 6,669 6,643 7,813: 2,461 1,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 217: 572 172 -27 -201 455 344 600: -127 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 12.6 0.0 18.5 73.3 73.0 85.8: 27.0 14.2
Old : 100.0: 54.5 12.6 0.0 18.5 73.3 73.0 85.8: 27.0 14.2
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 : 60: 28 8 0 15 17 43 25:
Old : 60: 28 8 0 15 17 43 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 : 18.0 41.6 32.3 61.2 18.0 40.8 32.3 60.4
Old : 18.0 41.6 32.3 61.2 18.0 40.8 32.3 60.4
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, April 4, 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 : 150,934: 23,370 7,925 27,696 81,410 101,726 132,476 137,346: 18,458 13,588
Old : 150,934: 23,370 7,925 27,696 81,410 101,726 132,476 137,346: 18,458 13,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: -5,064: 40 -250 3,220 -9,102 -6,988 -5,842 -4,018: 777 -1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 5.3 18.3 53.9 67.4 87.8 91.0: 12.2 9.0
Old : 100.0: 15.5 5.3 18.3 53.9 67.4 87.8 91.0: 12.2 9.0
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 : 149: 44 29 40 58 69 126 116:
Old : 149: 44 29 40 58 69 126 116:
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 : 27.2 17.6 39.1 30.4 21.5 13.9 30.3 22.6
Old : 27.2 17.6 39.1 30.4 21.5 13.9 30.3 22.6
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, April 4, 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 : 36,826: 10,335 209 645 22,378 29,437 33,358 30,291: 3,468 6,535
Old : 36,826: 10,335 209 645 22,378 29,437 33,358 30,291: 3,468 6,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 5,913: 5,275 89 -402 135 1,540 5,008 1,227: 905 4,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 0.6 1.8 60.8 79.9 90.6 82.3: 9.4 17.7
Old : 100.0: 28.1 0.6 1.8 60.8 79.9 90.6 82.3: 9.4 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 : 34: 3 2 3 18 22 24 25:
Old : 34: 3 2 3 18 22 24 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 : 63.7 40.5 77.6 56.4 39.7 23.8 44.2 31.4
Old : 63.7 40.5 77.6 56.4 39.7 23.8 44.2 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 7, 2006