NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 6,357: 1,080 1,380 0 4,408 4,545 5,488 5,925: 869 432
Old : 6,357: 1,080 1,380 0 4,408 4,545 5,488 5,925: 869 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 223: 0 120 -25 95 178 70 273: 153 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 21.7 0.0 69.3 71.5 86.3 93.2: 13.7 6.8
Old : 100.0: 17.0 21.7 0.0 69.3 71.5 86.3 93.2: 13.7 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 3 0 16 21 17 24:
Old : 30: 1 3 0 16 21 17 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 : 56.0 54.2 73.6 70.8 46.3 48.4 57.0 60.3
Old : 56.0 54.2 73.6 70.8 46.3 48.4 57.0 60.3
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, May 30, 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 : 185,541: 22,524 18,112 29,983 99,041 110,128 151,548 158,223: 33,993 27,318
Old : 185,541: 22,524 18,112 29,983 99,041 110,128 151,548 158,223: 33,993 27,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -13,223: 2,019 -2,094 -9,690 -3,329 -621 -11,000 -12,405: -2,223 -818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 9.8 16.2 53.4 59.4 81.7 85.3: 18.3 14.7
Old : 100.0: 12.1 9.8 16.2 53.4 59.4 81.7 85.3: 18.3 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 27 27 32 59 61 108 101:
Old : 123: 27 27 32 59 61 108 101:
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 : 20.2 23.1 32.8 33.4 16.2 14.3 23.6 19.6
Old : 20.2 23.1 32.8 33.4 16.2 14.3 23.6 19.6
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, May 30, 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 : 1,208,580: 89,156 96,612 571,331 466,643 500,136 1,127,130 1,168,079: 81,450 40,501
Old : 1,208,580: 89,156 96,612 571,331 466,643 500,136 1,127,130 1,168,079: 81,450 40,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -36,881: 3,401 -6,639 -15,276 -22,710 -7,712 -34,585 -29,628: -2,296 -7,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 8.0 47.3 38.6 41.4 93.3 96.6: 6.7 3.4
Old : 100.0: 7.4 8.0 47.3 38.6 41.4 93.3 96.6: 6.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 70 68 95 95 86 211 205:
Old : 237: 70 68 95 95 86 211 205:
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 : 30.3 29.0 43.8 42.9 6.1 4.9 8.2 7.6
Old : 30.3 29.0 43.8 42.9 6.1 4.9 8.2 7.6
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, May 30, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,499: 1,363 11,912 3,352 58,381 50,557 63,096 65,821: 7,403 4,678
Old : 70,499: 1,363 11,912 3,352 58,381 50,557 63,096 65,821: 7,403 4,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 910: 1,243 0 -737 1,121 1,421 1,627 684: -717 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 16.9 4.8 82.8 71.7 89.5 93.4: 10.5 6.6
Old : 100.0: 1.9 16.9 4.8 82.8 71.7 89.5 93.4: 10.5 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 : 25: 1 1 1 18 21 19 23:
Old : 25: 1 1 1 18 21 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 : 43.5 57.7 65.2 74.2 38.3 55.3 53.2 64.8
Old : 43.5 57.7 65.2 74.2 38.3 55.3 53.2 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 67,343: 5,640 2,407 5,807 48,073 51,947 59,520 60,161: 7,823 7,182
Old : 67,343: 5,640 2,407 5,807 48,073 51,947 59,520 60,161: 7,823 7,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -426: -2,664 0 360 1,274 -1,210 -1,030 -850: 604 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.6 8.6 71.4 77.1 88.4 89.3: 11.6 10.7
Old : 100.0: 8.4 3.6 8.6 71.4 77.1 88.4 89.3: 11.6 10.7
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 : 32: 4 1 4 24 18 29 22:
Old : 32: 4 1 4 24 18 29 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 42.5 54.4 61.7 31.9 33.3 42.6 46.3
Old : 37.5 42.5 54.4 61.7 31.9 33.3 42.6 46.3
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, May 30, 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 : 133,079: 5,902 594 765 112,617 121,921 119,284 123,280: 13,795 9,799
Old : 133,079: 5,902 594 765 112,617 121,921 119,284 123,280: 13,795 9,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 2,388: 744 0 0 1,099 1,840 1,843 1,840: 545 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.4 0.6 84.6 91.6 89.6 92.6: 10.4 7.4
Old : 100.0: 4.4 0.4 0.6 84.6 91.6 89.6 92.6: 10.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 1 1 26 26 30 27:
Old : 35: 3 1 1 26 26 30 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 : 39.6 45.4 59.1 67.8 36.8 36.7 50.5 52.2
Old : 39.6 45.4 59.1 67.8 36.8 36.7 50.5 52.2
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, May 30, 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 : 80,158: 11,984 0 0 62,124 70,494 74,108 70,494: 6,050 9,664
Old : 80,158: 11,984 0 0 62,124 70,494 74,108 70,494: 6,050 9,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -336: 0 0 0 -246 -457 -246 -457: -90 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 0.0 0.0 77.5 87.9 92.5 87.9: 7.5 12.1
Old : 100.0: 15.0 0.0 0.0 77.5 87.9 92.5 87.9: 7.5 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 0 23 24 24 24:
Old : 30: 1 0 0 23 24 24 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 : 44.3 45.9 66.1 62.4 37.7 45.1 54.9 55.4
Old : 44.3 45.9 66.1 62.4 37.7 45.1 54.9 55.4
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, May 30, 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 : 87,896: 1,044 13,816 3,708 79,474 63,600 84,226 81,124: 3,670 6,772
Old : 87,896: 1,044 13,816 3,708 79,474 63,600 84,226 81,124: 3,670 6,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 3,411: 0 1,342 -60 2,437 1,677 2,377 2,959: 1,034 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 15.7 4.2 90.4 72.4 95.8 92.3: 4.2 7.7
Old : 100.0: 1.2 15.7 4.2 90.4 72.4 95.8 92.3: 4.2 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 4 2 21 17 24 21:
Old : 27: 1 4 2 21 17 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 45.3 77.2 72.0 51.6 36.0 62.9 55.9
Old : 59.9 45.3 77.2 72.0 51.6 36.0 62.9 55.9
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, May 30, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 68,491: 6,859 10,182 3,265 51,703 48,247 61,827 61,694: 6,664 6,797
Old : 68,491: 6,859 10,182 3,265 51,703 48,247 61,827 61,694: 6,664 6,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 901: -1,183 0 42 1,490 721 349 763: 552 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 14.9 4.8 75.5 70.4 90.3 90.1: 9.7 9.9
Old : 100.0: 10.0 14.9 4.8 75.5 70.4 90.3 90.1: 9.7 9.9
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 : 28: 2 4 4 19 20 24 25:
Old : 28: 2 4 4 19 20 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 : 51.4 42.9 69.7 63.9 44.8 38.6 57.6 56.4
Old : 51.4 42.9 69.7 63.9 44.8 38.6 57.6 56.4
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, May 30, 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 : 103,543: 0 2,947 5,159 91,817 86,405 96,976 94,511: 6,567 9,032
Old : 103,543: 0 2,947 5,159 91,817 86,405 96,976 94,511: 6,567 9,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -1,757: 0 -4,368 1,712 -2,861 899 -1,149 -1,757: -608 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 5.0 88.7 83.4 93.7 91.3: 6.3 8.7
Old : 100.0: 0.0 2.8 5.0 88.7 83.4 93.7 91.3: 6.3 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 : 36: 0 1 1 29 27 30 28:
Old : 36: 0 1 1 29 27 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 35.6 54.9 56.6 29.3 31.2 42.2 43.2
Old : 34.4 35.6 54.9 56.6 29.3 31.2 42.2 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 47,076: 3,937 6,323 495 34,198 35,140 38,630 41,958: 8,446 5,118
Old : 47,076: 3,937 6,323 495 34,198 35,140 38,630 41,958: 8,446 5,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,060: -60 622 60 213 -96 213 586: 847 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 13.4 1.1 72.6 74.6 82.1 89.1: 17.9 10.9
Old : 100.0: 8.4 13.4 1.1 72.6 74.6 82.1 89.1: 17.9 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 1 15 17 17 19:
Old : 22: 1 2 1 15 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 : 45.8 41.0 67.2 65.5 35.7 39.1 50.7 54.9
Old : 45.8 41.0 67.2 65.5 35.7 39.1 50.7 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 64,042: 0 2,396 2,586 49,596 50,681 52,182 55,663: 11,860 8,379
Old : 64,042: 0 2,396 2,586 49,596 50,681 52,182 55,663: 11,860 8,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 214: 0 123 60 434 370 494 553: -280 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 4.0 77.4 79.1 81.5 86.9: 18.5 13.1
Old : 100.0: 0.0 3.7 4.0 77.4 79.1 81.5 86.9: 18.5 13.1
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 : 21: 0 1 1 17 16 18 17:
Old : 21: 0 1 1 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 61.7 70.7 79.3 48.2 59.7 65.5 72.0
Old : 50.4 61.7 70.7 79.3 48.2 59.7 65.5 72.0
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, May 30, 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 : 106,543: 7,996 0 1,440 88,279 99,194 97,715 100,634: 8,828 5,909
Old : 106,543: 7,996 0 1,440 88,279 99,194 97,715 100,634: 8,828 5,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 2,371: 0 0 0 2,727 2,395 2,727 2,395: -356 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 1.4 82.9 93.1 91.7 94.5: 8.3 5.5
Old : 100.0: 7.5 0.0 1.4 82.9 93.1 91.7 94.5: 8.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 1 28 26 29 27:
Old : 32: 1 0 1 28 26 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 : 41.0 45.0 62.9 65.2 25.3 24.8 36.7 37.8
Old : 41.0 45.0 62.9 65.2 25.3 24.8 36.7 37.8
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, May 30, 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 : 81,412: 0 9,515 4,588 71,265 60,526 75,853 74,629: 5,559 6,783
Old : 81,412: 0 9,515 4,588 71,265 60,526 75,853 74,629: 5,559 6,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,269: 0 -1,840 1,383 -196 1,626 1,187 1,169: 82 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.7 5.6 87.5 74.3 93.2 91.7: 6.8 8.3
Old : 100.0: 0.0 11.7 5.6 87.5 74.3 93.2 91.7: 6.8 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 : 36: 0 3 1 28 25 29 28:
Old : 36: 0 3 1 28 25 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 29.5 63.9 48.7 35.0 25.2 49.5 41.8
Old : 42.0 29.5 63.9 48.7 35.0 25.2 49.5 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 60,683: 0 222 3,922 46,278 48,138 50,200 52,282: 10,483 8,401
Old : 60,683: 0 222 3,922 46,278 48,138 50,200 52,282: 10,483 8,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,584: 0 -919 824 732 7 1,556 -88: 28 1,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 6.5 76.3 79.3 82.7 86.2: 17.3 13.8
Old : 100.0: 0.0 0.4 6.5 76.3 79.3 82.7 86.2: 17.3 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 17 22 18 23:
Old : 27: 0 1 1 17 22 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 45.0 60.5 65.1 40.8 45.0 54.1 58.6
Old : 42.0 45.0 60.5 65.1 40.8 45.0 54.1 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,676: 5,382 7,830 0 49,405 48,972 54,787 56,802: 2,889 874
Old : 57,676: 5,382 7,830 0 49,405 48,972 54,787 56,802: 2,889 874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 5,040: 2,460 240 0 1,575 5,190 4,035 5,430: 1,005 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 13.6 0.0 85.7 84.9 95.0 98.5: 5.0 1.5
Old : 100.0: 9.3 13.6 0.0 85.7 84.9 95.0 98.5: 5.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 3 0 16 23 23 26:
Old : 42: 7 3 0 16 23 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 47.1 79.8 72.0 47.3 36.2 56.6 53.8
Old : 64.8 47.1 79.8 72.0 47.3 36.2 56.6 53.8
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, May 30, 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 : 183,355: 1,717 14,293 6,952 166,353 157,695 175,022 178,940: 8,333 4,415
Old : 183,355: 1,717 14,293 6,952 166,353 157,695 175,022 178,940: 8,333 4,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 5,613: 0 -3,874 1,854 4,908 9,105 6,762 7,085: -1,149 -1,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 7.8 3.8 90.7 86.0 95.5 97.6: 4.5 2.4
Old : 100.0: 0.9 7.8 3.8 90.7 86.0 95.5 97.6: 4.5 2.4
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 : 43: 1 3 4 36 31 40 35:
Old : 43: 1 3 4 36 31 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 : 35.7 34.9 53.2 54.5 30.4 29.4 40.2 40.5
Old : 35.7 34.9 53.2 54.5 30.4 29.4 40.2 40.5
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, May 30, 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 : 84,683: 3,554 0 4,355 64,095 65,486 72,004 69,841: 12,679 14,842
Old : 84,683: 3,554 0 4,355 64,095 65,486 72,004 69,841: 12,679 14,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,025: 894 -194 -640 1,291 1,712 1,545 878: -520 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 5.1 75.7 77.3 85.0 82.5: 15.0 17.5
Old : 100.0: 4.2 0.0 5.1 75.7 77.3 85.0 82.5: 15.0 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 1 21 18 23 19:
Old : 28: 2 0 1 21 18 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 53.3 66.0 70.6 44.0 52.2 62.3 66.5
Old : 44.7 53.3 66.0 70.6 44.0 52.2 62.3 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,461: 4,422 10,538 0 68,858 62,975 73,280 73,513: 2,181 1,948
Old : 75,461: 4,422 10,538 0 68,858 62,975 73,280 73,513: 2,181 1,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 3,184: 1,500 240 0 1,695 2,910 3,195 3,150: -11 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 14.0 0.0 91.2 83.5 97.1 97.4: 2.9 2.6
Old : 100.0: 5.9 14.0 0.0 91.2 83.5 97.1 97.4: 2.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 3 0 21 23 27 26:
Old : 43: 6 3 0 21 23 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 50.4 79.5 71.2 66.2 43.7 74.3 62.0
Old : 68.5 50.4 79.5 71.2 66.2 43.7 74.3 62.0
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, May 30, 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 : 270,487: 15,678 3,476 3,374 242,683 260,458 261,735 267,308: 8,752 3,179
Old : 270,487: 15,678 3,476 3,374 242,683 260,458 261,735 267,308: 8,752 3,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 5,176: -2,956 0 1,326 6,468 3,418 4,838 4,744: 338 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.3 1.2 89.7 96.3 96.8 98.8: 3.2 1.2
Old : 100.0: 5.8 1.3 1.2 89.7 96.3 96.8 98.8: 3.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 5 3 5 41 45 48 51:
Old : 56: 5 3 5 41 45 48 51:
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 : 39.2 36.4 55.8 56.0 30.0 32.5 40.4 44.5
Old : 39.2 36.4 55.8 56.0 30.0 32.5 40.4 44.5
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, May 30, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 156,693: 12,698 4,754 5,768 131,369 140,583 149,835 151,105: 6,858 5,588
Old : 156,693: 12,698 4,754 5,768 131,369 140,583 149,835 151,105: 6,858 5,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 334: 1,025 -794 -1,431 1,422 3,316 1,016 1,091: -682 -757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 3.0 3.7 83.8 89.7 95.6 96.4: 4.4 3.6
Old : 100.0: 8.1 3.0 3.7 83.8 89.7 95.6 96.4: 4.4 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 : 45: 2 4 5 36 33 42 38:
Old : 45: 2 4 5 36 33 42 38:
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 : 33.8 52.7 52.4 70.3 27.0 49.8 41.3 61.4
Old : 33.8 52.7 52.4 70.3 27.0 49.8 41.3 61.4
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, May 30, 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 : 154,043: 11,520 1,978 2,169 130,703 139,731 144,392 143,878: 9,651 10,165
Old : 154,043: 11,520 1,978 2,169 130,703 139,731 144,392 143,878: 9,651 10,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 8,434: 11,520 -1,969 -2,531 3,197 15,438 12,186 10,938: -3,752 -2,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 1.3 1.4 84.8 90.7 93.7 93.4: 6.3 6.6
Old : 100.0: 7.5 1.3 1.4 84.8 90.7 93.7 93.4: 6.3 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 : 47: 1 2 2 39 39 41 42:
Old : 47: 1 2 2 39 39 41 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 : 35.6 48.5 55.0 61.1 33.7 42.2 51.4 53.2
Old : 35.6 48.5 55.0 61.1 33.7 42.2 51.4 53.2
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, May 30, 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 : 188,549: 10,506 37,541 12,914 158,868 129,442 182,288 179,897: 6,261 8,652
Old : 188,549: 10,506 37,541 12,914 158,868 129,442 182,288 179,897: 6,261 8,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 4,350: 1,515 -754 134 2,865 4,419 4,514 3,799: -164 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 19.9 6.8 84.3 68.7 96.7 95.4: 3.3 4.6
Old : 100.0: 5.6 19.9 6.8 84.3 68.7 96.7 95.4: 3.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 4 8 29 34 38 42:
Old : 47: 5 4 8 29 34 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 : 49.5 31.1 66.2 49.4 47.0 28.8 59.8 44.6
Old : 49.5 31.1 66.2 49.4 47.0 28.8 59.8 44.6
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, May 30, 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 : 58,274: 0 0 0 52,938 47,372 52,938 47,372: 5,336 10,902
Old : 58,274: 0 0 0 52,938 47,372 52,938 47,372: 5,336 10,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 20: 0 0 0 -804 -117 -804 -117: 824 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.8 81.3 90.8 81.3: 9.2 18.7
Old : 100.0: 0.0 0.0 0.0 90.8 81.3 90.8 81.3: 9.2 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 18 20 18 20:
Old : 26: 0 0 0 18 20 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 36.3 67.8 58.2 40.3 28.8 58.9 46.3
Old : 44.6 36.3 67.8 58.2 40.3 28.8 58.9 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 1,997,788: 386,729 56,709 541,917 1,052,673 1,386,387 1,981,319 1,985,013: 16,469 12,775
Old : 1,997,788: 386,729 56,709 541,917 1,052,673 1,386,387 1,981,319 1,985,013: 16,469 12,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -19,123: 8,134 8,503 3,456 -29,562 -31,576 -17,972 -19,617: -1,151 494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 2.8 27.1 52.7 69.4 99.2 99.4: 0.8 0.6
Old : 100.0: 19.4 2.8 27.1 52.7 69.4 99.2 99.4: 0.8 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 : 141: 25 15 37 98 79 136 119:
Old : 141: 25 15 37 98 79 136 119:
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 : 30.9 29.3 44.3 45.5 12.7 19.7 22.0 26.3
Old : 30.9 29.3 44.3 45.5 12.7 19.7 22.0 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 488,344: 82,768 43,289 128,852 271,886 311,776 483,506 483,917: 4,838 4,427
Old : 488,344: 82,768 43,289 128,852 271,886 311,776 483,506 483,917: 4,838 4,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -50,308: -33,115 3,614 -10,545 -6,956 -43,850 -50,616 -50,781: 308 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 8.9 26.4 55.7 63.8 99.0 99.1: 1.0 0.9
Old : 100.0: 16.9 8.9 26.4 55.7 63.8 99.0 99.1: 1.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 15 11 20 31 30 55 52:
Old : 58: 15 11 20 31 30 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 : 57.2 45.7 69.7 63.1 29.9 23.5 33.4 33.0
Old : 57.2 45.7 69.7 63.1 29.9 23.5 33.4 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 77,184: 9,418 3,694 12,511 54,165 59,605 76,095 75,811: 1,089 1,373
Old : 77,184: 9,418 3,694 12,511 54,165 59,605 76,095 75,811: 1,089 1,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -1,094: 180 491 -343 -956 -1,891 -1,120 -1,743: 26 649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 4.8 16.2 70.2 77.2 98.6 98.2: 1.4 1.8
Old : 100.0: 12.2 4.8 16.2 70.2 77.2 98.6 98.2: 1.4 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 : 57: 8 6 9 40 40 52 51:
Old : 57: 8 6 9 40 40 52 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 32.1 59.3 55.2 22.3 21.7 29.7 31.4
Old : 42.7 32.1 59.3 55.2 22.3 21.7 29.7 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 25,741: 1,152 4,391 625 23,794 20,300 25,571 25,316: 170 425
Old : 25,741: 1,152 4,391 625 23,794 20,300 25,571 25,316: 170 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 174: 0 0 0 174 174 174 174: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 17.1 2.4 92.4 78.9 99.3 98.3: 0.7 1.7
Old : 100.0: 4.5 17.1 2.4 92.4 78.9 99.3 98.3: 0.7 1.7
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 : 37: 1 4 2 25 25 27 30:
Old : 37: 1 4 2 25 25 27 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 : 54.2 49.2 72.3 70.9 47.0 47.9 61.3 62.3
Old : 54.2 49.2 72.3 70.9 47.0 47.9 61.3 62.3
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, May 30, 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 : 16,091: 2,966 644 308 12,643 15,053 15,917 16,005: 174 86
Old : 16,091: 2,966 644 308 12,643 15,053 15,917 16,005: 174 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -18: 0 0 0 -192 -104 -192 -104: 174 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 4.0 1.9 78.6 93.5 98.9 99.5: 1.1 0.5
Old : 100.0: 18.4 4.0 1.9 78.6 93.5 98.9 99.5: 1.1 0.5
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 : 31: 3 2 1 19 19 22 22:
Old : 31: 3 2 1 19 19 22 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 : 54.1 51.0 71.0 75.8 37.9 32.1 50.8 48.5
Old : 54.1 51.0 71.0 75.8 37.9 32.1 50.8 48.5
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, May 30, 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 : 14,334: 1,066 2,719 0 12,737 11,615 13,803 14,334: 531 0
Old : 14,334: 1,066 2,719 0 12,737 11,615 13,803 14,334: 531 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -72: 0 0 0 -72 -72 -72 -72: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 19.0 0.0 88.9 81.0 96.3 100.0: 3.7 0.0
Old : 100.0: 7.4 19.0 0.0 88.9 81.0 96.3 100.0: 3.7 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 : 22: 1 3 0 13 11 14 14:
Old : 22: 1 3 0 13 11 14 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 : 67.9 65.2 85.6 88.1 63.4 61.1 75.0 79.6
Old : 67.9 65.2 85.6 88.1 63.4 61.1 75.0 79.6
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, May 30, 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 : 25,186: 3,080 4,680 372 21,314 19,820 24,766 24,872: 420 314
Old : 25,186: 3,080 4,680 372 21,314 19,820 24,766 24,872: 420 314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -220: 0 20 0 -220 -240 -220 -220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 18.6 1.5 84.6 78.7 98.3 98.8: 1.7 1.2
Old : 100.0: 12.2 18.6 1.5 84.6 78.7 98.3 98.8: 1.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 3 3 24 21 28 25:
Old : 33: 2 3 3 24 21 28 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 : 52.9 55.3 75.3 77.6 50.9 49.1 65.4 61.8
Old : 52.9 55.3 75.3 77.6 50.9 49.1 65.4 61.8
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, May 30, 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 : 28,570: 3,370 140 540 22,975 27,718 26,885 28,398: 1,685 172
Old : 28,570: 3,370 140 540 22,975 27,718 26,885 28,398: 1,685 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 10: 0 0 0 20 10 20 10: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 0.5 1.9 80.4 97.0 94.1 99.4: 5.9 0.6
Old : 100.0: 11.8 0.5 1.9 80.4 97.0 94.1 99.4: 5.9 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 : 33: 2 1 3 27 27 30 30:
Old : 33: 2 1 3 27 27 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 43.9 62.3 70.0 28.3 36.7 40.5 47.7
Old : 43.9 43.9 62.3 70.0 28.3 36.7 40.5 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 22,746: 580 0 1,460 20,118 21,146 22,158 22,606: 588 140
Old : 22,746: 580 0 1,460 20,118 21,146 22,158 22,606: 588 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -60: 0 0 0 -80 -60 -80 -60: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 6.4 88.4 93.0 97.4 99.4: 2.6 0.6
Old : 100.0: 2.5 0.0 6.4 88.4 93.0 97.4 99.4: 2.6 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 : 20: 2 0 2 13 15 15 17:
Old : 20: 2 0 2 13 15 15 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 : 65.2 69.8 88.4 90.7 49.6 58.8 58.4 62.9
Old : 65.2 69.8 88.4 90.7 49.6 58.8 58.4 62.9
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, May 30, 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 : 14,514: 540 364 1,136 12,012 12,454 13,688 13,954: 826 560
Old : 14,514: 540 364 1,136 12,012 12,454 13,688 13,954: 826 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 20: 0 0 0 20 20 20 20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 2.5 7.8 82.8 85.8 94.3 96.1: 5.7 3.9
Old : 100.0: 3.7 2.5 7.8 82.8 85.8 94.3 96.1: 5.7 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 2 14 15 17 17:
Old : 22: 2 1 2 14 15 17 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 : 62.5 64.3 83.6 85.3 58.9 61.1 71.6 73.0
Old : 62.5 64.3 83.6 85.3 58.9 61.1 71.6 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 1,628,692: 185,190 104,041 514,962 856,281 930,809 1,556,434 1,549,813: 72,259 78,879
Old : 1,628,692: 185,190 104,041 514,962 856,281 930,809 1,556,434 1,549,813: 72,259 78,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 33,296: 6,002 11,197 -456 18,831 17,946 24,377 28,686: 8,920 4,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 6.4 31.6 52.6 57.2 95.6 95.2: 4.4 4.8
Old : 100.0: 11.4 6.4 31.6 52.6 57.2 95.6 95.2: 4.4 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 107 104 155 92 104 285 292:
Old : 336: 107 104 155 92 104 285 292:
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 : 17.5 17.0 28.6 27.6 7.7 5.5 11.6 9.0
Old : 17.5 17.0 28.6 27.6 7.7 5.5 11.6 9.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500 BARRELS) :
: : :
All : 17,616: 8,617 9,593 4 0 0 8,621 9,597: 8,995 8,019
Old : 17,616: 8,617 9,593 4 0 0 8,621 9,597: 8,995 8,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -8,530: -4,591 -6,995 -718 -1,368 -593 -6,677 -8,306: -1,853 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 54.5 0.0 0.0 0.0 48.9 54.5: 51.1 45.5
Old : 100.0: 48.9 54.5 0.0 0.0 0.0 48.9 54.5: 51.1 45.5
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 : 22: 12 10 1 0 0 12 11:
Old : 22: 12 10 1 0 0 12 11:
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 : 23.5 37.8 38.6 50.4 23.5 37.8 38.6 50.4
Old : 23.5 37.8 38.6 50.4 23.5 37.8 38.6 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 19,326: 9,973 2,616 1,156 4,956 14,848 16,085 18,620: 3,241 706
Old : 19,326: 9,973 2,616 1,156 4,956 14,848 16,085 18,620: 3,241 706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,938: 86 -566 100 2,157 2,709 2,343 2,243: -405 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 13.5 6.0 25.6 76.8 83.2 96.3: 16.8 3.7
Old : 100.0: 51.6 13.5 6.0 25.6 76.8 83.2 96.3: 16.8 3.7
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 : 110: 65 6 8 19 30 89 41:
Old : 110: 65 6 8 19 30 89 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 : 24.0 38.7 36.7 59.3 21.5 36.1 33.3 52.7
Old : 24.0 38.7 36.7 59.3 21.5 36.1 33.3 52.7
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, May 30, 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 : 9,677: 4,685 1,878 319 2,039 6,467 7,043 8,664: 2,634 1,013
Old : 9,677: 4,685 1,878 319 2,039 6,467 7,043 8,664: 2,634 1,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 88: 275 432 153 -132 175 296 760: -208 -672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 19.4 3.3 21.1 66.8 72.8 89.5: 27.2 10.5
Old : 100.0: 48.4 19.4 3.3 21.1 66.8 72.8 89.5: 27.2 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 : 64: 28 7 5 14 18 46 28:
Old : 64: 28 7 5 14 18 46 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 38.7 30.7 56.5 17.1 38.2 30.0 55.9
Old : 17.8 38.7 30.7 56.5 17.1 38.2 30.0 55.9
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, May 30, 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 : 120,550: 19,528 6,388 20,532 61,117 80,090 101,177 107,009: 19,373 13,541
Old : 120,550: 19,528 6,388 20,532 61,117 80,090 101,177 107,009: 19,373 13,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -18,798: 1,186 -2,253 -12,370 -7,878 -5,252 -19,062 -19,874: 264 1,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 5.3 17.0 50.7 66.4 83.9 88.8: 16.1 11.2
Old : 100.0: 16.2 5.3 17.0 50.7 66.4 83.9 88.8: 16.1 11.2
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 : 129: 41 15 28 54 65 108 95:
Old : 129: 41 15 28 54 65 108 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 18.3 34.3 30.9 17.9 13.7 25.4 23.7
Old : 22.5 18.3 34.3 30.9 17.9 13.7 25.4 23.7
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, May 30, 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 : 49,009: 6,936 0 3,074 35,871 43,328 45,881 46,402: 3,128 2,607
Old : 49,009: 6,936 0 3,074 35,871 43,328 45,881 46,402: 3,128 2,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -1,087: -890 0 462 -1,208 -1,408 -1,636 -946: 549 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 0.0 6.3 73.2 88.4 93.6 94.7: 6.4 5.3
Old : 100.0: 14.2 0.0 6.3 73.2 88.4 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 : 49: 7 0 4 28 35 35 39:
Old : 49: 7 0 4 28 35 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 : 43.4 33.3 62.8 50.2 34.2 18.8 41.8 27.3
Old : 43.4 33.3 62.8 50.2 34.2 18.8 41.8 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2006