NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 5,478: 1,080 1,180 0 3,509 3,910 4,589 5,090: 889 388 Old : 5,478: 1,080 1,180 0 3,509 3,910 4,589 5,090: 889 388 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 125: 0 0 0 75 125 75 125: 50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 21.5 0.0 64.1 71.4 83.8 92.9: 16.2 7.1 Old : 100.0: 19.7 21.5 0.0 64.1 71.4 83.8 92.9: 16.2 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 1 0 14 21 15 22: Old : 26: 1 1 0 14 21 15 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 : 59.0 62.0 73.1 78.5 52.3 58.9 62.8 70.8 Old : 59.0 62.0 73.1 78.5 52.3 58.9 62.8 70.8 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, June 13, 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 : 191,044: 20,025 16,509 29,749 106,733 116,891 156,508 163,149: 34,537 27,895 Old : 191,044: 20,025 16,509 29,749 106,733 116,891 156,508 163,149: 34,537 27,895 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 5,886: -4,271 45 37 11,273 3,285 7,040 3,367: -1,154 2,519 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 8.6 15.6 55.9 61.2 81.9 85.4: 18.1 14.6 Old : 100.0: 10.5 8.6 15.6 55.9 61.2 81.9 85.4: 18.1 14.6 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 : 126: 26 27 30 60 62 107 102: Old : 126: 26 27 30 60 62 107 102: 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 : 20.9 25.0 33.4 35.3 15.4 15.4 22.3 20.4 Old : 20.9 25.0 33.4 35.3 15.4 15.4 22.3 20.4 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, June 13, 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 : 1,266,505: 99,084 84,721 598,475 489,392 540,946 1,186,951 1,224,141: 79,554 42,363 Old : 1,266,505: 99,084 84,721 598,475 489,392 540,946 1,186,951 1,224,141: 79,554 42,363 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 34,987: 8,813 -5,387 16,646 9,693 23,051 35,151 34,310: -165 677 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 6.7 47.3 38.6 42.7 93.7 96.7: 6.3 3.3 Old : 100.0: 7.8 6.7 47.3 38.6 42.7 93.7 96.7: 6.3 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 238: 72 67 98 95 86 213 207: Old : 238: 72 67 98 95 86 213 207: 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 28.0 43.3 41.7 6.4 5.5 8.3 8.2 Old : 30.3 28.0 43.3 41.7 6.4 5.5 8.3 8.2 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, June 13, 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 : 71,933: 1,126 9,798 4,757 58,083 52,557 63,966 67,112: 7,967 4,821 Old : 71,933: 1,126 9,798 4,757 58,083 52,557 63,966 67,112: 7,967 4,821 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 2,783: 713 0 -522 1,910 3,396 2,101 2,874: 682 -91 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 13.6 6.6 80.7 73.1 88.9 93.3: 11.1 6.7 Old : 100.0: 1.6 13.6 6.6 80.7 73.1 88.9 93.3: 11.1 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 : 25: 1 1 2 19 21 21 23: Old : 25: 1 1 2 19 21 21 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 : 42.6 58.3 63.3 73.2 37.7 53.0 51.4 62.1 Old : 42.6 58.3 63.3 73.2 37.7 53.0 51.4 62.1 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, June 13, 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 : 56,936: 4,114 3,743 4,145 41,135 41,838 49,394 49,726: 7,542 7,210 Old : 56,936: 4,114 3,743 4,145 41,135 41,838 49,394 49,726: 7,542 7,210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 1,168: 920 310 0 186 796 1,106 1,106: 62 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 6.6 7.3 72.2 73.5 86.8 87.3: 13.2 12.7 Old : 100.0: 7.2 6.6 7.3 72.2 73.5 86.8 87.3: 13.2 12.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 2 3 21 17 26 20: Old : 30: 3 2 3 21 17 26 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 : 38.4 42.2 54.7 62.5 33.9 31.5 44.2 46.2 Old : 38.4 42.2 54.7 62.5 33.9 31.5 44.2 46.2 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, June 13, 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 : 127,667: 9,970 0 0 105,237 114,191 115,207 114,191: 12,460 13,476 Old : 127,667: 9,970 0 0 105,237 114,191 115,207 114,191: 12,460 13,476 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : -213: 2,572 -744 -615 -3,283 -869 -1,326 -2,228: 1,113 2,015 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 0.0 0.0 82.4 89.4 90.2 89.4: 9.8 10.6 Old : 100.0: 7.8 0.0 0.0 82.4 89.4 90.2 89.4: 9.8 10.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 3 0 0 24 24 27 24: Old : 33: 3 0 0 24 24 27 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 : 39.9 46.6 61.1 68.9 38.7 37.9 54.2 54.4 Old : 39.9 46.6 61.1 68.9 38.7 37.9 54.2 54.4 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, June 13, 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 : 85,037: 11,984 2,952 0 66,885 73,413 78,869 76,365: 6,168 8,672 Old : 85,037: 11,984 2,952 0 66,885 73,413 78,869 76,365: 6,168 8,672 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 4,625: 0 2,952 0 4,323 2,283 4,323 5,235: 302 -610 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.1 3.5 0.0 78.7 86.3 92.7 89.8: 7.3 10.2 Old : 100.0: 14.1 3.5 0.0 78.7 86.3 92.7 89.8: 7.3 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 : 32: 1 1 0 21 24 22 25: Old : 32: 1 1 0 21 24 22 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 : 47.1 44.0 69.3 61.4 42.2 43.1 60.6 57.5 Old : 47.1 44.0 69.3 61.4 42.2 43.1 60.6 57.5 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, June 13, 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 : 83,255: 1,044 12,457 3,735 74,611 60,405 79,390 76,597: 3,865 6,658 Old : 83,255: 1,044 12,457 3,735 74,611 60,405 79,390 76,597: 3,865 6,658 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 900: 0 -2,096 465 40 1,817 505 186: 395 714 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 15.0 4.5 89.6 72.6 95.4 92.0: 4.6 8.0 Old : 100.0: 1.3 15.0 4.5 89.6 72.6 95.4 92.0: 4.6 8.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 4 2 17 16 20 20: Old : 25: 1 4 2 17 16 20 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 : 61.4 44.9 80.0 71.0 52.8 37.3 63.5 55.1 Old : 61.4 44.9 80.0 71.0 52.8 37.3 63.5 55.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 64,294: 7,877 10,336 2,110 49,735 45,208 59,722 57,654: 4,572 6,640 Old : 64,294: 7,877 10,336 2,110 49,735 45,208 59,722 57,654: 4,572 6,640 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 738: -62 0 0 800 436 738 436: 0 302 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 16.1 3.3 77.4 70.3 92.9 89.7: 7.1 10.3 Old : 100.0: 12.3 16.1 3.3 77.4 70.3 92.9 89.7: 7.1 10.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 4 3 20 21 24 26: Old : 29: 2 4 3 20 21 24 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.4 43.2 71.6 63.1 47.0 39.4 61.8 57.2 Old : 52.4 43.2 71.6 63.1 47.0 39.4 61.8 57.2 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, June 13, 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 : 103,318: 0 2,331 4,955 87,253 87,743 92,208 95,029: 11,110 8,289 Old : 103,318: 0 2,331 4,955 87,253 87,743 92,208 95,029: 11,110 8,289 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 2,212: 0 -4,778 2,303 -1,414 4,508 889 2,033: 1,323 179 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.3 4.8 84.5 84.9 89.2 92.0: 10.8 8.0 Old : 100.0: 0.0 2.3 4.8 84.5 84.9 89.2 92.0: 10.8 8.0 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: 0 1 1 30 27 31 28: Old : 37: 0 1 1 30 27 31 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 : 31.6 41.0 52.0 60.4 26.6 36.0 40.1 48.4 Old : 31.6 41.0 52.0 60.4 26.6 36.0 40.1 48.4 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, June 13, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 44,048: 3,279 5,696 317 32,694 33,894 36,290 39,907: 7,758 4,141 Old : 44,048: 3,279 5,696 317 32,694 33,894 36,290 39,907: 7,758 4,141 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 649: 0 1,067 -115 -178 -458 -293 494: 942 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 12.9 0.7 74.2 76.9 82.4 90.6: 17.6 9.4 Old : 100.0: 7.4 12.9 0.7 74.2 76.9 82.4 90.6: 17.6 9.4 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 : 23: 1 2 1 16 16 18 18: Old : 23: 1 2 1 16 16 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.0 39.4 65.6 62.8 33.5 36.5 49.0 52.5 Old : 45.0 39.4 65.6 62.8 33.5 36.5 49.0 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 102,449: 9,474 0 1,488 80,694 93,312 91,656 94,800: 10,793 7,649 Old : 102,449: 9,474 0 1,488 80,694 93,312 91,656 94,800: 10,793 7,649 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 2,186: 3,076 0 0 -2,158 1,154 918 1,154: 1,268 1,032 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 0.0 1.5 78.8 91.1 89.5 92.5: 10.5 7.5 Old : 100.0: 9.2 0.0 1.5 78.8 91.1 89.5 92.5: 10.5 7.5 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 : 30: 2 0 1 25 26 27 27: Old : 30: 2 0 1 25 26 27 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 : 41.4 43.5 61.8 63.1 19.5 25.5 32.4 36.1 Old : 41.4 43.5 61.8 63.1 19.5 25.5 32.4 36.1 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, June 13, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 82,010: 0 7,234 5,600 68,669 63,078 74,269 75,912: 7,741 6,098 Old : 82,010: 0 7,234 5,600 68,669 63,078 74,269 75,912: 7,741 6,098 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 2,757: 0 1,911 -794 3,551 1,489 2,757 2,606: 0 151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.8 6.8 83.7 76.9 90.6 92.6: 9.4 7.4 Old : 100.0: 0.0 8.8 6.8 83.7 76.9 90.6 92.6: 9.4 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: 0 3 2 27 24 29 27: Old : 35: 0 3 2 27 24 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 : 40.8 27.7 61.2 49.2 30.5 22.1 44.2 40.3 Old : 40.8 27.7 61.2 49.2 30.5 22.1 44.2 40.3 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, June 13, 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 : 61,488: 0 85 4,902 45,640 46,844 50,542 51,831: 10,946 9,657 Old : 61,488: 0 85 4,902 45,640 46,844 50,542 51,831: 10,946 9,657 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 2,263: -4,119 85 2,526 4,904 -203 3,311 2,408: -1,048 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.1 8.0 74.2 76.2 82.2 84.3: 17.8 15.7 Old : 100.0: 0.0 0.1 8.0 74.2 76.2 82.2 84.3: 17.8 15.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 1 1 17 19 18 20: Old : 25: 0 1 1 17 19 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 : 47.1 43.4 63.8 65.4 43.6 43.4 56.6 57.9 Old : 47.1 43.4 63.8 65.4 43.6 43.4 56.6 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 185,437: 1,627 18,884 11,798 164,170 149,334 177,595 180,016: 7,842 5,421 Old : 185,437: 1,627 18,884 11,798 164,170 149,334 177,595 180,016: 7,842 5,421 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 10,890: 0 1,517 5,504 5,295 3,262 10,799 10,283: 91 607 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 10.2 6.4 88.5 80.5 95.8 97.1: 4.2 2.9 Old : 100.0: 0.9 10.2 6.4 88.5 80.5 95.8 97.1: 4.2 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 1 3 4 36 29 40 33: Old : 41: 1 3 4 36 29 40 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.7 35.0 52.8 54.1 30.6 27.8 41.0 38.1 Old : 34.7 35.0 52.8 54.1 30.6 27.8 41.0 38.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 86,815: 10,787 2,114 1,898 62,600 69,856 75,285 73,868: 11,530 12,947 Old : 86,815: 10,787 2,114 1,898 62,600 69,856 75,285 73,868: 11,530 12,947 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 2,343: 3,445 0 -919 -1,436 759 1,090 -160: 1,253 2,503 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 2.4 2.2 72.1 80.5 86.7 85.1: 13.3 14.9 Old : 100.0: 12.4 2.4 2.2 72.1 80.5 86.7 85.1: 13.3 14.9 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 : 31: 2 1 1 22 20 24 22: Old : 31: 2 1 1 22 20 24 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 : 48.1 52.1 68.5 67.4 44.8 50.8 65.2 65.8 Old : 48.1 52.1 68.5 67.4 44.8 50.8 65.2 65.8 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, June 13, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 66,087: 248 7,870 0 64,119 53,771 64,367 61,641: 1,720 4,446 Old : 66,087: 248 7,870 0 64,119 53,771 64,367 61,641: 1,720 4,446 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 806: 248 -868 0 558 248 806 -620: 0 1,426 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 11.9 0.0 97.0 81.4 97.4 93.3: 2.6 6.7 Old : 100.0: 0.4 11.9 0.0 97.0 81.4 97.4 93.3: 2.6 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 : 25: 1 2 0 14 16 15 18: Old : 25: 1 2 0 14 16 15 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.8 53.4 89.7 74.6 74.1 47.3 80.7 65.0 Old : 76.8 53.4 89.7 74.6 74.1 47.3 80.7 65.0 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, June 13, 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 : 268,186: 20,098 2,270 1,483 236,019 261,431 257,600 265,184: 10,586 3,002 Old : 268,186: 20,098 2,270 1,483 236,019 261,431 257,600 265,184: 10,586 3,002 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 1,502: -231 -124 -36 990 1,726 723 1,566: 779 -64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 0.8 0.6 88.0 97.5 96.1 98.9: 3.9 1.1 Old : 100.0: 7.5 0.8 0.6 88.0 97.5 96.1 98.9: 3.9 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 5 2 4 40 44 47 48: Old : 54: 5 2 4 40 44 47 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 : 38.5 35.3 54.8 54.7 30.4 32.3 42.8 46.2 Old : 38.5 35.3 54.8 54.7 30.4 32.3 42.8 46.2 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, June 13, 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 : 152,068: 13,628 3,798 4,768 124,811 136,108 143,207 144,674: 8,861 7,394 Old : 152,068: 13,628 3,798 4,768 124,811 136,108 143,207 144,674: 8,861 7,394 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 2,288: 558 0 -696 2,098 2,248 1,960 1,552: 328 736 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 2.5 3.1 82.1 89.5 94.2 95.1: 5.8 4.9 Old : 100.0: 9.0 2.5 3.1 82.1 89.5 94.2 95.1: 5.8 4.9 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 : 42: 2 2 3 35 33 39 36: Old : 42: 2 2 3 35 33 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 : 33.6 55.0 53.0 71.5 27.6 51.9 41.8 64.9 Old : 33.6 55.0 53.0 71.5 27.6 51.9 41.8 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 155,416: 8,844 1,770 3,411 133,630 136,911 145,885 142,092: 9,531 13,324 Old : 155,416: 8,844 1,770 3,411 133,630 136,911 145,885 142,092: 9,531 13,324 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 4,028: 957 -120 -207 3,581 4,114 4,331 3,787: -303 241 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 1.1 2.2 86.0 88.1 93.9 91.4: 6.1 8.6 Old : 100.0: 5.7 1.1 2.2 86.0 88.1 93.9 91.4: 6.1 8.6 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: 1 2 2 37 33 39 36: Old : 45: 1 2 2 37 33 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 : 31.0 50.6 52.1 62.8 28.3 44.8 47.8 55.1 Old : 31.0 50.6 52.1 62.8 28.3 44.8 47.8 55.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 181,055: 15,704 37,027 9,200 149,400 125,027 174,304 171,254: 6,751 9,801 Old : 181,055: 15,704 37,027 9,200 149,400 125,027 174,304 171,254: 6,751 9,801 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 7,049: 968 2,090 -8 5,125 3,717 6,085 5,799: 964 1,250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 20.5 5.1 82.5 69.1 96.3 94.6: 3.7 5.4 Old : 100.0: 8.7 20.5 5.1 82.5 69.1 96.3 94.6: 3.7 5.4 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 : 45: 6 3 7 30 32 39 39: Old : 45: 6 3 7 30 32 39 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 : 45.7 33.1 64.5 51.3 44.2 30.2 57.4 44.8 Old : 45.7 33.1 64.5 51.3 44.2 30.2 57.4 44.8 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, June 13, 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 : 60,127: 0 2,565 370 56,009 47,365 56,379 50,300: 3,748 9,827 Old : 60,127: 0 2,565 370 56,009 47,365 56,379 50,300: 3,748 9,827 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 2,097: 0 821 0 3,819 1,886 3,819 2,707: -1,722 -610 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.3 0.6 93.2 78.8 93.8 83.7: 6.2 16.3 Old : 100.0: 0.0 4.3 0.6 93.2 78.8 93.8 83.7: 6.2 16.3 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: 0 2 1 20 20 21 22: Old : 28: 0 2 1 20 20 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 37.2 66.6 57.7 37.7 28.7 57.6 47.4 Old : 43.3 37.2 66.6 57.7 37.7 28.7 57.6 47.4 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, June 13, 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 : 2,567,649: 532,404 79,396 738,224 1,285,560 1,740,789 2,556,188 2,558,409: 11,461 9,240 Old : 2,567,649: 532,404 79,396 738,224 1,285,560 1,740,789 2,556,188 2,558,409: 11,461 9,240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 24,963: -3,618 14,645 12,104 20,930 1,698 29,416 28,447: -4,453 -3,484 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 3.1 28.8 50.1 67.8 99.6 99.6: 0.4 0.4 Old : 100.0: 20.7 3.1 28.8 50.1 67.8 99.6 99.6: 0.4 0.4 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 : 145: 27 15 38 99 81 139 122: Old : 145: 27 15 38 99 81 139 122: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 36.9 52.4 52.8 16.6 20.1 23.3 25.5 Old : 38.7 36.9 52.4 52.8 16.6 20.1 23.3 25.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 530,529: 69,791 54,378 163,136 295,395 311,379 528,322 528,893: 2,207 1,636 Old : 530,529: 69,791 54,378 163,136 295,395 311,379 528,322 528,893: 2,207 1,636 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 23,619: 7,495 14,692 5,219 12,620 5,518 25,334 25,429: -1,715 -1,810 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 10.2 30.7 55.7 58.7 99.6 99.7: 0.4 0.3 Old : 100.0: 13.2 10.2 30.7 55.7 58.7 99.6 99.7: 0.4 0.3 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 : 62: 16 12 22 33 31 58 56: Old : 62: 16 12 22 33 31 58 56: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.5 37.0 67.8 59.4 27.2 20.3 31.6 30.9 Old : 52.5 37.0 67.8 59.4 27.2 20.3 31.6 30.9 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, June 13, 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 : 75,103: 9,183 3,337 11,832 53,442 59,579 74,458 74,749: 645 354 Old : 75,103: 9,183 3,337 11,832 53,442 59,579 74,458 74,749: 645 354 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 437: -478 -151 92 869 661 482 601: -45 -164 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 4.4 15.8 71.2 79.3 99.1 99.5: 0.9 0.5 Old : 100.0: 12.2 4.4 15.8 71.2 79.3 99.1 99.5: 0.9 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 : 57: 7 7 10 39 40 51 52: Old : 57: 7 7 10 39 40 51 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 : 42.2 33.9 59.9 57.9 22.0 24.2 28.2 33.2 Old : 42.2 33.9 59.9 57.9 22.0 24.2 28.2 33.2 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, June 13, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS 0F 400 MEGAWATT HOURS) : : : : All : 24,717: 1,240 4,148 296 23,055 19,870 24,591 24,314: 126 403 Old : 24,717: 1,240 4,148 296 23,055 19,870 24,591 24,314: 126 403 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 252: 0 0 0 126 252 126 252: 126 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 16.8 1.2 93.3 80.4 99.5 98.4: 0.5 1.6 Old : 100.0: 5.0 16.8 1.2 93.3 80.4 99.5 98.4: 0.5 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 1 4 1 25 25 26 30: Old : 38: 1 4 1 25 25 26 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 : 54.9 50.0 73.8 70.9 47.8 48.5 62.3 62.5 Old : 54.9 50.0 73.8 70.9 47.8 48.5 62.3 62.5 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, June 13, 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 : 15,172: 3,053 512 0 12,119 14,660 15,172 15,172: 0 0 Old : 15,172: 3,053 512 0 12,119 14,660 15,172 15,172: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 40: 0 -86 0 126 212 126 126: -86 -86 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 3.4 0.0 79.9 96.6 100.0 100.0: 0.0 0.0 Old : 100.0: 20.1 3.4 0.0 79.9 96.6 100.0 100.0: 0.0 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 : 28: 3 1 0 17 17 20 18: Old : 28: 3 1 0 17 17 20 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.6 56.4 74.3 79.0 41.8 38.3 54.5 51.6 Old : 55.6 56.4 74.3 79.0 41.8 38.3 54.5 51.6 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, June 13, 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 : 14,340: 1,020 2,433 0 12,770 11,844 13,790 14,277: 550 63 Old : 14,340: 1,020 2,433 0 12,770 11,844 13,790 14,277: 550 63 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 235: 0 178 0 172 172 172 350: 63 -115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 17.0 0.0 89.1 82.6 96.2 99.6: 3.8 0.4 Old : 100.0: 7.1 17.0 0.0 89.1 82.6 96.2 99.6: 3.8 0.4 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 : 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 : 72.6 66.7 87.3 89.7 69.4 64.7 79.4 80.7 Old : 72.6 66.7 87.3 89.7 69.4 64.7 79.4 80.7 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, June 13, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (40 MEGAWATT HOURS PER PEAK DAY) : : : : All : 24,320: 2,980 4,706 346 20,604 18,988 23,930 24,040: 390 280 Old : 24,320: 2,980 4,706 346 20,604 18,988 23,930 24,040: 390 280 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 32: 0 0 0 32 32 32 32: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 19.4 1.4 84.7 78.1 98.4 98.8: 1.6 1.2 Old : 100.0: 12.3 19.4 1.4 84.7 78.1 98.4 98.8: 1.6 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 21 21 25 25: Old : 33: 2 3 3 21 21 25 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 : 53.4 55.3 75.8 77.7 51.4 50.6 66.6 61.8 Old : 53.4 55.3 75.8 77.7 51.4 50.6 66.6 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, June 13, 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 : 27,420: 3,240 140 440 22,179 26,434 25,859 27,014: 1,561 406 Old : 27,420: 3,240 140 440 22,179 26,434 25,859 27,014: 1,561 406 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : -102: -80 0 0 60 -110 -20 -110: -82 8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 0.5 1.6 80.9 96.4 94.3 98.5: 5.7 1.5 Old : 100.0: 11.8 0.5 1.6 80.9 96.4 94.3 98.5: 5.7 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 : 31: 2 1 2 23 25 26 27: Old : 31: 2 1 2 23 25 26 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 : 45.8 45.8 65.6 71.8 31.7 38.5 44.3 53.4 Old : 45.8 45.8 65.6 71.8 31.7 38.5 44.3 53.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 13,582: 460 380 1,096 11,332 11,666 12,888 13,142: 694 440 Old : 13,582: 460 380 1,096 11,332 11,666 12,888 13,142: 694 440 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 2.8 8.1 83.4 85.9 94.9 96.8: 5.1 3.2 Old : 100.0: 3.4 2.8 8.1 83.4 85.9 94.9 96.8: 5.1 3.2 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: 1 2 1 14 14 16 16: Old : 21: 1 2 1 14 14 16 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 : 65.8 66.7 84.7 89.7 61.7 63.3 70.9 72.1 Old : 65.8 66.7 84.7 89.7 61.7 63.3 70.9 72.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 1,697,172: 175,213 122,434 536,284 924,430 964,307 1,635,927 1,623,025: 61,245 74,147 Old : 1,697,172: 175,213 122,434 536,284 924,430 964,307 1,635,927 1,623,025: 61,245 74,147 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 23,950: -9,963 10,633 5,837 39,307 12,936 35,181 29,406: -11,231 -5,456 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 7.2 31.6 54.5 56.8 96.4 95.6: 3.6 4.4 Old : 100.0: 10.3 7.2 31.6 54.5 56.8 96.4 95.6: 3.6 4.4 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 : 340: 114 108 155 92 103 288 294: Old : 340: 114 108 155 92 103 288 294: 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 : 18.1 17.3 29.1 28.2 7.4 6.2 11.4 10.0 Old : 18.1 17.3 29.1 28.2 7.4 6.2 11.4 10.0 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, June 13, 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 : 22,377: 12,025 12,624 2,122 0 0 14,147 14,746: 8,230 7,631 Old : 22,377: 12,025 12,624 2,122 0 0 14,147 14,746: 8,230 7,631 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 2,266: 254 1,505 2,122 0 -1,032 2,376 2,595: -110 -329 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.7 56.4 9.5 0.0 0.0 63.2 65.9: 36.8 34.1 Old : 100.0: 53.7 56.4 9.5 0.0 0.0 63.2 65.9: 36.8 34.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 17 10 10 0 0 22 15: Old : 27: 17 10 10 0 0 22 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.7 49.4 36.7 59.2 23.6 45.9 36.5 53.8 Old : 23.7 49.4 36.7 59.2 23.6 45.9 36.5 53.8 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, June 13, 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 : 14,355: 7,810 2,215 788 2,678 10,427 11,276 13,430: 3,079 925 Old : 14,355: 7,810 2,215 788 2,678 10,427 11,276 13,430: 3,079 925 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : -1,159: -1,208 -85 -182 77 -1,255 -1,313 -1,522: 154 363 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.4 15.4 5.5 18.7 72.6 78.6 93.6: 21.4 6.4 Old : 100.0: 54.4 15.4 5.5 18.7 72.6 78.6 93.6: 21.4 6.4 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 : 104: 56 9 7 20 23 81 36: Old : 104: 56 9 7 20 23 81 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 : 29.4 37.3 38.0 60.3 28.7 36.4 37.3 58.3 Old : 29.4 37.3 38.0 60.3 28.7 36.4 37.3 58.3 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, June 13, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 8,616: 3,618 3,164 1 2,492 4,045 6,111 7,210: 2,505 1,406 Old : 8,616: 3,618 3,164 1 2,492 4,045 6,111 7,210: 2,505 1,406 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : -303: -448 966 -84 298 -1,446 -234 -564: -69 261 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.0 36.7 0.0 28.9 46.9 70.9 83.7: 29.1 16.3 Old : 100.0: 42.0 36.7 0.0 28.9 46.9 70.9 83.7: 29.1 16.3 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 : 51: 21 4 1 15 18 36 23: Old : 51: 21 4 1 15 18 36 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 : 18.0 43.5 31.8 61.4 18.0 43.5 31.8 61.4 Old : 18.0 43.5 31.8 61.4 18.0 43.5 31.8 61.4 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, June 13, 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 : 116,896: 17,504 7,425 23,832 57,087 72,494 98,423 103,752: 18,473 13,145 Old : 116,896: 17,504 7,425 23,832 57,087 72,494 98,423 103,752: 18,473 13,145 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : -1,437: -4,701 892 1,456 3,305 -3,371 60 -1,024: -1,497 -413 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.0 6.4 20.4 48.8 62.0 84.2 88.8: 15.8 11.2 Old : 100.0: 15.0 6.4 20.4 48.8 62.0 84.2 88.8: 15.8 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 : 139: 40 22 34 50 66 110 106: Old : 139: 40 22 34 50 66 110 106: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.0 17.6 32.8 30.2 18.0 14.9 25.1 24.4 Old : 21.0 17.6 32.8 30.2 18.0 14.9 25.1 24.4 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, June 13, 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 : 48,363: 8,772 0 2,464 32,958 41,955 44,194 44,419: 4,169 3,944 Old : 48,363: 8,772 0 2,464 32,958 41,955 44,194 44,419: 4,169 3,944 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 6, 2006 : : 2,327: 1,115 -226 -627 554 1,986 1,042 1,133: 1,285 1,194 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.1 0.0 5.1 68.1 86.8 91.4 91.8: 8.6 8.2 Old : 100.0: 18.1 0.0 5.1 68.1 86.8 91.4 91.8: 8.6 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 51: 7 0 6 29 37 38 43: Old : 51: 7 0 6 29 37 38 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.3 35.4 60.6 50.8 29.8 19.6 37.6 29.7 Old : 44.3 35.4 60.6 50.8 29.8 19.6 37.6 29.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 16, 2006