NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 5,978: 1,080 1,180 0 4,152 4,360 5,232 5,540: 746 438
Old : 5,978: 1,080 1,180 0 4,152 4,360 5,232 5,540: 746 438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 225: 0 0 0 175 175 175 175: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 19.7 0.0 69.5 72.9 87.5 92.7: 12.5 7.3
Old : 100.0: 18.1 19.7 0.0 69.5 72.9 87.5 92.7: 12.5 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 17 21 18 22:
Old : 27: 1 1 0 17 21 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 58.1 70.5 75.6 50.9 54.4 60.7 66.1
Old : 55.4 58.1 70.5 75.6 50.9 54.4 60.7 66.1
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 27, 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 : 192,353: 24,117 12,466 33,109 102,865 119,930 160,091 165,504: 32,262 26,849
Old : 192,353: 24,117 12,466 33,109 102,865 119,930 160,091 165,504: 32,262 26,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 863: 4,028 -3,400 2,178 -4,600 3,009 1,606 1,787: -743 -924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 6.5 17.2 53.5 62.3 83.2 86.0: 16.8 14.0
Old : 100.0: 12.5 6.5 17.2 53.5 62.3 83.2 86.0: 16.8 14.0
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 : 136: 33 23 36 63 67 118 111:
Old : 136: 33 23 36 63 67 118 111:
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 25.1 33.0 36.0 15.8 16.6 23.1 22.0
Old : 20.9 25.1 33.0 36.0 15.8 16.6 23.1 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 1,276,105: 98,192 81,357 605,617 487,352 546,431 1,191,161 1,233,405: 84,943 42,700
Old : 1,276,105: 98,192 81,357 605,617 487,352 546,431 1,191,161 1,233,405: 84,943 42,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -38,848: 7,679 9,620 -32,597 -13,358 -13,094 -38,277 -36,072: -571 -2,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 6.4 47.5 38.2 42.8 93.3 96.7: 6.7 3.3
Old : 100.0: 7.7 6.4 47.5 38.2 42.8 93.3 96.7: 6.7 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 : 233: 67 65 91 94 85 208 198:
Old : 233: 67 65 91 94 85 208 198:
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 28.7 44.1 42.8 6.8 5.5 8.7 8.1
Old : 31.0 28.7 44.1 42.8 6.8 5.5 8.7 8.1
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 27, 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 : 77,201: 0 7,688 8,458 60,915 56,050 69,373 72,196: 7,828 5,005
Old : 77,201: 0 7,688 8,458 60,915 56,050 69,373 72,196: 7,828 5,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 3,854: -1,806 -1,204 2,659 3,048 2,123 3,901 3,578: -47 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.0 11.0 78.9 72.6 89.9 93.5: 10.1 6.5
Old : 100.0: 0.0 10.0 11.0 78.9 72.6 89.9 93.5: 10.1 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 2 19 21 21 23:
Old : 25: 0 2 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 : 41.0 53.3 64.1 71.9 34.7 46.0 48.3 55.7
Old : 41.0 53.3 64.1 71.9 34.7 46.0 48.3 55.7
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 27, 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 : 57,314: 3,649 4,366 3,847 43,096 42,692 50,592 50,905: 6,722 6,409
Old : 57,314: 3,649 4,366 3,847 43,096 42,692 50,592 50,905: 6,722 6,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 887: -496 713 -6 2,023 888 1,521 1,595: -634 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 7.6 6.7 75.2 74.5 88.3 88.8: 11.7 11.2
Old : 100.0: 6.4 7.6 6.7 75.2 74.5 88.3 88.8: 11.7 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 : 31: 3 2 3 21 19 26 22:
Old : 31: 3 2 3 21 19 26 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 : 37.6 40.4 55.3 62.0 33.6 30.2 43.7 46.2
Old : 37.6 40.4 55.3 62.0 33.6 30.2 43.7 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 27, 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 : 128,701: 8,480 0 0 108,988 119,540 117,468 119,540: 11,233 9,161
Old : 128,701: 8,480 0 0 108,988 119,540 117,468 119,540: 11,233 9,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -440: -250 0 0 1,310 3,930 1,060 3,930: -1,500 -4,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 0.0 84.7 92.9 91.3 92.9: 8.7 7.1
Old : 100.0: 6.6 0.0 0.0 84.7 92.9 91.3 92.9: 8.7 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 : 36: 2 0 0 29 28 31 28:
Old : 36: 2 0 0 29 28 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 : 39.2 47.1 60.6 68.1 38.8 40.5 56.6 56.0
Old : 39.2 47.1 60.6 68.1 38.8 40.5 56.6 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 86,788: 11,984 2,952 0 68,820 75,692 80,804 78,644: 5,984 8,144
Old : 86,788: 11,984 2,952 0 68,820 75,692 80,804 78,644: 5,984 8,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 833: 0 0 0 957 1,361 957 1,361: -124 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 3.4 0.0 79.3 87.2 93.1 90.6: 6.9 9.4
Old : 100.0: 13.8 3.4 0.0 79.3 87.2 93.1 90.6: 6.9 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 : 36: 1 1 0 24 27 25 28:
Old : 36: 1 1 0 24 27 25 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 : 45.0 43.2 67.4 61.0 41.6 42.6 58.3 57.1
Old : 45.0 43.2 67.4 61.0 41.6 42.6 58.3 57.1
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 27, 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 : 83,878: 1,044 16,452 1,106 77,003 59,917 79,153 77,475: 4,725 6,403
Old : 83,878: 1,044 16,452 1,106 77,003 59,917 79,153 77,475: 4,725 6,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -1,033: 0 1,858 -1,127 183 -1,423 -944 -692: -89 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 19.6 1.3 91.8 71.4 94.4 92.4: 5.6 7.6
Old : 100.0: 1.2 19.6 1.3 91.8 71.4 94.4 92.4: 5.6 7.6
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 : 28: 1 5 2 18 18 21 23:
Old : 28: 1 5 2 18 18 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 : 64.1 44.3 81.8 69.8 54.1 40.6 65.8 58.5
Old : 64.1 44.3 81.8 69.8 54.1 40.6 65.8 58.5
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 27, 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 : 67,657: 5,613 9,685 3,695 52,467 48,189 61,775 61,569: 5,882 6,088
Old : 67,657: 5,613 9,685 3,695 52,467 48,189 61,775 61,569: 5,882 6,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 2,126: -1,092 -651 979 929 2,350 816 2,678: 1,310 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 14.3 5.5 77.5 71.2 91.3 91.0: 8.7 9.0
Old : 100.0: 8.3 14.3 5.5 77.5 71.2 91.3 91.0: 8.7 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 4 3 21 22 25 27:
Old : 30: 2 4 3 21 22 25 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 : 52.8 43.4 71.1 63.2 45.1 40.2 59.3 56.8
Old : 52.8 43.4 71.1 63.2 45.1 40.2 59.3 56.8
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 27, 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 : 114,926: 248 1,316 5,454 98,048 99,954 103,750 106,724: 11,176 8,202
Old : 114,926: 248 1,316 5,454 98,048 99,954 103,750 106,724: 11,176 8,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 6,095: 0 -366 606 4,978 5,611 5,584 5,851: 511 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.1 4.7 85.3 87.0 90.3 92.9: 9.7 7.1
Old : 100.0: 0.2 1.1 4.7 85.3 87.0 90.3 92.9: 9.7 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 : 40: 1 1 1 32 29 34 30:
Old : 40: 1 1 1 32 29 34 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 : 31.7 36.7 52.6 55.8 24.5 29.9 37.9 41.0
Old : 31.7 36.7 52.6 55.8 24.5 29.9 37.9 41.0
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 27, 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 : 43,513: 2,194 5,072 615 30,572 33,627 33,381 39,314: 10,132 4,199
Old : 43,513: 2,194 5,072 615 30,572 33,627 33,381 39,314: 10,132 4,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -1,257: -657 -992 0 -893 76 -1,550 -916: 293 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 11.7 1.4 70.3 77.3 76.7 90.4: 23.3 9.6
Old : 100.0: 5.0 11.7 1.4 70.3 77.3 76.7 90.4: 23.3 9.6
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 : 21: 1 1 2 15 16 17 18:
Old : 21: 1 1 2 15 16 17 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 : 43.5 40.6 62.9 63.5 29.9 34.6 38.7 50.8
Old : 43.5 40.6 62.9 63.5 29.9 34.6 38.7 50.8
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, June 27, 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 : 70,469: 0 11,129 1,537 58,702 46,540 60,239 59,206: 10,230 11,263
Old : 70,469: 0 11,129 1,537 58,702 46,540 60,239 59,206: 10,230 11,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 3,036: 0 550 0 3,358 200 3,358 750: -322 2,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.8 2.2 83.3 66.0 85.5 84.0: 14.5 16.0
Old : 100.0: 0.0 15.8 2.2 83.3 66.0 85.5 84.0: 14.5 16.0
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 : 21: 0 1 1 18 16 19 17:
Old : 21: 0 1 1 18 16 19 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 : 52.5 64.1 73.1 77.8 49.0 61.2 64.3 67.7
Old : 52.5 64.1 73.1 77.8 49.0 61.2 64.3 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 47,563: 0 5,890 2,996 38,261 31,184 41,257 40,070: 6,306 7,493
Old : 47,563: 0 5,890 2,996 38,261 31,184 41,257 40,070: 6,306 7,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 929: 0 -772 681 26 -278 707 -369: 222 1,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.4 6.3 80.4 65.6 86.7 84.2: 13.3 15.8
Old : 100.0: 0.0 12.4 6.3 80.4 65.6 86.7 84.2: 13.3 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 3 1 13 10 14 13:
Old : 20: 0 3 1 13 10 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 56.1 73.3 75.0 43.5 37.2 55.8 48.5
Old : 52.0 56.1 73.3 75.0 43.5 37.2 55.8 48.5
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 27, 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 : 103,406: 9,902 0 1,488 79,775 93,366 91,165 94,854: 12,241 8,552
Old : 103,406: 9,902 0 1,488 79,775 93,366 91,165 94,854: 12,241 8,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 1,561: 428 0 0 -181 -61 247 -61: 1,314 1,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 1.4 77.1 90.3 88.2 91.7: 11.8 8.3
Old : 100.0: 9.6 0.0 1.4 77.1 90.3 88.2 91.7: 11.8 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 : 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 : 40.3 41.1 59.5 60.2 19.4 26.6 32.8 36.9
Old : 40.3 41.1 59.5 60.2 19.4 26.6 32.8 36.9
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 27, 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 : 81,371: 0 11,655 3,045 71,592 61,319 74,637 76,019: 6,734 5,352
Old : 81,371: 0 11,655 3,045 71,592 61,319 74,637 76,019: 6,734 5,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -580: 0 2,046 -962 1,639 -651 677 433: -1,257 -1,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.3 3.7 88.0 75.4 91.7 93.4: 8.3 6.6
Old : 100.0: 0.0 14.3 3.7 88.0 75.4 91.7 93.4: 8.3 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 : 38: 0 3 2 29 27 31 30:
Old : 38: 0 3 2 29 27 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 31.5 58.8 51.4 29.0 24.8 44.1 43.5
Old : 40.5 31.5 58.8 51.4 29.0 24.8 44.1 43.5
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 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,878: 0 63 4,214 47,431 48,967 51,645 53,244: 11,233 9,634
Old : 62,878: 0 63 4,214 47,431 48,967 51,645 53,244: 11,233 9,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 440: -1,289 63 -143 1,613 551 181 471: 259 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 6.7 75.4 77.9 82.1 84.7: 17.9 15.3
Old : 100.0: 0.0 0.1 6.7 75.4 77.9 82.1 84.7: 17.9 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 18 19 19 20:
Old : 26: 0 1 1 18 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 43.3 63.1 64.1 42.3 43.3 54.7 57.6
Old : 45.0 43.3 63.1 64.1 42.3 43.3 54.7 57.6
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, June 27, 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 : 48,532: 1,488 7,990 310 44,948 40,015 46,746 48,315: 1,786 217
Old : 48,532: 1,488 7,990 310 44,948 40,015 46,746 48,315: 1,786 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 2,263: 682 620 310 1,147 1,643 2,139 2,573: 124 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 16.5 0.6 92.6 82.5 96.3 99.6: 3.7 0.4
Old : 100.0: 3.1 16.5 0.6 92.6 82.5 96.3 99.6: 3.7 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 : 32: 3 3 1 14 20 17 24:
Old : 32: 3 3 1 14 20 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 : 72.9 51.6 88.4 80.2 53.7 38.3 60.6 56.2
Old : 72.9 51.6 88.4 80.2 53.7 38.3 60.6 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 30,024: 1,922 3,556 0 27,666 25,544 29,588 29,100: 436 924
Old : 30,024: 1,922 3,556 0 27,666 25,544 29,588 29,100: 436 924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 11.8 0.0 92.1 85.1 98.5 96.9: 1.5 3.1
Old : 100.0: 6.4 11.8 0.0 92.1 85.1 98.5 96.9: 1.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 0 12 10 14 12:
Old : 22: 2 2 0 12 10 14 12:
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 : 64.3 71.0 91.2 87.5 58.5 71.0 82.4 85.7
Old : 64.3 71.0 91.2 87.5 58.5 71.0 82.4 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 189,725: 1,627 13,375 13,311 164,878 157,295 179,816 183,981: 9,909 5,744
Old : 189,725: 1,627 13,375 13,311 164,878 157,295 179,816 183,981: 9,909 5,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 571: 0 -1,321 184 -775 1,125 -591 -12: 1,162 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 7.0 7.0 86.9 82.9 94.8 97.0: 5.2 3.0
Old : 100.0: 0.9 7.0 7.0 86.9 82.9 94.8 97.0: 5.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 3 4 36 30 40 34:
Old : 41: 1 3 4 36 30 40 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 35.8 51.9 53.3 30.6 28.8 40.1 36.8
Old : 34.3 35.8 51.9 53.3 30.6 28.8 40.1 36.8
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 27, 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 : 90,661: 9,761 4,294 1,874 67,245 69,920 78,880 76,088: 11,781 14,573
Old : 90,661: 9,761 4,294 1,874 67,245 69,920 78,880 76,088: 11,781 14,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 1,991: -9 1,274 -237 2,077 -275 1,831 762: 160 1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 4.7 2.1 74.2 77.1 87.0 83.9: 13.0 16.1
Old : 100.0: 10.8 4.7 2.1 74.2 77.1 87.0 83.9: 13.0 16.1
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 : 31: 2 1 1 21 20 23 22:
Old : 31: 2 1 1 21 20 23 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 : 42.9 49.5 62.0 67.2 40.3 48.6 58.8 64.2
Old : 42.9 49.5 62.0 67.2 40.3 48.6 58.8 64.2
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 27, 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 : 67,143: 620 11,218 310 64,985 52,103 65,915 63,631: 1,228 3,512
Old : 67,143: 620 11,218 310 64,985 52,103 65,915 63,631: 1,228 3,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 124: -186 620 310 -217 -992 -93 -62: 217 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 16.7 0.5 96.8 77.6 98.2 94.8: 1.8 5.2
Old : 100.0: 0.9 16.7 0.5 96.8 77.6 98.2 94.8: 1.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 3 1 21 21 23 25:
Old : 34: 2 3 1 21 21 23 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 : 71.7 52.3 85.6 73.1 68.6 48.2 75.3 64.2
Old : 71.7 52.3 85.6 73.1 68.6 48.2 75.3 64.2
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 27, 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 : 271,164: 19,052 2,196 2,176 241,239 263,344 262,467 267,716: 8,697 3,448
Old : 271,164: 19,052 2,196 2,176 241,239 263,344 262,467 267,716: 8,697 3,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 2,103: -1,142 -8 501 4,611 1,384 3,970 1,877: -1,867 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.8 0.8 89.0 97.1 96.8 98.7: 3.2 1.3
Old : 100.0: 7.0 0.8 0.8 89.0 97.1 96.8 98.7: 3.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 5 1 3 45 45 51 48:
Old : 58: 5 1 3 45 45 51 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 35.3 53.3 54.9 29.3 32.0 41.1 44.5
Old : 37.0 35.3 53.3 54.9 29.3 32.0 41.1 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, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 160,631: 16,005 2,625 5,712 129,249 145,019 150,966 153,356: 9,665 7,275
Old : 160,631: 16,005 2,625 5,712 129,249 145,019 150,966 153,356: 9,665 7,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 4,437: 779 -341 -2 3,620 4,775 4,397 4,432: 40 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 1.6 3.6 80.5 90.3 94.0 95.5: 6.0 4.5
Old : 100.0: 10.0 1.6 3.6 80.5 90.3 94.0 95.5: 6.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 2 4 35 33 40 37:
Old : 43: 3 2 4 35 33 40 37:
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 : 31.5 53.7 51.8 70.9 27.6 51.5 41.3 63.8
Old : 31.5 53.7 51.8 70.9 27.6 51.5 41.3 63.8
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 27, 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 : 161,497: 11,295 1,712 3,307 138,764 144,651 153,366 149,670: 8,131 11,827
Old : 161,497: 11,295 1,712 3,307 138,764 144,651 153,366 149,670: 8,131 11,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 1,721: 424 -306 -151 3,765 4,625 4,038 4,168: -2,317 -2,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.1 2.0 85.9 89.6 95.0 92.7: 5.0 7.3
Old : 100.0: 7.0 1.1 2.0 85.9 89.6 95.0 92.7: 5.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 1 2 39 36 41 39:
Old : 47: 2 1 2 39 36 41 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 : 30.5 50.6 50.9 61.3 28.0 44.7 46.0 54.4
Old : 30.5 50.6 50.9 61.3 28.0 44.7 46.0 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 186,489: 16,567 31,151 12,398 151,063 133,557 180,028 177,106: 6,461 9,383
Old : 186,489: 16,567 31,151 12,398 151,063 133,557 180,028 177,106: 6,461 9,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 3,505: 2,152 -1,799 1,272 -101 3,225 3,323 2,698: 182 807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 16.7 6.6 81.0 71.6 96.5 95.0: 3.5 5.0
Old : 100.0: 8.9 16.7 6.6 81.0 71.6 96.5 95.0: 3.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 2 7 31 34 39 41:
Old : 46: 6 2 7 31 34 39 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 : 43.9 32.4 63.4 50.7 42.8 29.5 55.3 45.0
Old : 43.9 32.4 63.4 50.7 42.8 29.5 55.3 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,597: 0 3,433 370 56,995 48,265 57,365 52,068: 5,232 10,529
Old : 62,597: 0 3,433 370 56,995 48,265 57,365 52,068: 5,232 10,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 1,499: 0 120 0 -204 1,157 -204 1,277: 1,703 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 0.6 91.1 77.1 91.6 83.2: 8.4 16.8
Old : 100.0: 0.0 5.5 0.6 91.1 77.1 91.6 83.2: 8.4 16.8
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 : 29: 0 2 1 20 22 21 24:
Old : 29: 0 2 1 20 22 21 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 : 41.5 37.2 66.1 56.6 35.9 31.1 56.9 47.2
Old : 41.5 37.2 66.1 56.6 35.9 31.1 56.9 47.2
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 27, 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 : 2,650,262: 558,142 92,128 727,898 1,346,775 1,815,997 2,632,815 2,636,023: 17,447 14,239
Old : 2,650,262: 558,142 92,128 727,898 1,346,775 1,815,997 2,632,815 2,636,023: 17,447 14,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 41,572: 10,326 11,810 -7,703 35,136 33,671 37,759 37,778: 3,813 3,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 3.5 27.5 50.8 68.5 99.3 99.5: 0.7 0.5
Old : 100.0: 21.1 3.5 27.5 50.8 68.5 99.3 99.5: 0.7 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 : 162: 25 21 43 111 88 157 132:
Old : 162: 25 21 43 111 88 157 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 35.3 51.8 51.4 17.9 20.0 25.0 26.4
Old : 37.8 35.3 51.8 51.4 17.9 20.0 25.0 26.4
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 27, 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 : 617,503: 97,155 67,372 171,653 343,917 367,069 612,725 606,094: 4,778 11,409
Old : 617,503: 97,155 67,372 171,653 343,917 367,069 612,725 606,094: 4,778 11,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 48,180: 19,440 -2,384 8,280 19,532 33,624 47,252 39,520: 928 8,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 10.9 27.8 55.7 59.4 99.2 98.2: 0.8 1.8
Old : 100.0: 15.7 10.9 27.8 55.7 59.4 99.2 98.2: 0.8 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 : 71: 14 17 24 37 36 66 63:
Old : 71: 14 17 24 37 36 66 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 34.9 67.4 56.8 27.4 22.0 33.7 30.9
Old : 50.6 34.9 67.4 56.8 27.4 22.0 33.7 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 27, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 80,198: 8,947 3,412 13,083 57,122 63,046 79,152 79,541: 1,046 657
Old : 80,198: 8,947 3,412 13,083 57,122 63,046 79,152 79,541: 1,046 657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 2,012: -115 -133 574 1,080 1,300 1,538 1,741: 474 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 4.3 16.3 71.2 78.6 98.7 99.2: 1.3 0.8
Old : 100.0: 11.2 4.3 16.3 71.2 78.6 98.7 99.2: 1.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 9 5 12 40 42 54 54:
Old : 58: 9 5 12 40 42 54 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 33.6 59.5 57.7 19.9 23.0 25.2 31.3
Old : 41.1 33.6 59.5 57.7 19.9 23.0 25.2 31.3
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 27, 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 : 27,777: 1,240 4,148 296 26,115 22,930 27,651 27,374: 126 403
Old : 27,777: 1,240 4,148 296 26,115 22,930 27,651 27,374: 126 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 14.9 1.1 94.0 82.6 99.5 98.5: 0.5 1.5
Old : 100.0: 4.5 14.9 1.1 94.0 82.6 99.5 98.5: 0.5 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 : 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 : 59.1 55.5 76.7 74.1 52.6 54.1 64.6 66.2
Old : 59.1 55.5 76.7 74.1 52.6 54.1 64.6 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 16,866: 2,205 340 129 14,532 16,397 16,866 16,866: 0 0
Old : 16,866: 2,205 340 129 14,532 16,397 16,866 16,866: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -553: -172 -172 129 -510 -510 -553 -553: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 2.0 0.8 86.2 97.2 100.0 100.0: 0.0 0.0
Old : 100.0: 13.1 2.0 0.8 86.2 97.2 100.0 100.0: 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 : 27: 3 1 1 17 16 20 18:
Old : 27: 3 1 1 17 16 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 : 62.7 59.4 79.3 81.3 50.2 44.4 60.6 56.9
Old : 62.7 59.4 79.3 81.3 50.2 44.4 60.6 56.9
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 27, 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 : 15,224: 848 2,095 129 13,697 12,937 14,674 15,161: 550 63
Old : 15,224: 848 2,095 129 13,697 12,937 14,674 15,161: 550 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 867: -172 -172 129 910 910 867 867: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 13.8 0.8 90.0 85.0 96.4 99.6: 3.6 0.4
Old : 100.0: 5.6 13.8 0.8 90.0 85.0 96.4 99.6: 3.6 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 1 14 11 16 14:
Old : 22: 1 3 1 14 11 16 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 : 69.6 64.7 84.4 90.3 64.8 56.0 74.3 75.5
Old : 69.6 64.7 84.4 90.3 64.8 56.0 74.3 75.5
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 27, 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 : 24,364: 2,920 4,626 406 20,624 19,052 23,950 24,084: 414 280
Old : 24,364: 2,920 4,626 406 20,624 19,052 23,950 24,084: 414 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -60: -20 -80 20 -20 40 -20 -20: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 19.0 1.7 84.6 78.2 98.3 98.9: 1.7 1.1
Old : 100.0: 12.0 19.0 1.7 84.6 78.2 98.3 98.9: 1.7 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 : 33: 2 3 3 21 22 25 26:
Old : 33: 2 3 3 21 22 25 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 : 53.1 55.1 75.4 77.1 50.8 50.3 66.0 61.4
Old : 53.1 55.1 75.4 77.1 50.8 50.3 66.0 61.4
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 27, 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 : 27,564: 3,240 140 440 22,343 26,508 26,023 27,088: 1,541 476
Old : 27,564: 3,240 140 440 22,343 26,508 26,023 27,088: 1,541 476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 44: 0 0 0 64 -6 64 -6: -20 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 0.5 1.6 81.1 96.2 94.4 98.3: 5.6 1.7
Old : 100.0: 11.8 0.5 1.6 81.1 96.2 94.4 98.3: 5.6 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 : 32: 2 1 2 23 26 26 28:
Old : 32: 2 1 2 23 26 26 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 : 45.7 45.3 65.4 71.8 32.4 37.6 44.3 53.1
Old : 45.7 45.3 65.4 71.8 32.4 37.6 44.3 53.1
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 27, 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 : 13,282: 460 380 1,096 11,032 11,366 12,588 12,842: 694 440
Old : 13,282: 460 380 1,096 11,032 11,366 12,588 12,842: 694 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -60: 0 0 0 -60 -60 -60 -60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.9 8.3 83.1 85.6 94.8 96.7: 5.2 3.3
Old : 100.0: 3.5 2.9 8.3 83.1 85.6 94.8 96.7: 5.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 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 : 67.3 68.2 84.4 89.3 63.1 62.8 71.9 72.4
Old : 67.3 68.2 84.4 89.3 63.1 62.8 71.9 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 1,591,677: 178,071 111,522 490,516 859,989 913,848 1,528,576 1,515,886: 63,100 75,790
Old : 1,591,677: 178,071 111,522 490,516 859,989 913,848 1,528,576 1,515,886: 63,100 75,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 31,476: 12,875 -9,005 18,198 -5,710 17,372 25,363 26,566: 6,114 4,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 7.0 30.8 54.0 57.4 96.0 95.2: 4.0 4.8
Old : 100.0: 11.2 7.0 30.8 54.0 57.4 96.0 95.2: 4.0 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 : 327: 100 111 141 87 103 269 281:
Old : 327: 100 111 141 87 103 269 281:
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 : 18.9 18.4 30.2 28.6 7.7 6.0 11.8 9.6
Old : 18.9 18.4 30.2 28.6 7.7 6.0 11.8 9.6
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 27, 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 : 20,576: 11,954 9,371 1,436 0 362 13,390 11,169: 7,186 9,407
Old : 20,576: 11,954 9,371 1,436 0 362 13,390 11,169: 7,186 9,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -1,801: -71 -3,253 -686 0 362 -757 -3,577: -1,044 1,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 45.5 7.0 0.0 1.8 65.1 54.3: 34.9 45.7
Old : 100.0: 58.1 45.5 7.0 0.0 1.8 65.1 54.3: 34.9 45.7
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: 10 14 7 0 1 15 17:
Old : 25: 10 14 7 0 1 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 : 38.8 20.2 54.0 35.8 38.7 19.9 53.6 34.7
Old : 38.8 20.2 54.0 35.8 38.7 19.9 53.6 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 13,149: 7,380 2,535 460 2,943 9,513 10,783 12,508: 2,366 641
Old : 13,149: 7,380 2,535 460 2,943 9,513 10,783 12,508: 2,366 641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -532: 10 527 -225 52 -372 -163 -70: -369 -462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 19.3 3.5 22.4 72.3 82.0 95.1: 18.0 4.9
Old : 100.0: 56.1 19.3 3.5 22.4 72.3 82.0 95.1: 18.0 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 : 95: 49 9 7 16 22 70 35:
Old : 95: 49 9 7 16 22 70 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 : 31.3 41.1 43.8 62.0 31.3 41.1 43.8 61.9
Old : 31.3 41.1 43.8 62.0 31.3 41.1 43.8 61.9
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 27, 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 : 8,093: 3,336 1,968 219 2,418 4,770 5,973 6,957: 2,120 1,136
Old : 8,093: 3,336 1,968 219 2,418 4,770 5,973 6,957: 2,120 1,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 713: 112 -50 215 312 502 639 667: 74 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 24.3 2.7 29.9 58.9 73.8 86.0: 26.2 14.0
Old : 100.0: 41.2 24.3 2.7 29.9 58.9 73.8 86.0: 26.2 14.0
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 : 51: 19 4 2 15 21 35 27:
Old : 51: 19 4 2 15 21 35 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 : 17.2 38.7 31.0 56.7 17.2 38.4 31.0 56.3
Old : 17.2 38.7 31.0 56.7 17.2 38.4 31.0 56.3
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 27, 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 : 108,667: 19,969 6,572 17,130 52,195 72,732 89,294 96,435: 19,373 12,232
Old : 108,667: 19,969 6,572 17,130 52,195 72,732 89,294 96,435: 19,373 12,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: -2,077: 7,298 -246 -5,959 -5,705 3,033 -4,365 -3,171: 2,288 1,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.0 15.8 48.0 66.9 82.2 88.7: 17.8 11.3
Old : 100.0: 18.4 6.0 15.8 48.0 66.9 82.2 88.7: 17.8 11.3
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 : 129: 43 20 29 53 60 110 95:
Old : 129: 43 20 29 53 60 110 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 : 22.8 21.5 33.5 34.4 21.8 17.1 29.1 26.3
Old : 22.8 21.5 33.5 34.4 21.8 17.1 29.1 26.3
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 27, 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 : 50,591: 9,338 199 2,764 34,517 42,661 46,619 45,624: 3,972 4,967
Old : 50,591: 9,338 199 2,764 34,517 42,661 46,619 45,624: 3,972 4,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2006 :
: 731: 0 -496 -273 476 590 203 -179: 528 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 0.4 5.5 68.2 84.3 92.1 90.2: 7.9 9.8
Old : 100.0: 18.5 0.4 5.5 68.2 84.3 92.1 90.2: 7.9 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 9 1 7 29 33 41 40:
Old : 50: 9 1 7 29 33 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 33.7 62.1 51.3 28.7 19.2 36.2 27.9
Old : 44.6 33.7 62.1 51.3 28.7 19.2 36.2 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 30, 2006