NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,003: 1,080 1,180 0 4,177 4,360 5,257 5,540: 746 463
Old : 6,003: 1,080 1,180 0 4,177 4,360 5,257 5,540: 746 463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 25: 0 0 0 25 0 25 0: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 19.7 0.0 69.6 72.6 87.6 92.3: 12.4 7.7
Old : 100.0: 18.0 19.7 0.0 69.6 72.6 87.6 92.3: 12.4 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 0 16 20 17 21:
Old : 25: 1 1 0 16 20 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 57.8 70.6 74.7 49.9 55.0 59.6 66.7
Old : 54.3 57.8 70.6 74.7 49.9 55.0 59.6 66.7
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, July 3, 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 : 187,977: 25,929 13,643 29,604 100,488 118,357 156,021 161,603: 31,956 26,374
Old : 187,977: 25,929 13,643 29,604 100,488 118,357 156,021 161,603: 31,956 26,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -4,376: 1,811 1,177 -3,506 -2,376 -1,573 -4,071 -3,901: -305 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 7.3 15.7 53.5 63.0 83.0 86.0: 17.0 14.0
Old : 100.0: 13.8 7.3 15.7 53.5 63.0 83.0 86.0: 17.0 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 : 130: 37 22 34 59 62 113 104:
Old : 130: 37 22 34 59 62 113 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 25.9 35.2 37.0 16.1 16.4 24.1 22.5
Old : 22.2 25.9 35.2 37.0 16.1 16.4 24.1 22.5
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, July 3, 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 : 1,273,955: 98,730 82,553 601,029 494,693 548,691 1,194,452 1,232,274: 79,504 41,682
Old : 1,273,955: 98,730 82,553 601,029 494,693 548,691 1,194,452 1,232,274: 79,504 41,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -2,149: 537 1,196 -4,588 7,341 2,261 3,291 -1,131: -5,440 -1,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 6.5 47.2 38.8 43.1 93.8 96.7: 6.2 3.3
Old : 100.0: 7.7 6.5 47.2 38.8 43.1 93.8 96.7: 6.2 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 : 231: 67 65 92 93 83 208 197:
Old : 231: 67 65 92 93 83 208 197:
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 42.9 6.8 5.6 8.8 8.3
Old : 31.0 28.7 44.1 42.9 6.8 5.6 8.8 8.3
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, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 72,708: 0 7,896 7,936 57,233 51,917 65,169 67,749: 7,539 4,959
Old : 72,708: 0 7,896 7,936 57,233 51,917 65,169 67,749: 7,539 4,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -4,493: 0 208 -522 -3,682 -4,133 -4,204 -4,447: -289 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.9 10.9 78.7 71.4 89.6 93.2: 10.4 6.8
Old : 100.0: 0.0 10.9 10.9 78.7 71.4 89.6 93.2: 10.4 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 18 19 20 21:
Old : 24: 0 2 2 18 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 54.0 64.6 73.2 34.7 46.3 49.1 55.6
Old : 40.7 54.0 64.6 73.2 34.7 46.3 49.1 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 49,593: 3,730 1,366 3,217 36,897 38,048 43,844 42,631: 5,749 6,962
Old : 49,593: 3,730 1,366 3,217 36,897 38,048 43,844 42,631: 5,749 6,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -7,721: 81 -3,000 -630 -6,199 -4,644 -6,748 -8,274: -973 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 2.8 6.5 74.4 76.7 88.4 86.0: 11.6 14.0
Old : 100.0: 7.5 2.8 6.5 74.4 76.7 88.4 86.0: 11.6 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 : 30: 4 1 4 21 17 26 21:
Old : 30: 4 1 4 21 17 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 40.4 57.2 60.2 31.9 30.9 42.0 45.0
Old : 38.8 40.4 57.2 60.2 31.9 30.9 42.0 45.0
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, July 3, 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 : 118,992: 7,426 0 0 101,637 108,660 109,063 108,660: 9,929 10,332
Old : 118,992: 7,426 0 0 101,637 108,660 109,063 108,660: 9,929 10,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -9,709: -1,054 0 0 -7,351 -10,880 -8,405 -10,880: -1,304 1,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.0 0.0 85.4 91.3 91.7 91.3: 8.3 8.7
Old : 100.0: 6.2 0.0 0.0 85.4 91.3 91.7 91.3: 8.3 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 0 0 28 25 30 25:
Old : 34: 2 0 0 28 25 30 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 : 40.2 47.0 62.2 68.2 39.8 40.0 58.0 55.0
Old : 40.2 47.0 62.2 68.2 39.8 40.0 58.0 55.0
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, July 3, 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 : 88,338: 11,984 2,952 0 70,370 77,118 82,354 80,070: 5,984 8,268
Old : 88,338: 11,984 2,952 0 70,370 77,118 82,354 80,070: 5,984 8,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 1,550: 0 0 0 1,550 1,426 1,550 1,426: 0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 3.3 0.0 79.7 87.3 93.2 90.6: 6.8 9.4
Old : 100.0: 13.6 3.3 0.0 79.7 87.3 93.2 90.6: 6.8 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 : 45.6 44.8 68.0 62.3 41.7 44.1 60.4 58.4
Old : 45.6 44.8 68.0 62.3 41.7 44.1 60.4 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 79,494: 734 13,754 3,308 70,218 56,514 74,260 73,576: 5,234 5,918
Old : 79,494: 734 13,754 3,308 70,218 56,514 74,260 73,576: 5,234 5,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -4,384: -310 -2,698 2,202 -6,785 -3,403 -4,893 -3,899: 509 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 17.3 4.2 88.3 71.1 93.4 92.6: 6.6 7.4
Old : 100.0: 0.9 17.3 4.2 88.3 71.1 93.4 92.6: 6.6 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 : 27: 1 5 2 19 17 22 22:
Old : 27: 1 5 2 19 17 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 47.3 76.8 71.3 52.7 41.4 61.8 55.5
Old : 60.1 47.3 76.8 71.3 52.7 41.4 61.8 55.5
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, July 3, 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 : 59,870: 4,154 6,523 4,212 46,461 42,867 54,827 53,602: 5,043 6,268
Old : 59,870: 4,154 6,523 4,212 46,461 42,867 54,827 53,602: 5,043 6,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -7,787: -1,459 -3,162 517 -6,006 -5,322 -6,948 -7,967: -839 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 10.9 7.0 77.6 71.6 91.6 89.5: 8.4 10.5
Old : 100.0: 6.9 10.9 7.0 77.6 71.6 91.6 89.5: 8.4 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 51.9 40.0 71.0 61.1 44.5 36.7 57.5 50.4
Old : 51.9 40.0 71.0 61.1 44.5 36.7 57.5 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 120,152: 248 3,896 4,745 105,447 103,309 110,440 111,950: 9,712 8,202
Old : 120,152: 248 3,896 4,745 105,447 103,309 110,440 111,950: 9,712 8,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 5,226: 0 2,580 -709 7,399 3,355 6,690 5,226: -1,464 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.2 3.9 87.8 86.0 91.9 93.2: 8.1 6.8
Old : 100.0: 0.2 3.2 3.9 87.8 86.0 91.9 93.2: 8.1 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 1 1 34 30 36 31:
Old : 41: 1 1 1 34 30 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 40.6 53.1 59.1 25.4 28.2 40.3 41.1
Old : 33.8 40.6 53.1 59.1 25.4 28.2 40.3 41.1
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, July 3, 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 : 39,449: 0 4,646 187 29,069 30,699 29,256 35,532: 10,193 3,917
Old : 39,449: 0 4,646 187 29,069 30,699 29,256 35,532: 10,193 3,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -4,064: -2,194 -426 -428 -1,503 -2,928 -4,125 -3,782: 61 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.8 0.5 73.7 77.8 74.2 90.1: 25.8 9.9
Old : 100.0: 0.0 11.8 0.5 73.7 77.8 74.2 90.1: 25.8 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 15 16 16 17:
Old : 20: 0 1 1 15 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 40.0 61.7 63.9 29.9 33.5 36.9 50.2
Old : 45.2 40.0 61.7 63.9 29.9 33.5 36.9 50.2
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, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 72,609: 0 12,267 1,537 60,988 46,892 62,525 60,696: 10,084 11,913
Old : 72,609: 0 12,267 1,537 60,988 46,892 62,525 60,696: 10,084 11,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 2,140: 0 1,138 0 2,286 352 2,286 1,490: -146 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.9 2.1 84.0 64.6 86.1 83.6: 13.9 16.4
Old : 100.0: 0.0 16.9 2.1 84.0 64.6 86.1 83.6: 13.9 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 19 17 20 18:
Old : 22: 0 1 1 19 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 : 53.9 63.7 73.9 77.1 50.5 61.0 65.4 67.4
Old : 53.9 63.7 73.9 77.1 50.5 61.0 65.4 67.4
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, July 3, 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 : 43,939: 0 4,437 3,430 35,068 29,118 38,498 36,985: 5,441 6,954
Old : 43,939: 0 4,437 3,430 35,068 29,118 38,498 36,985: 5,441 6,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -3,624: 0 -1,453 434 -3,193 -2,066 -2,759 -3,085: -865 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.1 7.8 79.8 66.3 87.6 84.2: 12.4 15.8
Old : 100.0: 0.0 10.1 7.8 79.8 66.3 87.6 84.2: 12.4 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 : 53.1 55.7 74.2 76.1 43.8 33.9 56.0 47.3
Old : 53.1 55.7 74.2 76.1 43.8 33.9 56.0 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 90,144: 10,522 0 0 69,613 84,213 80,135 84,213: 10,009 5,931
Old : 90,144: 10,522 0 0 69,613 84,213 80,135 84,213: 10,009 5,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -13,262: 620 0 -1,488 -10,162 -9,153 -11,030 -10,641: -2,232 -2,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 0.0 0.0 77.2 93.4 88.9 93.4: 11.1 6.6
Old : 100.0: 11.7 0.0 0.0 77.2 93.4 88.9 93.4: 11.1 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 0 25 24 27 24:
Old : 29: 2 0 0 25 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 : 38.4 43.8 57.8 64.0 21.8 26.5 33.4 37.8
Old : 38.4 43.8 57.8 64.0 21.8 26.5 33.4 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 81,860: 0 15,053 2,065 72,447 59,446 74,512 76,564: 7,348 5,296
Old : 81,860: 0 15,053 2,065 72,447 59,446 74,512 76,564: 7,348 5,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 489: 0 3,398 -980 855 -1,873 -125 545: 614 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.4 2.5 88.5 72.6 91.0 93.5: 9.0 6.5
Old : 100.0: 0.0 18.4 2.5 88.5 72.6 91.0 93.5: 9.0 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 : 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 : 40.2 34.0 58.5 54.0 29.1 28.9 44.0 47.5
Old : 40.2 34.0 58.5 54.0 29.1 28.9 44.0 47.5
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, July 3, 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 : 63,482: 0 361 4,307 47,911 49,180 52,218 53,848: 11,264 9,634
Old : 63,482: 0 361 4,307 47,911 49,180 52,218 53,848: 11,264 9,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 604: 0 298 93 480 213 573 604: 31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 6.8 75.5 77.5 82.3 84.8: 17.7 15.2
Old : 100.0: 0.0 0.6 6.8 75.5 77.5 82.3 84.8: 17.7 15.2
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 : 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 : 44.7 42.9 63.4 64.3 41.9 42.9 54.8 57.2
Old : 44.7 42.9 63.4 64.3 41.9 42.9 54.8 57.2
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, July 3, 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 : 178,945: 0 10,841 15,168 153,460 145,829 168,628 171,838: 10,317 7,107
Old : 178,945: 0 10,841 15,168 153,460 145,829 168,628 171,838: 10,317 7,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -10,780: -1,627 -2,534 1,857 -11,418 -11,466 -11,188 -12,143: 408 1,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 8.5 85.8 81.5 94.2 96.0: 5.8 4.0
Old : 100.0: 0.0 6.1 8.5 85.8 81.5 94.2 96.0: 5.8 4.0
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 : 39: 0 4 4 34 28 38 32:
Old : 39: 0 4 4 34 28 38 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 33.0 49.8 51.4 29.1 25.6 39.4 34.8
Old : 33.3 33.0 49.8 51.4 29.1 25.6 39.4 34.8
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, July 3, 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 : 81,677: 10,291 4,294 1,341 60,008 62,606 71,640 68,241: 10,037 13,436
Old : 81,677: 10,291 4,294 1,341 60,008 62,606 71,640 68,241: 10,037 13,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -8,984: 530 0 -533 -7,237 -7,314 -7,240 -7,847: -1,744 -1,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 5.3 1.6 73.5 76.7 87.7 83.5: 12.3 16.5
Old : 100.0: 12.6 5.3 1.6 73.5 76.7 87.7 83.5: 12.3 16.5
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 1 1 21 19 23 21:
Old : 30: 2 1 1 21 19 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 48.2 65.0 65.8 43.2 47.1 61.9 62.2
Old : 46.1 48.2 65.0 65.8 43.2 47.1 61.9 62.2
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, July 3, 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 : 62,096: 0 8,180 0 61,209 52,242 61,209 60,422: 887 1,674
Old : 62,096: 0 8,180 0 61,209 52,242 61,209 60,422: 887 1,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -5,047: -620 -3,038 -310 -3,776 139 -4,706 -3,209: -341 -1,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.2 0.0 98.6 84.1 98.6 97.3: 1.4 2.7
Old : 100.0: 0.0 13.2 0.0 98.6 84.1 98.6 97.3: 1.4 2.7
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 : 24: 0 2 0 16 17 16 19:
Old : 24: 0 2 0 16 17 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 53.7 89.5 76.2 73.4 50.9 79.8 69.3
Old : 77.3 53.7 89.5 76.2 73.4 50.9 79.8 69.3
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, July 3, 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 : 255,796: 16,049 2,196 2,500 227,965 247,877 246,514 252,573: 9,282 3,223
Old : 255,796: 16,049 2,196 2,500 227,965 247,877 246,514 252,573: 9,282 3,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -15,368: -3,003 0 324 -13,274 -15,467 -15,953 -15,143: 585 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.9 1.0 89.1 96.9 96.4 98.7: 3.6 1.3
Old : 100.0: 6.3 0.9 1.0 89.1 96.9 96.4 98.7: 3.6 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 : 54: 4 1 3 41 44 46 47:
Old : 54: 4 1 3 41 44 46 47:
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 37.3 54.3 57.4 31.9 34.2 42.9 47.4
Old : 38.5 37.3 54.3 57.4 31.9 34.2 42.9 47.4
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, July 3, 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 : 150,775: 14,992 1,484 5,476 120,899 136,001 141,367 142,961: 9,408 7,814
Old : 150,775: 14,992 1,484 5,476 120,899 136,001 141,367 142,961: 9,408 7,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -9,856: -1,013 -1,141 -236 -8,350 -9,018 -9,599 -10,395: -257 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 1.0 3.6 80.2 90.2 93.8 94.8: 6.2 5.2
Old : 100.0: 9.9 1.0 3.6 80.2 90.2 93.8 94.8: 6.2 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 1 3 35 32 39 35:
Old : 42: 3 1 3 35 32 39 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 : 31.8 54.6 51.8 71.7 27.6 53.2 41.1 63.4
Old : 31.8 54.6 51.8 71.7 27.6 53.2 41.1 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 152,044: 10,017 1,712 2,278 133,080 138,307 145,375 142,297: 6,669 9,747
Old : 152,044: 10,017 1,712 2,278 133,080 138,307 145,375 142,297: 6,669 9,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -9,453: -1,278 0 -1,029 -5,684 -6,344 -7,991 -7,373: -1,462 -2,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.1 1.5 87.5 91.0 95.6 93.6: 4.4 6.4
Old : 100.0: 6.6 1.1 1.5 87.5 91.0 95.6 93.6: 4.4 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 : 47: 2 1 2 38 36 40 39:
Old : 47: 2 1 2 38 36 40 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 : 29.4 52.7 50.9 62.5 27.5 46.0 46.1 54.5
Old : 29.4 52.7 50.9 62.5 27.5 46.0 46.1 54.5
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, July 3, 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 : 169,084: 13,760 17,608 17,375 132,879 124,786 164,014 159,769: 5,070 9,315
Old : 169,084: 13,760 17,608 17,375 132,879 124,786 164,014 159,769: 5,070 9,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -17,405: -2,807 -13,543 4,977 -18,184 -8,771 -16,014 -17,337: -1,391 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 10.4 10.3 78.6 73.8 97.0 94.5: 3.0 5.5
Old : 100.0: 8.1 10.4 10.3 78.6 73.8 97.0 94.5: 3.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 2 7 31 33 39 40:
Old : 45: 6 2 7 31 33 39 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 31.6 62.4 49.5 39.0 28.1 51.3 42.1
Old : 42.0 31.6 62.4 49.5 39.0 28.1 51.3 42.1
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, July 3, 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 : 56,259: 0 2,232 184 50,899 41,222 51,083 43,638: 5,176 12,621
Old : 56,259: 0 2,232 184 50,899 41,222 51,083 43,638: 5,176 12,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -6,338: 0 -1,201 -186 -6,096 -7,043 -6,282 -8,430: -56 2,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 0.3 90.5 73.3 90.8 77.6: 9.2 22.4
Old : 100.0: 0.0 4.0 0.3 90.5 73.3 90.8 77.6: 9.2 22.4
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: 0 1 1 17 18 18 19:
Old : 23: 0 1 1 17 18 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 38.8 69.3 59.1 38.2 30.7 59.8 48.9
Old : 42.5 38.8 69.3 59.1 38.2 30.7 59.8 48.9
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, July 3, 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 : 2,524,182: 522,931 87,462 709,506 1,273,631 1,713,608 2,506,068 2,510,576: 18,114 13,606
Old : 2,524,182: 522,931 87,462 709,506 1,273,631 1,713,608 2,506,068 2,510,576: 18,114 13,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -126,080: -35,211 -4,666 -18,392 -73,144 -102,389 -126,747 -125,447: 667 -633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 3.5 28.1 50.5 67.9 99.3 99.5: 0.7 0.5
Old : 100.0: 20.7 3.5 28.1 50.5 67.9 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 : 142: 27 15 38 97 78 136 120:
Old : 142: 27 15 38 97 78 136 120:
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 37.0 51.6 53.5 17.0 21.6 24.3 28.0
Old : 37.0 37.0 51.6 53.5 17.0 21.6 24.3 28.0
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, July 3, 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 : 569,098: 83,514 59,129 163,098 319,433 343,211 566,045 565,438: 3,053 3,660
Old : 569,098: 83,514 59,129 163,098 319,433 343,211 566,045 565,438: 3,053 3,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -48,405: -13,641 -8,243 -8,555 -24,484 -23,858 -46,680 -40,656: -1,725 -7,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 10.4 28.7 56.1 60.3 99.5 99.4: 0.5 0.6
Old : 100.0: 14.7 10.4 28.7 56.1 60.3 99.5 99.4: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 10 18 22 34 32 59 58:
Old : 63: 10 18 22 34 32 59 58:
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 34.8 70.4 55.1 33.5 22.5 37.9 34.0
Old : 52.8 34.8 70.4 55.1 33.5 22.5 37.9 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 71,315: 8,743 3,114 10,444 51,154 56,855 70,341 70,413: 974 902
Old : 71,315: 8,743 3,114 10,444 51,154 56,855 70,341 70,413: 974 902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -8,883: -203 -298 -2,639 -5,968 -6,191 -8,811 -9,127: -72 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 4.4 14.6 71.7 79.7 98.6 98.7: 1.4 1.3
Old : 100.0: 12.3 4.4 14.6 71.7 79.7 98.6 98.7: 1.4 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 : 53: 7 6 10 38 37 50 48:
Old : 53: 7 6 10 38 37 50 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 34.6 58.9 58.7 23.1 24.5 28.5 33.9
Old : 41.2 34.6 58.9 58.7 23.1 24.5 28.5 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 27,817: 1,240 4,228 296 26,155 22,846 27,691 27,370: 126 447
Old : 27,817: 1,240 4,228 296 26,155 22,846 27,691 27,370: 126 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 40: 0 80 0 40 -84 40 -4: 0 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 15.2 1.1 94.0 82.1 99.5 98.4: 0.5 1.6
Old : 100.0: 4.5 15.2 1.1 94.0 82.1 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 : 39: 1 5 1 26 24 27 30:
Old : 39: 1 5 1 26 24 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 55.4 76.6 73.9 52.5 54.1 64.7 66.1
Old : 59.0 55.4 76.6 73.9 52.5 54.1 64.7 66.1
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, July 3, 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 : 16,946: 2,285 340 129 14,488 16,477 16,902 16,946: 44 0
Old : 16,946: 2,285 340 129 14,488 16,477 16,902 16,946: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 80: 80 0 0 -44 80 36 80: 44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 2.0 0.8 85.5 97.2 99.7 100.0: 0.3 0.0
Old : 100.0: 13.5 2.0 0.8 85.5 97.2 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 1 1 17 18 21 20:
Old : 29: 4 1 1 17 18 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 58.6 78.9 80.4 50.4 44.2 60.8 56.9
Old : 62.4 58.6 78.9 80.4 50.4 44.2 60.8 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, July 3, 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 : 15,415: 848 2,095 129 13,845 13,171 14,822 15,395: 593 20
Old : 15,415: 848 2,095 129 13,845 13,171 14,822 15,395: 593 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 191: 0 0 0 148 234 148 234: 43 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 13.6 0.8 89.8 85.4 96.2 99.9: 3.8 0.1
Old : 100.0: 5.5 13.6 0.8 89.8 85.4 96.2 99.9: 3.8 0.1
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 : 23: 1 3 1 15 11 17 14:
Old : 23: 1 3 1 15 11 17 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 : 69.2 65.2 84.0 90.7 64.2 56.3 73.5 75.5
Old : 69.2 65.2 84.0 90.7 64.2 56.3 73.5 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, July 3, 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 : 23,138: 2,980 4,492 230 19,394 18,136 22,604 22,858: 534 280
Old : 23,138: 2,980 4,492 230 19,394 18,136 22,604 22,858: 534 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -1,226: 60 -134 -176 -1,230 -916 -1,346 -1,226: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 19.4 1.0 83.8 78.4 97.7 98.8: 2.3 1.2
Old : 100.0: 12.9 19.4 1.0 83.8 78.4 97.7 98.8: 2.3 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 : 30: 2 3 2 18 20 21 24:
Old : 30: 2 3 2 18 20 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 : 53.9 55.6 76.6 78.1 51.9 51.7 66.6 62.5
Old : 53.9 55.6 76.6 78.1 51.9 51.7 66.6 62.5
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, July 3, 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 : 26,839: 3,210 140 430 21,733 25,395 25,373 25,965: 1,466 874
Old : 26,839: 3,210 140 430 21,733 25,395 25,373 25,965: 1,466 874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -725: -30 0 -10 -610 -1,113 -650 -1,123: -75 398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 0.5 1.6 81.0 94.6 94.5 96.7: 5.5 3.3
Old : 100.0: 12.0 0.5 1.6 81.0 94.6 94.5 96.7: 5.5 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 : 31: 2 1 2 21 24 24 26:
Old : 31: 2 1 2 21 24 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 : 46.5 45.5 66.3 72.4 32.6 37.9 45.3 54.2
Old : 46.5 45.5 66.3 72.4 32.6 37.9 45.3 54.2
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, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,934: 420 356 1,080 10,934 11,098 12,434 12,534: 500 400
Old : 12,934: 420 356 1,080 10,934 11,098 12,434 12,534: 500 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -348: -40 -24 -16 -98 -268 -154 -308: -194 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 2.8 8.4 84.5 85.8 96.1 96.9: 3.9 3.1
Old : 100.0: 3.2 2.8 8.4 84.5 85.8 96.1 96.9: 3.9 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 : 21: 1 1 1 14 14 16 15:
Old : 21: 1 1 1 14 14 16 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 : 67.9 68.2 85.3 88.5 63.8 62.0 72.7 71.4
Old : 67.9 68.2 85.3 88.5 63.8 62.0 72.7 71.4
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, July 3, 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 : 1,635,218: 191,304 103,920 509,931 864,384 939,080 1,565,620 1,552,931: 69,599 82,287
Old : 1,635,218: 191,304 103,920 509,931 864,384 939,080 1,565,620 1,552,931: 69,599 82,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 43,541: 13,234 -7,602 19,414 4,395 25,233 37,043 37,045: 6,498 6,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 6.4 31.2 52.9 57.4 95.7 95.0: 4.3 5.0
Old : 100.0: 11.7 6.4 31.2 52.9 57.4 95.7 95.0: 4.3 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 : 330: 109 105 140 89 102 275 279:
Old : 330: 109 105 140 89 102 275 279:
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 : 18.7 18.1 29.7 28.2 7.6 5.7 11.7 9.2
Old : 18.7 18.1 29.7 28.2 7.6 5.7 11.7 9.2
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, July 3, 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 : 30,308: 19,941 14,240 3,317 0 728 23,258 18,285: 7,050 12,023
Old : 30,308: 19,941 14,240 3,317 0 728 23,258 18,285: 7,050 12,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 9,732: 7,987 4,869 1,881 0 366 9,868 7,116: -136 2,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 47.0 10.9 0.0 2.4 76.7 60.3: 23.3 39.7
Old : 100.0: 65.8 47.0 10.9 0.0 2.4 76.7 60.3: 23.3 39.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 18 14 9 0 1 23 20:
Old : 34: 18 14 9 0 1 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 30.1 50.1 44.2 34.5 24.8 49.4 37.4
Old : 34.6 30.1 50.1 44.2 34.5 24.8 49.4 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 13,423: 7,635 2,734 418 2,837 9,553 10,890 12,705: 2,533 718
Old : 13,423: 7,635 2,734 418 2,837 9,553 10,890 12,705: 2,533 718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 274: 255 199 -42 -106 40 107 197: 167 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 20.4 3.1 21.1 71.2 81.1 94.7: 18.9 5.3
Old : 100.0: 56.9 20.4 3.1 21.1 71.2 81.1 94.7: 18.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 49 11 5 15 24 68 39:
Old : 101: 49 11 5 15 24 68 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 : 32.6 39.9 43.0 60.9 32.6 39.9 43.0 60.9
Old : 32.6 39.9 43.0 60.9 32.6 39.9 43.0 60.9
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, July 3, 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 : 7,338: 3,425 1,238 3 1,841 5,171 5,269 6,412: 2,069 926
Old : 7,338: 3,425 1,238 3 1,841 5,171 5,269 6,412: 2,069 926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -755: 89 -730 -216 -577 401 -704 -545: -51 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 16.9 0.0 25.1 70.5 71.8 87.4: 28.2 12.6
Old : 100.0: 46.7 16.9 0.0 25.1 70.5 71.8 87.4: 28.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 20 4 1 11 18 31 23:
Old : 50: 20 4 1 11 18 31 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 : 19.2 39.7 33.9 62.1 19.2 39.7 33.9 62.1
Old : 19.2 39.7 33.9 62.1 19.2 39.7 33.9 62.1
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, July 3, 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 : 109,639: 23,705 3,933 17,531 49,527 75,891 90,763 97,355: 18,875 12,284
Old : 109,639: 23,705 3,933 17,531 49,527 75,891 90,763 97,355: 18,875 12,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 972: 3,737 -2,639 400 -2,668 3,159 1,469 920: -497 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 3.6 16.0 45.2 69.2 82.8 88.8: 17.2 11.2
Old : 100.0: 21.6 3.6 16.0 45.2 69.2 82.8 88.8: 17.2 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 : 127: 46 15 28 48 60 105 93:
Old : 127: 46 15 28 48 60 105 93:
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 : 23.2 22.8 33.7 37.1 22.3 18.5 30.1 29.5
Old : 23.2 22.8 33.7 37.1 22.3 18.5 30.1 29.5
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, July 3, 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 : 50,886: 8,442 574 2,943 36,302 43,480 47,687 46,997: 3,198 3,888
Old : 50,886: 8,442 574 2,943 36,302 43,480 47,687 46,997: 3,198 3,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 295: -896 375 179 1,786 820 1,069 1,374: -774 -1,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 1.1 5.8 71.3 85.4 93.7 92.4: 6.3 7.6
Old : 100.0: 16.6 1.1 5.8 71.3 85.4 93.7 92.4: 6.3 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 : 53: 7 4 6 32 35 44 41:
Old : 53: 7 4 6 32 35 44 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 34.3 60.4 51.5 27.1 17.2 34.7 25.7
Old : 43.9 34.3 60.4 51.5 27.1 17.2 34.7 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2006