NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 5,988: 1,080 1,180 0 4,232 4,174 5,312 5,354: 676 634
Old : 5,988: 1,080 1,180 0 4,232 4,174 5,312 5,354: 676 634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 42: 0 0 0 195 42 195 42: -153 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 19.7 0.0 70.7 69.7 88.7 89.4: 11.3 10.6
Old : 100.0: 18.0 19.7 0.0 70.7 69.7 88.7 89.4: 11.3 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 0 18 19 19 20:
Old : 25: 1 1 0 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 : 53.9 56.5 74.3 73.3 48.7 48.3 58.2 59.2
Old : 53.9 56.5 74.3 73.3 48.7 48.3 58.2 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 METRIC TONS) :
: : :
All : 2,260: 50 45 0 1,480 1,525 1,530 1,570: 730 690
Old : 2,260: 50 45 0 1,480 1,525 1,530 1,570: 730 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 205: -10 0 0 15 45 5 45: 200 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 2.0 0.0 65.5 67.5 67.7 69.5: 32.3 30.5
Old : 100.0: 2.2 2.0 0.0 65.5 67.5 67.7 69.5: 32.3 30.5
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 : 21: 2 1 0 16 16 18 17:
Old : 21: 2 1 0 16 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 34.5 52.7 53.4 17.6 18.8 23.7 27.0
Old : 35.3 34.5 52.7 53.4 17.6 18.8 23.7 27.0
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 25, 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 : 207,150: 19,268 12,736 36,600 116,021 127,645 171,890 176,982: 35,260 30,169
Old : 207,150: 19,268 12,736 36,600 116,021 127,645 171,890 176,982: 35,260 30,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -4,371: -9,899 604 1,601 4,708 -8,252 -3,591 -6,048: -780 1,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 6.1 17.7 56.0 61.6 83.0 85.4: 17.0 14.6
Old : 100.0: 9.3 6.1 17.7 56.0 61.6 83.0 85.4: 17.0 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 27 33 36 66 75 119 122:
Old : 142: 27 33 36 66 75 119 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 24.7 35.4 33.0 14.5 12.6 21.1 17.2
Old : 22.0 24.7 35.4 33.0 14.5 12.6 21.1 17.2
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 25, 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 : 1,385,753: 98,134 76,706 669,288 534,938 595,527 1,302,360 1,341,521: 83,393 44,232
Old : 1,385,753: 98,134 76,706 669,288 534,938 595,527 1,302,360 1,341,521: 83,393 44,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 15,488: -7,751 -13,079 24,504 1,432 4,356 18,185 15,781: -2,697 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 5.5 48.3 38.6 43.0 94.0 96.8: 6.0 3.2
Old : 100.0: 7.1 5.5 48.3 38.6 43.0 94.0 96.8: 6.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 71 64 95 98 88 215 205:
Old : 237: 71 64 95 98 88 215 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 27.6 44.3 42.3 6.1 5.4 8.0 7.9
Old : 30.1 27.6 44.3 42.3 6.1 5.4 8.0 7.9
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 25, 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 : 78,400: 4,055 6,161 7,369 59,627 58,534 71,051 72,064: 7,349 6,336
Old : 78,400: 4,055 6,161 7,369 59,627 58,534 71,051 72,064: 7,349 6,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 50: 364 -620 15 1,365 580 1,744 -25: -1,694 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 7.9 9.4 76.1 74.7 90.6 91.9: 9.4 8.1
Old : 100.0: 5.2 7.9 9.4 76.1 74.7 90.6 91.9: 9.4 8.1
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 : 29: 1 1 2 22 24 24 26:
Old : 29: 1 1 2 22 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 : 40.7 49.2 64.7 67.3 33.6 40.8 50.1 51.4
Old : 40.7 49.2 64.7 67.3 33.6 40.8 50.1 51.4
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 25, 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 : 49,661: 2,202 1,366 4,468 36,940 37,263 43,610 43,097: 6,051 6,564
Old : 49,661: 2,202 1,366 4,468 36,940 37,263 43,610 43,097: 6,051 6,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -725: -487 -376 293 -531 -642 -725 -725: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.8 9.0 74.4 75.0 87.8 86.8: 12.2 13.2
Old : 100.0: 4.4 2.8 9.0 74.4 75.0 87.8 86.8: 12.2 13.2
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: 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 : 38.0 39.7 56.4 62.1 33.6 29.7 43.2 44.2
Old : 38.0 39.7 56.4 62.1 33.6 29.7 43.2 44.2
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, July 25, 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 : 121,378: 7,426 0 0 103,537 112,016 110,963 112,016: 10,415 9,362
Old : 121,378: 7,426 0 0 103,537 112,016 110,963 112,016: 10,415 9,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 1,408: 0 0 0 1,346 1,346 1,346 1,346: 62 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 0.0 85.3 92.3 91.4 92.3: 8.6 7.7
Old : 100.0: 6.1 0.0 0.0 85.3 92.3 91.4 92.3: 8.6 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 : 36: 2 0 0 28 27 30 27:
Old : 36: 2 0 0 28 27 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 43.7 61.4 64.0 41.2 36.5 57.1 52.6
Old : 41.6 43.7 61.4 64.0 41.2 36.5 57.1 52.6
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 84,517: 11,984 2,208 0 65,880 73,970 77,864 76,178: 6,653 8,339
Old : 84,517: 11,984 2,208 0 65,880 73,970 77,864 76,178: 6,653 8,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 2,432: 0 0 0 2,370 2,313 2,370 2,313: 62 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 2.6 0.0 77.9 87.5 92.1 90.1: 7.9 9.9
Old : 100.0: 14.2 2.6 0.0 77.9 87.5 92.1 90.1: 7.9 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 : 33: 1 1 0 23 24 24 25:
Old : 33: 1 1 0 23 24 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 48.7 69.2 65.2 45.5 48.1 64.9 61.7
Old : 47.9 48.7 69.2 65.2 45.5 48.1 64.9 61.7
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 25, 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 : 77,399: 734 7,207 4,390 66,804 60,392 71,928 71,989: 5,471 5,410
Old : 77,399: 734 7,207 4,390 66,804 60,392 71,928 71,989: 5,471 5,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 1,365: 0 -1,204 493 457 792 950 81: 415 1,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 9.3 5.7 86.3 78.0 92.9 93.0: 7.1 7.0
Old : 100.0: 0.9 9.3 5.7 86.3 78.0 92.9 93.0: 7.1 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 1 19 20 21 23:
Old : 26: 1 3 1 19 20 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 : 60.0 44.1 80.3 69.1 54.3 36.8 64.5 54.9
Old : 60.0 44.1 80.3 69.1 54.3 36.8 64.5 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,987: 1,828 8,514 4,801 53,794 46,226 60,423 59,541: 5,564 6,446
Old : 65,987: 1,828 8,514 4,801 53,794 46,226 60,423 59,541: 5,564 6,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 1,559: -124 2,290 -1,234 3,314 1,000 1,956 2,056: -397 -497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 12.9 7.3 81.5 70.1 91.6 90.2: 8.4 9.8
Old : 100.0: 2.8 12.9 7.3 81.5 70.1 91.6 90.2: 8.4 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 : 30: 1 4 3 21 22 25 26:
Old : 30: 1 4 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 : 53.0 39.2 70.0 59.6 48.8 31.7 58.0 46.2
Old : 53.0 39.2 70.0 59.6 48.8 31.7 58.0 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 117,463: 0 1,048 8,663 98,552 99,379 107,215 109,090: 10,248 8,373
Old : 117,463: 0 1,048 8,663 98,552 99,379 107,215 109,090: 10,248 8,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -694: -382 344 -217 630 -498 31 -371: -725 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 7.4 83.9 84.6 91.3 92.9: 8.7 7.1
Old : 100.0: 0.0 0.9 7.4 83.9 84.6 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 : 41: 0 2 2 34 30 36 32:
Old : 41: 0 2 2 34 30 36 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 : 30.1 37.0 51.3 55.9 22.6 26.5 36.0 37.9
Old : 30.1 37.0 51.3 55.9 22.6 26.5 36.0 37.9
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 25, 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 : 41,848: 250 5,991 1,890 30,510 30,414 32,650 38,295: 9,198 3,553
Old : 41,848: 250 5,991 1,890 30,510 30,414 32,650 38,295: 9,198 3,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 644: 250 426 246 -1,036 -127 -540 545: 1,184 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 14.3 4.5 72.9 72.7 78.0 91.5: 22.0 8.5
Old : 100.0: 0.6 14.3 4.5 72.9 72.7 78.0 91.5: 22.0 8.5
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 : 23: 1 2 3 15 17 18 20:
Old : 23: 1 2 3 15 17 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 38.6 59.2 64.1 30.7 29.8 37.5 47.3
Old : 41.2 38.6 59.2 64.1 30.7 29.8 37.5 47.3
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 25, 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 : 72,958: 0 13,155 3,057 59,635 47,168 62,692 63,380: 10,266 9,578
Old : 72,958: 0 13,155 3,057 59,635 47,168 62,692 63,380: 10,266 9,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.0 4.2 81.7 64.7 85.9 86.9: 14.1 13.1
Old : 100.0: 0.0 18.0 4.2 81.7 64.7 85.9 86.9: 14.1 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 19 18 20 19:
Old : 22: 0 1 1 19 18 20 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 : 52.3 66.4 72.2 80.8 49.0 61.6 63.0 68.7
Old : 52.3 66.4 72.2 80.8 49.0 61.6 63.0 68.7
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, July 25, 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 : 52,233: 2,244 492 4,657 40,819 40,446 47,720 45,595: 4,513 6,638
Old : 52,233: 2,244 492 4,657 40,819 40,446 47,720 45,595: 4,513 6,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 3,010: 2,244 -743 131 613 3,845 2,988 3,233: 22 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.9 8.9 78.1 77.4 91.4 87.3: 8.6 12.7
Old : 100.0: 4.3 0.9 8.9 78.1 77.4 91.4 87.3: 8.6 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 15 12 16 14:
Old : 22: 1 1 1 15 12 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 : 50.6 58.4 73.2 77.6 42.4 42.4 57.8 53.7
Old : 50.6 58.4 73.2 77.6 42.4 42.4 57.8 53.7
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 25, 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 : 90,266: 10,094 0 0 69,822 86,384 79,916 86,384: 10,350 3,882
Old : 90,266: 10,094 0 0 69,822 86,384 79,916 86,384: 10,350 3,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -862: 0 0 0 -742 -866 -742 -866: -120 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.0 0.0 77.4 95.7 88.5 95.7: 11.5 4.3
Old : 100.0: 11.2 0.0 0.0 77.4 95.7 88.5 95.7: 11.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 0 0 28 27 30 27:
Old : 33: 2 0 0 28 27 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 44.5 54.3 64.2 28.1 31.9 41.6 45.8
Old : 32.4 44.5 54.3 64.2 28.1 31.9 41.6 45.8
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 25, 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 : 81,984: 0 14,147 2,206 72,768 58,582 74,974 74,935: 7,010 7,049
Old : 81,984: 0 14,147 2,206 72,768 58,582 74,974 74,935: 7,010 7,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 2,020: 0 866 -619 2,158 50 1,539 297: 481 1,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.3 2.7 88.8 71.5 91.4 91.4: 8.6 8.6
Old : 100.0: 0.0 17.3 2.7 88.8 71.5 91.4 91.4: 8.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 3 1 31 28 32 31:
Old : 39: 0 3 1 31 28 32 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 : 40.8 34.9 60.1 57.7 30.7 31.1 47.5 51.1
Old : 40.8 34.9 60.1 57.7 30.7 31.1 47.5 51.1
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,413: 4,731 0 2,751 43,864 52,844 51,346 55,595: 13,067 8,818
Old : 64,413: 4,731 0 2,751 43,864 52,844 51,346 55,595: 13,067 8,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 1,512: 2,710 0 -1,259 0 2,835 1,451 1,576: 61 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 4.3 68.1 82.0 79.7 86.3: 20.3 13.7
Old : 100.0: 7.3 0.0 4.3 68.1 82.0 79.7 86.3: 20.3 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 18 19 19 20:
Old : 26: 1 0 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 : 47.2 41.7 64.1 65.2 42.6 41.5 56.2 62.0
Old : 47.2 41.7 64.1 65.2 42.6 41.5 56.2 62.0
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, July 25, 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 : 47,616: 1,550 6,316 0 44,284 40,324 45,834 46,640: 1,782 976
Old : 47,616: 1,550 6,316 0 44,284 40,324 45,834 46,640: 1,782 976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 2,666: -930 0 0 3,038 2,418 2,108 2,418: 558 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 13.3 0.0 93.0 84.7 96.3 98.0: 3.7 2.0
Old : 100.0: 3.3 13.3 0.0 93.0 84.7 96.3 98.0: 3.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 2 0 15 16 19 18:
Old : 31: 4 2 0 15 16 19 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 : 68.3 51.5 85.9 79.0 52.8 37.0 62.1 55.5
Old : 68.3 51.5 85.9 79.0 52.8 37.0 62.1 55.5
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 25, 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 : 189,906: 830 9,462 18,153 159,967 155,435 178,950 183,050: 10,956 6,856
Old : 189,906: 830 9,462 18,153 159,967 155,435 178,950 183,050: 10,956 6,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 1,844: 0 709 -657 2,941 2,759 2,284 2,811: -440 -967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.0 9.6 84.2 81.8 94.2 96.4: 5.8 3.6
Old : 100.0: 0.4 5.0 9.6 84.2 81.8 94.2 96.4: 5.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 5 6 38 32 44 38:
Old : 44: 1 5 6 38 32 44 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 33.5 48.9 52.4 28.6 26.7 39.5 35.0
Old : 31.4 33.5 48.9 52.4 28.6 26.7 39.5 35.0
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 25, 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 : 92,911: 9,907 4,294 2,062 72,589 74,328 84,558 80,684: 8,353 12,227
Old : 92,911: 9,907 4,294 2,062 72,589 74,328 84,558 80,684: 8,353 12,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 1,576: 971 0 -447 843 1,316 1,367 869: 209 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 4.6 2.2 78.1 80.0 91.0 86.8: 9.0 13.2
Old : 100.0: 10.7 4.6 2.2 78.1 80.0 91.0 86.8: 9.0 13.2
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 : 35: 3 1 2 27 23 30 26:
Old : 35: 3 1 2 27 23 30 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 : 42.0 47.6 63.5 64.9 40.6 46.8 60.6 60.8
Old : 42.0 47.6 63.5 64.9 40.6 46.8 60.6 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 67,211: 1,240 8,800 0 64,712 56,799 65,952 65,599: 1,259 1,612
Old : 67,211: 1,240 8,800 0 64,712 56,799 65,952 65,599: 1,259 1,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 992: -1,240 0 0 1,860 5,983 620 5,983: 372 -4,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 13.1 0.0 96.3 84.5 98.1 97.6: 1.9 2.4
Old : 100.0: 1.8 13.1 0.0 96.3 84.5 98.1 97.6: 1.9 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 2 0 19 21 22 23:
Old : 34: 3 2 0 19 21 22 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 : 71.0 49.5 84.0 72.5 66.8 47.0 75.9 67.3
Old : 71.0 49.5 84.0 72.5 66.8 47.0 75.9 67.3
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 268,287: 13,433 0 4,195 241,357 258,701 258,985 262,896: 9,302 5,391
Old : 268,287: 13,433 0 4,195 241,357 258,701 258,985 262,896: 9,302 5,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 4,505: -1,535 -2,196 1,235 5,064 5,789 4,764 4,828: -259 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.0 1.6 90.0 96.4 96.5 98.0: 3.5 2.0
Old : 100.0: 5.0 0.0 1.6 90.0 96.4 96.5 98.0: 3.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 0 3 44 47 49 50:
Old : 56: 4 0 3 44 47 49 50:
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 38.0 54.3 57.7 32.6 34.1 43.1 46.7
Old : 37.6 38.0 54.3 57.7 32.6 34.1 43.1 46.7
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 25, 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 : 152,780: 10,421 1,189 8,311 123,914 137,931 142,646 147,431: 10,134 5,349
Old : 152,780: 10,421 1,189 8,311 123,914 137,931 142,646 147,431: 10,134 5,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 2,826: -424 -1,208 1,787 2,690 3,676 4,053 4,255: -1,227 -1,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.8 5.4 81.1 90.3 93.4 96.5: 6.6 3.5
Old : 100.0: 6.8 0.8 5.4 81.1 90.3 93.4 96.5: 6.6 3.5
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 : 44: 3 1 4 37 35 41 39:
Old : 44: 3 1 4 37 35 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 : 29.4 52.9 47.6 69.3 23.4 51.5 37.5 61.7
Old : 29.4 52.9 47.6 69.3 23.4 51.5 37.5 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 163,122: 10,839 365 5,865 134,900 145,060 151,604 151,290: 11,518 11,832
Old : 163,122: 10,839 365 5,865 134,900 145,060 151,604 151,290: 11,518 11,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 4,700: 299 365 284 567 1,844 1,150 2,493: 3,550 2,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.2 3.6 82.7 88.9 92.9 92.7: 7.1 7.3
Old : 100.0: 6.6 0.2 3.6 82.7 88.9 92.9 92.7: 7.1 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 : 46: 1 1 2 38 36 40 38:
Old : 46: 1 1 2 38 36 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 52.0 50.8 63.3 26.1 43.3 43.2 52.7
Old : 30.2 52.0 50.8 63.3 26.1 43.3 43.2 52.7
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 25, 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 : 187,315: 18,714 16,387 22,405 141,864 140,270 182,983 179,062: 4,332 8,253
Old : 187,315: 18,714 16,387 22,405 141,864 140,270 182,983 179,062: 4,332 8,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 9,320: 7,136 -944 1,905 528 8,827 9,569 9,788: -249 -468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 8.7 12.0 75.7 74.9 97.7 95.6: 2.3 4.4
Old : 100.0: 10.0 8.7 12.0 75.7 74.9 97.7 95.6: 2.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 5 3 7 35 37 42 45:
Old : 50: 5 3 7 35 37 42 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 30.4 59.4 48.9 35.6 27.8 47.6 40.8
Old : 39.6 30.4 59.4 48.9 35.6 27.8 47.6 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 57,498: 0 2,526 494 51,927 42,608 52,421 45,628: 5,077 11,870
Old : 57,498: 0 2,526 494 51,927 42,608 52,421 45,628: 5,077 11,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 637: 0 596 310 -583 -366 -273 540: 910 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.9 90.3 74.1 91.2 79.4: 8.8 20.6
Old : 100.0: 0.0 4.4 0.9 90.3 74.1 91.2 79.4: 8.8 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 19 19 20 20:
Old : 25: 0 1 1 19 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 37.3 66.5 57.7 37.8 28.4 55.7 46.4
Old : 41.5 37.3 66.5 57.7 37.8 28.4 55.7 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 2,743,527: 525,474 103,723 832,403 1,366,334 1,792,372 2,724,211 2,728,498: 19,316 15,029
Old : 2,743,527: 525,474 103,723 832,403 1,366,334 1,792,372 2,724,211 2,728,498: 19,316 15,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 114,806: 44,183 -4,685 54,728 16,025 64,028 114,936 114,071: -130 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 3.8 30.3 49.8 65.3 99.3 99.5: 0.7 0.5
Old : 100.0: 19.2 3.8 30.3 49.8 65.3 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 : 159: 25 22 43 109 88 152 135:
Old : 159: 25 22 43 109 88 152 135:
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 38.8 50.8 54.9 14.3 19.6 21.1 26.1
Old : 37.0 38.8 50.8 54.9 14.3 19.6 21.1 26.1
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 25, 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 : 746,027: 174,335 141,526 180,420 388,910 420,620 743,665 742,566: 2,362 3,461
Old : 746,027: 174,335 141,526 180,420 388,910 420,620 743,665 742,566: 2,362 3,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 77,384: 34,322 26,072 18,082 24,699 33,303 77,103 77,457: 281 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 19.0 24.2 52.1 56.4 99.7 99.5: 0.3 0.5
Old : 100.0: 23.4 19.0 24.2 52.1 56.4 99.7 99.5: 0.3 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 : 74: 19 15 29 38 36 70 68:
Old : 74: 19 15 29 38 36 70 68:
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 : 50.1 31.0 67.4 55.5 32.2 25.9 40.0 39.5
Old : 50.1 31.0 67.4 55.5 32.2 25.9 40.0 39.5
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 25, 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 : 73,938: 9,072 3,058 10,066 53,990 59,985 73,127 73,109: 810 828
Old : 73,938: 9,072 3,058 10,066 53,990 59,985 73,127 73,109: 810 828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 288: 120 138 -261 447 408 306 286: -17 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 4.1 13.6 73.0 81.1 98.9 98.9: 1.1 1.1
Old : 100.0: 12.3 4.1 13.6 73.0 81.1 98.9 98.9: 1.1 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 : 56: 8 6 11 40 39 53 51:
Old : 56: 8 6 11 40 39 53 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 33.2 60.2 57.3 22.9 22.0 27.6 32.9
Old : 40.6 33.2 60.2 57.3 22.9 22.0 27.6 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 27,937: 1,284 3,828 252 25,251 22,452 26,787 26,532: 1,150 1,405
Old : 27,937: 1,284 3,828 252 25,251 22,452 26,787 26,532: 1,150 1,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 1,024: 0 0 0 0 0 0 0: 1,024 1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 13.7 0.9 90.4 80.4 95.9 95.0: 4.1 5.0
Old : 100.0: 4.6 13.7 0.9 90.4 80.4 95.9 95.0: 4.1 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 : 39: 1 5 1 26 20 27 26:
Old : 39: 1 5 1 26 20 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 55.9 75.3 72.3 50.3 54.9 64.8 66.1
Old : 56.5 55.9 75.3 72.3 50.3 54.9 64.8 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 25, 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 : 17,425: 2,065 252 129 15,231 17,044 17,425 17,425: 0 0
Old : 17,425: 2,065 252 129 15,231 17,044 17,425 17,425: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 1.4 0.7 87.4 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 11.9 1.4 0.7 87.4 97.8 100.0 100.0: 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 : 32: 4 1 1 18 18 22 20:
Old : 32: 4 1 1 18 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 61.2 80.0 83.1 52.5 52.1 66.1 64.4
Old : 61.9 61.2 80.0 83.1 52.5 52.1 66.1 64.4
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 25, 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 : 16,467: 716 1,853 129 15,095 14,425 15,940 16,407: 527 60
Old : 16,467: 716 1,853 129 15,095 14,425 15,940 16,407: 527 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 1,024: 0 0 0 1,024 1,024 1,024 1,024: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 11.3 0.8 91.7 87.6 96.8 99.6: 3.2 0.4
Old : 100.0: 4.3 11.3 0.8 91.7 87.6 96.8 99.6: 3.2 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 : 24: 1 3 1 16 12 18 15:
Old : 24: 1 3 1 16 12 18 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 : 71.4 63.7 86.8 89.6 61.8 55.0 70.9 72.9
Old : 71.4 63.7 86.8 89.6 61.8 55.0 70.9 72.9
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 25, 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 : 23,414: 2,940 4,492 230 19,710 18,312 22,880 23,034: 534 380
Old : 23,414: 2,940 4,492 230 19,710 18,312 22,880 23,034: 534 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 336: -40 0 0 376 296 336 296: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 19.2 1.0 84.2 78.2 97.7 98.4: 2.3 1.6
Old : 100.0: 12.6 19.2 1.0 84.2 78.2 97.7 98.4: 2.3 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 : 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 : 53.7 55.4 76.7 77.7 50.7 50.0 65.0 60.9
Old : 53.7 55.4 76.7 77.7 50.7 50.0 65.0 60.9
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 25, 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 : 27,213: 3,150 140 430 22,367 25,827 25,947 26,397: 1,266 816
Old : 27,213: 3,150 140 430 22,367 25,827 25,947 26,397: 1,266 816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -38: -60 0 0 18 52 -42 52: 4 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.5 1.6 82.2 94.9 95.3 97.0: 4.7 3.0
Old : 100.0: 11.6 0.5 1.6 82.2 94.9 95.3 97.0: 4.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 2 22 24 25 26:
Old : 32: 2 1 2 22 24 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 : 45.6 46.2 66.0 72.7 32.8 39.6 45.3 55.6
Old : 45.6 46.2 66.0 72.7 32.8 39.6 45.3 55.6
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 25, 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 : 13,084: 420 356 1,080 11,084 11,258 12,584 12,694: 500 390
Old : 13,084: 420 356 1,080 11,084 11,258 12,584 12,694: 500 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 170: 0 0 0 170 180 170 180: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 2.7 8.3 84.7 86.0 96.2 97.0: 3.8 3.0
Old : 100.0: 3.2 2.7 8.3 84.7 86.0 96.2 97.0: 3.8 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 : 21: 1 1 1 13 14 15 15:
Old : 21: 1 1 1 13 14 15 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 : 67.2 67.2 84.7 88.4 63.4 59.8 72.1 70.7
Old : 67.2 67.2 84.7 88.4 63.4 59.8 72.1 70.7
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 25, 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 : 1,676,127: 193,816 103,679 539,323 873,075 959,851 1,606,214 1,602,852: 69,913 73,275
Old : 1,676,127: 193,816 103,679 539,323 873,075 959,851 1,606,214 1,602,852: 69,913 73,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -30,289: -13,403 -3,259 11,949 -22,288 -35,154 -23,742 -26,464: -6,546 -3,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 6.2 32.2 52.1 57.3 95.8 95.6: 4.2 4.4
Old : 100.0: 11.6 6.2 32.2 52.1 57.3 95.8 95.6: 4.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 108 113 146 88 103 286 279:
Old : 336: 108 113 146 88 103 286 279:
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 : 18.8 19.1 29.4 29.2 7.2 6.2 11.1 10.2
Old : 18.8 19.1 29.4 29.2 7.2 6.2 11.1 10.2
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 25, 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 : 27,621: 17,215 19,906 807 0 0 18,022 20,713: 9,599 6,908
Old : 27,621: 17,215 19,906 807 0 0 18,022 20,713: 9,599 6,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -5,337: 1,519 7,274 -4,718 -204 -574 -3,403 1,982: -1,934 -7,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 72.1 2.9 0.0 0.0 65.2 75.0: 34.8 25.0
Old : 100.0: 62.3 72.1 2.9 0.0 0.0 65.2 75.0: 34.8 25.0
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 : 38: 15 23 9 0 0 20 27:
Old : 38: 15 23 9 0 0 20 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 : 31.6 29.6 48.9 43.5 31.4 29.5 47.9 43.3
Old : 31.6 29.6 48.9 43.5 31.4 29.5 47.9 43.3
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,535: 8,663 2,690 733 2,746 10,471 12,142 13,894: 2,393 641
Old : 14,535: 8,663 2,690 733 2,746 10,471 12,142 13,894: 2,393 641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 403: -8 -7 407 58 22 457 422: -54 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 18.5 5.0 18.9 72.0 83.5 95.6: 16.5 4.4
Old : 100.0: 59.6 18.5 5.0 18.9 72.0 83.5 95.6: 16.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 51 9 8 16 25 73 40:
Old : 102: 51 9 8 16 25 73 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 : 36.4 40.5 46.1 61.6 36.4 39.3 46.1 59.5
Old : 36.4 40.5 46.1 61.6 36.4 39.3 46.1 59.5
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 25, 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 : 8,567: 4,623 648 250 1,575 6,855 6,448 7,753: 2,119 814
Old : 8,567: 4,623 648 250 1,575 6,855 6,448 7,753: 2,119 814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -455: -326 -245 2 81 -83 -243 -326: -212 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 7.6 2.9 18.4 80.0 75.3 90.5: 24.7 9.5
Old : 100.0: 54.0 7.6 2.9 18.4 80.0 75.3 90.5: 24.7 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 22 4 2 12 21 36 26:
Old : 55: 22 4 2 12 21 36 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 : 24.3 39.5 38.0 60.9 24.3 39.3 38.0 60.7
Old : 24.3 39.5 38.0 60.9 24.3 39.3 38.0 60.7
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 25, 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 : 117,849: 28,335 4,552 18,798 52,235 82,630 99,367 105,980: 18,482 11,869
Old : 117,849: 28,335 4,552 18,798 52,235 82,630 99,367 105,980: 18,482 11,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -3,896: -3,145 28 331 1,261 -3,167 -1,554 -2,808: -2,343 -1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 3.9 16.0 44.3 70.1 84.3 89.9: 15.7 10.1
Old : 100.0: 24.0 3.9 16.0 44.3 70.1 84.3 89.9: 15.7 10.1
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 : 140: 45 18 26 60 66 118 99:
Old : 140: 45 18 26 60 66 118 99:
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 24.5 33.2 38.6 21.7 18.3 27.9 29.1
Old : 23.2 24.5 33.2 38.6 21.7 18.3 27.9 29.1
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 25, 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 : 54,004: 8,338 1,239 3,605 38,114 45,321 50,057 50,165: 3,947 3,839
Old : 54,004: 8,338 1,239 3,605 38,114 45,321 50,057 50,165: 3,947 3,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 307: 545 348 157 -471 -614 231 -109: 75 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 2.3 6.7 70.6 83.9 92.7 92.9: 7.3 7.1
Old : 100.0: 15.4 2.3 6.7 70.6 83.9 92.7 92.9: 7.3 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 : 61: 7 3 7 43 42 55 49:
Old : 61: 7 3 7 43 42 55 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 30.9 56.5 46.7 26.5 19.6 34.1 28.5
Old : 41.8 30.9 56.5 46.7 26.5 19.6 34.1 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 28, 2006