NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 6,379: 1,180 1,480 0 4,273 3,824 5,453 5,304: 926 1,075
Old : 6,379: 1,180 1,480 0 4,273 3,824 5,453 5,304: 926 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 221: 0 0 0 -79 -79 -79 -79: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 23.2 0.0 67.0 59.9 85.5 83.1: 14.5 16.9
Old : 100.0: 18.5 23.2 0.0 67.0 59.9 85.5 83.1: 14.5 16.9
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 : 26: 2 2 0 16 19 18 21:
Old : 26: 2 2 0 16 19 18 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 : 51.0 48.8 69.7 65.2 44.0 42.0 54.6 53.7
Old : 51.0 48.8 69.7 65.2 44.0 42.0 54.6 53.7
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, August 15, 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 : 210,812: 19,477 12,270 38,073 116,516 128,550 174,066 178,893: 36,746 31,919
Old : 210,812: 19,477 12,270 38,073 116,516 128,550 174,066 178,893: 36,746 31,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 3,707: -4,680 3,698 1,231 8,367 -4,316 4,919 613: -1,212 3,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.8 18.1 55.3 61.0 82.6 84.9: 17.4 15.1
Old : 100.0: 9.2 5.8 18.1 55.3 61.0 82.6 84.9: 17.4 15.1
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 : 142: 33 28 38 67 75 123 121:
Old : 142: 33 28 38 67 75 123 121:
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 : 22.3 23.3 35.8 32.4 15.2 11.7 21.7 16.6
Old : 22.3 23.3 35.8 32.4 15.2 11.7 21.7 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 1,439,389: 101,799 71,832 726,092 528,071 603,464 1,355,961 1,401,388: 83,427 38,001
Old : 1,439,389: 101,799 71,832 726,092 528,071 603,464 1,355,961 1,401,388: 83,427 38,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 7,951: 9,339 5,551 4,918 -7,188 -2,117 7,070 8,352: 881 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 5.0 50.4 36.7 41.9 94.2 97.4: 5.8 2.6
Old : 100.0: 7.1 5.0 50.4 36.7 41.9 94.2 97.4: 5.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 69 62 99 95 87 218 199:
Old : 233: 69 62 99 95 87 218 199:
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 : 32.0 29.5 46.2 44.6 5.9 6.2 7.9 8.8
Old : 32.0 29.5 46.2 44.6 5.9 6.2 7.9 8.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023655
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 11,797: 2,680 7,549 1,598 2,744 328 7,022 9,475: 4,775 2,322
Old : 11,797: 2,680 7,549 1,598 2,744 328 7,022 9,475: 4,775 2,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 64.0 13.5 23.3 2.8 59.5 80.3: 40.5 19.7
Old : 100.0: 22.7 64.0 13.5 23.3 2.8 59.5 80.3: 40.5 19.7
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 : 23: 7 12 4 3 2 13 15:
Old : 23: 7 12 4 3 2 13 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 : 37.9 41.9 51.2 65.5 30.4 40.5 42.0 57.9
Old : 37.9 41.9 51.2 65.5 30.4 40.5 42.0 57.9
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, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,656: 20 4,914 9,700 59,748 53,131 69,468 67,745: 6,188 7,911
Old : 75,656: 20 4,914 9,700 59,748 53,131 69,468 67,745: 6,188 7,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,814: -376 0 252 3,568 519 3,444 771: -1,630 1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 12.8 79.0 70.2 91.8 89.5: 8.2 10.5
Old : 100.0: 0.0 6.5 12.8 79.0 70.2 91.8 89.5: 8.2 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 2 21 23 23 25:
Old : 28: 1 1 2 21 23 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 50.4 65.5 69.0 35.0 40.3 49.6 49.6
Old : 41.0 50.4 65.5 69.0 35.0 40.3 49.6 49.6
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, August 15, 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 : 46,181: 6,851 2,221 1,978 30,812 36,093 39,641 40,292: 6,540 5,889
Old : 46,181: 6,851 2,221 1,978 30,812 36,093 39,641 40,292: 6,540 5,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 2,409: 2,215 278 -432 -66 2,776 1,717 2,622: 692 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 4.8 4.3 66.7 78.2 85.8 87.2: 14.2 12.8
Old : 100.0: 14.8 4.8 4.3 66.7 78.2 85.8 87.2: 14.2 12.8
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: 3 2 4 20 21 25 25:
Old : 30: 3 2 4 20 21 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 40.5 58.3 63.7 35.3 32.4 45.5 44.5
Old : 42.1 40.5 58.3 63.7 35.3 32.4 45.5 44.5
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, August 15, 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 : 121,491: 8,818 0 1,824 101,251 109,170 111,893 110,994: 9,598 10,497
Old : 121,491: 8,818 0 1,824 101,251 109,170 111,893 110,994: 9,598 10,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 4,624: 1,914 0 0 1,436 4,564 3,350 4,564: 1,274 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 1.5 83.3 89.9 92.1 91.4: 7.9 8.6
Old : 100.0: 7.3 0.0 1.5 83.3 89.9 92.1 91.4: 7.9 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 : 37: 2 0 1 26 26 28 27:
Old : 37: 2 0 1 26 26 28 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 : 41.1 41.4 62.4 63.4 39.6 39.1 56.1 57.0
Old : 41.1 41.4 62.4 63.4 39.6 39.1 56.1 57.0
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, August 15, 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 : 78,289: 11,984 0 0 59,562 68,174 71,546 68,174: 6,743 10,115
Old : 78,289: 11,984 0 0 59,562 68,174 71,546 68,174: 6,743 10,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -1,646: 0 0 0 -1,736 -3,018 -1,736 -3,018: 90 1,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 0.0 0.0 76.1 87.1 91.4 87.1: 8.6 12.9
Old : 100.0: 15.3 0.0 0.0 76.1 87.1 91.4 87.1: 8.6 12.9
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 : 32: 1 0 0 24 22 25 22:
Old : 32: 1 0 0 24 22 25 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 : 46.7 51.2 64.6 68.2 46.0 48.7 61.7 61.1
Old : 46.7 51.2 64.6 68.2 46.0 48.7 61.7 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 71,781: 424 10,453 2,860 63,326 54,516 66,610 67,829: 5,171 3,952
Old : 71,781: 424 10,453 2,860 63,326 54,516 66,610 67,829: 5,171 3,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,115: 0 4,301 -1,480 2,475 -1,584 995 1,237: 120 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 14.6 4.0 88.2 75.9 92.8 94.5: 7.2 5.5
Old : 100.0: 0.6 14.6 4.0 88.2 75.9 92.8 94.5: 7.2 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 : 27: 1 3 2 19 20 22 23:
Old : 27: 1 3 2 19 20 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 : 58.0 46.1 76.7 71.5 55.5 41.0 66.5 60.2
Old : 58.0 46.1 76.7 71.5 55.5 41.0 66.5 60.2
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, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,557: 1,951 2,486 6,202 47,381 43,571 55,534 52,259: 5,023 8,298
Old : 60,557: 1,951 2,486 6,202 47,381 43,571 55,534 52,259: 5,023 8,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,624: 457 -3,171 623 -36 2,311 1,044 -237: 580 1,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 4.1 10.2 78.2 72.0 91.7 86.3: 8.3 13.7
Old : 100.0: 3.2 4.1 10.2 78.2 72.0 91.7 86.3: 8.3 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 : 29: 3 2 3 19 20 23 24:
Old : 29: 3 2 3 19 20 23 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 : 54.1 35.1 69.3 57.1 46.1 29.4 54.2 44.0
Old : 54.1 35.1 69.3 57.1 46.1 29.4 54.2 44.0
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, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 114,873: 0 9,687 5,767 98,357 90,088 104,124 105,542: 10,749 9,331
Old : 114,873: 0 9,687 5,767 98,357 90,088 104,124 105,542: 10,749 9,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 3,315: 0 -252 1,600 1,321 2,563 2,921 3,911: 394 -596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 5.0 85.6 78.4 90.6 91.9: 9.4 8.1
Old : 100.0: 0.0 8.4 5.0 85.6 78.4 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 : 40: 0 2 2 33 28 35 30:
Old : 40: 0 2 2 33 28 35 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 : 32.2 40.0 51.9 58.7 23.5 25.1 35.7 37.8
Old : 32.2 40.0 51.9 58.7 23.5 25.1 35.7 37.8
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, August 15, 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 : 38,354: 130 5,956 1,425 27,410 27,779 28,965 35,160: 9,389 3,194
Old : 38,354: 130 5,956 1,425 27,410 27,779 28,965 35,160: 9,389 3,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 224: -180 -300 310 -120 0 10 10: 214 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 15.5 3.7 71.5 72.4 75.5 91.7: 24.5 8.3
Old : 100.0: 0.3 15.5 3.7 71.5 72.4 75.5 91.7: 24.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 3 15 19 18 22:
Old : 23: 1 2 3 15 19 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 39.5 61.1 64.6 30.1 30.6 36.7 48.2
Old : 43.0 39.5 61.1 64.6 30.1 30.6 36.7 48.2
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, August 15, 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 : 72,433: 0 11,019 4,447 58,047 48,155 62,494 63,621: 9,939 8,812
Old : 72,433: 0 11,019 4,447 58,047 48,155 62,494 63,621: 9,939 8,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 2,895: 0 -4,158 1,754 610 5,391 2,364 2,987: 531 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.2 6.1 80.1 66.5 86.3 87.8: 13.7 12.2
Old : 100.0: 0.0 15.2 6.1 80.1 66.5 86.3 87.8: 13.7 12.2
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 : 22: 0 2 2 18 15 20 17:
Old : 22: 0 2 2 18 15 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 69.0 74.2 82.4 49.7 62.6 63.1 68.7
Old : 52.8 69.0 74.2 82.4 49.7 62.6 63.1 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, August 15, 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 : 51,288: 5,069 368 1,634 39,945 43,150 46,648 45,152: 4,640 6,136
Old : 51,288: 5,069 368 1,634 39,945 43,150 46,648 45,152: 4,640 6,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,056: 226 0 -866 1,696 1,620 1,056 754: 0 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.7 3.2 77.9 84.1 91.0 88.0: 9.0 12.0
Old : 100.0: 9.9 0.7 3.2 77.9 84.1 91.0 88.0: 9.0 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 15 15 16 17:
Old : 22: 1 1 1 15 15 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 : 49.5 60.9 73.9 75.9 42.8 42.2 56.3 52.3
Old : 49.5 60.9 73.9 75.9 42.8 42.2 56.3 52.3
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, August 15, 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 : 78,603: 5,986 0 122 62,758 71,648 68,866 71,770: 9,737 6,833
Old : 78,603: 5,986 0 122 62,758 71,648 68,866 71,770: 9,737 6,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -3,158: -1,214 0 122 -2,786 -4,488 -3,878 -4,366: 720 1,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.0 0.2 79.8 91.2 87.6 91.3: 12.4 8.7
Old : 100.0: 7.6 0.0 0.2 79.8 91.2 87.6 91.3: 12.4 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 : 29: 2 0 1 25 24 27 25:
Old : 29: 2 0 1 25 24 27 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 : 37.9 39.6 57.6 59.6 29.7 29.2 43.0 42.1
Old : 37.9 39.6 57.6 59.6 29.7 29.2 43.0 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 80,577: 1,037 6,340 5,283 68,166 61,815 74,486 73,438: 6,091 7,139
Old : 80,577: 1,037 6,340 5,283 68,166 61,815 74,486 73,438: 6,091 7,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 3,094: 1,037 -2,475 669 1,388 4,296 3,094 2,490: 0 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 7.9 6.6 84.6 76.7 92.4 91.1: 7.6 8.9
Old : 100.0: 1.3 7.9 6.6 84.6 76.7 92.4 91.1: 7.6 8.9
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 : 38: 1 2 1 30 28 31 31:
Old : 38: 1 2 1 30 28 31 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 : 40.0 39.1 62.2 64.1 27.6 32.5 42.5 48.4
Old : 40.0 39.1 62.2 64.1 27.6 32.5 42.5 48.4
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, August 15, 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 : 64,665: 1,007 0 3,886 49,903 52,699 54,796 56,585: 9,869 8,080
Old : 64,665: 1,007 0 3,886 49,903 52,699 54,796 56,585: 9,869 8,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -42: 1,007 -474 -666 405 2,883 746 1,743: -788 -1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 6.0 77.2 81.5 84.7 87.5: 15.3 12.5
Old : 100.0: 1.6 0.0 6.0 77.2 81.5 84.7 87.5: 15.3 12.5
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: 1 0 1 21 21 22 22:
Old : 29: 1 0 1 21 21 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 : 42.2 40.6 64.5 66.2 41.5 40.5 56.6 61.7
Old : 42.2 40.6 64.5 66.2 41.5 40.5 56.6 61.7
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, August 15, 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 : 52,134: 40 3,906 1,200 50,286 47,028 51,526 52,134: 608 0
Old : 52,134: 40 3,906 1,200 50,286 47,028 51,526 52,134: 608 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.5 2.3 96.5 90.2 98.8 100.0: 1.2 0.0
Old : 100.0: 0.1 7.5 2.3 96.5 90.2 98.8 100.0: 1.2 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 : 20: 1 2 1 11 12 12 15:
Old : 20: 1 2 1 11 12 12 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 : 81.2 63.6 94.8 88.1 45.2 28.1 49.7 45.5
Old : 81.2 63.6 94.8 88.1 45.2 28.1 49.7 45.5
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, August 15, 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 : 184,676: 830 9,089 15,094 156,364 153,429 172,288 177,612: 12,388 7,064
Old : 184,676: 830 9,089 15,094 156,364 153,429 172,288 177,612: 12,388 7,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,669: 0 -2,266 42 649 3,887 691 1,663: 978 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 4.9 8.2 84.7 83.1 93.3 96.2: 6.7 3.8
Old : 100.0: 0.4 4.9 8.2 84.7 83.1 93.3 96.2: 6.7 3.8
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 : 44: 1 4 5 38 33 43 38:
Old : 44: 1 4 5 38 33 43 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 : 30.7 33.6 48.2 53.5 27.7 27.0 38.6 36.2
Old : 30.7 33.6 48.2 53.5 27.7 27.0 38.6 36.2
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, August 15, 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 : 94,914: 7,039 4,170 3,812 75,566 75,478 86,417 83,460: 8,497 11,454
Old : 94,914: 7,039 4,170 3,812 75,566 75,478 86,417 83,460: 8,497 11,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 2,238: 356 0 420 1,244 1,668 2,020 2,088: 218 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 4.4 4.0 79.6 79.5 91.0 87.9: 9.0 12.1
Old : 100.0: 7.4 4.4 4.0 79.6 79.5 91.0 87.9: 9.0 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 1 2 25 22 28 25:
Old : 33: 3 1 2 25 22 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 49.7 63.7 65.8 36.5 47.3 56.1 59.7
Old : 42.7 49.7 63.7 65.8 36.5 47.3 56.1 59.7
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, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,553: 40 3,258 1,200 64,705 60,671 65,945 65,129: 608 1,424
Old : 66,553: 40 3,258 1,200 64,705 60,671 65,945 65,129: 608 1,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 11,874: 0 -1,962 0 11,754 13,594 11,754 11,632: 120 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.9 1.8 97.2 91.2 99.1 97.9: 0.9 2.1
Old : 100.0: 0.1 4.9 1.8 97.2 91.2 99.1 97.9: 0.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 1 17 18 18 21:
Old : 27: 1 2 1 17 18 18 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 : 76.7 51.9 88.0 73.6 63.0 45.6 69.5 62.1
Old : 76.7 51.9 88.0 73.6 63.0 45.6 69.5 62.1
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, August 15, 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 : 268,828: 10,711 471 5,601 246,953 255,369 263,265 261,441: 5,563 7,387
Old : 268,828: 10,711 471 5,601 246,953 255,369 263,265 261,441: 5,563 7,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 9,074: 4,487 357 -427 8,847 7,328 12,907 7,258: -3,833 1,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.2 2.1 91.9 95.0 97.9 97.3: 2.1 2.7
Old : 100.0: 4.0 0.2 2.1 91.9 95.0 97.9 97.3: 2.1 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 : 61: 3 3 6 48 47 55 53:
Old : 61: 3 3 6 48 47 55 53:
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 : 36.9 37.4 55.0 58.7 31.1 35.4 42.7 49.1
Old : 36.9 37.4 55.0 58.7 31.1 35.4 42.7 49.1
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, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 161,255: 14,311 142 10,505 127,143 145,210 151,959 155,857: 9,296 5,398
Old : 161,255: 14,311 142 10,505 127,143 145,210 151,959 155,857: 9,296 5,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 5,086: -333 142 1,886 3,221 3,054 4,774 5,082: 312 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.1 6.5 78.8 90.0 94.2 96.7: 5.8 3.3
Old : 100.0: 8.9 0.1 6.5 78.8 90.0 94.2 96.7: 5.8 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 : 44: 3 1 4 35 35 39 39:
Old : 44: 3 1 4 35 35 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 50.4 51.0 67.4 27.3 49.5 39.8 60.6
Old : 35.1 50.4 51.0 67.4 27.3 49.5 39.8 60.6
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, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 160,480: 0 2,937 9,887 140,525 136,415 150,412 149,239: 10,068 11,241
Old : 160,480: 0 2,937 9,887 140,525 136,415 150,412 149,239: 10,068 11,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 2,446: -6,556 2,595 2,014 11,055 123 6,513 4,732: -4,067 -2,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 6.2 87.6 85.0 93.7 93.0: 6.3 7.0
Old : 100.0: 0.0 1.8 6.2 87.6 85.0 93.7 93.0: 6.3 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 : 47: 0 3 3 36 36 39 39:
Old : 47: 0 3 3 36 36 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 53.3 48.8 66.1 25.1 41.8 42.6 51.8
Old : 26.2 53.3 48.8 66.1 25.1 41.8 42.6 51.8
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, August 15, 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 : 175,801: 13,009 893 30,112 125,476 135,843 168,597 166,848: 7,204 8,953
Old : 175,801: 13,009 893 30,112 125,476 135,843 168,597 166,848: 7,204 8,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 7,146: -2,603 0 4,081 5,079 3,615 6,557 7,696: 589 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.5 17.1 71.4 77.3 95.9 94.9: 4.1 5.1
Old : 100.0: 7.4 0.5 17.1 71.4 77.3 95.9 94.9: 4.1 5.1
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 : 48: 5 3 7 32 35 39 43:
Old : 48: 5 3 7 32 35 39 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 27.4 55.8 45.0 26.7 23.4 38.7 33.3
Old : 31.9 27.4 55.8 45.0 26.7 23.4 38.7 33.3
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, August 15, 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 : 55,283: 0 4,510 122 51,076 39,910 51,198 44,542: 4,085 10,741
Old : 55,283: 0 4,510 122 51,076 39,910 51,198 44,542: 4,085 10,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,464: 0 1,612 0 2,258 772 2,258 2,384: -794 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 0.2 92.4 72.2 92.6 80.6: 7.4 19.4
Old : 100.0: 0.0 8.2 0.2 92.4 72.2 92.6 80.6: 7.4 19.4
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: 0 2 1 20 19 21 21:
Old : 27: 0 2 1 20 19 21 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 : 40.9 34.2 66.3 56.8 37.0 26.1 58.0 46.5
Old : 40.9 34.2 66.3 56.8 37.0 26.1 58.0 46.5
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, August 15, 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 : 3,033,933: 450,684 81,855 1,099,166 1,461,437 1,838,372 3,011,287 3,019,393: 22,646 14,540
Old : 3,033,933: 450,684 81,855 1,099,166 1,461,437 1,838,372 3,011,287 3,019,393: 22,646 14,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 94,703: -67,459 -10,161 92,851 66,418 10,299 91,810 92,989: 2,893 1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 2.7 36.2 48.2 60.6 99.3 99.5: 0.7 0.5
Old : 100.0: 14.9 2.7 36.2 48.2 60.6 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 : 149: 26 16 41 104 86 146 129:
Old : 149: 26 16 41 104 86 146 129:
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 : 39.4 41.7 52.2 56.7 11.7 17.2 18.1 22.4
Old : 39.4 41.7 52.2 56.7 11.7 17.2 18.1 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 710,572: 156,825 134,235 165,218 385,587 407,828 707,630 707,281: 2,942 3,291
Old : 710,572: 156,825 134,235 165,218 385,587 407,828 707,630 707,281: 2,942 3,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 18,432: 1,990 -2,174 10,711 6,926 10,216 19,627 18,753: -1,195 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 18.9 23.3 54.3 57.4 99.6 99.5: 0.4 0.5
Old : 100.0: 22.1 18.9 23.3 54.3 57.4 99.6 99.5: 0.4 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 : 70: 17 14 25 39 36 68 63:
Old : 70: 17 14 25 39 36 68 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 29.6 64.7 53.0 34.7 23.2 42.7 35.3
Old : 47.8 29.6 64.7 53.0 34.7 23.2 42.7 35.3
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, August 15, 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 : 72,156: 10,305 2,618 7,130 53,921 61,724 71,356 71,472: 800 684
Old : 72,156: 10,305 2,618 7,130 53,921 61,724 71,356 71,472: 800 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,318: 388 -43 -159 1,216 1,802 1,445 1,600: -127 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 3.6 9.9 74.7 85.5 98.9 99.1: 1.1 0.9
Old : 100.0: 14.3 3.6 9.9 74.7 85.5 98.9 99.1: 1.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 9 4 11 41 40 55 51:
Old : 57: 9 4 11 41 40 55 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 : 38.7 35.3 61.5 59.8 21.9 21.6 26.5 32.2
Old : 38.7 35.3 61.5 59.8 21.9 21.6 26.5 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 29,991: 1,324 3,428 212 27,839 25,990 29,375 29,630: 616 361
Old : 29,991: 1,324 3,428 212 27,839 25,990 29,375 29,630: 616 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 5,220: 0 0 0 4,710 5,220 4,710 5,220: 510 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 11.4 0.7 92.8 86.7 97.9 98.8: 2.1 1.2
Old : 100.0: 4.4 11.4 0.7 92.8 86.7 97.9 98.8: 2.1 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 : 38: 1 4 1 25 22 26 27:
Old : 38: 1 4 1 25 22 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 62.6 81.7 78.7 47.2 51.1 57.3 60.8
Old : 66.4 62.6 81.7 78.7 47.2 51.1 57.3 60.8
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, August 15, 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 : 20,248: 1,845 172 69 18,288 19,961 20,202 20,202: 46 46
Old : 20,248: 1,845 172 69 18,288 19,961 20,202 20,202: 46 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 3,874: 0 0 0 3,828 3,828 3,828 3,828: 46 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.8 0.3 90.3 98.6 99.8 99.8: 0.2 0.2
Old : 100.0: 9.1 0.8 0.3 90.3 98.6 99.8 99.8: 0.2 0.2
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: 3 1 1 17 17 20 19:
Old : 30: 3 1 1 17 17 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 : 71.3 70.2 85.1 88.5 43.3 45.3 54.6 55.0
Old : 71.3 70.2 85.1 88.5 43.3 45.3 54.6 55.0
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, August 15, 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 : 15,701: 556 1,653 69 14,669 13,919 15,294 15,641: 407 60
Old : 15,701: 556 1,653 69 14,669 13,919 15,294 15,641: 407 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 10.5 0.4 93.4 88.7 97.4 99.6: 2.6 0.4
Old : 100.0: 3.5 10.5 0.4 93.4 88.7 97.4 99.6: 2.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 1 15 12 17 15:
Old : 23: 1 3 1 15 12 17 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 : 74.6 64.6 90.0 90.1 59.8 56.4 68.0 71.4
Old : 74.6 64.6 90.0 90.1 59.8 56.4 68.0 71.4
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, August 15, 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 : 26,254: 3,020 4,278 110 22,852 21,646 25,982 26,034: 272 220
Old : 26,254: 3,020 4,278 110 22,852 21,646 25,982 26,034: 272 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 20: 0 -60 0 20 60 20 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 16.3 0.4 87.0 82.4 99.0 99.2: 1.0 0.8
Old : 100.0: 11.5 16.3 0.4 87.0 82.4 99.0 99.2: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 3 2 21 22 24 26:
Old : 31: 2 3 2 21 22 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 : 56.9 58.9 76.4 79.1 44.3 44.1 56.9 53.2
Old : 56.9 58.9 76.4 79.1 44.3 44.1 56.9 53.2
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, August 15, 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 : 26,819: 3,160 190 330 22,029 25,468 25,519 25,988: 1,300 831
Old : 26,819: 3,160 190 330 22,029 25,468 25,519 25,988: 1,300 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 112: 0 0 0 80 80 80 80: 32 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 0.7 1.2 82.1 95.0 95.2 96.9: 4.8 3.1
Old : 100.0: 11.8 0.7 1.2 82.1 95.0 95.2 96.9: 4.8 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 : 31: 2 1 2 22 23 25 25:
Old : 31: 2 1 2 22 23 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 46.9 66.2 73.9 32.6 40.4 45.2 56.3
Old : 46.1 46.9 66.2 73.9 32.6 40.4 45.2 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 22,458: 840 222 868 20,700 21,368 22,408 22,458: 50 0
Old : 22,458: 840 222 868 20,700 21,368 22,408 22,458: 50 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 240: -240 0 240 240 0 240 240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.0 3.9 92.2 95.1 99.8 100.0: 0.2 0.0
Old : 100.0: 3.7 1.0 3.9 92.2 95.1 99.8 100.0: 0.2 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 : 20: 2 1 3 14 15 17 18:
Old : 20: 2 1 3 14 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 64.0 88.6 84.1 49.3 55.4 64.1 63.9
Old : 61.4 64.0 88.6 84.1 49.3 55.4 64.1 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 14,068: 360 12 1,080 12,406 12,816 13,846 13,908: 222 160
Old : 14,068: 360 12 1,080 12,406 12,816 13,846 13,908: 222 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.1 7.7 88.2 91.1 98.4 98.9: 1.6 1.1
Old : 100.0: 2.6 0.1 7.7 88.2 91.1 98.4 98.9: 1.6 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 : 23: 1 1 1 15 16 17 17:
Old : 23: 1 1 1 15 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 57.6 82.9 81.8 57.3 50.2 64.5 61.9
Old : 66.2 57.6 82.9 81.8 57.3 50.2 64.5 61.9
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, August 15, 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 : 1,883,364: 198,498 93,044 623,133 992,594 1,089,606 1,814,224 1,805,783: 69,140 77,581
Old : 1,883,364: 198,498 93,044 623,133 992,594 1,089,606 1,814,224 1,805,783: 69,140 77,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 33,490: -16,299 -9,975 24,735 28,727 15,158 37,164 29,919: -3,673 3,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 4.9 33.1 52.7 57.9 96.3 95.9: 3.7 4.1
Old : 100.0: 10.5 4.9 33.1 52.7 57.9 96.3 95.9: 3.7 4.1
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 : 336: 124 100 167 90 97 300 290:
Old : 336: 124 100 167 90 97 300 290:
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 : 19.3 20.4 30.2 30.0 6.2 5.7 9.5 9.0
Old : 19.3 20.4 30.2 30.0 6.2 5.7 9.5 9.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 39,362: 21,289 22,839 4,643 1,535 554 27,467 28,036: 11,895 11,326
Old : 39,362: 21,289 22,839 4,643 1,535 554 27,467 28,036: 11,895 11,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -1,551: -7,031 -4,697 2,045 1,535 -326 -3,451 -2,978: 1,900 1,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 58.0 11.8 3.9 1.4 69.8 71.2: 30.2 28.8
Old : 100.0: 54.1 58.0 11.8 3.9 1.4 69.8 71.2: 30.2 28.8
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 : 40: 22 16 15 1 1 29 26:
Old : 40: 22 16 15 1 1 29 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 : 26.6 35.7 41.8 52.1 20.7 33.7 33.7 48.1
Old : 26.6 35.7 41.8 52.1 20.7 33.7 33.7 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 33,912: 6,434 8,763 3,962 12,644 11,089 23,040 23,814: 10,872 10,098
Old : 33,912: 6,434 8,763 3,962 12,644 11,089 23,040 23,814: 10,872 10,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -153: -641 581 68 176 -1,751 -397 -1,102: 244 949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 25.8 11.7 37.3 32.7 67.9 70.2: 32.1 29.8
Old : 100.0: 19.0 25.8 11.7 37.3 32.7 67.9 70.2: 32.1 29.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 9 11 12 12 26 25:
Old : 29: 7 9 11 12 12 26 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 : 23.9 32.1 37.2 45.1 21.3 25.3 29.9 33.0
Old : 23.9 32.1 37.2 45.1 21.3 25.3 29.9 33.0
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, August 15, 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 : 12,911: 6,535 1,685 927 3,140 9,865 10,602 12,477: 2,309 434
Old : 12,911: 6,535 1,685 927 3,140 9,865 10,602 12,477: 2,309 434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 523: 136 -466 180 197 768 513 482: 10 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 13.1 7.2 24.3 76.4 82.1 96.6: 17.9 3.4
Old : 100.0: 50.6 13.1 7.2 24.3 76.4 82.1 96.6: 17.9 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 54 9 6 19 27 77 40:
Old : 106: 54 9 6 19 27 77 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 : 26.3 43.4 38.7 65.8 25.2 38.9 36.4 61.3
Old : 26.3 43.4 38.7 65.8 25.2 38.9 36.4 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 9,948: 5,652 443 388 1,594 8,165 7,634 8,996: 2,314 952
Old : 9,948: 5,652 443 388 1,594 8,165 7,634 8,996: 2,314 952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -228: -133 -85 80 -60 -246 -113 -251: -115 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 4.5 3.9 16.0 82.1 76.7 90.4: 23.3 9.6
Old : 100.0: 56.8 4.5 3.9 16.0 82.1 76.7 90.4: 23.3 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 25 2 4 7 20 35 26:
Old : 56: 25 2 4 7 20 35 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 : 26.7 38.0 40.4 58.9 26.7 37.8 40.4 58.7
Old : 26.7 38.0 40.4 58.9 26.7 37.8 40.4 58.7
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, August 15, 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 : 86,054: 11,225 5,002 13,519 46,417 57,934 71,160 76,455: 14,894 9,599
Old : 86,054: 11,225 5,002 13,519 46,417 57,934 71,160 76,455: 14,894 9,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -9,647: -10,015 -1,364 388 1,672 -9,170 -7,954 -10,145: -1,692 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 5.8 15.7 53.9 67.3 82.7 88.8: 17.3 11.2
Old : 100.0: 13.0 5.8 15.7 53.9 67.3 82.7 88.8: 17.3 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 : 128: 38 17 24 56 64 102 97:
Old : 128: 38 17 24 56 64 102 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 22.9 30.8 35.0 19.5 16.1 25.4 25.0
Old : 21.8 22.9 30.8 35.0 19.5 16.1 25.4 25.0
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, August 15, 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 : 63,625: 12,016 202 5,448 41,357 53,157 58,821 58,807: 4,803 4,817
Old : 63,625: 12,016 202 5,448 41,357 53,157 58,821 58,807: 4,803 4,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 5,482: 140 -838 -226 5,148 6,188 5,062 5,124: 421 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 0.3 8.6 65.0 83.5 92.5 92.4: 7.5 7.6
Old : 100.0: 18.9 0.3 8.6 65.0 83.5 92.5 92.4: 7.5 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 : 70: 13 4 9 39 45 57 54:
Old : 70: 13 4 9 39 45 57 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 29.1 49.0 44.7 27.1 20.1 36.6 30.3
Old : 31.8 29.1 49.0 44.7 27.1 20.1 36.6 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2006