NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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 : 6,009: 1,305 1,480 0 4,203 3,933 5,508 5,413: 501 596
Old : 6,009: 1,305 1,480 0 4,203 3,933 5,508 5,413: 501 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -625: 0 0 0 -550 -446 -550 -446: -75 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 24.6 0.0 69.9 65.5 91.7 90.1: 8.3 9.9
Old : 100.0: 21.7 24.6 0.0 69.9 65.5 91.7 90.1: 8.3 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 : 28: 3 2 0 17 18 20 20:
Old : 28: 3 2 0 17 18 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 : 48.2 48.8 70.6 68.0 40.2 45.4 51.6 58.7
Old : 48.2 48.8 70.6 68.0 40.2 45.4 51.6 58.7
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, September 5, 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 : 214,917: 20,324 14,779 38,566 123,235 129,576 182,125 182,921: 32,792 31,996
Old : 214,917: 20,324 14,779 38,566 123,235 129,576 182,125 182,921: 32,792 31,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 1,323: 136 420 1,694 -1,758 -2,765 72 -651: 1,251 1,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 6.9 17.9 57.3 60.3 84.7 85.1: 15.3 14.9
Old : 100.0: 9.5 6.9 17.9 57.3 60.3 84.7 85.1: 15.3 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 28 33 42 63 73 118 127:
Old : 144: 28 33 42 63 73 118 127:
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 : 23.1 19.8 37.6 29.5 16.4 9.9 23.0 16.2
Old : 23.1 19.8 37.6 29.5 16.4 9.9 23.0 16.2
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, September 5, 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 : 1,387,889: 118,736 83,616 638,891 534,330 608,267 1,291,958 1,330,774: 95,931 57,115
Old : 1,387,889: 118,736 83,616 638,891 534,330 608,267 1,291,958 1,330,774: 95,931 57,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 10,795: -1,900 10,454 60,091 -70,380 -82,029 -12,189 -11,484: 22,984 22,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 6.0 46.0 38.5 43.8 93.1 95.9: 6.9 4.1
Old : 100.0: 8.6 6.0 46.0 38.5 43.8 93.1 95.9: 6.9 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 : 239: 64 72 101 98 88 220 208:
Old : 239: 64 72 101 98 88 220 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 30.9 46.9 44.9 6.9 6.5 9.6 9.5
Old : 33.5 30.9 46.9 44.9 6.9 6.5 9.6 9.5
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, September 5, 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 : 17,117: 5,697 12,212 1,159 2,166 418 9,022 13,789: 8,095 3,328
Old : 17,117: 5,697 12,212 1,159 2,166 418 9,022 13,789: 8,095 3,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 208: -11 1,572 -658 -1,266 -390 -1,935 524: 2,143 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 71.3 6.8 12.7 2.4 52.7 80.6: 47.3 19.4
Old : 100.0: 33.3 71.3 6.8 12.7 2.4 52.7 80.6: 47.3 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 : 26: 12 10 8 4 3 19 18:
Old : 26: 12 10 8 4 3 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 : 26.3 62.0 40.4 72.9 23.5 59.4 36.6 68.9
Old : 26.3 62.0 40.4 72.9 23.5 59.4 36.6 68.9
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, September 5, 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 : 75,299: 1,863 4,044 9,220 58,464 54,682 69,547 67,946: 5,752 7,353
Old : 75,299: 1,863 4,044 9,220 58,464 54,682 69,547 67,946: 5,752 7,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -4,225: 1,863 -147 -1,441 -4,508 -3,268 -4,086 -4,856: -139 631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 5.4 12.2 77.6 72.6 92.4 90.2: 7.6 9.8
Old : 100.0: 2.5 5.4 12.2 77.6 72.6 92.4 90.2: 7.6 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 : 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 : 44.1 46.4 69.7 67.8 36.8 37.1 50.9 50.5
Old : 44.1 46.4 69.7 67.8 36.8 37.1 50.9 50.5
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, September 5, 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 : 42,029: 8,811 656 1,374 22,394 32,034 32,579 34,064: 9,450 7,965
Old : 42,029: 8,811 656 1,374 22,394 32,034 32,579 34,064: 9,450 7,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -7,929: 391 -1,693 -517 -10,070 -7,272 -10,196 -9,482: 2,267 1,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 1.6 3.3 53.3 76.2 77.5 81.0: 22.5 19.0
Old : 100.0: 21.0 1.6 3.3 53.3 76.2 77.5 81.0: 22.5 19.0
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: 2 1 2 15 15 18 17:
Old : 21: 2 1 2 15 15 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 : 43.2 43.4 59.1 65.9 38.5 37.7 47.2 48.8
Old : 43.2 43.4 59.1 65.9 38.5 37.7 47.2 48.8
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, September 5, 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 : 113,305: 7,862 0 1,824 96,248 101,458 105,934 103,282: 7,371 10,023
Old : 113,305: 7,862 0 1,824 96,248 101,458 105,934 103,282: 7,371 10,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -9,000: -1,134 0 0 -5,639 -8,400 -6,773 -8,400: -2,227 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 1.6 84.9 89.5 93.5 91.2: 6.5 8.8
Old : 100.0: 6.9 0.0 1.6 84.9 89.5 93.5 91.2: 6.5 8.8
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 : 38: 2 0 1 26 28 28 29:
Old : 38: 2 0 1 26 28 28 29:
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 : 45.4 45.0 65.0 61.8 43.4 42.2 58.5 56.8
Old : 45.4 45.0 65.0 61.8 43.4 42.2 58.5 56.8
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, September 5, 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 : 72,662: 11,984 0 0 52,294 61,297 64,278 61,297: 8,384 11,365
Old : 72,662: 11,984 0 0 52,294 61,297 64,278 61,297: 8,384 11,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -7,525: 0 0 0 -8,494 -7,830 -8,494 -7,830: 969 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 0.0 0.0 72.0 84.4 88.5 84.4: 11.5 15.6
Old : 100.0: 16.5 0.0 0.0 72.0 84.4 88.5 84.4: 11.5 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 23 19 24 19:
Old : 28: 1 0 0 23 19 24 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 : 48.2 54.2 66.7 70.2 48.0 52.1 63.8 65.4
Old : 48.2 54.2 66.7 70.2 48.0 52.1 63.8 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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 : 73,130: 798 5,462 7,552 61,233 57,010 69,583 70,024: 3,547 3,106
Old : 73,130: 798 5,462 7,552 61,233 57,010 69,583 70,024: 3,547 3,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -6,294: 374 -3,049 -168 -5,486 -1,751 -5,280 -4,968: -1,014 -1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 7.5 10.3 83.7 78.0 95.1 95.8: 4.9 4.2
Old : 100.0: 1.1 7.5 10.3 83.7 78.0 95.1 95.8: 4.9 4.2
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 : 27: 1 2 2 22 18 24 21:
Old : 27: 1 2 2 22 18 24 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 : 61.4 46.3 77.3 71.9 51.5 36.1 60.2 56.1
Old : 61.4 46.3 77.3 71.9 51.5 36.1 60.2 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,803: 1,644 3,108 5,661 46,650 38,320 53,955 47,089: 2,848 9,714
Old : 56,803: 1,644 3,108 5,661 46,650 38,320 53,955 47,089: 2,848 9,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -8,632: 60 -2,276 -274 -7,760 -7,202 -7,974 -9,752: -658 1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 5.5 10.0 82.1 67.5 95.0 82.9: 5.0 17.1
Old : 100.0: 2.9 5.5 10.0 82.1 67.5 95.0 82.9: 5.0 17.1
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: 2 2 2 19 18 22 21:
Old : 27: 2 2 2 19 18 22 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 : 57.2 44.4 73.5 64.5 52.1 33.4 59.6 45.5
Old : 57.2 44.4 73.5 64.5 52.1 33.4 59.6 45.5
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, September 5, 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 : 114,182: 0 7,366 7,722 96,580 89,411 104,302 104,499: 9,880 9,683
Old : 114,182: 0 7,366 7,722 96,580 89,411 104,302 104,499: 9,880 9,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -7,147: 0 -2,896 1,346 -9,689 -5,447 -8,343 -6,997: 1,196 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 6.8 84.6 78.3 91.3 91.5: 8.7 8.5
Old : 100.0: 0.0 6.5 6.8 84.6 78.3 91.3 91.5: 8.7 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 : 39: 0 2 2 34 27 36 29:
Old : 39: 0 2 2 34 27 36 29:
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 39.3 50.2 59.6 21.9 20.8 33.0 32.3
Old : 30.1 39.3 50.2 59.6 21.9 20.8 33.0 32.3
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, September 5, 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 : 34,345: 0 6,778 474 25,454 23,378 25,928 30,630: 8,417 3,715
Old : 34,345: 0 6,778 474 25,454 23,378 25,928 30,630: 8,417 3,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -5,382: -271 739 -1,661 -3,941 -5,347 -5,873 -6,269: 491 887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.7 1.4 74.1 68.1 75.5 89.2: 24.5 10.8
Old : 100.0: 0.0 19.7 1.4 74.1 68.1 75.5 89.2: 24.5 10.8
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 : 21: 0 2 1 14 16 15 18:
Old : 21: 0 2 1 14 16 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 40.7 64.9 66.6 31.8 33.5 42.2 50.6
Old : 42.0 40.7 64.9 66.6 31.8 33.5 42.2 50.6
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, September 5, 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 : 71,282: 169 6,351 3,181 58,565 52,336 61,915 61,868: 9,367 9,414
Old : 71,282: 169 6,351 3,181 58,565 52,336 61,915 61,868: 9,367 9,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -3,275: 110 -2,051 134 -2,854 -1,649 -2,610 -3,566: -665 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 8.9 4.5 82.2 73.4 86.9 86.8: 13.1 13.2
Old : 100.0: 0.2 8.9 4.5 82.2 73.4 86.9 86.8: 13.1 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 : 21: 1 1 2 17 15 19 17:
Old : 21: 1 1 2 17 15 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 65.2 75.7 81.5 48.5 59.7 68.2 71.4
Old : 53.3 65.2 75.7 81.5 48.5 59.7 68.2 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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 : 49,369: 6,059 496 3,132 36,142 39,118 45,333 42,746: 4,036 6,623
Old : 49,369: 6,059 496 3,132 36,142 39,118 45,333 42,746: 4,036 6,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -4,309: -411 -120 0 -3,282 -4,525 -3,693 -4,645: -616 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 1.0 6.3 73.2 79.2 91.8 86.6: 8.2 13.4
Old : 100.0: 12.3 1.0 6.3 73.2 79.2 91.8 86.6: 8.2 13.4
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 : 21: 1 1 1 13 16 14 18:
Old : 21: 1 1 1 13 16 14 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 : 52.6 57.2 76.2 74.6 44.8 43.7 60.6 53.7
Old : 52.6 57.2 76.2 74.6 44.8 43.7 60.6 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, September 5, 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 : 74,927: 5,270 0 62 59,166 68,764 64,498 68,826: 10,429 6,101
Old : 74,927: 5,270 0 62 59,166 68,764 64,498 68,826: 10,429 6,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -7,085: -840 0 -60 -6,555 -6,153 -7,455 -6,213: 370 -872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.1 79.0 91.8 86.1 91.9: 13.9 8.1
Old : 100.0: 7.0 0.0 0.1 79.0 91.8 86.1 91.9: 13.9 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 : 32: 2 0 1 25 25 27 26:
Old : 32: 2 0 1 25 25 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 : 38.1 38.3 57.8 57.5 31.4 29.6 43.7 41.3
Old : 38.1 38.3 57.8 57.5 31.4 29.6 43.7 41.3
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, September 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 79,714: 0 10,280 4,880 63,218 53,987 68,098 69,147: 11,616 10,567
Old : 79,714: 0 10,280 4,880 63,218 53,987 68,098 69,147: 11,616 10,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -8,130: 0 -3,687 1,009 -14,806 -6,220 -13,797 -8,898: 5,667 768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.9 6.1 79.3 67.7 85.4 86.7: 14.6 13.3
Old : 100.0: 0.0 12.9 6.1 79.3 67.7 85.4 86.7: 14.6 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 2 1 23 19 24 21:
Old : 31: 0 2 1 23 19 24 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 : 35.9 43.5 59.9 70.7 30.0 30.0 47.2 50.5
Old : 35.9 43.5 59.9 70.7 30.0 30.0 47.2 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,022: 0 620 3,596 47,602 49,690 51,198 53,906: 9,824 7,116
Old : 61,022: 0 620 3,596 47,602 49,690 51,198 53,906: 9,824 7,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -4,545: 0 -505 31 -2,617 -3,249 -2,586 -3,723: -1,959 -822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 5.9 78.0 81.4 83.9 88.3: 16.1 11.7
Old : 100.0: 0.0 1.0 5.9 78.0 81.4 83.9 88.3: 16.1 11.7
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 : 28: 0 1 1 20 20 21 21:
Old : 28: 0 1 1 20 20 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 : 40.3 42.2 63.0 69.6 38.9 42.2 56.7 65.5
Old : 40.3 42.2 63.0 69.6 38.9 42.2 56.7 65.5
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, September 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 48,852: 1,240 4,320 0 45,722 44,532 46,962 48,852: 1,890 0
Old : 48,852: 1,240 4,320 0 45,722 44,532 46,962 48,852: 1,890 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -11,186: -480 -1,226 -780 -10,840 -8,340 -12,100 -10,346: 914 -840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 8.8 0.0 93.6 91.2 96.1 100.0: 3.9 0.0
Old : 100.0: 2.5 8.8 0.0 93.6 91.2 96.1 100.0: 3.9 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 : 23: 1 3 0 11 13 12 16:
Old : 23: 1 3 0 11 13 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.8 68.4 92.7 90.2 51.8 31.4 55.6 50.8
Old : 83.8 68.4 92.7 90.2 51.8 31.4 55.6 50.8
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, September 5, 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 : 175,161: 0 14,426 13,969 144,537 140,198 158,506 168,593: 16,655 6,568
Old : 175,161: 0 14,426 13,969 144,537 140,198 158,506 168,593: 16,655 6,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -15,332: -1,206 4,378 -3,682 -11,794 -15,876 -16,682 -15,180: 1,350 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 8.0 82.5 80.0 90.5 96.3: 9.5 3.7
Old : 100.0: 0.0 8.2 8.0 82.5 80.0 90.5 96.3: 9.5 3.7
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 : 44: 0 6 6 37 32 43 38:
Old : 44: 0 6 6 37 32 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 : 28.2 34.3 45.5 54.4 26.8 28.8 39.5 40.1
Old : 28.2 34.3 45.5 54.4 26.8 28.8 39.5 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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 : 93,598: 6,875 4,050 3,116 73,240 76,225 83,231 83,391: 10,367 10,207
Old : 93,598: 6,875 4,050 3,116 73,240 76,225 83,231 83,391: 10,367 10,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -6,084: -1,371 -120 8 -3,947 -3,099 -5,310 -3,211: -774 -2,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 4.3 3.3 78.2 81.4 88.9 89.1: 11.1 10.9
Old : 100.0: 7.3 4.3 3.3 78.2 81.4 88.9 89.1: 11.1 10.9
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: 2 1 2 24 21 26 24:
Old : 32: 2 1 2 24 21 26 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 : 43.7 52.4 64.4 68.5 37.4 49.4 57.0 63.7
Old : 43.7 52.4 64.4 68.5 37.4 49.4 57.0 63.7
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, September 5, 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 : 73,428: 1,240 4,836 0 71,818 68,382 73,058 73,218: 370 210
Old : 73,428: 1,240 4,836 0 71,818 68,382 73,058 73,218: 370 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -6,596: -240 118 -780 -4,734 -5,062 -5,754 -5,724: -842 -872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 6.6 0.0 97.8 93.1 99.5 99.7: 0.5 0.3
Old : 100.0: 1.7 6.6 0.0 97.8 93.1 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 3 0 21 19 22 22:
Old : 31: 1 3 0 21 19 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 : 80.0 50.2 89.9 73.2 66.9 44.6 72.0 64.7
Old : 80.0 50.2 89.9 73.2 66.9 44.6 72.0 64.7
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, September 5, 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 : 263,631: 12,177 1,053 5,672 234,088 247,659 251,937 254,384: 11,694 9,247
Old : 263,631: 12,177 1,053 5,672 234,088 247,659 251,937 254,384: 11,694 9,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -11,911: -1,751 1,041 1,095 -17,980 -16,212 -18,636 -14,076: 6,725 2,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.4 2.2 88.8 93.9 95.6 96.5: 4.4 3.5
Old : 100.0: 4.6 0.4 2.2 88.8 93.9 95.6 96.5: 4.4 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 : 58: 3 2 5 46 43 52 48:
Old : 58: 3 2 5 46 43 52 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 39.1 54.8 59.8 32.1 36.5 44.1 51.1
Old : 37.8 39.1 54.8 59.8 32.1 36.5 44.1 51.1
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, September 5, 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 : 141,584: 9,754 4,163 7,489 115,787 126,242 133,030 137,894: 8,554 3,690
Old : 141,584: 9,754 4,163 7,489 115,787 126,242 133,030 137,894: 8,554 3,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -13,604: 2,048 3,164 -2,410 -12,582 -13,162 -12,944 -12,408: -660 -1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 2.9 5.3 81.8 89.2 94.0 97.4: 6.0 2.6
Old : 100.0: 6.9 2.9 5.3 81.8 89.2 94.0 97.4: 6.0 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 : 46: 3 3 3 36 36 40 41:
Old : 46: 3 3 3 36 36 40 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 43.8 48.6 60.7 25.6 41.3 38.1 54.3
Old : 32.8 43.8 48.6 60.7 25.6 41.3 38.1 54.3
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, September 5, 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 : 158,497: 0 4,149 6,822 139,581 138,201 146,403 149,172: 12,094 9,325
Old : 158,497: 0 4,149 6,822 139,581 138,201 146,403 149,172: 12,094 9,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -6,652: 0 1,243 -244 -8,708 -6,931 -8,952 -5,932: 2,300 -720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 4.3 88.1 87.2 92.4 94.1: 7.6 5.9
Old : 100.0: 0.0 2.6 4.3 88.1 87.2 92.4 94.1: 7.6 5.9
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 : 47: 0 2 2 36 37 38 39:
Old : 47: 0 2 2 36 37 38 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 : 29.6 48.4 50.9 65.9 28.4 43.6 47.8 53.2
Old : 29.6 48.4 50.9 65.9 28.4 43.6 47.8 53.2
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, September 5, 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 : 163,721: 17,135 2,802 22,869 117,488 127,872 157,492 153,543: 6,229 10,178
Old : 163,721: 17,135 2,802 22,869 117,488 127,872 157,492 153,543: 6,229 10,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -22,511: 761 1,884 -8,716 -13,298 -15,259 -21,253 -22,091: -1,258 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 1.7 14.0 71.8 78.1 96.2 93.8: 3.8 6.2
Old : 100.0: 10.5 1.7 14.0 71.8 78.1 96.2 93.8: 3.8 6.2
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 : 45: 4 3 6 32 33 38 40:
Old : 45: 4 3 6 32 33 38 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 : 32.1 26.0 53.4 44.3 24.1 20.5 35.7 29.8
Old : 32.1 26.0 53.4 44.3 24.1 20.5 35.7 29.8
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, September 5, 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 : 54,203: 0 1,714 240 49,557 43,864 49,797 45,818: 4,406 8,385
Old : 54,203: 0 1,714 240 49,557 43,864 49,797 45,818: 4,406 8,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -4,671: 0 -302 240 -4,581 -3,617 -4,341 -3,679: -330 -992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.4 91.4 80.9 91.9 84.5: 8.1 15.5
Old : 100.0: 0.0 3.2 0.4 91.4 80.9 91.9 84.5: 8.1 15.5
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: 0 1 1 19 21 20 22:
Old : 27: 0 1 1 19 21 20 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 : 43.2 43.8 66.9 64.0 38.8 36.5 60.4 53.6
Old : 43.2 43.8 66.9 64.0 38.8 36.5 60.4 53.6
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, September 5, 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 : 3,042,431: 241,757 94,610 1,184,494 1,601,056 1,754,411 3,027,307 3,033,515: 15,124 8,916
Old : 3,042,431: 241,757 94,610 1,184,494 1,601,056 1,754,411 3,027,307 3,033,515: 15,124 8,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -207,523: -75,445 -64,858 -550 -115,970 -133,134 -191,965 -198,542: -15,558 -8,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 3.1 38.9 52.6 57.7 99.5 99.7: 0.5 0.3
Old : 100.0: 7.9 3.1 38.9 52.6 57.7 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 27 19 42 105 86 151 129:
Old : 152: 27 19 42 105 86 151 129:
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 : 36.5 42.7 50.4 58.2 9.1 16.6 15.2 20.1
Old : 36.5 42.7 50.4 58.2 9.1 16.6 15.2 20.1
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, September 5, 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 : 765,265: 146,160 137,304 183,230 424,211 431,569 753,601 752,103: 11,664 13,162
Old : 765,265: 146,160 137,304 183,230 424,211 431,569 753,601 752,103: 11,664 13,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 55,373: -18,707 37,724 56,088 11,394 -46,675 48,775 47,137: 6,598 8,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 17.9 23.9 55.4 56.4 98.5 98.3: 1.5 1.7
Old : 100.0: 19.1 17.9 23.9 55.4 56.4 98.5 98.3: 1.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 20 15 26 32 34 65 62:
Old : 71: 20 15 26 32 34 65 62:
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 : 49.7 35.5 65.4 55.7 35.5 23.9 42.9 35.5
Old : 49.7 35.5 65.4 55.7 35.5 23.9 42.9 35.5
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, September 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 71,771: 9,494 1,424 6,010 55,559 63,629 71,063 71,063: 708 708
Old : 71,771: 9,494 1,424 6,010 55,559 63,629 71,063 71,063: 708 708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -5,072: -1,286 -1,080 -884 -2,884 -3,072 -5,055 -5,036: -17 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 2.0 8.4 77.4 88.7 99.0 99.0: 1.0 1.0
Old : 100.0: 13.2 2.0 8.4 77.4 88.7 99.0 99.0: 1.0 1.0
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: 9 5 11 39 39 53 50:
Old : 56: 9 5 11 39 39 53 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 : 38.3 39.4 61.5 64.8 20.4 22.3 25.6 33.1
Old : 38.3 39.4 61.5 64.8 20.4 22.3 25.6 33.1
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, September 5, 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 : 28,070: 1,370 2,665 166 26,451 24,901 27,987 27,732: 83 338
Old : 28,070: 1,370 2,665 166 26,451 24,901 27,987 27,732: 83 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -2,024: 46 -322 -46 -2,001 -1,633 -2,001 -2,001: -23 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 9.5 0.6 94.2 88.7 99.7 98.8: 0.3 1.2
Old : 100.0: 4.9 9.5 0.6 94.2 88.7 99.7 98.8: 0.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 4 1 22 20 23 25:
Old : 36: 1 4 1 22 20 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 : 67.5 66.4 85.6 81.9 49.0 53.8 61.5 63.6
Old : 67.5 66.4 85.6 81.9 49.0 53.8 61.5 63.6
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, September 5, 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 : 18,845: 1,684 80 0 17,161 18,765 18,845 18,845: 0 0
Old : 18,845: 1,684 80 0 17,161 18,765 18,845 18,845: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -1,357: -161 -92 -69 -1,127 -1,196 -1,357 -1,357: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.4 0.0 91.1 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 8.9 0.4 0.0 91.1 99.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 0 16 15 19 16:
Old : 28: 3 1 0 16 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 73.2 88.7 90.9 45.2 47.6 56.8 56.8
Old : 76.3 73.2 88.7 90.9 45.2 47.6 56.8 56.8
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, September 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 14,698: 372 1,423 0 14,057 13,194 14,429 14,617: 269 81
Old : 14,698: 372 1,423 0 14,057 13,194 14,429 14,617: 269 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -1,003: -184 -230 -69 -612 -725 -865 -1,024: -138 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 9.7 0.0 95.6 89.8 98.2 99.4: 1.8 0.6
Old : 100.0: 2.5 9.7 0.0 95.6 89.8 98.2 99.4: 1.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 0 14 11 15 14:
Old : 21: 1 3 0 14 11 15 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 : 78.8 66.9 93.7 90.6 63.1 59.3 71.3 72.8
Old : 78.8 66.9 93.7 90.6 63.1 59.3 71.3 72.8
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, September 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 24,924: 3,080 4,124 30 21,554 20,640 24,664 24,794: 260 130
Old : 24,924: 3,080 4,124 30 21,554 20,640 24,664 24,794: 260 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -1,634: 60 -154 -80 -1,612 -1,400 -1,632 -1,634: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 16.5 0.1 86.5 82.8 99.0 99.5: 1.0 0.5
Old : 100.0: 12.4 16.5 0.1 86.5 82.8 99.0 99.5: 1.0 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 : 29: 2 3 1 19 21 22 24:
Old : 29: 2 3 1 19 21 22 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 : 58.8 58.8 77.1 79.3 46.0 44.8 56.4 53.8
Old : 58.8 58.8 77.1 79.3 46.0 44.8 56.4 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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 : 26,079: 3,170 0 230 21,245 24,587 24,645 24,817: 1,434 1,262
Old : 26,079: 3,170 0 230 21,245 24,587 24,645 24,817: 1,434 1,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -900: 10 -190 -100 -518 -1,039 -608 -1,329: -292 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 0.0 0.9 81.5 94.3 94.5 95.2: 5.5 4.8
Old : 100.0: 12.2 0.0 0.9 81.5 94.3 94.5 95.2: 5.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 22 22 24 23:
Old : 29: 2 0 1 22 22 24 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 : 45.3 47.9 66.4 74.7 31.3 41.3 44.9 57.4
Old : 45.3 47.9 66.4 74.7 31.3 41.3 44.9 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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 : 13,674: 432 0 1,056 11,854 12,538 13,342 13,594: 332 80
Old : 13,674: 432 0 1,056 11,854 12,538 13,342 13,594: 332 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -518: 72 -12 -24 -652 -402 -604 -438: 86 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 7.7 86.7 91.7 97.6 99.4: 2.4 0.6
Old : 100.0: 3.2 0.0 7.7 86.7 91.7 97.6 99.4: 2.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 0 1 14 15 17 16:
Old : 22: 3 0 1 14 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 57.5 83.7 82.1 57.9 50.9 64.4 62.4
Old : 67.7 57.5 83.7 82.1 57.9 50.9 64.4 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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 : 1,862,186: 185,115 115,518 600,066 1,010,622 1,069,712 1,795,804 1,785,297: 66,382 76,890
Old : 1,862,186: 185,115 115,518 600,066 1,010,622 1,069,712 1,795,804 1,785,297: 66,382 76,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 53,482: -467 11,271 31,270 26,081 15,226 56,884 57,766: -3,402 -4,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 6.2 32.2 54.3 57.4 96.4 95.9: 3.6 4.1
Old : 100.0: 9.9 6.2 32.2 54.3 57.4 96.4 95.9: 3.6 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 : 334: 121 102 168 86 94 286 297:
Old : 334: 121 102 168 86 94 286 297:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 21.8 31.1 31.0 6.4 5.6 9.6 8.1
Old : 20.8 21.8 31.1 31.0 6.4 5.6 9.6 8.1
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, September 5, 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 : 41,261: 24,113 26,701 1,846 1,174 1,112 27,133 29,659: 14,128 11,602
Old : 41,261: 24,113 26,701 1,846 1,174 1,112 27,133 29,659: 14,128 11,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 4,668: 2,267 2,369 -181 1,174 -150 3,260 2,038: 1,408 2,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 64.7 4.5 2.8 2.7 65.8 71.9: 34.2 28.1
Old : 100.0: 58.4 64.7 4.5 2.8 2.7 65.8 71.9: 34.2 28.1
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 : 46: 22 22 8 1 1 28 26:
Old : 46: 22 22 8 1 1 28 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 : 27.6 26.4 39.1 42.7 27.4 25.6 38.5 40.6
Old : 27.6 26.4 39.1 42.7 27.4 25.6 38.5 40.6
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, September 5, 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 : 31,345: 2,460 9,069 6,811 13,909 5,526 23,180 21,406: 8,165 9,939
Old : 31,345: 2,460 9,069 6,811 13,909 5,526 23,180 21,406: 8,165 9,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 1,676: -533 2,086 1,349 1,894 -741 2,710 2,694: -1,034 -1,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 28.9 21.7 44.4 17.6 74.0 68.3: 26.0 31.7
Old : 100.0: 7.8 28.9 21.7 44.4 17.6 74.0 68.3: 26.0 31.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 8 11 14 13 9 29 26:
Old : 32: 8 11 14 13 9 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 29.3 40.5 43.1 23.8 22.9 33.9 30.5
Old : 26.6 29.3 40.5 43.1 23.8 22.9 33.9 30.5
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, September 5, 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 : 11,444: 6,455 1,905 49 2,802 9,327 9,306 11,281: 2,138 163
Old : 11,444: 6,455 1,905 49 2,802 9,327 9,306 11,281: 2,138 163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -2,629: 112 512 -1,357 -1,431 -1,736 -2,676 -2,581: 47 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 16.6 0.4 24.5 81.5 81.3 98.6: 18.7 1.4
Old : 100.0: 56.4 16.6 0.4 24.5 81.5 81.3 98.6: 18.7 1.4
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 : 101: 57 5 3 21 24 81 29:
Old : 101: 57 5 3 21 24 81 29:
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 46.1 39.0 68.0 30.1 45.6 39.0 67.6
Old : 30.1 46.1 39.0 68.0 30.1 45.6 39.0 67.6
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, September 5, 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 : 10,269: 5,890 645 81 1,791 8,531 7,762 9,257: 2,507 1,012
Old : 10,269: 5,890 645 81 1,791 8,531 7,762 9,257: 2,507 1,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 604: 522 120 -416 129 852 235 556: 369 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 6.3 0.8 17.4 83.1 75.6 90.1: 24.4 9.9
Old : 100.0: 57.4 6.3 0.8 17.4 83.1 75.6 90.1: 24.4 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 : 62: 25 5 2 10 24 35 31:
Old : 62: 25 5 2 10 24 35 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 : 26.9 40.1 40.5 61.0 26.9 40.1 39.7 61.0
Old : 26.9 40.1 40.5 61.0 26.9 40.1 39.7 61.0
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, September 5, 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 : 65,012: 6,520 5,395 7,071 40,308 44,448 53,900 56,915: 11,112 8,097
Old : 65,012: 6,520 5,395 7,071 40,308 44,448 53,900 56,915: 11,112 8,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -2,897: -636 -161 -0 -1,800 -2,502 -2,436 -2,664: -460 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 8.3 10.9 62.0 68.4 82.9 87.5: 17.1 12.5
Old : 100.0: 10.0 8.3 10.9 62.0 68.4 82.9 87.5: 17.1 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 : 102: 28 11 18 43 50 76 74:
Old : 102: 28 11 18 43 50 76 74:
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 : 29.5 28.4 41.4 40.4 25.0 18.0 30.9 27.1
Old : 29.5 28.4 41.4 40.4 25.0 18.0 30.9 27.1
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, September 5, 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 : 75,227: 11,693 952 7,174 50,823 63,313 69,690 71,439: 5,537 3,788
Old : 75,227: 11,693 952 7,174 50,823 63,313 69,690 71,439: 5,537 3,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 5,254: 1,266 -13 2,626 3,224 4,095 7,117 6,708: -1,863 -1,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 1.3 9.5 67.6 84.2 92.6 95.0: 7.4 5.0
Old : 100.0: 15.5 1.3 9.5 67.6 84.2 92.6 95.0: 7.4 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 : 81: 19 5 13 44 47 67 61:
Old : 81: 19 5 13 44 47 67 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 36.5 53.2 50.6 24.8 21.7 32.9 30.0
Old : 34.1 36.5 53.2 50.6 24.8 21.7 32.9 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 8, 2006