GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 4,026: 25 0 0 3,552 4,026 3,577 4,026: 449 0
Old : 4,026: 25 0 0 3,552 4,026 3,577 4,026: 449 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -22: 0 0 0 -200 228 -200 228: 178 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 88.2 100.0 88.8 100.0: 11.2 0.0
Old : 100.0: 0.6 0.0 0.0 88.2 100.0 88.8 100.0: 11.2 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 : 22: 1 0 0 14 17 15 17:
Old : 22: 1 0 0 14 17 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 62.7 75.3 83.9 49.2 61.5 59.3 70.4
Old : 55.3 62.7 75.3 83.9 49.2 61.5 59.3 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 7,650: 1,359 1,180 36 5,512 5,996 6,907 7,212: 743 438
Old : 7,650: 1,359 1,180 36 5,512 5,996 6,907 7,212: 743 438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 760: 0 0 0 710 710 710 710: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 15.4 0.5 72.1 78.4 90.3 94.3: 9.7 5.7
Old : 100.0: 17.8 15.4 0.5 72.1 78.4 90.3 94.3: 9.7 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 1 1 23 24 27 26:
Old : 34: 4 1 1 23 24 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 : 41.2 46.8 62.8 65.0 34.7 41.5 45.8 53.5
Old : 41.2 46.8 62.8 65.0 34.7 41.5 45.8 53.5
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 26, 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 : 243,158: 21,408 24,382 47,244 142,293 135,732 210,944 207,357: 32,213 35,801
Old : 243,158: 21,408 24,382 47,244 142,293 135,732 210,944 207,357: 32,213 35,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -311: 454 2,679 -926 1,206 -800 733 953: -1,045 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 10.0 19.4 58.5 55.8 86.8 85.3: 13.2 14.7
Old : 100.0: 8.8 10.0 19.4 58.5 55.8 86.8 85.3: 13.2 14.7
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 : 150: 29 37 43 65 71 121 132:
Old : 150: 29 37 43 65 71 121 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 18.8 36.1 29.5 15.9 9.3 22.6 14.3
Old : 24.2 18.8 36.1 29.5 15.9 9.3 22.6 14.3
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 26, 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 : 1,356,047: 143,025 97,873 602,391 530,443 609,670 1,275,858 1,309,934: 80,189 46,113
Old : 1,356,047: 143,025 97,873 602,391 530,443 609,670 1,275,858 1,309,934: 80,189 46,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -131,041: 5,264 533 -96,164 -39,911 -35,711 -130,811 -131,343: -230 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.2 44.4 39.1 45.0 94.1 96.6: 5.9 3.4
Old : 100.0: 10.5 7.2 44.4 39.1 45.0 94.1 96.6: 5.9 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 : 226: 60 70 88 94 85 203 195:
Old : 226: 60 70 88 94 85 203 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 29.6 46.7 44.5 8.4 7.2 11.1 10.5
Old : 33.8 29.6 46.7 44.5 8.4 7.2 11.1 10.5
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 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 77,268: 1,760 1,079 9,104 59,961 57,408 70,825 67,591: 6,443 9,677
Old : 77,268: 1,760 1,079 9,104 59,961 57,408 70,825 67,591: 6,443 9,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -195: -3,866 -2,053 1,470 4,149 -226 1,753 -809: -1,948 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.4 11.8 77.6 74.3 91.7 87.5: 8.3 12.5
Old : 100.0: 2.3 1.4 11.8 77.6 74.3 91.7 87.5: 8.3 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 1 2 24 23 26 25:
Old : 29: 1 1 2 24 23 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 : 41.7 42.2 66.7 62.2 34.1 33.8 48.1 44.4
Old : 41.7 42.2 66.7 62.2 34.1 33.8 48.1 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 47,947: 7,922 0 2,759 25,908 37,279 36,589 40,038: 11,358 7,909
Old : 47,947: 7,922 0 2,759 25,908 37,279 36,589 40,038: 11,358 7,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 1,778: -2,040 -780 1,567 1,438 1,409 965 2,196: 813 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 0.0 5.8 54.0 77.8 76.3 83.5: 23.7 16.5
Old : 100.0: 16.5 0.0 5.8 54.0 77.8 76.3 83.5: 23.7 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 0 2 18 16 21 18:
Old : 24: 3 0 2 18 16 21 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 : 39.4 44.1 55.7 67.7 34.8 40.7 44.4 52.7
Old : 39.4 44.1 55.7 67.7 34.8 40.7 44.4 52.7
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 26, 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 : 119,432: 9,132 0 1,824 101,866 107,225 112,822 109,049: 6,610 10,383
Old : 119,432: 9,132 0 1,824 101,866 107,225 112,822 109,049: 6,610 10,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 4,190: 0 0 0 4,531 3,557 4,531 3,557: -341 633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.0 1.5 85.3 89.8 94.5 91.3: 5.5 8.7
Old : 100.0: 7.6 0.0 1.5 85.3 89.8 94.5 91.3: 5.5 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 : 38: 2 0 1 25 28 27 29:
Old : 38: 2 0 1 25 28 27 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 : 48.2 49.5 65.6 64.5 45.8 46.9 59.1 59.2
Old : 48.2 49.5 65.6 64.5 45.8 46.9 59.1 59.2
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 26, 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 : 76,026: 18,064 0 0 50,705 63,051 68,769 63,051: 7,257 12,975
Old : 76,026: 18,064 0 0 50,705 63,051 68,769 63,051: 7,257 12,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -93: 0 0 0 480 -271 480 -271: -573 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 0.0 0.0 66.7 82.9 90.5 82.9: 9.5 17.1
Old : 100.0: 23.8 0.0 0.0 66.7 82.9 90.5 82.9: 9.5 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 : 30: 2 0 0 24 18 26 18:
Old : 30: 2 0 0 24 18 26 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 : 46.5 55.6 65.6 69.2 46.3 53.7 62.8 63.1
Old : 46.5 55.6 65.6 69.2 46.3 53.7 62.8 63.1
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, September 26, 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 : 74,530: 438 5,149 7,274 63,732 58,844 71,444 71,267: 3,086 3,263
Old : 74,530: 438 5,149 7,274 63,732 58,844 71,444 71,267: 3,086 3,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 951: 428 -730 728 651 1,255 1,807 1,253: -856 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 6.9 9.8 85.5 79.0 95.9 95.6: 4.1 4.4
Old : 100.0: 0.6 6.9 9.8 85.5 79.0 95.9 95.6: 4.1 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 3 21 20 24 23:
Old : 29: 1 2 3 21 20 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 : 61.0 44.8 75.1 71.1 49.5 36.2 60.0 55.7
Old : 61.0 44.8 75.1 71.1 49.5 36.2 60.0 55.7
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 26, 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 : 64,160: 1,582 1,749 6,298 48,596 45,627 56,476 53,674: 7,684 10,486
Old : 64,160: 1,582 1,749 6,298 48,596 45,627 56,476 53,674: 7,684 10,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 3,431: -435 1,749 -225 2,992 1,544 2,332 3,068: 1,099 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.7 9.8 75.7 71.1 88.0 83.7: 12.0 16.3
Old : 100.0: 2.5 2.7 9.8 75.7 71.1 88.0 83.7: 12.0 16.3
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 : 28: 2 2 2 19 22 22 25:
Old : 28: 2 2 2 19 22 22 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 : 58.0 37.7 70.6 57.6 50.0 28.3 54.3 40.0
Old : 58.0 37.7 70.6 57.6 50.0 28.3 54.3 40.0
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, September 26, 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 : 115,415: 3,231 9,416 4,383 101,235 91,887 108,849 105,686: 6,566 9,729
Old : 115,415: 3,231 9,416 4,383 101,235 91,887 108,849 105,686: 6,566 9,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -1,928: -60 669 -2,180 1,504 -1,160 -736 -2,671: -1,192 743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 8.2 3.8 87.7 79.6 94.3 91.6: 5.7 8.4
Old : 100.0: 2.8 8.2 3.8 87.7 79.6 94.3 91.6: 5.7 8.4
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 : 40: 1 2 3 33 28 36 31:
Old : 40: 1 2 3 33 28 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 39.2 51.2 58.5 24.3 30.2 37.2 42.0
Old : 32.7 39.2 51.2 58.5 24.3 30.2 37.2 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 35,004: 0 7,107 340 26,887 23,906 27,227 31,353: 7,777 3,651
Old : 35,004: 0 7,107 340 26,887 23,906 27,227 31,353: 7,777 3,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 62: 0 0 0 186 -29 186 -29: -124 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.3 1.0 76.8 68.3 77.8 89.6: 22.2 10.4
Old : 100.0: 0.0 20.3 1.0 76.8 68.3 77.8 89.6: 22.2 10.4
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: 0 2 1 15 16 16 18:
Old : 21: 0 2 1 15 16 16 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 : 41.4 41.1 64.1 66.7 30.8 34.0 41.1 51.2
Old : 41.4 41.1 64.1 66.7 30.8 34.0 41.1 51.2
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, September 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,790: 0 3,710 2,238 57,707 55,320 59,945 61,268: 10,845 9,522
Old : 70,790: 0 3,710 2,238 57,707 55,320 59,945 61,268: 10,845 9,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -548: -14 30 -186 -1,410 -1,329 -1,610 -1,485: 1,062 937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 3.2 81.5 78.1 84.7 86.5: 15.3 13.5
Old : 100.0: 0.0 5.2 3.2 81.5 78.1 84.7 86.5: 15.3 13.5
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 : 20: 0 1 1 16 16 17 17:
Old : 20: 0 1 1 16 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 : 52.6 59.6 74.5 77.5 47.7 53.6 68.1 68.9
Old : 52.6 59.6 74.5 77.5 47.7 53.6 68.1 68.9
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 26, 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 : 50,287: 2,222 248 3,276 41,235 40,575 46,733 44,099: 3,554 6,188
Old : 50,287: 2,222 248 3,276 41,235 40,575 46,733 44,099: 3,554 6,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 518: -966 0 546 877 154 457 700: 61 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.5 6.5 82.0 80.7 92.9 87.7: 7.1 12.3
Old : 100.0: 4.4 0.5 6.5 82.0 80.7 92.9 87.7: 7.1 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 14 16 15 18:
Old : 21: 1 1 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 : 45.4 55.5 77.4 77.0 41.9 41.6 58.8 52.9
Old : 45.4 55.5 77.4 77.0 41.9 41.6 58.8 52.9
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 26, 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 : 75,929: 1,240 372 372 62,246 68,373 63,858 69,117: 12,071 6,812
Old : 75,929: 1,240 372 372 62,246 68,373 63,858 69,117: 12,071 6,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -1,520: -4,030 372 310 2,148 -2,495 -1,572 -1,813: 52 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.5 0.5 82.0 90.0 84.1 91.0: 15.9 9.0
Old : 100.0: 1.6 0.5 0.5 82.0 90.0 84.1 91.0: 15.9 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 1 26 25 28 26:
Old : 33: 1 1 1 26 25 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 : 38.6 33.8 57.2 55.1 30.3 26.8 41.4 40.4
Old : 38.6 33.8 57.2 55.1 30.3 26.8 41.4 40.4
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 26, 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 : 82,525: 0 14,631 3,418 64,260 53,749 67,678 71,798: 14,847 10,727
Old : 82,525: 0 14,631 3,418 64,260 53,749 67,678 71,798: 14,847 10,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -927: 0 -471 154 -2,020 -160 -1,866 -477: 939 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.7 4.1 77.9 65.1 82.0 87.0: 18.0 13.0
Old : 100.0: 0.0 17.7 4.1 77.9 65.1 82.0 87.0: 18.0 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 2 1 24 20 25 22:
Old : 32: 0 2 1 24 20 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 : 37.6 40.5 60.9 64.6 27.1 30.0 45.8 50.5
Old : 37.6 40.5 60.9 64.6 27.1 30.0 45.8 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 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,106: 911 372 4,210 44,162 51,469 49,283 56,051: 15,823 9,055
Old : 65,106: 911 372 4,210 44,162 51,469 49,283 56,051: 15,823 9,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 1,591: 552 0 -111 960 379 1,401 268: 190 1,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.6 6.5 67.8 79.1 75.7 86.1: 24.3 13.9
Old : 100.0: 1.4 0.6 6.5 67.8 79.1 75.7 86.1: 24.3 13.9
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 : 30: 1 1 1 21 21 22 23:
Old : 30: 1 1 1 21 21 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 38.9 58.0 65.2 35.9 38.1 50.1 62.1
Old : 40.1 38.9 58.0 65.2 35.9 38.1 50.1 62.1
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 26, 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 : 55,021: 3,988 1,612 848 48,806 52,220 53,642 54,680: 1,379 341
Old : 55,021: 3,988 1,612 848 48,806 52,220 53,642 54,680: 1,379 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 5,053: 2,748 -1,840 848 1,968 6,622 5,564 5,630: -511 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.9 1.5 88.7 94.9 97.5 99.4: 2.5 0.6
Old : 100.0: 7.2 2.9 1.5 88.7 94.9 97.5 99.4: 2.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 3 1 14 20 18 24:
Old : 35: 4 3 1 14 20 18 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 : 76.9 62.1 87.5 80.7 49.2 28.0 54.8 45.2
Old : 76.9 62.1 87.5 80.7 49.2 28.0 54.8 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 183,493: 132 13,927 14,021 151,361 146,970 165,514 174,918: 17,979 8,575
Old : 183,493: 132 13,927 14,021 151,361 146,970 165,514 174,918: 17,979 8,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 4,792: 0 944 -854 5,360 4,000 4,506 4,090: 286 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.6 7.6 82.5 80.1 90.2 95.3: 9.8 4.7
Old : 100.0: 0.1 7.6 7.6 82.5 80.1 90.2 95.3: 9.8 4.7
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 : 45: 1 5 6 38 33 44 39:
Old : 45: 1 5 6 38 33 44 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 : 29.9 36.0 45.7 56.8 27.3 28.1 38.8 39.6
Old : 29.9 36.0 45.7 56.8 27.3 28.1 38.8 39.6
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 26, 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 : 97,118: 2,230 9,920 2,112 83,109 72,753 87,451 84,785: 9,667 12,333
Old : 97,118: 2,230 9,920 2,112 83,109 72,753 87,451 84,785: 9,667 12,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 286: 62 -947 -1,300 3,905 2,353 2,667 106: -2,381 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 10.2 2.2 85.6 74.9 90.0 87.3: 10.0 12.7
Old : 100.0: 2.3 10.2 2.2 85.6 74.9 90.0 87.3: 10.0 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 2 2 27 22 29 25:
Old : 33: 1 2 2 27 22 29 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 : 41.4 48.2 61.1 68.6 37.2 44.5 55.9 60.4
Old : 41.4 48.2 61.1 68.6 37.2 44.5 55.9 60.4
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 26, 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 : 74,467: 5,456 2,170 0 68,641 70,258 74,097 72,428: 370 2,039
Old : 74,467: 5,456 2,170 0 68,641 70,258 74,097 72,428: 370 2,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 1,303: 4,216 -1,798 0 -1,317 1,768 2,899 -30: -1,596 1,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 2.9 0.0 92.2 94.3 99.5 97.3: 0.5 2.7
Old : 100.0: 7.3 2.9 0.0 92.2 94.3 99.5 97.3: 0.5 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 : 38: 4 3 0 20 24 24 27:
Old : 38: 4 3 0 20 24 24 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 : 74.4 47.5 86.2 70.2 58.2 39.0 66.3 59.4
Old : 74.4 47.5 86.2 70.2 58.2 39.0 66.3 59.4
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 26, 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 : 280,543: 10,431 72 6,711 254,775 264,873 271,917 271,656: 8,626 8,887
Old : 280,543: 10,431 72 6,711 254,775 264,873 271,917 271,656: 8,626 8,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 1,827: -5,004 0 2,368 7,980 -1,298 5,344 1,070: -3,517 757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 2.4 90.8 94.4 96.9 96.8: 3.1 3.2
Old : 100.0: 3.7 0.0 2.4 90.8 94.4 96.9 96.8: 3.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 4 1 5 49 44 55 49:
Old : 59: 4 1 5 49 44 55 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 40.5 51.3 60.1 28.2 35.5 41.0 50.3
Old : 33.8 40.5 51.3 60.1 28.2 35.5 41.0 50.3
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 26, 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 : 168,459: 9,674 10,159 9,026 138,833 145,626 157,533 164,811: 10,926 3,648
Old : 168,459: 9,674 10,159 9,026 138,833 145,626 157,533 164,811: 10,926 3,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 8,104: -3,784 4,654 -27 10,101 1,869 6,290 6,496: 1,814 1,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.0 5.4 82.4 86.4 93.5 97.8: 6.5 2.2
Old : 100.0: 5.7 6.0 5.4 82.4 86.4 93.5 97.8: 6.5 2.2
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 : 48: 3 3 4 40 36 44 42:
Old : 48: 3 3 4 40 36 44 42:
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 : 27.1 46.7 42.0 62.8 20.9 43.0 31.6 52.2
Old : 27.1 46.7 42.0 62.8 20.9 43.0 31.6 52.2
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 26, 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 : 175,298: 0 5,258 6,405 160,502 152,717 166,907 164,380: 8,391 10,918
Old : 175,298: 0 5,258 6,405 160,502 152,717 166,907 164,380: 8,391 10,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 2,876: -1,326 4,037 -1,024 4,302 -145 1,952 2,868: 924 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 3.7 91.6 87.1 95.2 93.8: 4.8 6.2
Old : 100.0: 0.0 3.0 3.7 91.6 87.1 95.2 93.8: 4.8 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 : 48: 0 2 1 40 38 41 40:
Old : 48: 0 2 1 40 38 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 49.1 52.1 65.7 31.9 46.1 50.4 56.0
Old : 32.7 49.1 52.1 65.7 31.9 46.1 50.4 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 46,874: 0 7,477 1,928 38,124 23,064 40,052 32,469: 6,822 14,405
Old : 46,874: 0 7,477 1,928 38,124 23,064 40,052 32,469: 6,822 14,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.0 4.1 81.3 49.2 85.4 69.3: 14.6 30.7
Old : 100.0: 0.0 16.0 4.1 81.3 49.2 85.4 69.3: 14.6 30.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 1 16 16 17 18:
Old : 22: 0 2 1 16 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 36.8 65.0 56.2 37.4 30.8 54.0 41.7
Old : 40.1 36.8 65.0 56.2 37.4 30.8 54.0 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 188,501: 29,286 6,369 16,259 137,022 152,782 182,567 175,410: 5,934 13,091
Old : 188,501: 29,286 6,369 16,259 137,022 152,782 182,567 175,410: 5,934 13,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 13,625: 11,986 -711 -2,401 2,603 13,681 12,188 10,569: 1,437 3,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 3.4 8.6 72.7 81.1 96.9 93.1: 3.1 6.9
Old : 100.0: 15.5 3.4 8.6 72.7 81.1 96.9 93.1: 3.1 6.9
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 : 48: 4 3 7 37 37 44 44:
Old : 48: 4 3 7 37 37 44 44:
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 28.2 52.6 45.6 25.7 21.8 40.8 33.3
Old : 31.8 28.2 52.6 45.6 25.7 21.8 40.8 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, September 26, 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 : 60,287: 0 1,534 480 57,887 49,344 58,367 51,358: 1,920 8,929
Old : 60,287: 0 1,534 480 57,887 49,344 58,367 51,358: 1,920 8,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 755: 0 0 0 879 755 879 755: -124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.8 96.0 81.8 96.8 85.2: 3.2 14.8
Old : 100.0: 0.0 2.5 0.8 96.0 81.8 96.8 85.2: 3.2 14.8
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 : 32: 0 1 1 24 25 25 26:
Old : 32: 0 1 1 24 25 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 33.1 68.2 53.5 42.7 27.5 61.3 45.4
Old : 45.9 33.1 68.2 53.5 42.7 27.5 61.3 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 3,433,378: 154,904 168,261 1,350,508 1,905,439 1,896,256 3,410,851 3,415,025: 22,527 18,353
Old : 3,433,378: 154,904 168,261 1,350,508 1,905,439 1,896,256 3,410,851 3,415,025: 22,527 18,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 26,297: -3,132 -1,139 -9,001 40,277 35,761 28,144 25,621: -1,847 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 4.9 39.3 55.5 55.2 99.3 99.5: 0.7 0.5
Old : 100.0: 4.5 4.9 39.3 55.5 55.2 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 : 172: 32 23 47 115 93 168 142:
Old : 172: 32 23 47 115 93 168 142:
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 : 35.7 43.0 49.0 58.5 8.5 12.8 12.8 16.7
Old : 35.7 43.0 49.0 58.5 8.5 12.8 12.8 16.7
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 26, 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 : 1,088,613: 424,822 368,970 210,408 449,992 497,416 1,085,222 1,076,794: 3,391 11,819
Old : 1,088,613: 424,822 368,970 210,408 449,992 497,416 1,085,222 1,076,794: 3,391 11,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 108,838: 90,014 66,670 2,361 15,787 32,257 108,162 101,288: 676 7,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 33.9 19.3 41.3 45.7 99.7 98.9: 0.3 1.1
Old : 100.0: 39.0 33.9 19.3 41.3 45.7 99.7 98.9: 0.3 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 : 77: 25 12 26 36 36 70 66:
Old : 77: 25 12 26 36 36 70 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 49.0 72.7 65.7 42.0 41.3 50.5 48.9
Old : 55.8 49.0 72.7 65.7 42.0 41.3 50.5 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 80,515: 8,268 1,138 6,323 65,085 72,258 79,676 79,719: 839 797
Old : 80,515: 8,268 1,138 6,323 65,085 72,258 79,676 79,719: 839 797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 3,979: 274 252 -229 3,877 3,927 3,921 3,950: 58 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 1.4 7.9 80.8 89.7 99.0 99.0: 1.0 1.0
Old : 100.0: 10.3 1.4 7.9 80.8 89.7 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 12 39 39 53 51:
Old : 56: 9 5 12 39 39 53 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 41.0 62.8 64.4 21.7 21.1 28.0 32.2
Old : 39.5 41.0 62.8 64.4 21.7 21.1 28.0 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, September 26, 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 : 28,158: 1,370 2,665 166 26,539 24,989 28,075 27,820: 83 338
Old : 28,158: 1,370 2,665 166 26,539 24,989 28,075 27,820: 83 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 88: 0 0 0 88 88 88 88: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 9.5 0.6 94.3 88.7 99.7 98.8: 0.3 1.2
Old : 100.0: 4.9 9.5 0.6 94.3 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 : 37: 1 4 1 22 21 23 26:
Old : 37: 1 4 1 22 21 23 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 : 68.5 65.3 84.8 80.8 50.0 52.7 61.8 62.5
Old : 68.5 65.3 84.8 80.8 50.0 52.7 61.8 62.5
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 26, 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 : 19,355: 1,684 80 0 17,628 19,275 19,312 19,355: 43 0
Old : 19,355: 1,684 80 0 17,628 19,275 19,312 19,355: 43 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 510: 0 0 0 510 510 510 510: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.4 0.0 91.1 99.6 99.8 100.0: 0.2 0.0
Old : 100.0: 8.7 0.4 0.0 91.1 99.6 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 : 28: 3 1 0 17 15 20 16:
Old : 28: 3 1 0 17 15 20 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 : 74.0 73.2 86.2 91.3 43.6 48.9 54.9 57.7
Old : 74.0 73.2 86.2 91.3 43.6 48.9 54.9 57.7
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 26, 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 : 15,042: 372 1,423 0 14,401 13,559 14,773 14,982: 269 60
Old : 15,042: 372 1,423 0 14,401 13,559 14,773 14,982: 269 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 9.5 0.0 95.7 90.1 98.2 99.6: 1.8 0.4
Old : 100.0: 2.5 9.5 0.0 95.7 90.1 98.2 99.6: 1.8 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 : 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 : 79.3 67.8 94.1 90.9 64.0 59.6 71.4 72.7
Old : 79.3 67.8 94.1 90.9 64.0 59.6 71.4 72.7
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 26, 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 : 24,670: 2,840 4,084 30 21,508 20,432 24,378 24,546: 292 124
Old : 24,670: 2,840 4,084 30 21,508 20,432 24,378 24,546: 292 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -174: -240 0 0 54 -168 -186 -168: 12 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 16.6 0.1 87.2 82.8 98.8 99.5: 1.2 0.5
Old : 100.0: 11.5 16.6 0.1 87.2 82.8 98.8 99.5: 1.2 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 : 30: 2 3 1 20 22 23 25:
Old : 30: 2 3 1 20 22 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 : 59.7 57.4 78.8 78.1 45.8 44.3 57.2 53.8
Old : 59.7 57.4 78.8 78.1 45.8 44.3 57.2 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 26, 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 : 26,891: 3,130 0 230 22,331 25,311 25,691 25,541: 1,200 1,350
Old : 26,891: 3,130 0 230 22,331 25,311 25,691 25,541: 1,200 1,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -788: 0 0 0 -562 -778 -562 -778: -226 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.0 0.9 83.0 94.1 95.5 95.0: 4.5 5.0
Old : 100.0: 11.6 0.0 0.9 83.0 94.1 95.5 95.0: 4.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 1 23 24 25 25:
Old : 30: 2 0 1 23 24 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 : 44.7 48.6 67.6 71.5 29.5 41.1 41.1 52.9
Old : 44.7 48.6 67.6 71.5 29.5 41.1 41.1 52.9
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, September 26, 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 : 26,880: 240 672 1,280 24,392 24,828 25,912 26,780: 968 100
Old : 26,880: 240 672 1,280 24,392 24,828 25,912 26,780: 968 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -1,400: 0 0 0 -1,352 -1,400 -1,352 -1,400: -48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.5 4.8 90.7 92.4 96.4 99.6: 3.6 0.4
Old : 100.0: 0.9 2.5 4.8 90.7 92.4 96.4 99.6: 3.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 2 16 13 18 16:
Old : 23: 2 1 2 16 13 18 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 : 60.3 68.3 81.5 87.4 40.3 51.9 52.2 60.0
Old : 60.3 68.3 81.5 87.4 40.3 51.9 52.2 60.0
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 26, 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 : 13,762: 412 0 1,076 11,874 12,422 13,362 13,498: 400 264
Old : 13,762: 412 0 1,076 11,874 12,422 13,362 13,498: 400 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -28: -20 0 0 -76 -172 -96 -172: 68 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 7.8 86.3 90.3 97.1 98.1: 2.9 1.9
Old : 100.0: 3.0 0.0 7.8 86.3 90.3 97.1 98.1: 2.9 1.9
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 : 22: 3 0 1 15 16 18 17:
Old : 22: 3 0 1 15 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 59.2 82.2 78.9 55.3 49.2 61.7 58.1
Old : 66.0 59.2 82.2 78.9 55.3 49.2 61.7 58.1
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 26, 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 : 1,968,523: 178,134 123,413 659,063 1,060,012 1,097,227 1,897,209 1,879,703: 71,314 88,820
Old : 1,968,523: 178,134 123,413 659,063 1,060,012 1,097,227 1,897,209 1,879,703: 71,314 88,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 40,354: 12,387 3,473 47,207 -11,159 1,072 48,435 51,753: -8,081 -11,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 6.3 33.5 53.8 55.7 96.4 95.5: 3.6 4.5
Old : 100.0: 9.0 6.3 33.5 53.8 55.7 96.4 95.5: 3.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 125 97 158 87 95 283 290:
Old : 334: 125 97 158 87 95 283 290:
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 29.6 29.6 6.4 5.4 9.4 7.9
Old : 19.3 20.4 29.6 29.6 6.4 5.4 9.4 7.9
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 26, 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 : 43,554: 27,827 33,792 1,036 907 171 29,770 34,999: 13,784 8,555
Old : 43,554: 27,827 33,792 1,036 907 171 29,770 34,999: 13,784 8,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -8,709: 359 9,621 -1,365 126 -933 -880 7,323: -7,829 -16,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 77.6 2.4 2.1 0.4 68.4 80.4: 31.6 19.6
Old : 100.0: 63.9 77.6 2.4 2.1 0.4 68.4 80.4: 31.6 19.6
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 : 52: 23 27 10 2 1 30 33:
Old : 52: 23 27 10 2 1 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 30.9 47.0 48.7 35.2 30.2 46.8 47.9
Old : 35.3 30.9 47.0 48.7 35.2 30.2 46.8 47.9
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 26, 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 : 25,226: 2,304 6,471 4,240 10,511 3,933 17,055 14,644: 8,171 10,582
Old : 25,226: 2,304 6,471 4,240 10,511 3,933 17,055 14,644: 8,171 10,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -346: -27 -554 -27 -1,046 -1,264 -1,100 -1,845: 754 1,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 25.7 16.8 41.7 15.6 67.6 58.1: 32.4 41.9
Old : 100.0: 9.1 25.7 16.8 41.7 15.6 67.6 58.1: 32.4 41.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 7 7 9 7 19 15:
Old : 20: 4 7 7 9 7 19 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 : 27.1 30.3 44.3 47.0 24.6 22.4 34.1 28.5
Old : 27.1 30.3 44.3 47.0 24.6 22.4 34.1 28.5
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 26, 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 : 10,884: 4,839 1,873 100 4,149 8,452 9,088 10,425: 1,796 459
Old : 10,884: 4,839 1,873 100 4,149 8,452 9,088 10,425: 1,796 459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 61: -272 -508 98 278 437 104 27: -43 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 17.2 0.9 38.1 77.7 83.5 95.8: 16.5 4.2
Old : 100.0: 44.5 17.2 0.9 38.1 77.7 83.5 95.8: 16.5 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 : 88: 42 8 1 16 23 59 31:
Old : 88: 42 8 1 16 23 59 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 : 39.1 39.6 50.3 60.9 39.1 38.7 50.3 59.9
Old : 39.1 39.6 50.3 60.9 39.1 38.7 50.3 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 8,451: 4,611 744 64 1,825 6,240 6,500 7,048: 1,951 1,403
Old : 8,451: 4,611 744 64 1,825 6,240 6,500 7,048: 1,951 1,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -77: -160 194 -51 -10 -289 -221 -146: 144 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 8.8 0.8 21.6 73.8 76.9 83.4: 23.1 16.6
Old : 100.0: 54.6 8.8 0.8 21.6 73.8 76.9 83.4: 23.1 16.6
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: 19 5 1 9 15 28 21:
Old : 46: 19 5 1 9 15 28 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 : 29.3 35.6 43.4 58.5 29.3 35.6 43.4 57.1
Old : 29.3 35.6 43.4 58.5 29.3 35.6 43.4 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 44,156: 3,850 5,792 1,980 27,252 26,285 33,082 34,057: 11,075 10,099
Old : 44,156: 3,850 5,792 1,980 27,252 26,285 33,082 34,057: 11,075 10,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -13,395: 242 -1,213 -5,211 -8,934 -7,555 -13,903 -13,978: 508 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 13.1 4.5 61.7 59.5 74.9 77.1: 25.1 22.9
Old : 100.0: 8.7 13.1 4.5 61.7 59.5 74.9 77.1: 25.1 22.9
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 : 81: 19 14 8 37 40 59 59:
Old : 81: 19 14 8 37 40 59 59:
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 : 27.7 28.8 36.7 38.9 25.0 22.5 31.8 30.3
Old : 27.7 28.8 36.7 38.9 25.0 22.5 31.8 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 90,970: 9,669 3,070 6,913 66,025 74,508 82,608 84,491: 8,362 6,479
Old : 90,970: 9,669 3,070 6,913 66,025 74,508 82,608 84,491: 8,362 6,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 2,449: -2,271 1,177 948 3,186 -576 1,864 1,549: 586 900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 3.4 7.6 72.6 81.9 90.8 92.9: 9.2 7.1
Old : 100.0: 10.6 3.4 7.6 72.6 81.9 90.8 92.9: 9.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 21 6 11 51 61 75 77:
Old : 97: 21 6 11 51 61 75 77:
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 : 33.7 25.7 49.2 41.0 24.3 21.5 30.8 28.2
Old : 33.7 25.7 49.2 41.0 24.3 21.5 30.8 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2006