GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,279: 25 0 0 2,936 3,279 2,961 3,279: 318 0
Old : 3,279: 25 0 0 2,936 3,279 2,961 3,279: 318 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -747: 0 0 0 -616 -747 -616 -747: -131 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 89.5 100.0 90.3 100.0: 9.7 0.0
Old : 100.0: 0.8 0.0 0.0 89.5 100.0 90.3 100.0: 9.7 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 : 52.6 59.5 77.2 82.3 46.7 57.2 55.3 68.0
Old : 52.6 59.5 77.2 82.3 46.7 57.2 55.3 68.0
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 7,803: 1,304 1,230 61 5,685 6,143 7,050 7,434: 753 369
Old : 7,803: 1,304 1,230 61 5,685 6,143 7,050 7,434: 753 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 153: -55 50 25 173 147 143 222: 10 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.8 0.8 72.9 78.7 90.3 95.3: 9.7 4.7
Old : 100.0: 16.7 15.8 0.8 72.9 78.7 90.3 95.3: 9.7 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 : 33: 3 2 2 22 22 26 25:
Old : 33: 3 2 2 22 22 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 : 41.3 52.5 66.6 70.2 31.8 43.3 44.0 54.0
Old : 41.3 52.5 66.6 70.2 31.8 43.3 44.0 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 250,430: 20,731 30,374 49,696 147,890 135,770 218,317 215,841: 32,113 34,589
Old : 250,430: 20,731 30,374 49,696 147,890 135,770 218,317 215,841: 32,113 34,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 7,272: -677 5,992 2,453 5,597 38 7,373 8,484: -101 -1,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 12.1 19.8 59.1 54.2 87.2 86.2: 12.8 13.8
Old : 100.0: 8.3 12.1 19.8 59.1 54.2 87.2 86.2: 12.8 13.8
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 : 155: 25 44 42 65 73 119 137:
Old : 155: 25 44 42 65 73 119 137:
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 : 25.5 19.1 37.3 29.7 16.0 10.4 23.3 16.1
Old : 25.5 19.1 37.3 29.7 16.0 10.4 23.3 16.1
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 1,357,200: 143,502 93,786 612,846 523,312 606,416 1,279,660 1,313,048: 77,539 44,152
Old : 1,357,200: 143,502 93,786 612,846 523,312 606,416 1,279,660 1,313,048: 77,539 44,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 1,152: 478 -4,087 10,455 -7,130 -3,254 3,802 3,113: -2,650 -1,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 6.9 45.2 38.6 44.7 94.3 96.7: 5.7 3.3
Old : 100.0: 10.6 6.9 45.2 38.6 44.7 94.3 96.7: 5.7 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 56 70 91 93 84 201 196:
Old : 222: 56 70 91 93 84 201 196:
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 29.7 46.4 44.4 8.6 7.3 11.1 10.7
Old : 33.8 29.7 46.4 44.4 8.6 7.3 11.1 10.7
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 74,052: 1,619 676 8,953 54,213 54,418 64,785 64,047: 9,267 10,005
Old : 74,052: 1,619 676 8,953 54,213 54,418 64,785 64,047: 9,267 10,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -3,216: -141 -403 -151 -5,748 -2,990 -6,040 -3,544: 2,824 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.9 12.1 73.2 73.5 87.5 86.5: 12.5 13.5
Old : 100.0: 2.2 0.9 12.1 73.2 73.5 87.5 86.5: 12.5 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 : 25: 1 1 2 16 21 18 23:
Old : 25: 1 1 2 16 21 18 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 : 42.9 42.0 69.3 62.2 37.4 33.8 51.3 44.9
Old : 42.9 42.0 69.3 62.2 37.4 33.8 51.3 44.9
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 41,609: 9,162 0 923 18,821 32,486 28,906 33,409: 12,703 8,200
Old : 41,609: 9,162 0 923 18,821 32,486 28,906 33,409: 12,703 8,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -6,338: 1,240 0 -1,836 -7,087 -4,793 -7,683 -6,629: 1,345 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 0.0 2.2 45.2 78.1 69.5 80.3: 30.5 19.7
Old : 100.0: 22.0 0.0 2.2 45.2 78.1 69.5 80.3: 30.5 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 2 12 12 14 14:
Old : 20: 2 0 2 12 12 14 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 : 43.1 48.7 59.1 71.7 40.9 46.7 54.0 61.9
Old : 43.1 48.7 59.1 71.7 40.9 46.7 54.0 61.9
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 114,514: 8,272 0 1,824 96,191 103,319 106,287 105,143: 8,227 9,371
Old : 114,514: 8,272 0 1,824 96,191 103,319 106,287 105,143: 8,227 9,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -4,918: -860 0 0 -5,675 -3,906 -6,535 -3,906: 1,617 -1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.0 1.6 84.0 90.2 92.8 91.8: 7.2 8.2
Old : 100.0: 7.2 0.0 1.6 84.0 90.2 92.8 91.8: 7.2 8.2
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: 2 0 1 22 26 24 27:
Old : 36: 2 0 1 22 26 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 : 52.1 53.6 67.8 66.8 50.5 50.9 62.5 61.6
Old : 52.1 53.6 67.8 66.8 50.5 50.9 62.5 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,736: 18,064 0 0 40,618 54,008 58,682 54,008: 9,054 13,728
Old : 67,736: 18,064 0 0 40,618 54,008 58,682 54,008: 9,054 13,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -8,290: 0 0 0 -10,087 -9,043 -10,087 -9,043: 1,797 753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 0.0 0.0 60.0 79.7 86.6 79.7: 13.4 20.3
Old : 100.0: 26.7 0.0 0.0 60.0 79.7 86.6 79.7: 13.4 20.3
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 : 22: 2 0 0 13 12 15 12:
Old : 22: 2 0 0 13 12 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 59.0 70.5 72.9 51.5 59.0 68.4 68.1
Old : 51.5 59.0 70.5 72.9 51.5 59.0 68.4 68.1
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,868: 322 4,005 6,786 57,071 53,436 64,179 64,227: 3,689 3,641
Old : 67,868: 322 4,005 6,786 57,071 53,436 64,179 64,227: 3,689 3,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -6,662: -116 -1,144 -488 -6,661 -5,408 -7,265 -7,040: 603 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.9 10.0 84.1 78.7 94.6 94.6: 5.4 5.4
Old : 100.0: 0.5 5.9 10.0 84.1 78.7 94.6 94.6: 5.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 18 18 20 20:
Old : 24: 1 1 2 18 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 : 63.4 45.6 77.3 72.9 51.5 37.1 61.5 56.5
Old : 63.4 45.6 77.3 72.9 51.5 37.1 61.5 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,688: 1,613 974 6,109 43,829 41,656 51,551 48,739: 6,137 8,949
Old : 57,688: 1,613 974 6,109 43,829 41,656 51,551 48,739: 6,137 8,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -6,472: 31 -775 -189 -4,767 -3,971 -4,925 -4,935: -1,547 -1,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.7 10.6 76.0 72.2 89.4 84.5: 10.6 15.5
Old : 100.0: 2.8 1.7 10.6 76.0 72.2 89.4 84.5: 10.6 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 : 24: 2 1 2 16 17 19 19:
Old : 24: 2 1 2 16 17 19 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 : 63.6 41.3 76.4 61.6 54.6 33.3 59.8 46.9
Old : 63.6 41.3 76.4 61.6 54.6 33.3 59.8 46.9
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 107,977: 3,169 6,378 4,971 91,501 86,229 99,641 97,578: 8,336 10,399
Old : 107,977: 3,169 6,378 4,971 91,501 86,229 99,641 97,578: 8,336 10,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -7,438: -62 -3,038 588 -9,734 -5,658 -9,208 -8,108: 1,770 670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 5.9 4.6 84.7 79.9 92.3 90.4: 7.7 9.6
Old : 100.0: 2.9 5.9 4.6 84.7 79.9 92.3 90.4: 7.7 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 2 27 24 29 27:
Old : 35: 1 2 2 27 24 29 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 : 33.6 37.0 52.9 56.0 25.3 28.4 38.2 40.8
Old : 33.6 37.0 52.9 56.0 25.3 28.4 38.2 40.8
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,927: 372 0 0 53,147 58,139 53,519 58,139: 11,408 6,788
Old : 64,927: 372 0 0 53,147 58,139 53,519 58,139: 11,408 6,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -11,002: -868 -372 -372 -9,099 -10,234 -10,339 -10,978: -663 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 81.9 89.5 82.4 89.5: 17.6 10.5
Old : 100.0: 0.6 0.0 0.0 81.9 89.5 82.4 89.5: 17.6 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 22 22 23 22:
Old : 28: 1 0 0 22 22 23 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 : 41.5 37.1 58.0 60.7 34.3 31.9 45.0 48.2
Old : 41.5 37.1 58.0 60.7 34.3 31.9 45.0 48.2
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 73,127: 0 8,899 4,561 51,512 48,697 56,073 62,157: 17,054 10,970
Old : 73,127: 0 8,899 4,561 51,512 48,697 56,073 62,157: 17,054 10,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -9,398: 0 -5,732 1,143 -12,748 -5,052 -11,605 -9,641: 2,207 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.2 6.2 70.4 66.6 76.7 85.0: 23.3 15.0
Old : 100.0: 0.0 12.2 6.2 70.4 66.6 76.7 85.0: 23.3 15.0
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 : 24: 0 2 2 18 15 20 17:
Old : 24: 0 2 2 18 15 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 38.6 61.3 65.8 26.0 27.3 40.8 46.3
Old : 39.1 38.6 61.3 65.8 26.0 27.3 40.8 46.3
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,649: 735 372 4,086 40,157 47,659 44,978 52,117: 16,671 9,532
Old : 61,649: 735 372 4,086 40,157 47,659 44,978 52,117: 16,671 9,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -3,457: -176 0 -124 -4,005 -3,810 -4,305 -3,934: 848 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.6 6.6 65.1 77.3 73.0 84.5: 27.0 15.5
Old : 100.0: 1.2 0.6 6.6 65.1 77.3 73.0 84.5: 27.0 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 : 25: 1 1 1 15 18 16 20:
Old : 25: 1 1 1 15 18 16 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 : 40.3 39.5 59.4 66.4 37.4 38.7 52.4 63.9
Old : 40.3 39.5 59.4 66.4 37.4 38.7 52.4 63.9
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 166,805: 2,561 12,764 9,574 135,190 135,015 147,325 157,353: 19,480 9,452
Old : 166,805: 2,561 12,764 9,574 135,190 135,015 147,325 157,353: 19,480 9,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -16,688: 2,429 -1,163 -4,447 -16,171 -11,955 -18,189 -17,565: 1,501 877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 7.7 5.7 81.0 80.9 88.3 94.3: 11.7 5.7
Old : 100.0: 1.5 7.7 5.7 81.0 80.9 88.3 94.3: 11.7 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 : 39: 3 3 5 32 28 37 34:
Old : 39: 3 3 5 32 28 37 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 37.4 49.1 58.1 29.3 28.6 41.4 40.9
Old : 31.9 37.4 49.1 58.1 29.3 28.6 41.4 40.9
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 91,018: 4,832 12,503 1,371 73,765 61,295 79,968 75,169: 11,050 15,849
Old : 91,018: 4,832 12,503 1,371 73,765 61,295 79,968 75,169: 11,050 15,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -6,100: 2,602 2,583 -741 -9,344 -11,458 -7,483 -9,616: 1,383 3,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 13.7 1.5 81.0 67.3 87.9 82.6: 12.1 17.4
Old : 100.0: 5.3 13.7 1.5 81.0 67.3 87.9 82.6: 12.1 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 1 22 18 24 20:
Old : 27: 1 2 1 22 18 24 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 : 40.8 52.0 62.5 73.0 36.1 47.9 57.7 65.0
Old : 40.8 52.0 62.5 73.0 36.1 47.9 57.7 65.0
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 253,612: 8,751 620 5,247 223,347 240,000 237,345 245,867: 16,267 7,745
Old : 253,612: 8,751 620 5,247 223,347 240,000 237,345 245,867: 16,267 7,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -26,931: -1,680 548 -1,464 -31,428 -24,873 -34,572 -25,789: 7,641 -1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.2 2.1 88.1 94.6 93.6 96.9: 6.4 3.1
Old : 100.0: 3.5 0.2 2.1 88.1 94.6 93.6 96.9: 6.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 1 4 43 39 47 43:
Old : 53: 3 1 4 43 39 47 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 44.0 52.7 63.5 30.0 41.1 43.9 58.0
Old : 34.8 44.0 52.7 63.5 30.0 41.1 43.9 58.0
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 157,385: 8,908 13,198 7,477 129,368 132,666 145,753 153,341: 11,632 4,044
Old : 157,385: 8,908 13,198 7,477 129,368 132,666 145,753 153,341: 11,632 4,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -11,074: -766 3,039 -1,549 -9,465 -12,960 -11,780 -11,470: 706 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 8.4 4.8 82.2 84.3 92.6 97.4: 7.4 2.6
Old : 100.0: 5.7 8.4 4.8 82.2 84.3 92.6 97.4: 7.4 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 : 45: 3 3 3 36 32 40 37:
Old : 45: 3 3 3 36 32 40 37:
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 51.3 45.6 65.6 22.8 46.9 34.5 55.2
Old : 29.9 51.3 45.6 65.6 22.8 46.9 34.5 55.2
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 167,417: 0 4,002 6,491 150,738 142,836 157,229 153,329: 10,188 14,088
Old : 167,417: 0 4,002 6,491 150,738 142,836 157,229 153,329: 10,188 14,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -7,881: 0 -1,256 86 -9,764 -9,881 -9,678 -11,051: 1,797 3,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 3.9 90.0 85.3 93.9 91.6: 6.1 8.4
Old : 100.0: 0.0 2.4 3.9 90.0 85.3 93.9 91.6: 6.1 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 : 42: 0 2 1 35 32 36 34:
Old : 42: 0 2 1 35 32 36 34:
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 : 33.2 49.6 52.8 67.0 32.9 47.0 51.4 57.9
Old : 33.2 49.6 52.8 67.0 32.9 47.0 51.4 57.9
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 166,984: 24,421 4,132 15,586 118,199 132,564 158,206 152,282: 8,778 14,702
Old : 166,984: 24,421 4,132 15,586 118,199 132,564 158,206 152,282: 8,778 14,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -21,517: -4,865 -2,237 -673 -18,823 -20,218 -24,361 -23,128: 2,844 1,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 2.5 9.3 70.8 79.4 94.7 91.2: 5.3 8.8
Old : 100.0: 14.6 2.5 9.3 70.8 79.4 94.7 91.2: 5.3 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 : 41: 5 1 6 28 31 34 37:
Old : 41: 5 1 6 28 31 34 37:
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 : 35.0 28.8 54.4 46.7 26.2 23.5 41.2 35.0
Old : 35.0 28.8 54.4 46.7 26.2 23.5 41.2 35.0
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,386: 0 1,968 480 52,150 44,443 52,630 46,891: 3,756 9,495
Old : 56,386: 0 1,968 480 52,150 44,443 52,630 46,891: 3,756 9,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -3,901: 0 434 0 -5,737 -4,901 -5,737 -4,467: 1,836 566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 0.9 92.5 78.8 93.3 83.2: 6.7 16.8
Old : 100.0: 0.0 3.5 0.9 92.5 78.8 93.3 83.2: 6.7 16.8
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: 0 2 1 22 20 23 22:
Old : 29: 0 2 1 22 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 33.0 66.2 53.7 43.3 26.6 60.5 44.5
Old : 46.3 33.0 66.2 53.7 43.3 26.6 60.5 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 3,261,779: 169,324 183,687 1,278,336 1,786,909 1,779,679 3,234,569 3,241,702: 27,210 20,077
Old : 3,261,779: 169,324 183,687 1,278,336 1,786,909 1,779,679 3,234,569 3,241,702: 27,210 20,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -171,599: 14,420 15,426 -72,172 -118,530 -116,577 -176,282 -173,323: 4,683 1,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 5.6 39.2 54.8 54.6 99.2 99.4: 0.8 0.6
Old : 100.0: 5.2 5.6 39.2 54.8 54.6 99.2 99.4: 0.8 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 : 152: 29 20 40 101 84 147 128:
Old : 152: 29 20 40 101 84 147 128:
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 : 36.3 44.3 49.2 58.3 8.5 12.9 13.4 17.3
Old : 36.3 44.3 49.2 58.3 8.5 12.9 13.4 17.3
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 724,583: 152,577 100,837 180,027 390,008 438,575 722,612 719,439: 1,971 5,144
Old : 724,583: 152,577 100,837 180,027 390,008 438,575 722,612 719,439: 1,971 5,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -364,030: -272,245 -268,133 -30,381 -59,984 -58,841 -362,610 -357,355: -1,420 -6,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 13.9 24.8 53.8 60.5 99.7 99.3: 0.3 0.7
Old : 100.0: 21.1 13.9 24.8 53.8 60.5 99.7 99.3: 0.3 0.7
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 : 69: 17 16 22 33 35 59 64:
Old : 69: 17 16 22 33 35 59 64:
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 : 49.4 35.5 69.6 56.8 30.6 20.7 37.7 32.2
Old : 49.4 35.5 69.6 56.8 30.6 20.7 37.7 32.2
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 74,826: 8,318 850 5,382 60,217 67,695 73,916 73,926: 909 900
Old : 74,826: 8,318 850 5,382 60,217 67,695 73,916 73,926: 909 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -5,689: 50 -288 -941 -4,868 -4,564 -5,759 -5,792: 70 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 1.1 7.2 80.5 90.5 98.8 98.8: 1.2 1.2
Old : 100.0: 11.1 1.1 7.2 80.5 90.5 98.8 98.8: 1.2 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 : 55: 9 5 12 37 36 51 48:
Old : 55: 9 5 12 37 36 51 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 : 40.1 40.9 64.2 65.1 22.0 21.7 28.4 32.8
Old : 40.1 40.9 64.2 65.1 22.0 21.7 28.4 32.8
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 24,792: 1,410 2,425 126 23,193 21,923 24,729 24,474: 63 318
Old : 24,792: 1,410 2,425 126 23,193 21,923 24,729 24,474: 63 318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -3,366: 40 -240 -40 -3,346 -3,066 -3,346 -3,346: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 9.8 0.5 93.6 88.4 99.7 98.7: 0.3 1.3
Old : 100.0: 5.7 9.8 0.5 93.6 88.4 99.7 98.7: 0.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 4 1 21 20 22 25:
Old : 36: 1 4 1 21 20 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 : 66.8 64.1 85.0 81.1 46.4 50.0 59.3 60.7
Old : 66.8 64.1 85.0 81.1 46.4 50.0 59.3 60.7
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 19,227: 1,524 0 0 17,660 19,227 19,184 19,227: 43 0
Old : 19,227: 1,524 0 0 17,660 19,227 19,184 19,227: 43 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -128: -160 -80 0 32 -48 -128 -128: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 0.0 91.9 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 7.9 0.0 0.0 91.9 100.0 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 : 25: 3 0 0 16 14 19 14:
Old : 25: 3 0 0 16 14 19 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 : 77.0 76.0 87.7 93.2 47.4 52.2 58.0 60.3
Old : 77.0 76.0 87.7 93.2 47.4 52.2 58.0 60.3
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 14,162: 252 1,203 0 13,721 12,959 13,973 14,162: 189 0
Old : 14,162: 252 1,203 0 13,721 12,959 13,973 14,162: 189 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -880: -120 -220 0 -680 -600 -800 -820: -80 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 8.5 0.0 96.9 91.5 98.7 100.0: 1.3 0.0
Old : 100.0: 1.8 8.5 0.0 96.9 91.5 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 0 11 11 12 14:
Old : 20: 1 3 0 11 11 12 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 : 82.3 73.7 96.0 92.2 67.2 64.4 76.5 76.9
Old : 82.3 73.7 96.0 92.2 67.2 64.4 76.5 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 23,884: 2,760 4,030 0 20,782 19,746 23,542 23,776: 342 108
Old : 23,884: 2,760 4,030 0 20,782 19,746 23,542 23,776: 342 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -786: -80 -54 -30 -726 -686 -836 -770: 50 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 16.9 0.0 87.0 82.7 98.6 99.5: 1.4 0.5
Old : 100.0: 11.6 16.9 0.0 87.0 82.7 98.6 99.5: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 0 20 21 22 24:
Old : 29: 2 3 0 20 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 : 61.6 51.7 79.3 74.8 46.7 42.2 57.5 54.1
Old : 61.6 51.7 79.3 74.8 46.7 42.2 57.5 54.1
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 26,612: 3,120 0 200 22,083 24,884 25,403 25,084: 1,209 1,528
Old : 26,612: 3,120 0 200 22,083 24,884 25,403 25,084: 1,209 1,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -279: -10 0 -30 -248 -427 -288 -457: 9 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 0.0 0.8 83.0 93.5 95.5 94.3: 4.5 5.7
Old : 100.0: 11.7 0.0 0.8 83.0 93.5 95.5 94.3: 4.5 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 : 30: 2 0 1 22 22 24 23:
Old : 30: 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 : 45.0 49.3 67.4 72.3 30.2 41.8 41.0 53.4
Old : 45.0 49.3 67.4 72.3 30.2 41.8 41.0 53.4
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 26,040: 180 672 1,260 24,320 24,008 25,760 25,940: 280 100
Old : 26,040: 180 672 1,260 24,320 24,008 25,760 25,940: 280 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -840: -60 0 -20 -72 -820 -152 -840: -688 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.6 4.8 93.4 92.2 98.9 99.6: 1.1 0.4
Old : 100.0: 0.7 2.6 4.8 93.4 92.2 98.9 99.6: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 17 12 19 14:
Old : 24: 1 1 1 17 12 19 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 : 60.3 66.1 80.4 87.6 40.5 50.8 52.9 61.0
Old : 60.3 66.1 80.4 87.6 40.5 50.8 52.9 61.0
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 13,736: 316 0 1,052 11,756 12,172 13,124 13,224: 612 512
Old : 13,736: 316 0 1,052 11,756 12,172 13,124 13,224: 612 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -26: -96 0 -24 -118 -250 -238 -274: 212 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 7.7 85.6 88.6 95.5 96.3: 4.5 3.7
Old : 100.0: 2.3 0.0 7.7 85.6 88.6 95.5 96.3: 4.5 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 : 20: 2 0 1 14 15 16 16:
Old : 20: 2 0 1 14 15 16 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 : 65.0 58.2 83.3 77.8 55.9 48.4 61.7 58.8
Old : 65.0 58.2 83.3 77.8 55.9 48.4 61.7 58.8
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,054,608: 172,399 138,247 652,697 1,153,988 1,175,778 1,979,084 1,966,723: 75,524 87,886
Old : 2,054,608: 172,399 138,247 652,697 1,153,988 1,175,778 1,979,084 1,966,723: 75,524 87,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 86,085: -5,735 14,834 -6,365 93,976 78,551 81,875 87,019: 4,210 -935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 6.7 31.8 56.2 57.2 96.3 95.7: 3.7 4.3
Old : 100.0: 8.4 6.7 31.8 56.2 57.2 96.3 95.7: 3.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 118 113 166 92 100 291 308:
Old : 346: 118 113 166 92 100 291 308:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 20.1 29.3 29.6 6.4 5.1 9.2 7.2
Old : 18.9 20.1 29.3 29.6 6.4 5.1 9.2 7.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500 BARRELS) :
: : :
All : 52,559: 30,707 34,044 976 630 3,448 32,313 38,468: 20,246 14,091
Old : 52,559: 30,707 34,044 976 630 3,448 32,313 38,468: 20,246 14,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 9,005: 2,880 252 -60 -277 3,277 2,543 3,469: 6,462 5,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 64.8 1.9 1.2 6.6 61.5 73.2: 38.5 26.8
Old : 100.0: 58.4 64.8 1.9 1.2 6.6 61.5 73.2: 38.5 26.8
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 : 46: 20 23 10 1 3 26 31:
Old : 46: 20 23 10 1 3 26 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 : 31.3 28.0 44.8 42.0 31.1 27.3 44.5 40.7
Old : 31.3 28.0 44.8 42.0 31.1 27.3 44.5 40.7
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 26,116: 2,565 6,930 4,592 11,432 6,172 18,589 17,694: 7,527 8,422
Old : 26,116: 2,565 6,930 4,592 11,432 6,172 18,589 17,694: 7,527 8,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 890: 261 459 352 921 2,239 1,534 3,050: -644 -2,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 26.5 17.6 43.8 23.6 71.2 67.8: 28.8 32.2
Old : 100.0: 9.8 26.5 17.6 43.8 23.6 71.2 67.8: 28.8 32.2
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 : 24: 5 8 8 11 9 22 19:
Old : 24: 5 8 8 11 9 22 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 : 25.7 31.0 42.0 48.9 22.9 23.9 32.1 32.6
Old : 25.7 31.0 42.0 48.9 22.9 23.9 32.1 32.6
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 11,344: 5,094 2,106 0 4,129 8,422 9,223 10,528: 2,121 816
Old : 11,344: 5,094 2,106 0 4,129 8,422 9,223 10,528: 2,121 816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 460: 255 233 -100 -20 -30 135 103: 325 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 18.6 0.0 36.4 74.2 81.3 92.8: 18.7 7.2
Old : 100.0: 44.9 18.6 0.0 36.4 74.2 81.3 92.8: 18.7 7.2
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 : 91: 43 8 0 17 23 60 31:
Old : 91: 43 8 0 17 23 60 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 : 38.4 37.5 47.9 59.8 38.4 37.5 47.9 59.8
Old : 38.4 37.5 47.9 59.8 38.4 37.5 47.9 59.8
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,682: 4,303 964 33 1,775 5,697 6,111 6,694: 1,571 988
Old : 7,682: 4,303 964 33 1,775 5,697 6,111 6,694: 1,571 988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -769: -308 220 -31 -50 -543 -389 -354: -380 -415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 12.5 0.4 23.1 74.2 79.5 87.1: 20.5 12.9
Old : 100.0: 56.0 12.5 0.4 23.1 74.2 79.5 87.1: 20.5 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 20 5 1 11 18 31 24:
Old : 50: 20 5 1 11 18 31 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 : 27.7 36.0 44.0 57.7 27.7 35.3 44.0 57.0
Old : 27.7 36.0 44.0 57.7 27.7 35.3 44.0 57.0
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 39,960: 2,226 6,052 2,230 27,507 21,870 31,963 30,152: 7,997 9,808
Old : 39,960: 2,226 6,052 2,230 27,507 21,870 31,963 30,152: 7,997 9,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -4,196: -1,624 260 250 255 -4,415 -1,119 -3,905: -3,077 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 15.1 5.6 68.8 54.7 80.0 75.5: 20.0 24.5
Old : 100.0: 5.6 15.1 5.6 68.8 54.7 80.0 75.5: 20.0 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 9 18 7 37 29 52 48:
Old : 74: 9 18 7 37 29 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 : 32.2 31.9 43.7 43.3 30.5 25.0 39.1 34.7
Old : 32.2 31.9 43.7 43.3 30.5 25.0 39.1 34.7
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 96,006: 9,762 3,254 8,453 69,028 76,092 87,244 87,799: 8,762 8,207
Old : 96,006: 9,762 3,254 8,453 69,028 76,092 87,244 87,799: 8,762 8,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 5,036: 93 184 1,540 3,003 1,584 4,636 3,308: 400 1,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 3.4 8.8 71.9 79.3 90.9 91.5: 9.1 8.5
Old : 100.0: 10.2 3.4 8.8 71.9 79.3 90.9 91.5: 9.1 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 : 103: 24 9 15 48 57 79 79:
Old : 103: 24 9 15 48 57 79 79:
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 24.9 51.9 38.8 28.4 21.4 37.3 29.3
Old : 38.1 24.9 51.9 38.8 28.4 21.4 37.3 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 6, 2006