GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 3,889: 150 25 25 3,421 3,839 3,596 3,889: 293 0
Old : 3,889: 150 25 25 3,421 3,839 3,596 3,889: 293 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 250: 150 0 0 100 250 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.6 0.6 88.0 98.7 92.5 100.0: 7.5 0.0
Old : 100.0: 3.9 0.6 0.6 88.0 98.7 92.5 100.0: 7.5 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 : 24: 1 1 1 16 18 18 19:
Old : 24: 1 1 1 16 18 18 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 : 51.4 54.0 73.2 78.8 42.6 52.1 52.4 61.8
Old : 51.4 54.0 73.2 78.8 42.6 52.1 52.4 61.8
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 31, 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 : 8,386: 224 150 486 7,251 7,433 7,961 8,069: 425 317
Old : 8,386: 224 150 486 7,251 7,433 7,961 8,069: 425 317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 502: 0 0 0 553 502 553 502: -51 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.8 5.8 86.5 88.6 94.9 96.2: 5.1 3.8
Old : 100.0: 2.7 1.8 5.8 86.5 88.6 94.9 96.2: 5.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 3 28 26 32 29:
Old : 36: 2 2 3 28 26 32 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 : 38.3 36.9 58.9 57.5 25.9 29.3 35.6 39.5
Old : 38.3 36.9 58.9 57.5 25.9 29.3 35.6 39.5
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, October 31, 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 : 259,292: 21,106 32,432 45,359 157,121 145,284 223,586 223,075: 35,706 36,217
Old : 259,292: 21,106 32,432 45,359 157,121 145,284 223,586 223,075: 35,706 36,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 4,152: 626 676 -743 1,748 1,837 1,630 1,770: 2,522 2,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 12.5 17.5 60.6 56.0 86.2 86.0: 13.8 14.0
Old : 100.0: 8.1 12.5 17.5 60.6 56.0 86.2 86.0: 13.8 14.0
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 : 144: 28 37 36 66 67 115 121:
Old : 144: 28 37 36 66 67 115 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 22.7 40.8 33.2 15.9 11.0 23.1 16.6
Old : 29.0 22.7 40.8 33.2 15.9 11.0 23.1 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 1,313,954: 122,618 80,343 597,528 521,233 592,906 1,241,379 1,270,776: 72,575 43,178
Old : 1,313,954: 122,618 80,343 597,528 521,233 592,906 1,241,379 1,270,776: 72,575 43,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -40,340: 4,702 4,310 -31,618 -5,614 -10,919 -32,530 -38,228: -7,810 -2,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 6.1 45.5 39.7 45.1 94.5 96.7: 5.5 3.3
Old : 100.0: 9.3 6.1 45.5 39.7 45.1 94.5 96.7: 5.5 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 : 223: 56 69 91 94 85 206 193:
Old : 223: 56 69 91 94 85 206 193:
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 : 34.3 29.6 47.6 45.7 8.3 6.6 10.4 9.9
Old : 34.3 29.6 47.6 45.7 8.3 6.6 10.4 9.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,938: 5,160 0 7,655 61,704 63,208 74,519 70,863: 7,419 11,075
Old : 81,938: 5,160 0 7,655 61,704 63,208 74,519 70,863: 7,419 11,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 647: 2,047 -676 -959 197 2,324 1,285 689: -638 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 9.3 75.3 77.1 90.9 86.5: 9.1 13.5
Old : 100.0: 6.3 0.0 9.3 75.3 77.1 90.9 86.5: 9.1 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 : 28: 2 0 2 19 23 21 25:
Old : 28: 2 0 2 19 23 21 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 : 43.1 39.2 69.3 59.9 32.8 33.4 45.4 41.7
Old : 43.1 39.2 69.3 59.9 32.8 33.4 45.4 41.7
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 31, 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 : 47,116: 8,516 0 1,202 22,681 35,180 32,399 36,382: 14,717 10,734
Old : 47,116: 8,516 0 1,202 22,681 35,180 32,399 36,382: 14,717 10,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 44: -2,328 0 -71 1,356 -891 -1,043 -962: 1,087 1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 0.0 2.6 48.1 74.7 68.8 77.2: 31.2 22.8
Old : 100.0: 18.1 0.0 2.6 48.1 74.7 68.8 77.2: 31.2 22.8
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 : 24: 2 0 1 18 17 20 18:
Old : 24: 2 0 1 18 17 20 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 : 39.9 43.6 54.6 63.2 37.3 40.5 48.2 55.1
Old : 39.9 43.6 54.6 63.2 37.3 40.5 48.2 55.1
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 31, 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 : 130,981: 10,831 600 1,944 108,853 120,168 121,628 122,712: 9,353 8,269
Old : 130,981: 10,831 600 1,944 108,853 120,168 121,628 122,712: 9,353 8,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 2,774: 1,049 600 120 1,601 838 2,770 1,558: 4 1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.5 1.5 83.1 91.7 92.9 93.7: 7.1 6.3
Old : 100.0: 8.3 0.5 1.5 83.1 91.7 92.9 93.7: 7.1 6.3
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 : 42: 3 1 2 28 29 31 32:
Old : 42: 3 1 2 28 29 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 54.3 65.8 67.9 47.3 51.7 62.2 64.5
Old : 49.4 54.3 65.8 67.9 47.3 51.7 62.2 64.5
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 31, 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 : 68,580: 18,064 0 0 39,040 54,010 57,104 54,010: 11,476 14,570
Old : 68,580: 18,064 0 0 39,040 54,010 57,104 54,010: 11,476 14,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 338: 0 0 0 307 -121 307 -121: 31 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 0.0 0.0 56.9 78.8 83.3 78.8: 16.7 21.2
Old : 100.0: 26.3 0.0 0.0 56.9 78.8 83.3 78.8: 16.7 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 12 13 14 13:
Old : 21: 2 0 0 12 13 14 13:
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 : 51.4 59.3 69.8 72.4 50.3 59.3 67.9 67.9
Old : 51.4 59.3 69.8 72.4 50.3 59.3 67.9 67.9
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 31, 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 : 73,810: 0 5,715 5,293 64,922 56,901 70,215 67,909: 3,595 5,901
Old : 73,810: 0 5,715 5,293 64,922 56,901 70,215 67,909: 3,595 5,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 2,450: 0 1,356 56 2,487 883 2,543 2,295: -93 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.7 7.2 88.0 77.1 95.1 92.0: 4.9 8.0
Old : 100.0: 0.0 7.7 7.2 88.0 77.1 95.1 92.0: 4.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 3 2 17 19 19 22:
Old : 26: 0 3 2 17 19 19 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 : 61.8 43.0 78.5 67.7 51.0 36.0 62.4 55.8
Old : 61.8 43.0 78.5 67.7 51.0 36.0 62.4 55.8
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 31, 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 : 63,842: 4,462 0 4,010 48,356 52,259 56,828 56,269: 7,014 7,573
Old : 63,842: 4,462 0 4,010 48,356 52,259 56,828 56,269: 7,014 7,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 1,540: 2,560 0 -189 -1,200 1,709 1,171 1,520: 369 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 6.3 75.7 81.9 89.0 88.1: 11.0 11.9
Old : 100.0: 7.0 0.0 6.3 75.7 81.9 89.0 88.1: 11.0 11.9
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 : 27: 3 0 3 19 20 22 23:
Old : 27: 3 0 3 19 20 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 35.7 75.7 58.6 57.8 31.2 63.6 48.1
Old : 65.6 35.7 75.7 58.6 57.8 31.2 63.6 48.1
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 31, 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 : 106,058: 3,479 3,315 3,692 90,378 89,040 97,549 96,047: 8,509 10,011
Old : 106,058: 3,479 3,315 3,692 90,378 89,040 97,549 96,047: 8,509 10,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -2,764: 62 -1,030 425 -3,473 -2,296 -2,986 -2,901: 222 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.1 3.5 85.2 84.0 92.0 90.6: 8.0 9.4
Old : 100.0: 3.3 3.1 3.5 85.2 84.0 92.0 90.6: 8.0 9.4
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 : 38: 1 2 2 26 26 28 29:
Old : 38: 1 2 2 26 26 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 36.0 51.0 53.7 26.0 28.3 39.2 40.2
Old : 34.1 36.0 51.0 53.7 26.0 28.3 39.2 40.2
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, October 31, 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 : 74,741: 0 6,642 2,270 59,937 56,808 62,207 65,720: 12,534 9,021
Old : 74,741: 0 6,642 2,270 59,937 56,808 62,207 65,720: 12,534 9,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 4,559: 0 1,067 152 5,443 3,790 5,595 5,009: -1,036 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.9 3.0 80.2 76.0 83.2 87.9: 16.8 12.1
Old : 100.0: 0.0 8.9 3.0 80.2 76.0 83.2 87.9: 16.8 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 18 18 19 19:
Old : 25: 0 1 1 18 18 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 : 47.5 56.9 69.5 76.4 43.3 52.5 63.2 70.6
Old : 47.5 56.9 69.5 76.4 43.3 52.5 63.2 70.6
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 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,678: 0 182 674 56,068 60,725 56,742 61,581: 9,936 5,097
Old : 66,678: 0 182 674 56,068 60,725 56,742 61,581: 9,936 5,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 986: 0 0 0 1,080 948 1,080 948: -94 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.0 84.1 91.1 85.1 92.4: 14.9 7.6
Old : 100.0: 0.0 0.3 1.0 84.1 91.1 85.1 92.4: 14.9 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 1 25 24 26 25:
Old : 30: 0 1 1 25 24 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 : 44.4 42.8 61.7 64.0 41.0 40.5 51.6 56.2
Old : 44.4 42.8 61.7 64.0 41.0 40.5 51.6 56.2
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 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 84,808: 0 12,149 4,243 64,648 58,627 68,891 75,019: 15,917 9,789
Old : 84,808: 0 12,149 4,243 64,648 58,627 68,891 75,019: 15,917 9,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 7,338: 0 3,403 -1,197 7,850 4,943 6,653 7,149: 685 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.3 5.0 76.2 69.1 81.2 88.5: 18.8 11.5
Old : 100.0: 0.0 14.3 5.0 76.2 69.1 81.2 88.5: 18.8 11.5
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: 0 3 2 23 19 25 22:
Old : 29: 0 3 2 23 19 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 : 35.2 35.7 54.0 58.9 21.7 25.3 33.1 40.9
Old : 35.2 35.7 54.0 58.9 21.7 25.3 33.1 40.9
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 31, 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 : 65,948: 239 372 3,361 41,461 55,145 45,061 58,878: 20,887 7,070
Old : 65,948: 239 372 3,361 41,461 55,145 45,061 58,878: 20,887 7,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 794: -48 0 -414 -318 868 -780 454: 1,574 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.6 5.1 62.9 83.6 68.3 89.3: 31.7 10.7
Old : 100.0: 0.4 0.6 5.1 62.9 83.6 68.3 89.3: 31.7 10.7
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 : 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 : 37.9 39.8 56.0 67.6 35.9 38.7 50.6 66.0
Old : 37.9 39.8 56.0 67.6 35.9 38.7 50.6 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 50,168: 600 3,638 0 47,170 43,650 47,770 47,288: 2,398 2,880
Old : 50,168: 600 3,638 0 47,170 43,650 47,770 47,288: 2,398 2,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 5,580: -180 180 0 4,890 3,546 4,710 3,726: 870 1,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 7.3 0.0 94.0 87.0 95.2 94.3: 4.8 5.7
Old : 100.0: 1.2 7.3 0.0 94.0 87.0 95.2 94.3: 4.8 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 : 26: 2 3 0 16 14 18 17:
Old : 26: 2 3 0 16 14 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 : 73.6 66.0 86.2 82.0 49.0 32.6 55.1 46.2
Old : 73.6 66.0 86.2 82.0 49.0 32.6 55.1 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 29,274: 0 968 0 29,106 27,610 29,106 28,578: 168 696
Old : 29,274: 0 968 0 29,106 27,610 29,106 28,578: 168 696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 99.4 94.3 99.4 97.6: 0.6 2.4
Old : 100.0: 0.0 3.3 0.0 99.4 94.3 99.4 97.6: 0.6 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 12 14 12 15:
Old : 20: 0 1 0 12 14 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 73.2 93.6 89.9 60.5 65.2 78.0 74.8
Old : 61.3 73.2 93.6 89.9 60.5 65.2 78.0 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 187,933: 2,355 9,179 15,575 150,983 152,368 168,913 177,122: 19,020 10,811
Old : 187,933: 2,355 9,179 15,575 150,983 152,368 168,913 177,122: 19,020 10,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 5,269: 2,011 -2,293 5,857 -3,986 378 3,882 3,942: 1,387 1,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 4.9 8.3 80.3 81.1 89.9 94.2: 10.1 5.8
Old : 100.0: 1.3 4.9 8.3 80.3 81.1 89.9 94.2: 10.1 5.8
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 : 42: 3 2 5 36 31 41 36:
Old : 42: 3 2 5 36 31 41 36:
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 : 31.7 33.2 50.1 51.3 27.6 24.3 37.5 35.1
Old : 31.7 33.2 50.1 51.3 27.6 24.3 37.5 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 93,372: 3,263 0 3,355 78,331 78,596 84,949 81,951: 8,423 11,421
Old : 93,372: 3,263 0 3,355 78,331 78,596 84,949 81,951: 8,423 11,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -370: -424 0 585 2,099 3,128 2,260 3,713: -2,630 -4,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 3.6 83.9 84.2 91.0 87.8: 9.0 12.2
Old : 100.0: 3.5 0.0 3.6 83.9 84.2 91.0 87.8: 9.0 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 0 2 26 23 28 25:
Old : 33: 2 0 2 26 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 49.5 61.4 68.9 35.9 46.5 51.8 59.1
Old : 41.3 49.5 61.4 68.9 35.9 46.5 51.8 59.1
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, October 31, 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 : 64,678: 600 3,030 0 61,336 59,382 61,936 62,412: 2,742 2,266
Old : 64,678: 600 3,030 0 61,336 59,382 61,936 62,412: 2,742 2,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 3,562: -180 300 0 3,682 2,602 3,502 2,902: 60 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 4.7 0.0 94.8 91.8 95.8 96.5: 4.2 3.5
Old : 100.0: 0.9 4.7 0.0 94.8 91.8 95.8 96.5: 4.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 0 16 18 18 20:
Old : 30: 2 2 0 16 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 51.3 87.4 73.9 58.9 39.6 68.0 57.7
Old : 75.2 51.3 87.4 73.9 58.9 39.6 68.0 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 284,109: 13,295 628 5,787 253,769 268,956 272,851 275,371: 11,258 8,738
Old : 284,109: 13,295 628 5,787 253,769 268,956 272,851 275,371: 11,258 8,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 14,214: 2,013 8 1,224 12,929 14,034 16,166 15,266: -1,952 -1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.2 2.0 89.3 94.7 96.0 96.9: 4.0 3.1
Old : 100.0: 4.7 0.2 2.0 89.3 94.7 96.0 96.9: 4.0 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 : 57: 3 2 5 45 44 50 49:
Old : 57: 3 2 5 45 44 50 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 : 37.3 43.0 52.7 60.2 31.5 39.9 45.2 55.9
Old : 37.3 43.0 52.7 60.2 31.5 39.9 45.2 55.9
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 31, 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 : 181,884: 13,809 11,966 12,420 144,602 152,876 170,831 177,262: 11,053 4,622
Old : 181,884: 13,809 11,966 12,420 144,602 152,876 170,831 177,262: 11,053 4,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 4,085: -3,006 -3,007 2,915 4,425 4,384 4,334 4,292: -249 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 6.6 6.8 79.5 84.1 93.9 97.5: 6.1 2.5
Old : 100.0: 7.6 6.6 6.8 79.5 84.1 93.9 97.5: 6.1 2.5
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 : 46: 2 4 4 39 35 44 40:
Old : 46: 2 4 4 39 35 44 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 : 31.4 52.6 48.3 65.4 27.6 47.8 40.5 56.5
Old : 31.4 52.6 48.3 65.4 27.6 47.8 40.5 56.5
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 31, 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 : 177,032: 3,115 1,040 6,265 152,793 153,807 162,173 161,112: 14,859 15,920
Old : 177,032: 3,115 1,040 6,265 152,793 153,807 162,173 161,112: 14,859 15,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 3,251: 3,115 -361 -279 883 6,051 3,719 5,411: -468 -2,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.6 3.5 86.3 86.9 91.6 91.0: 8.4 9.0
Old : 100.0: 1.8 0.6 3.5 86.3 86.9 91.6 91.0: 8.4 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 : 46: 2 1 2 37 36 40 38:
Old : 46: 2 1 2 37 36 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 44.2 49.1 62.6 28.4 41.5 46.2 58.0
Old : 29.4 44.2 49.1 62.6 28.4 41.5 46.2 58.0
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, October 31, 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 : 46,109: 0 5,330 2,636 35,781 22,458 38,417 30,424: 7,692 15,685
Old : 46,109: 0 5,330 2,636 35,781 22,458 38,417 30,424: 7,692 15,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -261: 0 -1,827 343 -540 1,323 -197 -161: -64 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.6 5.7 77.6 48.7 83.3 66.0: 16.7 34.0
Old : 100.0: 0.0 11.6 5.7 77.6 48.7 83.3 66.0: 16.7 34.0
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: 0 2 2 15 16 17 18:
Old : 20: 0 2 2 15 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 : 40.0 31.4 64.4 54.2 38.7 24.6 52.9 37.3
Old : 40.0 31.4 64.4 54.2 38.7 24.6 52.9 37.3
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 31, 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 : 193,640: 34,305 7,018 16,638 134,755 157,486 185,698 181,142: 7,942 12,498
Old : 193,640: 34,305 7,018 16,638 134,755 157,486 185,698 181,142: 7,942 12,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 9,651: 6,276 6,130 -2,382 8,288 5,846 12,182 9,594: -2,531 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 3.6 8.6 69.6 81.3 95.9 93.5: 4.1 6.5
Old : 100.0: 17.7 3.6 8.6 69.6 81.3 95.9 93.5: 4.1 6.5
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 : 46: 5 1 6 33 37 39 43:
Old : 46: 5 1 6 33 37 39 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 36.6 48.5 52.9 25.0 27.0 38.7 38.7
Old : 30.2 36.6 48.5 52.9 25.0 27.0 38.7 38.7
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 31, 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 : 57,896: 0 3,816 480 52,592 43,742 53,072 48,038: 4,824 9,858
Old : 57,896: 0 3,816 480 52,592 43,742 53,072 48,038: 4,824 9,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -1,108: 0 84 0 -1,395 -2,584 -1,395 -2,500: 287 1,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.6 0.8 90.8 75.6 91.7 83.0: 8.3 17.0
Old : 100.0: 0.0 6.6 0.8 90.8 75.6 91.7 83.0: 8.3 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 2 1 24 22 25 24:
Old : 31: 0 2 1 24 22 25 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 : 44.0 29.9 65.3 49.6 40.8 24.1 59.0 40.5
Old : 44.0 29.9 65.3 49.6 40.8 24.1 59.0 40.5
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 31, 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 : 3,080,334: 160,262 183,050 1,151,550 1,748,603 1,736,262 3,060,415 3,070,862: 19,919 9,472
Old : 3,080,334: 160,262 183,050 1,151,550 1,748,603 1,736,262 3,060,415 3,070,862: 19,919 9,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -164,656: 12,751 -29,320 -70,192 -106,501 -58,318 -163,942 -157,830: -714 -6,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 5.9 37.4 56.8 56.4 99.4 99.7: 0.6 0.3
Old : 100.0: 5.2 5.9 37.4 56.8 56.4 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 28 21 44 101 85 149 131:
Old : 152: 28 21 44 101 85 149 131:
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 : 37.1 43.3 49.8 56.6 8.7 13.5 13.6 17.5
Old : 37.1 43.3 49.8 56.6 8.7 13.5 13.6 17.5
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 31, 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 : 727,133: 143,429 37,345 185,476 392,061 495,627 720,966 718,448: 6,167 8,685
Old : 727,133: 143,429 37,345 185,476 392,061 495,627 720,966 718,448: 6,167 8,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -73,106: -60,997 -16,081 -11,844 -4,467 -50,425 -77,308 -78,350: 4,202 5,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 5.1 25.5 53.9 68.2 99.2 98.8: 0.8 1.2
Old : 100.0: 19.7 5.1 25.5 53.9 68.2 99.2 98.8: 0.8 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 : 60: 14 10 19 34 35 55 57:
Old : 60: 14 10 19 34 35 55 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 41.5 71.1 62.5 18.5 22.0 28.2 29.3
Old : 53.9 41.5 71.1 62.5 18.5 22.0 28.2 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 72,266: 6,285 1,096 3,952 61,299 66,426 71,537 71,474: 730 793
Old : 72,266: 6,285 1,096 3,952 61,299 66,426 71,537 71,474: 730 793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -5,214: -769 448 -1,188 -3,145 -4,396 -5,103 -5,136: -111 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 1.5 5.5 84.8 91.9 99.0 98.9: 1.0 1.1
Old : 100.0: 8.7 1.5 5.5 84.8 91.9 99.0 98.9: 1.0 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 : 52: 5 5 8 38 37 48 45:
Old : 52: 5 5 8 38 37 48 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 43.4 67.5 67.1 22.8 23.3 27.7 32.9
Old : 42.5 43.4 67.5 67.1 22.8 23.3 27.7 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 25,428: 434 1,407 1,102 23,766 22,475 25,302 24,984: 126 444
Old : 25,428: 434 1,407 1,102 23,766 22,475 25,302 24,984: 126 444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 5.5 4.3 93.5 88.4 99.5 98.3: 0.5 1.7
Old : 100.0: 1.7 5.5 4.3 93.5 88.4 99.5 98.3: 0.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 3 1 22 20 23 24:
Old : 36: 1 3 1 22 20 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 64.5 84.3 81.4 46.2 50.6 56.0 58.8
Old : 66.4 64.5 84.3 81.4 46.2 50.6 56.0 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 19,101: 1,524 0 0 17,534 19,101 19,058 19,101: 43 0
Old : 19,101: 1,524 0 0 17,534 19,101 19,058 19,101: 43 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 88: 0 0 0 88 88 88 88: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 0.0 91.8 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 8.0 0.0 0.0 91.8 100.0 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 : 24: 2 0 0 16 14 18 14:
Old : 24: 2 0 0 16 14 18 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 : 74.1 76.9 88.0 93.8 46.9 53.0 57.7 59.8
Old : 74.1 76.9 88.0 93.8 46.9 53.0 57.7 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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: October 24, 2006 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 31, 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 : 21,820: 230 1,140 938 20,354 19,634 21,522 21,712: 298 108
Old : 21,820: 230 1,140 938 20,354 19,634 21,522 21,712: 298 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 76: 0 0 0 76 76 76 76: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.2 4.3 93.3 90.0 98.6 99.5: 1.4 0.5
Old : 100.0: 1.1 5.2 4.3 93.3 90.0 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 3 20 21 24 25:
Old : 29: 2 3 3 20 21 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 49.6 76.6 73.2 40.3 33.1 51.6 45.4
Old : 59.4 49.6 76.6 73.2 40.3 33.1 51.6 45.4
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 31, 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 : 26,750: 2,720 0 300 22,441 25,406 25,461 25,706: 1,289 1,044
Old : 26,750: 2,720 0 300 22,441 25,406 25,461 25,706: 1,289 1,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 168: 0 0 0 412 280 412 280: -244 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 1.1 83.9 95.0 95.2 96.1: 4.8 3.9
Old : 100.0: 10.2 0.0 1.1 83.9 95.0 95.2 96.1: 4.8 3.9
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 : 31: 2 0 1 23 22 25 23:
Old : 31: 2 0 1 23 22 25 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 : 44.2 49.0 66.7 72.5 29.1 41.8 40.1 53.8
Old : 44.2 49.0 66.7 72.5 29.1 41.8 40.1 53.8
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 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 27,754: 0 1,268 1,800 25,344 24,586 27,144 27,654: 610 100
Old : 27,754: 0 1,268 1,800 25,344 24,586 27,144 27,654: 610 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 260: 0 -240 480 -310 20 170 260: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 6.5 91.3 88.6 97.8 99.6: 2.2 0.4
Old : 100.0: 0.0 4.6 6.5 91.3 88.6 97.8 99.6: 2.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 3 2 18 12 20 15:
Old : 24: 0 3 2 18 12 20 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 : 58.9 63.2 79.7 86.9 37.3 48.4 49.7 58.4
Old : 58.9 63.2 79.7 86.9 37.3 48.4 49.7 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 13,738: 180 524 648 12,306 12,014 13,134 13,186: 604 552
Old : 13,738: 180 524 648 12,306 12,014 13,134 13,186: 604 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -192: 0 480 -480 216 -192 -264 -192: 72 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 3.8 4.7 89.6 87.5 95.6 96.0: 4.4 4.0
Old : 100.0: 1.3 3.8 4.7 89.6 87.5 95.6 96.0: 4.4 4.0
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 1 1 14 15 16 16:
Old : 20: 1 1 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 : 64.2 55.5 82.3 78.5 58.2 48.7 64.7 61.0
Old : 64.2 55.5 82.3 78.5 58.2 48.7 64.7 61.0
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 31, 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 : 2,042,934: 170,482 135,844 639,075 1,148,416 1,178,466 1,957,973 1,953,385: 84,960 89,549
Old : 2,042,934: 170,482 135,844 639,075 1,148,416 1,178,466 1,957,973 1,953,385: 84,960 89,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 53,031: 932 7,616 28,207 10,811 9,764 39,950 45,587: 13,082 7,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 6.6 31.3 56.2 57.7 95.8 95.6: 4.2 4.4
Old : 100.0: 8.3 6.6 31.3 56.2 57.7 95.8 95.6: 4.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 109 115 155 103 104 295 304:
Old : 352: 109 115 155 103 104 295 304:
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 : 17.8 19.5 28.3 29.6 6.2 5.2 8.9 7.7
Old : 17.8 19.5 28.3 29.6 6.2 5.2 8.9 7.7
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 31, 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 : 23,556: 8,517 13,966 393 779 1,479 9,689 15,838: 13,867 7,718
Old : 23,556: 8,517 13,966 393 779 1,479 9,689 15,838: 13,867 7,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 4,509: 1,269 4,980 160 61 1,092 1,490 6,232: 3,019 -1,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 59.3 1.7 3.3 6.3 41.1 67.2: 58.9 32.8
Old : 100.0: 36.2 59.3 1.7 3.3 6.3 41.1 67.2: 58.9 32.8
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 : 26: 11 12 5 1 2 14 17:
Old : 26: 11 12 5 1 2 14 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 : 20.4 33.9 32.2 52.2 19.3 33.9 31.2 51.8
Old : 20.4 33.9 32.2 52.2 19.3 33.9 31.2 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 20,615: 0 0 0 20,615 20,615 20,615 20,615: 0 0
Old : 20,615: 0 0 0 20,615 20,615 20,615 20,615: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 2,350: 0 0 0 2,350 2,350 2,350 2,350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 18 16 18:
Old : 20: 0 0 0 16 18 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 : 74.6 72.5 93.5 93.7 12.6 13.9 15.2 15.2
Old : 74.6 72.5 93.5 93.7 12.6 13.9 15.2 15.2
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 31, 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 : 32,033: 7,534 5,807 5,445 12,155 14,204 25,134 25,456: 6,899 6,577
Old : 32,033: 7,534 5,807 5,445 12,155 14,204 25,134 25,456: 6,899 6,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 8,345: 4,855 -823 1,906 1,674 7,973 8,435 9,056: -90 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 18.1 17.0 37.9 44.3 78.5 79.5: 21.5 20.5
Old : 100.0: 23.5 18.1 17.0 37.9 44.3 78.5 79.5: 21.5 20.5
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: 6 6 9 11 11 22 21:
Old : 24: 6 6 9 11 11 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 41.5 54.8 57.7 31.0 35.4 40.6 42.5
Old : 39.8 41.5 54.8 57.7 31.0 35.4 40.6 42.5
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, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,707: 5,803 2,519 105 4,439 9,463 10,347 12,087: 2,360 620
Old : 12,707: 5,803 2,519 105 4,439 9,463 10,347 12,087: 2,360 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 568: 211 50 -22 257 563 446 591: 122 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 19.8 0.8 34.9 74.5 81.4 95.1: 18.6 4.9
Old : 100.0: 45.7 19.8 0.8 34.9 74.5 81.4 95.1: 18.6 4.9
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 : 98: 46 9 3 19 24 68 35:
Old : 98: 46 9 3 19 24 68 35:
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 : 37.1 34.8 47.2 56.2 37.0 34.6 45.8 56.0
Old : 37.1 34.8 47.2 56.2 37.0 34.6 45.8 56.0
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 31, 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 : 7,648: 3,356 1,874 1 2,443 4,449 5,800 6,324: 1,848 1,324
Old : 7,648: 3,356 1,874 1 2,443 4,449 5,800 6,324: 1,848 1,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 602: -108 206 0 606 461 498 667: 104 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 24.5 0.0 31.9 58.2 75.8 82.7: 24.2 17.3
Old : 100.0: 43.9 24.5 0.0 31.9 58.2 75.8 82.7: 24.2 17.3
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 : 52: 16 7 1 12 18 29 25:
Old : 52: 16 7 1 12 18 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 : 22.3 30.3 39.3 51.8 22.3 30.3 39.3 51.8
Old : 22.3 30.3 39.3 51.8 22.3 30.3 39.3 51.8
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 31, 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 : 18,233: 1,080 1,919 863 11,373 10,322 13,316 13,105: 4,917 5,128
Old : 18,233: 1,080 1,919 863 11,373 10,322 13,316 13,105: 4,917 5,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -8,055: 339 -108 -2,546 -3,983 -4,022 -6,191 -6,676: -1,864 -1,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 10.5 4.7 62.4 56.6 73.0 71.9: 27.0 28.1
Old : 100.0: 5.9 10.5 4.7 62.4 56.6 73.0 71.9: 27.0 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 3 3 20 16 25 21:
Old : 35: 4 3 3 20 16 25 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 : 32.0 34.6 45.0 50.9 28.9 26.9 39.3 41.0
Old : 32.0 34.6 45.0 50.9 28.9 26.9 39.3 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 110,928: 13,509 10,419 5,184 80,901 83,258 99,593 98,860: 11,335 12,068
Old : 110,928: 13,509 10,419 5,184 80,901 83,258 99,593 98,860: 11,335 12,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 3,848: 2,005 4,130 -1,236 3,371 -1,022 4,139 1,872: -291 1,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 9.4 4.7 72.9 75.1 89.8 89.1: 10.2 10.9
Old : 100.0: 12.2 9.4 4.7 72.9 75.1 89.8 89.1: 10.2 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 27 15 12 57 66 87 91:
Old : 118: 27 15 12 57 66 87 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 19.4 47.2 33.7 29.5 18.4 39.1 29.9
Old : 35.9 19.4 47.2 33.7 29.5 18.4 39.1 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2006