GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 2,815: 150 50 0 2,356 2,690 2,506 2,740: 309 75
Old : 2,815: 150 50 0 2,356 2,690 2,506 2,740: 309 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -1,074: 0 25 -25 -1,065 -1,149 -1,090 -1,149: 16 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 1.8 0.0 83.7 95.6 89.0 97.3: 11.0 2.7
Old : 100.0: 5.3 1.8 0.0 83.7 95.6 89.0 97.3: 11.0 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 13 14 14 15:
Old : 22: 1 1 0 13 14 14 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 : 58.3 55.6 76.9 83.1 51.2 48.5 65.6 73.4
Old : 58.3 55.6 76.9 83.1 51.2 48.5 65.6 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 7,839: 200 150 450 6,806 6,881 7,456 7,481: 383 358
Old : 7,839: 200 150 450 6,806 6,881 7,456 7,481: 383 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -547: -24 0 -36 -445 -552 -505 -588: -42 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.9 5.7 86.8 87.8 95.1 95.4: 4.9 4.6
Old : 100.0: 2.6 1.9 5.7 86.8 87.8 95.1 95.4: 4.9 4.6
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 : 34: 1 2 2 25 25 28 27:
Old : 34: 1 2 2 25 25 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 39.1 66.4 60.0 35.2 31.8 44.8 44.1
Old : 43.7 39.1 66.4 60.0 35.2 31.8 44.8 44.1
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, November 7, 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 : 259,714: 22,623 29,966 45,819 155,570 148,753 224,013 224,539: 35,702 35,176
Old : 259,714: 22,623 29,966 45,819 155,570 148,753 224,013 224,539: 35,702 35,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 422: 1,517 -2,466 460 -1,550 3,469 426 1,464: -4 -1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 11.5 17.6 59.9 57.3 86.3 86.5: 13.7 13.5
Old : 100.0: 8.7 11.5 17.6 59.9 57.3 86.3 86.5: 13.7 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 : 146: 30 35 38 66 72 115 129:
Old : 146: 30 35 38 66 72 115 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 23.3 41.0 33.5 15.7 10.6 22.4 16.7
Old : 28.9 23.3 41.0 33.5 15.7 10.6 22.4 16.7
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, November 7, 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 : 1,319,221: 115,088 85,647 599,422 533,258 593,411 1,247,768 1,278,480: 71,454 40,741
Old : 1,319,221: 115,088 85,647 599,422 533,258 593,411 1,247,768 1,278,480: 71,454 40,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 5,268: -7,531 5,304 1,895 12,025 505 6,389 7,704: -1,121 -2,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 6.5 45.4 40.4 45.0 94.6 96.9: 5.4 3.1
Old : 100.0: 8.7 6.5 45.4 40.4 45.0 94.6 96.9: 5.4 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 : 221: 54 70 92 93 84 204 193:
Old : 221: 54 70 92 93 84 204 193:
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 : 34.0 29.8 47.6 46.0 8.1 6.6 10.4 9.8
Old : 34.0 29.8 47.6 46.0 8.1 6.6 10.4 9.8
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, November 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 79,078: 2,960 0 8,060 58,969 59,655 69,989 67,715: 9,089 11,363
Old : 79,078: 2,960 0 8,060 58,969 59,655 69,989 67,715: 9,089 11,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -2,860: -2,200 0 405 -2,735 -3,553 -4,530 -3,148: 1,670 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 10.2 74.6 75.4 88.5 85.6: 11.5 14.4
Old : 100.0: 3.7 0.0 10.2 74.6 75.4 88.5 85.6: 11.5 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 2 17 22 19 24:
Old : 26: 2 0 2 17 22 19 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 : 45.4 40.1 69.6 61.6 36.6 35.7 46.0 43.0
Old : 45.4 40.1 69.6 61.6 36.6 35.7 46.0 43.0
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, November 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 42,815: 8,249 0 685 21,051 33,109 29,985 33,794: 12,830 9,021
Old : 42,815: 8,249 0 685 21,051 33,109 29,985 33,794: 12,830 9,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -4,301: -267 0 -517 -1,630 -2,071 -2,414 -2,588: -1,887 -1,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 0.0 1.6 49.2 77.3 70.0 78.9: 30.0 21.1
Old : 100.0: 19.3 0.0 1.6 49.2 77.3 70.0 78.9: 30.0 21.1
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 : 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 : 38.9 42.3 52.4 63.0 37.3 37.5 47.6 53.7
Old : 38.9 42.3 52.4 63.0 37.3 37.5 47.6 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 125,867: 8,393 0 2,038 107,684 115,888 118,115 117,926: 7,752 7,941
Old : 125,867: 8,393 0 2,038 107,684 115,888 118,115 117,926: 7,752 7,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -5,114: -2,438 -600 94 -1,169 -4,280 -3,513 -4,786: -1,601 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 1.6 85.6 92.1 93.8 93.7: 6.2 6.3
Old : 100.0: 6.7 0.0 1.6 85.6 92.1 93.8 93.7: 6.2 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 : 40: 3 0 2 26 27 29 29:
Old : 40: 3 0 2 26 27 29 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 : 50.7 58.3 68.1 72.2 49.1 56.0 65.4 69.7
Old : 50.7 58.3 68.1 72.2 49.1 56.0 65.4 69.7
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, November 7, 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 : 64,752: 18,064 0 0 36,048 49,858 54,112 49,858: 10,640 14,894
Old : 64,752: 18,064 0 0 36,048 49,858 54,112 49,858: 10,640 14,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -3,828: 0 0 0 -2,992 -4,152 -2,992 -4,152: -836 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 0.0 0.0 55.7 77.0 83.6 77.0: 16.4 23.0
Old : 100.0: 27.9 0.0 0.0 55.7 77.0 83.6 77.0: 16.4 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 12 12 14 12:
Old : 21: 2 0 0 12 12 14 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 : 53.0 63.2 71.2 72.6 51.6 63.2 69.1 69.3
Old : 53.0 63.2 71.2 72.6 51.6 63.2 69.1 69.3
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, November 7, 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 : 67,879: 0 3,091 4,738 59,998 54,507 64,736 62,336: 3,143 5,543
Old : 67,879: 0 3,091 4,738 59,998 54,507 64,736 62,336: 3,143 5,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -5,931: 0 -2,624 -555 -4,924 -2,394 -5,479 -5,573: -452 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 7.0 88.4 80.3 95.4 91.8: 4.6 8.2
Old : 100.0: 0.0 4.6 7.0 88.4 80.3 95.4 91.8: 4.6 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 : 25: 0 2 2 17 19 19 21:
Old : 25: 0 2 2 17 19 19 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 : 64.0 40.3 79.8 65.1 51.8 37.2 61.7 53.6
Old : 64.0 40.3 79.8 65.1 51.8 37.2 61.7 53.6
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, November 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,496: 5,960 0 2,962 45,640 48,463 54,562 51,425: 5,934 9,071
Old : 60,496: 5,960 0 2,962 45,640 48,463 54,562 51,425: 5,934 9,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -3,346: 1,498 0 -1,048 -2,716 -3,796 -2,266 -4,844: -1,080 1,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.0 4.9 75.4 80.1 90.2 85.0: 9.8 15.0
Old : 100.0: 9.9 0.0 4.9 75.4 80.1 90.2 85.0: 9.8 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 : 25: 3 0 2 17 19 20 21:
Old : 25: 3 0 2 17 19 20 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 : 67.7 37.1 78.5 60.8 59.7 35.0 65.2 51.3
Old : 67.7 37.1 78.5 60.8 59.7 35.0 65.2 51.3
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, November 7, 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 : 102,252: 3,809 3,043 3,519 87,184 86,012 94,512 92,574: 7,740 9,678
Old : 102,252: 3,809 3,043 3,519 87,184 86,012 94,512 92,574: 7,740 9,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -3,806: 330 -272 -173 -3,194 -3,028 -3,037 -3,473: -769 -333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 3.0 3.4 85.3 84.1 92.4 90.5: 7.6 9.5
Old : 100.0: 3.7 3.0 3.4 85.3 84.1 92.4 90.5: 7.6 9.5
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 : 37: 1 2 2 26 25 28 28:
Old : 37: 1 2 2 26 25 28 28:
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 : 37.5 36.8 54.5 55.7 28.8 29.7 42.1 41.9
Old : 37.5 36.8 54.5 55.7 28.8 29.7 42.1 41.9
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, November 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,852: 0 6,515 1,431 57,104 53,404 58,535 61,350: 12,317 9,502
Old : 70,852: 0 6,515 1,431 57,104 53,404 58,535 61,350: 12,317 9,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -3,889: 0 -127 -839 -2,833 -3,404 -3,672 -4,370: -217 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.2 2.0 80.6 75.4 82.6 86.6: 17.4 13.4
Old : 100.0: 0.0 9.2 2.0 80.6 75.4 82.6 86.6: 17.4 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 15 15 16 16:
Old : 21: 0 1 1 15 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 : 47.2 56.6 70.6 75.6 42.3 52.4 63.8 70.0
Old : 47.2 56.6 70.6 75.6 42.3 52.4 63.8 70.0
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, November 7, 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 : 63,504: 0 242 614 54,196 57,717 54,810 58,573: 8,694 4,931
Old : 63,504: 0 242 614 54,196 57,717 54,810 58,573: 8,694 4,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -3,174: 0 60 -60 -1,872 -3,008 -1,932 -3,008: -1,242 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 1.0 85.3 90.9 86.3 92.2: 13.7 7.8
Old : 100.0: 0.0 0.4 1.0 85.3 90.9 86.3 92.2: 13.7 7.8
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 1 1 22 23 23 24:
Old : 29: 0 1 1 22 23 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 : 44.3 47.4 63.2 68.0 40.4 46.2 55.0 62.1
Old : 44.3 47.4 63.2 68.0 40.4 46.2 55.0 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 80,236: 135 5,101 6,082 55,963 59,392 62,180 70,575: 18,056 9,661
Old : 80,236: 135 5,101 6,082 55,963 59,392 62,180 70,575: 18,056 9,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -4,572: 135 -7,048 1,839 -8,685 765 -6,711 -4,444: 2,139 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.4 7.6 69.7 74.0 77.5 88.0: 22.5 12.0
Old : 100.0: 0.2 6.4 7.6 69.7 74.0 77.5 88.0: 22.5 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 2 20 17 22 20:
Old : 26: 1 2 2 20 17 22 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 : 33.0 38.2 54.1 60.1 21.1 27.3 31.7 39.6
Old : 33.0 38.2 54.1 60.1 21.1 27.3 31.7 39.6
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, November 7, 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 : 63,200: 0 1,674 2,292 40,815 53,237 43,107 57,203: 20,093 5,997
Old : 63,200: 0 1,674 2,292 40,815 53,237 43,107 57,203: 20,093 5,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -2,748: -239 1,302 -1,069 -646 -1,908 -1,954 -1,675: -794 -1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 3.6 64.6 84.2 68.2 90.5: 31.8 9.5
Old : 100.0: 0.0 2.6 3.6 64.6 84.2 68.2 90.5: 31.8 9.5
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 : 26: 0 2 1 17 18 18 20:
Old : 26: 0 2 1 17 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 : 37.7 41.0 53.7 69.1 35.9 39.9 50.9 67.4
Old : 37.7 41.0 53.7 69.1 35.9 39.9 50.9 67.4
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, November 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 184,200: 7,602 10,710 15,219 143,549 147,694 166,370 173,623: 17,830 10,577
Old : 184,200: 7,602 10,710 15,219 143,549 147,694 166,370 173,623: 17,830 10,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -3,733: 5,247 1,531 -356 -7,434 -4,674 -2,543 -3,499: -1,190 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 5.8 8.3 77.9 80.2 90.3 94.3: 9.7 5.7
Old : 100.0: 4.1 5.8 8.3 77.9 80.2 90.3 94.3: 9.7 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 2 5 36 32 41 37:
Old : 43: 3 2 5 36 32 41 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 : 33.0 32.6 50.7 50.5 27.2 22.4 37.6 36.5
Old : 33.0 32.6 50.7 50.5 27.2 22.4 37.6 36.5
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, November 7, 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 : 89,533: 5,226 0 2,301 73,456 73,980 80,983 76,281: 8,550 13,252
Old : 89,533: 5,226 0 2,301 73,456 73,980 80,983 76,281: 8,550 13,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -3,839: 1,963 0 -1,054 -4,875 -4,616 -3,966 -5,670: 127 1,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.0 2.6 82.0 82.6 90.5 85.2: 9.5 14.8
Old : 100.0: 5.8 0.0 2.6 82.0 82.6 90.5 85.2: 9.5 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 2 24 20 26 22:
Old : 30: 2 0 2 24 20 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 50.6 63.5 69.2 36.8 49.0 55.0 61.7
Old : 43.0 50.6 63.5 69.2 36.8 49.0 55.0 61.7
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, November 7, 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 : 274,586: 10,406 496 7,535 247,271 259,678 265,212 267,709: 9,374 6,877
Old : 274,586: 10,406 496 7,535 247,271 259,678 265,212 267,709: 9,374 6,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -9,523: -2,889 -132 1,748 -6,498 -9,278 -7,639 -7,662: -1,884 -1,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.2 2.7 90.1 94.6 96.6 97.5: 3.4 2.5
Old : 100.0: 3.8 0.2 2.7 90.1 94.6 96.6 97.5: 3.4 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 : 58: 4 1 5 45 42 50 47:
Old : 58: 4 1 5 45 42 50 47:
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 : 38.0 44.9 53.1 62.0 33.5 41.4 47.0 58.1
Old : 38.0 44.9 53.1 62.0 33.5 41.4 47.0 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 181,662: 20,767 10,924 11,971 135,089 151,616 167,827 174,511: 13,835 7,151
Old : 181,662: 20,767 10,924 11,971 135,089 151,616 167,827 174,511: 13,835 7,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -222: 6,958 -1,042 -449 -9,513 -1,260 -3,004 -2,751: 2,782 2,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 6.0 6.6 74.4 83.5 92.4 96.1: 7.6 3.9
Old : 100.0: 11.4 6.0 6.6 74.4 83.5 92.4 96.1: 7.6 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 : 43: 2 2 2 36 34 39 37:
Old : 43: 2 2 2 36 34 39 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 : 34.9 54.2 51.1 66.8 29.0 49.4 39.7 56.2
Old : 34.9 54.2 51.1 66.8 29.0 49.4 39.7 56.2
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, November 7, 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 : 169,783: 310 5,249 3,887 152,465 145,860 156,662 154,996: 13,121 14,787
Old : 169,783: 310 5,249 3,887 152,465 145,860 156,662 154,996: 13,121 14,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -7,249: -2,805 4,209 -2,378 -328 -7,947 -5,511 -6,116: -1,738 -1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.1 2.3 89.8 85.9 92.3 91.3: 7.7 8.7
Old : 100.0: 0.2 3.1 2.3 89.8 85.9 92.3 91.3: 7.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 2 2 35 34 38 36:
Old : 46: 1 2 2 35 34 38 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 : 32.7 46.6 53.1 65.3 31.3 45.1 51.2 60.5
Old : 32.7 46.6 53.1 65.3 31.3 45.1 51.2 60.5
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, November 7, 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 : 182,319: 40,918 5,507 13,241 119,306 148,184 173,465 166,932: 8,854 15,387
Old : 182,319: 40,918 5,507 13,241 119,306 148,184 173,465 166,932: 8,854 15,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -11,321: 6,613 -1,511 -3,397 -15,449 -9,302 -12,233 -14,210: 912 2,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 3.0 7.3 65.4 81.3 95.1 91.6: 4.9 8.4
Old : 100.0: 22.4 3.0 7.3 65.4 81.3 95.1 91.6: 4.9 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 : 41: 5 1 5 29 32 35 37:
Old : 41: 5 1 5 29 32 35 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 : 35.5 43.3 53.3 59.0 30.2 34.0 43.7 43.7
Old : 35.5 43.3 53.3 59.0 30.2 34.0 43.7 43.7
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, November 7, 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 : 53,607: 0 4,184 360 49,478 39,264 49,838 43,808: 3,769 9,799
Old : 53,607: 0 4,184 360 49,478 39,264 49,838 43,808: 3,769 9,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -4,289: 0 368 -120 -3,114 -4,478 -3,234 -4,230: -1,055 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 0.7 92.3 73.2 93.0 81.7: 7.0 18.3
Old : 100.0: 0.0 7.8 0.7 92.3 73.2 93.0 81.7: 7.0 18.3
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 : 30: 0 2 1 24 21 25 23:
Old : 30: 0 2 1 24 21 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 : 43.9 31.9 65.1 51.2 40.4 25.4 59.3 42.0
Old : 43.9 31.9 65.1 51.2 40.4 25.4 59.3 42.0
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, November 7, 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 : 3,143,063: 162,663 165,029 1,141,809 1,817,782 1,824,514 3,122,254 3,131,352: 20,809 11,711
Old : 3,143,063: 162,663 165,029 1,141,809 1,817,782 1,824,514 3,122,254 3,131,352: 20,809 11,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 62,729: 2,401 -18,021 -9,741 69,179 88,252 61,839 60,490: 890 2,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 5.3 36.3 57.8 58.0 99.3 99.6: 0.7 0.4
Old : 100.0: 5.2 5.3 36.3 57.8 58.0 99.3 99.6: 0.7 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 : 154: 28 21 43 102 86 149 132:
Old : 154: 28 21 43 102 86 149 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 42.7 50.0 56.6 8.4 13.4 13.1 17.1
Old : 37.5 42.7 50.0 56.6 8.4 13.4 13.1 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 747,514: 147,791 33,559 201,416 393,974 507,460 743,181 742,435: 4,333 5,079
Old : 747,514: 147,791 33,559 201,416 393,974 507,460 743,181 742,435: 4,333 5,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 20,381: 4,362 -3,786 15,940 1,913 11,833 22,215 23,987: -1,834 -3,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 4.5 26.9 52.7 67.9 99.4 99.3: 0.6 0.7
Old : 100.0: 19.8 4.5 26.9 52.7 67.9 99.4 99.3: 0.6 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 : 64: 16 10 23 36 36 61 60:
Old : 64: 16 10 23 36 36 61 60:
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 : 53.0 43.3 69.5 62.9 17.0 20.7 25.4 27.7
Old : 53.0 43.3 69.5 62.9 17.0 20.7 25.4 27.7
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, November 7, 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 : 73,834: 6,237 1,070 3,994 63,057 68,264 73,288 73,327: 545 506
Old : 73,834: 6,237 1,070 3,994 63,057 68,264 73,288 73,327: 545 506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 1,567: -48 -26 42 1,758 1,838 1,752 1,853: -185 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 1.4 5.4 85.4 92.5 99.3 99.3: 0.7 0.7
Old : 100.0: 8.4 1.4 5.4 85.4 92.5 99.3 99.3: 0.7 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 : 55: 5 6 9 40 39 51 48:
Old : 55: 5 6 9 40 39 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 : 42.9 42.7 68.0 65.9 23.0 22.6 28.2 32.5
Old : 42.9 42.7 68.0 65.9 23.0 22.6 28.2 32.5
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, November 7, 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 : 23,602: 610 655 926 21,984 21,643 23,520 23,224: 82 378
Old : 23,602: 610 655 926 21,984 21,643 23,520 23,224: 82 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -1,826: 176 -752 -176 -1,782 -832 -1,782 -1,760: -44 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.8 3.9 93.1 91.7 99.7 98.4: 0.3 1.6
Old : 100.0: 2.6 2.8 3.9 93.1 91.7 99.7 98.4: 0.3 1.6
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 : 33: 1 2 1 19 20 20 23:
Old : 33: 1 2 1 19 20 20 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 : 66.7 69.8 85.7 85.2 45.3 53.9 56.2 61.2
Old : 66.7 69.8 85.7 85.2 45.3 53.9 56.2 61.2
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, November 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 18,375: 1,348 0 0 16,984 18,375 18,332 18,375: 43 0
Old : 18,375: 1,348 0 0 16,984 18,375 18,332 18,375: 43 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -726: -176 0 0 -550 -726 -726 -726: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 0.0 92.4 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 7.3 0.0 0.0 92.4 100.0 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 : 76.8 78.5 90.2 94.8 48.2 52.9 58.5 60.4
Old : 76.8 78.5 90.2 94.8 48.2 52.9 58.5 60.4
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, November 7, 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 : 13,414: 0 961 0 13,291 12,453 13,291 13,414: 123 0
Old : 13,414: 0 961 0 13,291 12,453 13,291 13,414: 123 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -748: -252 -242 0 -430 -506 -682 -748: -66 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 0.0 99.1 92.8 99.1 100.0: 0.9 0.0
Old : 100.0: 0.0 7.2 0.0 99.1 92.8 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 3 0 12 11 12 14:
Old : 20: 0 3 0 12 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 : 84.6 76.4 97.2 93.8 71.7 69.1 80.8 80.4
Old : 84.6 76.4 97.2 93.8 71.7 69.1 80.8 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 20,142: 120 1,116 832 18,928 18,126 19,880 20,074: 262 68
Old : 20,142: 120 1,116 832 18,928 18,126 19,880 20,074: 262 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -1,678: -110 -24 -106 -1,426 -1,508 -1,642 -1,638: -36 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 5.5 4.1 94.0 90.0 98.7 99.7: 1.3 0.3
Old : 100.0: 0.6 5.5 4.1 94.0 90.0 98.7 99.7: 1.3 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 : 28: 1 3 1 19 21 21 24:
Old : 28: 1 3 1 19 21 21 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 : 62.1 48.1 80.2 73.5 43.5 36.4 56.7 50.1
Old : 62.1 48.1 80.2 73.5 43.5 36.4 56.7 50.1
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, November 7, 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 : 27,070: 2,570 0 300 22,728 25,778 25,598 26,078: 1,472 992
Old : 27,070: 2,570 0 300 22,728 25,778 25,598 26,078: 1,472 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 320: -150 0 0 287 372 137 372: 183 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 1.1 84.0 95.2 94.6 96.3: 5.4 3.7
Old : 100.0: 9.5 0.0 1.1 84.0 95.2 94.6 96.3: 5.4 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 : 30: 1 0 1 24 22 25 23:
Old : 30: 1 0 1 24 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 : 44.8 48.2 67.5 74.4 29.2 41.4 41.6 54.6
Old : 44.8 48.2 67.5 74.4 29.2 41.4 41.6 54.6
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, November 7, 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 : 26,444: 0 1,208 1,640 24,214 23,456 25,854 26,304: 590 140
Old : 26,444: 0 1,208 1,640 24,214 23,456 25,854 26,304: 590 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -1,310: 0 -60 -160 -1,130 -1,130 -1,290 -1,350: -20 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 6.2 91.6 88.7 97.8 99.5: 2.2 0.5
Old : 100.0: 0.0 4.6 6.2 91.6 88.7 97.8 99.5: 2.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 1 18 12 19 14:
Old : 23: 0 2 1 18 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 : 60.6 61.9 80.4 86.9 38.9 49.0 50.6 60.0
Old : 60.6 61.9 80.4 86.9 38.9 49.0 50.6 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 13,226: 0 540 632 12,022 11,650 12,654 12,822: 572 404
Old : 13,226: 0 540 632 12,022 11,650 12,654 12,822: 572 404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -512: -180 16 -16 -284 -364 -480 -364: -32 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.1 4.8 90.9 88.1 95.7 96.9: 4.3 3.1
Old : 100.0: 0.0 4.1 4.8 90.9 88.1 95.7 96.9: 4.3 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 : 20: 0 1 1 15 15 16 16:
Old : 20: 0 1 1 15 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 : 66.5 56.9 83.2 80.1 60.9 49.5 64.4 63.1
Old : 66.5 56.9 83.2 80.1 60.9 49.5 64.4 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 2,048,030: 176,948 128,243 642,278 1,155,930 1,191,503 1,975,156 1,962,024: 72,874 86,006
Old : 2,048,030: 176,948 128,243 642,278 1,155,930 1,191,503 1,975,156 1,962,024: 72,874 86,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 5,097: 6,465 -7,601 3,204 7,514 13,037 17,183 8,639: -12,086 -3,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 6.3 31.4 56.4 58.2 96.4 95.8: 3.6 4.2
Old : 100.0: 8.6 6.3 31.4 56.4 58.2 96.4 95.8: 3.6 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 112 119 165 98 99 301 304:
Old : 352: 112 119 165 98 99 301 304:
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 19.3 28.5 29.6 6.2 5.1 9.0 7.5
Old : 17.8 19.3 28.5 29.6 6.2 5.1 9.0 7.5
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, November 7, 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 : 30,151: 11,903 18,343 920 1,091 2,692 13,914 21,955: 16,237 8,196
Old : 30,151: 11,903 18,343 920 1,091 2,692 13,914 21,955: 16,237 8,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 6,595: 3,386 4,377 527 312 1,213 4,225 6,117: 2,370 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 60.8 3.1 3.6 8.9 46.1 72.8: 53.9 27.2
Old : 100.0: 39.5 60.8 3.1 3.6 8.9 46.1 72.8: 53.9 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 13 12 8 3 3 21 18:
Old : 30: 13 12 8 3 3 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 46.6 30.8 61.1 19.4 46.5 30.0 60.8
Old : 19.4 46.6 30.8 61.1 19.4 46.5 30.0 60.8
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, November 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 33,240: 8,004 5,240 5,992 11,641 13,757 25,637 24,989: 7,603 8,251
Old : 33,240: 8,004 5,240 5,992 11,641 13,757 25,637 24,989: 7,603 8,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 1,207: 470 -567 547 -514 -447 503 -467: 704 1,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 15.8 18.0 35.0 41.4 77.1 75.2: 22.9 24.8
Old : 100.0: 24.1 15.8 18.0 35.0 41.4 77.1 75.2: 22.9 24.8
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 : 23: 8 4 8 10 10 21 19:
Old : 23: 8 4 8 10 10 21 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 : 39.1 40.3 53.6 56.0 30.6 34.4 39.7 41.0
Old : 39.1 40.3 53.6 56.0 30.6 34.4 39.7 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 12,963: 6,258 2,583 50 4,346 10,017 10,654 12,650: 2,309 313
Old : 12,963: 6,258 2,583 50 4,346 10,017 10,654 12,650: 2,309 313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 256: 455 64 -55 -93 554 307 563: -51 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 19.9 0.4 33.5 77.3 82.2 97.6: 17.8 2.4
Old : 100.0: 48.3 19.9 0.4 33.5 77.3 82.2 97.6: 17.8 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 : 102: 51 9 2 19 25 71 36:
Old : 102: 51 9 2 19 25 71 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 : 36.0 37.0 45.9 59.3 35.9 37.0 44.8 59.3
Old : 36.0 37.0 45.9 59.3 35.9 37.0 44.8 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 9,085: 4,112 1,548 71 3,060 6,372 7,243 7,991: 1,842 1,094
Old : 9,085: 4,112 1,548 71 3,060 6,372 7,243 7,991: 1,842 1,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 1,437: 756 -326 70 617 1,923 1,443 1,667: -6 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 17.0 0.8 33.7 70.1 79.7 88.0: 20.3 12.0
Old : 100.0: 45.3 17.0 0.8 33.7 70.1 79.7 88.0: 20.3 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 23 9 1 14 19 38 28:
Old : 64: 23 9 1 14 19 38 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 36.2 37.8 56.4 24.2 36.2 37.8 56.4
Old : 24.2 36.2 37.8 56.4 24.2 36.2 37.8 56.4
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, November 7, 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 : 14,693: 893 1,183 1,195 8,427 8,701 10,515 11,079: 4,178 3,615
Old : 14,693: 893 1,183 1,195 8,427 8,701 10,515 11,079: 4,178 3,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -3,540: -187 -737 332 -2,946 -1,621 -2,801 -2,026: -739 -1,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 8.0 8.1 57.4 59.2 71.6 75.4: 28.4 24.6
Old : 100.0: 6.1 8.0 8.1 57.4 59.2 71.6 75.4: 28.4 24.6
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 : 34: 4 4 5 19 14 26 21:
Old : 34: 4 4 5 19 14 26 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 : 25.9 37.7 40.1 53.9 21.8 28.4 33.5 40.5
Old : 25.9 37.7 40.1 53.9 21.8 28.4 33.5 40.5
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, November 7, 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 : 118,997: 13,700 11,226 6,236 86,289 89,199 106,224 106,660: 12,773 12,337
Old : 118,997: 13,700 11,226 6,236 86,289 89,199 106,224 106,660: 12,773 12,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 8,069: 191 807 1,052 5,388 5,941 6,631 7,800: 1,438 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 9.4 5.2 72.5 75.0 89.3 89.6: 10.7 10.4
Old : 100.0: 11.5 9.4 5.2 72.5 75.0 89.3 89.6: 10.7 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 27 14 12 57 69 88 94:
Old : 119: 27 14 12 57 69 88 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 16.2 46.0 30.0 27.5 15.2 36.7 27.0
Old : 33.5 16.2 46.0 30.0 27.5 15.2 36.7 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2006