GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 3,204: 150 50 0 2,720 3,154 2,870 3,204: 334 0
Old : 3,204: 150 50 0 2,720 3,154 2,870 3,204: 334 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 389: 0 0 0 364 464 364 464: 25 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 1.6 0.0 84.9 98.4 89.6 100.0: 10.4 0.0
Old : 100.0: 4.7 1.6 0.0 84.9 98.4 89.6 100.0: 10.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 14 15 15 16:
Old : 22: 1 1 0 14 15 15 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 : 53.8 60.1 74.7 85.1 44.9 52.7 58.4 69.9
Old : 53.8 60.1 74.7 85.1 44.9 52.7 58.4 69.9
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 14, 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 : 8,122: 308 125 450 6,981 7,189 7,739 7,764: 383 358
Old : 8,122: 308 125 450 6,981 7,189 7,739 7,764: 383 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 283: 108 -25 0 175 308 283 283: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.5 5.5 86.0 88.5 95.3 95.6: 4.7 4.4
Old : 100.0: 3.8 1.5 5.5 86.0 88.5 95.3 95.6: 4.7 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 : 35: 2 2 2 25 25 29 27:
Old : 35: 2 2 2 25 25 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 38.6 65.0 58.6 34.6 30.7 44.1 44.1
Old : 43.1 38.6 65.0 58.6 34.6 30.7 44.1 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 14, 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 : 258,624: 22,514 30,681 50,570 149,974 143,259 223,058 224,510: 35,567 34,115
Old : 258,624: 22,514 30,681 50,570 149,974 143,259 223,058 224,510: 35,567 34,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -1,090: -109 714 4,750 -5,596 -5,494 -955 -29: -135 -1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 11.9 19.6 58.0 55.4 86.2 86.8: 13.8 13.2
Old : 100.0: 8.7 11.9 19.6 58.0 55.4 86.2 86.8: 13.8 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 29 35 39 67 73 117 132:
Old : 147: 29 35 39 67 73 117 132:
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 : 26.4 22.2 38.7 32.0 15.8 10.7 22.1 16.1
Old : 26.4 22.2 38.7 32.0 15.8 10.7 22.1 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 1,350,586: 116,429 86,914 609,507 555,949 611,499 1,281,885 1,307,921: 68,701 42,665
Old : 1,350,586: 116,429 86,914 609,507 555,949 611,499 1,281,885 1,307,921: 68,701 42,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 31,364: 1,341 1,268 10,085 22,691 18,088 34,118 29,441: -2,753 1,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 6.4 45.1 41.2 45.3 94.9 96.8: 5.1 3.2
Old : 100.0: 8.6 6.4 45.1 41.2 45.3 94.9 96.8: 5.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 60 69 96 91 83 208 194:
Old : 223: 60 69 96 91 83 208 194:
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 : 33.3 29.6 47.6 46.2 7.8 6.5 9.9 9.5
Old : 33.3 29.6 47.6 46.2 7.8 6.5 9.9 9.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 85,879: 5,058 0 6,232 65,298 67,998 76,588 74,230: 9,291 11,649
Old : 85,879: 5,058 0 6,232 65,298 67,998 76,588 74,230: 9,291 11,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 6,801: 2,098 0 -1,828 6,329 8,343 6,599 6,515: 202 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 7.3 76.0 79.2 89.2 86.4: 10.8 13.6
Old : 100.0: 5.9 0.0 7.3 76.0 79.2 89.2 86.4: 10.8 13.6
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 : 27: 2 0 2 17 23 19 25:
Old : 27: 2 0 2 17 23 19 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 : 47.3 37.3 68.6 61.4 35.7 34.5 47.4 44.6
Old : 47.3 37.3 68.6 61.4 35.7 34.5 47.4 44.6
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 14, 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 : 44,361: 9,328 0 452 23,607 35,186 33,387 35,638: 10,974 8,723
Old : 44,361: 9,328 0 452 23,607 35,186 33,387 35,638: 10,974 8,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 1,546: 1,079 0 -233 2,556 2,077 3,402 1,844: -1,856 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 0.0 1.0 53.2 79.3 75.3 80.3: 24.7 19.7
Old : 100.0: 21.0 0.0 1.0 53.2 79.3 75.3 80.3: 24.7 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 1 21 19 23 20:
Old : 27: 2 0 1 21 19 23 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 : 39.5 42.5 53.1 62.5 38.4 36.5 49.9 52.4
Old : 39.5 42.5 53.1 62.5 38.4 36.5 49.9 52.4
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 14, 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 : 128,149: 8,148 0 2,190 110,150 117,014 120,488 119,204: 7,661 8,945
Old : 128,149: 8,148 0 2,190 110,150 117,014 120,488 119,204: 7,661 8,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 2,282: -245 0 152 2,466 1,126 2,373 1,278: -91 1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.0 1.7 86.0 91.3 94.0 93.0: 6.0 7.0
Old : 100.0: 6.4 0.0 1.7 86.0 91.3 94.0 93.0: 6.0 7.0
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 : 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 : 51.8 58.2 69.6 72.6 51.4 56.2 68.2 70.2
Old : 51.8 58.2 69.6 72.6 51.4 56.2 68.2 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 65,670: 17,422 0 0 37,146 52,730 54,568 52,730: 11,102 12,940
Old : 65,670: 17,422 0 0 37,146 52,730 54,568 52,730: 11,102 12,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 918: -642 0 0 1,098 2,872 456 2,872: 462 -1,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 0.0 0.0 56.6 80.3 83.1 80.3: 16.9 19.7
Old : 100.0: 26.5 0.0 0.0 56.6 80.3 83.1 80.3: 16.9 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 13 13 15 13:
Old : 22: 2 0 0 13 13 15 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 : 51.3 63.2 69.9 73.9 49.8 63.2 67.6 71.4
Old : 51.3 63.2 69.9 73.9 49.8 63.2 67.6 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 69,261: 0 3,449 5,616 60,806 54,954 66,422 64,019: 2,839 5,242
Old : 69,261: 0 3,449 5,616 60,806 54,954 66,422 64,019: 2,839 5,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 1,382: 0 358 878 808 447 1,686 1,683: -304 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 8.1 87.8 79.3 95.9 92.4: 4.1 7.6
Old : 100.0: 0.0 5.0 8.1 87.8 79.3 95.9 92.4: 4.1 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 : 27: 0 3 3 20 20 23 23:
Old : 27: 0 3 3 20 20 23 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 : 63.3 42.0 78.6 65.9 49.8 36.9 59.8 52.5
Old : 63.3 42.0 78.6 65.9 49.8 36.9 59.8 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 62,499: 6,726 0 3,631 46,669 49,706 57,026 53,337: 5,473 9,162
Old : 62,499: 6,726 0 3,631 46,669 49,706 57,026 53,337: 5,473 9,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 2,003: 766 0 669 1,029 1,243 2,464 1,912: -461 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 0.0 5.8 74.7 79.5 91.2 85.3: 8.8 14.7
Old : 100.0: 10.8 0.0 5.8 74.7 79.5 91.2 85.3: 8.8 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 2 19 20 22 22:
Old : 26: 3 0 2 19 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 37.3 78.4 60.7 58.6 34.4 63.9 50.7
Old : 68.0 37.3 78.4 60.7 58.6 34.4 63.9 50.7
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 14, 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 : 103,161: 4,173 3,417 3,312 87,176 86,672 94,661 93,401: 8,500 9,760
Old : 103,161: 4,173 3,417 3,312 87,176 86,672 94,661 93,401: 8,500 9,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 909: 364 374 -207 -8 660 149 827: 760 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 3.3 3.2 84.5 84.0 91.8 90.5: 8.2 9.5
Old : 100.0: 4.0 3.3 3.2 84.5 84.0 91.8 90.5: 8.2 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 : 37.1 37.0 54.1 56.0 28.6 29.7 41.5 42.2
Old : 37.1 37.0 54.1 56.0 28.6 29.7 41.5 42.2
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, November 14, 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 : 70,824: 0 6,999 1,307 57,740 53,016 59,047 61,322: 11,777 9,502
Old : 70,824: 0 6,999 1,307 57,740 53,016 59,047 61,322: 11,777 9,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -28: 0 484 -124 636 -388 512 -28: -540 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 1.8 81.5 74.9 83.4 86.6: 16.6 13.4
Old : 100.0: 0.0 9.9 1.8 81.5 74.9 83.4 86.6: 16.6 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 16 15 17 16:
Old : 21: 0 1 1 16 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 57.1 70.5 75.6 42.7 53.1 64.1 70.6
Old : 47.1 57.1 70.5 75.6 42.7 53.1 64.1 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, November 14, 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 : 63,833: 0 242 614 54,511 58,164 55,125 59,020: 8,708 4,813
Old : 63,833: 0 242 614 54,511 58,164 55,125 59,020: 8,708 4,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 329: 0 0 0 315 447 315 447: 14 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 1.0 85.4 91.1 86.4 92.5: 13.6 7.5
Old : 100.0: 0.0 0.4 1.0 85.4 91.1 86.4 92.5: 13.6 7.5
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: 0 1 1 23 24 24 25:
Old : 30: 0 1 1 23 24 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 : 47.6 46.2 64.0 66.9 43.3 44.0 55.9 59.9
Old : 47.6 46.2 64.0 66.9 43.3 44.0 55.9 59.9
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 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 82,460: 224 8,540 3,815 63,238 60,968 67,277 73,323: 15,183 9,137
Old : 82,460: 224 8,540 3,815 63,238 60,968 67,277 73,323: 15,183 9,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 2,224: 89 3,439 -2,267 7,275 1,576 5,097 2,748: -2,873 -524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 10.4 4.6 76.7 73.9 81.6 88.9: 18.4 11.1
Old : 100.0: 0.3 10.4 4.6 76.7 73.9 81.6 88.9: 18.4 11.1
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 : 29: 1 3 2 22 19 25 22:
Old : 29: 1 3 2 22 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 : 34.1 38.5 53.1 60.2 22.2 27.1 34.9 40.5
Old : 34.1 38.5 53.1 60.2 22.2 27.1 34.9 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 63,010: 0 1,454 2,354 41,017 53,507 43,371 57,315: 19,639 5,695
Old : 63,010: 0 1,454 2,354 41,017 53,507 43,371 57,315: 19,639 5,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -190: 0 -220 62 202 270 264 112: -454 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 3.7 65.1 84.9 68.8 91.0: 31.2 9.0
Old : 100.0: 0.0 2.3 3.7 65.1 84.9 68.8 91.0: 31.2 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 : 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 : 37.8 41.8 54.2 69.7 36.0 40.6 51.1 68.0
Old : 37.8 41.8 54.2 69.7 36.0 40.6 51.1 68.0
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 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 183,054: 4,351 10,636 16,864 144,655 145,338 165,870 172,838: 17,184 10,216
Old : 183,054: 4,351 10,636 16,864 144,655 145,338 165,870 172,838: 17,184 10,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -1,146: -3,251 -74 1,645 1,106 -2,356 -500 -785: -646 -361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 5.8 9.2 79.0 79.4 90.6 94.4: 9.4 5.6
Old : 100.0: 2.4 5.8 9.2 79.0 79.4 90.6 94.4: 9.4 5.6
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 : 44: 3 3 5 36 32 41 38:
Old : 44: 3 3 5 36 32 41 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 : 32.7 33.1 50.8 51.5 27.2 21.8 36.9 35.6
Old : 32.7 33.1 50.8 51.5 27.2 21.8 36.9 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 88,100: 3,415 0 2,494 72,946 72,577 78,855 75,071: 9,245 13,029
Old : 88,100: 3,415 0 2,494 72,946 72,577 78,855 75,071: 9,245 13,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -1,433: -1,811 0 193 -510 -1,403 -2,128 -1,210: 695 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 2.8 82.8 82.4 89.5 85.2: 10.5 14.8
Old : 100.0: 3.9 0.0 2.8 82.8 82.4 89.5 85.2: 10.5 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 : 31: 2 0 2 24 21 26 23:
Old : 31: 2 0 2 24 21 26 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 : 43.0 48.0 62.5 67.0 37.4 46.8 54.5 59.8
Old : 43.0 48.0 62.5 67.0 37.4 46.8 54.5 59.8
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, November 14, 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 : 59,778: 1,488 0 0 55,478 52,994 56,966 52,994: 2,812 6,784
Old : 59,778: 1,488 0 0 55,478 52,994 56,966 52,994: 2,812 6,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -4,900: 888 -3,030 0 -5,858 -6,388 -4,970 -9,418: 70 4,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.0 92.8 88.7 95.3 88.7: 4.7 11.3
Old : 100.0: 2.5 0.0 0.0 92.8 88.7 95.3 88.7: 4.7 11.3
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 : 20: 1 0 0 9 17 10 17:
Old : 20: 1 0 0 9 17 10 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 : 84.9 48.3 94.4 72.7 66.1 39.8 68.1 56.1
Old : 84.9 48.3 94.4 72.7 66.1 39.8 68.1 56.1
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 14, 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 : 274,808: 8,060 496 7,393 249,061 260,462 264,514 268,351: 10,294 6,457
Old : 274,808: 8,060 496 7,393 249,061 260,462 264,514 268,351: 10,294 6,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 222: -2,346 0 -142 1,790 784 -698 642: 920 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.2 2.7 90.6 94.8 96.3 97.7: 3.7 2.3
Old : 100.0: 2.9 0.2 2.7 90.6 94.8 96.3 97.7: 3.7 2.3
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 : 58: 4 1 5 45 43 50 48:
Old : 58: 4 1 5 45 43 50 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 : 38.5 44.6 53.9 61.7 34.8 40.8 48.3 57.7
Old : 38.5 44.6 53.9 61.7 34.8 40.8 48.3 57.7
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 14, 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 : 180,258: 21,568 5,046 15,462 132,285 154,857 169,315 175,365: 10,943 4,893
Old : 180,258: 21,568 5,046 15,462 132,285 154,857 169,315 175,365: 10,943 4,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -1,404: 801 -5,878 3,491 -2,804 3,241 1,488 854: -2,892 -2,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 2.8 8.6 73.4 85.9 93.9 97.3: 6.1 2.7
Old : 100.0: 12.0 2.8 8.6 73.4 85.9 93.9 97.3: 6.1 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 : 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 : 35.8 52.8 51.6 67.1 29.2 47.1 40.3 53.3
Old : 35.8 52.8 51.6 67.1 29.2 47.1 40.3 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 170,670: 248 1,676 5,221 153,040 149,670 158,509 156,567: 12,161 14,103
Old : 170,670: 248 1,676 5,221 153,040 149,670 158,509 156,567: 12,161 14,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 887: -62 -3,573 1,334 575 3,810 1,847 1,571: -960 -684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.0 3.1 89.7 87.7 92.9 91.7: 7.1 8.3
Old : 100.0: 0.1 1.0 3.1 89.7 87.7 92.9 91.7: 7.1 8.3
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 : 46: 1 2 2 35 36 38 38:
Old : 46: 1 2 2 35 36 38 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 : 33.1 47.4 53.3 64.9 32.1 46.5 50.8 61.9
Old : 33.1 47.4 53.3 64.9 32.1 46.5 50.8 61.9
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, November 14, 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 : 43,241: 0 4,102 2,135 33,897 20,642 36,032 26,879: 7,209 16,362
Old : 43,241: 0 4,102 2,135 33,897 20,642 36,032 26,879: 7,209 16,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -2,868: 0 -1,228 -501 -1,884 -1,816 -2,385 -3,545: -483 677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.5 4.9 78.4 47.7 83.3 62.2: 16.7 37.8
Old : 100.0: 0.0 9.5 4.9 78.4 47.7 83.3 62.2: 16.7 37.8
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 : 20: 0 2 2 15 14 17 16:
Old : 20: 0 2 2 15 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 30.9 66.0 51.1 40.1 22.7 54.8 34.2
Old : 42.0 30.9 66.0 51.1 40.1 22.7 54.8 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 192,812: 45,670 7,179 12,332 124,317 158,462 182,319 177,973: 10,493 14,839
Old : 192,812: 45,670 7,179 12,332 124,317 158,462 182,319 177,973: 10,493 14,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 10,493: 4,752 1,672 -909 5,011 10,278 8,854 11,041: 1,639 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 3.7 6.4 64.5 82.2 94.6 92.3: 5.4 7.7
Old : 100.0: 23.7 3.7 6.4 64.5 82.2 94.6 92.3: 5.4 7.7
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: 5 1 5 32 34 38 39:
Old : 43: 5 1 5 32 34 38 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 43.2 51.4 58.7 28.8 34.3 42.0 44.3
Old : 34.1 43.2 51.4 58.7 28.8 34.3 42.0 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,496: 0 4,184 360 52,367 43,006 52,727 47,550: 3,769 8,946
Old : 56,496: 0 4,184 360 52,367 43,006 52,727 47,550: 3,769 8,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 2,889: 0 0 0 2,889 3,742 2,889 3,742: 0 -853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.4 0.6 92.7 76.1 93.3 84.2: 6.7 15.8
Old : 100.0: 0.0 7.4 0.6 92.7 76.1 93.3 84.2: 6.7 15.8
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 : 31: 0 2 1 24 21 25 23:
Old : 31: 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 : 44.7 30.3 66.3 51.0 41.7 24.1 58.6 40.1
Old : 44.7 30.3 66.3 51.0 41.7 24.1 58.6 40.1
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 14, 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 : 3,149,611: 163,864 153,293 1,153,890 1,807,326 1,827,467 3,125,080 3,134,650: 24,531 14,961
Old : 3,149,611: 163,864 153,293 1,153,890 1,807,326 1,827,467 3,125,080 3,134,650: 24,531 14,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 6,548: 1,201 -11,736 12,081 -10,456 2,953 2,826 3,298: 3,722 3,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 4.9 36.6 57.4 58.0 99.2 99.5: 0.8 0.5
Old : 100.0: 5.2 4.9 36.6 57.4 58.0 99.2 99.5: 0.8 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 : 155: 27 21 43 103 88 150 134:
Old : 155: 27 21 43 103 88 150 134:
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 : 37.2 42.8 49.8 56.3 8.4 13.9 13.1 17.2
Old : 37.2 42.8 49.8 56.3 8.4 13.9 13.1 17.2
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 14, 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 : 781,483: 159,319 41,225 210,984 408,677 524,587 778,980 776,796: 2,503 4,687
Old : 781,483: 159,319 41,225 210,984 408,677 524,587 778,980 776,796: 2,503 4,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 33,969: 11,528 7,666 9,568 14,703 17,127 35,799 34,361: -1,830 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 5.3 27.0 52.3 67.1 99.7 99.4: 0.3 0.6
Old : 100.0: 20.4 5.3 27.0 52.3 67.1 99.7 99.4: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 17 11 22 37 38 62 63:
Old : 68: 17 11 22 37 38 62 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 42.3 68.9 62.5 18.1 20.2 26.5 27.4
Old : 52.2 42.3 68.9 62.5 18.1 20.2 26.5 27.4
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 14, 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 : 77,966: 6,196 1,089 3,974 67,198 72,225 77,368 77,288: 598 678
Old : 77,966: 6,196 1,089 3,974 67,198 72,225 77,368 77,288: 598 678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 4,132: -41 20 -20 4,141 3,962 4,080 3,961: 53 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 1.4 5.1 86.2 92.6 99.2 99.1: 0.8 0.9
Old : 100.0: 7.9 1.4 5.1 86.2 92.6 99.2 99.1: 0.8 0.9
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 : 56: 6 6 9 40 39 52 48:
Old : 56: 6 6 9 40 39 52 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 43.3 68.6 65.5 21.4 21.7 26.3 30.7
Old : 43.9 43.3 68.6 65.5 21.4 21.7 26.3 30.7
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 14, 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 : 23,728: 610 655 926 22,110 21,769 23,646 23,350: 82 378
Old : 23,728: 610 655 926 22,110 21,769 23,646 23,350: 82 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 126: 0 0 0 126 126 126 126: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.8 3.9 93.2 91.7 99.7 98.4: 0.3 1.6
Old : 100.0: 2.6 2.8 3.9 93.2 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 : 66.4 69.4 84.9 84.7 45.1 53.6 56.1 61.0
Old : 66.4 69.4 84.9 84.7 45.1 53.6 56.1 61.0
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 14, 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 : 18,463: 1,348 0 0 17,072 18,463 18,420 18,463: 43 0
Old : 18,463: 1,348 0 0 17,072 18,463 18,420 18,463: 43 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 88: 0 0 0 88 88 88 88: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 0.0 92.5 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 7.3 0.0 0.0 92.5 100.0 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 : 76.9 78.6 90.3 94.8 48.4 53.2 58.7 60.6
Old : 76.9 78.6 90.3 94.8 48.4 53.2 58.7 60.6
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 14, 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: November 7, 2006 :
: 0: 0 0 0 0 0 0 0: 0 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 14, 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 : 20,242: 120 1,076 832 19,048 18,266 20,000 20,174: 242 68
Old : 20,242: 120 1,076 832 19,048 18,266 20,000 20,174: 242 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 100: 0 -40 0 120 140 120 100: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 5.3 4.1 94.1 90.2 98.8 99.7: 1.2 0.3
Old : 100.0: 0.6 5.3 4.1 94.1 90.2 98.8 99.7: 1.2 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 : 29: 1 3 1 19 21 21 24:
Old : 29: 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 : 64.2 49.4 81.9 73.2 46.9 39.4 59.5 53.0
Old : 64.2 49.4 81.9 73.2 46.9 39.4 59.5 53.0
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 14, 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 : 26,306: 2,330 0 300 22,414 24,884 25,044 25,184: 1,262 1,122
Old : 26,306: 2,330 0 300 22,414 24,884 25,044 25,184: 1,262 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -764: -240 0 0 -314 -894 -554 -894: -210 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 1.1 85.2 94.6 95.2 95.7: 4.8 4.3
Old : 100.0: 8.9 0.0 1.1 85.2 94.6 95.2 95.7: 4.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 1 25 22 26 23:
Old : 30: 1 0 1 25 22 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 47.5 64.7 73.6 29.8 39.2 43.1 52.7
Old : 40.9 47.5 64.7 73.6 29.8 39.2 43.1 52.7
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 14, 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 : 26,666: 0 968 1,880 24,214 23,668 26,094 26,516: 572 150
Old : 26,666: 0 968 1,880 24,214 23,668 26,094 26,516: 572 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 222: 0 -240 240 0 212 240 212: -18 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 7.1 90.8 88.8 97.9 99.4: 2.1 0.6
Old : 100.0: 0.0 3.6 7.1 90.8 88.8 97.9 99.4: 2.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 1 18 13 19 15:
Old : 23: 0 2 1 18 13 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 61.2 81.1 86.0 38.2 48.3 49.6 57.7
Old : 60.8 61.2 81.1 86.0 38.2 48.3 49.6 57.7
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 14, 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 : 13,338: 0 580 632 12,134 11,702 12,766 12,914: 572 424
Old : 13,338: 0 580 632 12,134 11,702 12,766 12,914: 572 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 112: 0 40 0 112 52 112 92: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 4.7 91.0 87.7 95.7 96.8: 4.3 3.2
Old : 100.0: 0.0 4.3 4.7 91.0 87.7 95.7 96.8: 4.3 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 66.1 56.7 82.9 80.4 60.5 49.1 64.6 63.5
Old : 66.1 56.7 82.9 80.4 60.5 49.1 64.6 63.5
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 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,874,398: 174,181 135,883 540,352 1,093,614 1,111,201 1,808,146 1,787,436: 66,251 86,962
Old : 1,874,398: 174,181 135,883 540,352 1,093,614 1,111,201 1,808,146 1,787,436: 66,251 86,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -173,633: -2,767 7,640 -101,927 -62,316 -80,301 -167,009 -174,588: -6,623 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.2 28.8 58.3 59.3 96.5 95.4: 3.5 4.6
Old : 100.0: 9.3 7.2 28.8 58.3 59.3 96.5 95.4: 3.5 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 : 335: 99 115 146 96 100 283 287:
Old : 335: 99 115 146 96 100 283 287:
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 : 20.2 20.6 30.2 30.0 7.0 4.8 10.4 7.3
Old : 20.2 20.6 30.2 30.0 7.0 4.8 10.4 7.3
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 14, 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 : 26,946: 8,756 16,730 1,916 2,583 1,998 13,255 20,644: 13,691 6,302
Old : 26,946: 8,756 16,730 1,916 2,583 1,998 13,255 20,644: 13,691 6,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -3,205: -3,147 -1,613 996 1,492 -694 -659 -1,311: -2,546 -1,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 62.1 7.1 9.6 7.4 49.2 76.6: 50.8 23.4
Old : 100.0: 32.5 62.1 7.1 9.6 7.4 49.2 76.6: 50.8 23.4
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 : 25: 10 10 6 3 2 17 15:
Old : 25: 10 10 6 3 2 17 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 : 21.7 55.6 36.1 67.5 21.3 55.6 35.2 66.7
Old : 21.7 55.6 36.1 67.5 21.3 55.6 35.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 38,055: 6,948 5,597 8,371 14,807 15,884 30,126 29,852: 7,929 8,203
Old : 38,055: 6,948 5,597 8,371 14,807 15,884 30,126 29,852: 7,929 8,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 4,815: -1,056 357 2,379 3,166 2,127 4,489 4,863: 326 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 14.7 22.0 38.9 41.7 79.2 78.4: 20.8 21.6
Old : 100.0: 18.3 14.7 22.0 38.9 41.7 79.2 78.4: 20.8 21.6
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 : 25: 8 5 9 11 11 23 21:
Old : 25: 8 5 9 11 11 23 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 : 37.0 40.4 53.4 55.7 24.1 30.0 32.5 35.6
Old : 37.0 40.4 53.4 55.7 24.1 30.0 32.5 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 12,931: 5,916 2,372 683 4,029 9,572 10,628 12,627: 2,303 304
Old : 12,931: 5,916 2,372 683 4,029 9,572 10,628 12,627: 2,303 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -32: -342 -211 633 -317 -445 -26 -23: -6 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 18.3 5.3 31.2 74.0 82.2 97.6: 17.8 2.4
Old : 100.0: 45.8 18.3 5.3 31.2 74.0 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 : 103: 53 8 6 17 25 74 37:
Old : 103: 53 8 6 17 25 74 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 : 31.7 37.5 42.8 59.5 31.7 36.1 41.6 58.1
Old : 31.7 37.5 42.8 59.5 31.7 36.1 41.6 58.1
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 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 8,258: 4,084 1,336 0 2,163 5,986 6,247 7,322: 2,011 936
Old : 8,258: 4,084 1,336 0 2,163 5,986 6,247 7,322: 2,011 936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -827: -28 -212 -71 -897 -386 -996 -669: 169 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 16.2 0.0 26.2 72.5 75.6 88.7: 24.4 11.3
Old : 100.0: 49.5 16.2 0.0 26.2 72.5 75.6 88.7: 24.4 11.3
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 : 56: 21 6 0 12 19 33 25:
Old : 56: 21 6 0 12 19 33 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 : 22.8 36.1 37.5 58.5 22.8 36.1 37.5 58.5
Old : 22.8 36.1 37.5 58.5 22.8 36.1 37.5 58.5
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 14, 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 : 12,975: 877 818 1,144 7,143 7,379 9,164 9,341: 3,811 3,633
Old : 12,975: 877 818 1,144 7,143 7,379 9,164 9,341: 3,811 3,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -1,719: -16 -364 -51 -1,284 -1,322 -1,351 -1,737: -368 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 6.3 8.8 55.1 56.9 70.6 72.0: 29.4 28.0
Old : 100.0: 6.8 6.3 8.8 55.1 56.9 70.6 72.0: 29.4 28.0
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 : 29: 4 3 5 17 12 24 18:
Old : 29: 4 3 5 17 12 24 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 : 24.8 38.0 41.8 54.0 20.7 27.0 31.7 38.6
Old : 24.8 38.0 41.8 54.0 20.7 27.0 31.7 38.6
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 14, 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 : 126,065: 15,455 8,871 6,381 91,187 97,601 113,024 112,853: 13,041 13,212
Old : 126,065: 15,455 8,871 6,381 91,187 97,601 113,024 112,853: 13,041 13,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 7,068: 1,755 -2,355 146 4,899 8,402 6,800 6,193: 268 875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 7.0 5.1 72.3 77.4 89.7 89.5: 10.3 10.5
Old : 100.0: 12.3 7.0 5.1 72.3 77.4 89.7 89.5: 10.3 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 23 14 14 60 74 93 98:
Old : 121: 23 14 14 60 74 93 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 16.8 41.2 30.3 23.8 13.7 32.2 24.1
Old : 29.5 16.8 41.2 30.3 23.8 13.7 32.2 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2006