NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,478 COMMITMENTS 1,080 1,180 0 3,509 3,910 4,589 5,090 889 388 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 125) 0 0 0 75 125 75 125 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 21.5 0.0 64.1 71.4 83.8 92.9 16.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 14 21 15 22 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 191,044 COMMITMENTS 20,025 16,509 29,749 106,733 116,891 156,508 163,149 34,537 27,895 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 5,886) -4,271 45 37 11,273 3,285 7,040 3,367 -1,154 2,519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 8.6 15.6 55.9 61.2 81.9 85.4 18.1 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 26 27 30 60 62 107 102 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 1,266,505 COMMITMENTS 99,084 84,721 598,475 489,392 540,946 1186951 1224141 79,554 42,363 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 34,987) 8,813 -5,387 16,646 9,693 23,051 35,151 34,310 -165 677 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 6.7 47.3 38.6 42.7 93.7 96.7 6.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 72 67 98 95 86 213 207 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 71,933 COMMITMENTS 1,126 9,798 4,757 58,083 52,557 63,966 67,112 7,967 4,821 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,783) 713 0 -522 1,910 3,396 2,101 2,874 682 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 13.6 6.6 80.7 73.1 88.9 93.3 11.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 19 21 21 23 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,936 COMMITMENTS 4,114 3,743 4,145 41,135 41,838 49,394 49,726 7,542 7,210 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 1,168) 920 310 0 186 796 1,106 1,106 62 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 6.6 7.3 72.2 73.5 86.8 87.3 13.2 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 3 21 17 26 20 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 127,667 COMMITMENTS 9,970 0 0 105,237 114,191 115,207 114,191 12,460 13,476 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -213) 2,572 -744 -615 -3,283 -869 -1,326 -2,228 1,113 2,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 0.0 0.0 82.4 89.4 90.2 89.4 9.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 0 24 24 27 24 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 85,037 COMMITMENTS 11,984 2,952 0 66,885 73,413 78,869 76,365 6,168 8,672 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 4,625) 0 2,952 0 4,323 2,283 4,323 5,235 302 -610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 3.5 0.0 78.7 86.3 92.7 89.8 7.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 21 24 22 25 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 83,255 COMMITMENTS 1,044 12,457 3,735 74,611 60,405 79,390 76,597 3,865 6,658 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 900) 0 -2,096 465 40 1,817 505 186 395 714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 15.0 4.5 89.6 72.6 95.4 92.0 4.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 2 17 16 20 20 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 64,294 COMMITMENTS 7,877 10,336 2,110 49,735 45,208 59,722 57,654 4,572 6,640 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 738) -62 0 0 800 436 738 436 0 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 16.1 3.3 77.4 70.3 92.9 89.7 7.1 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 3 20 21 24 26 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 103,318 COMMITMENTS 0 2,331 4,955 87,253 87,743 92,208 95,029 11,110 8,289 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,212) 0 -4,778 2,303 -1,414 4,508 889 2,033 1,323 179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 4.8 84.5 84.9 89.2 92.0 10.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 1 30 27 31 28 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 44,048 COMMITMENTS 3,279 5,696 317 32,694 33,894 36,290 39,907 7,758 4,141 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 649) 0 1,067 -115 -178 -458 -293 494 942 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 12.9 0.7 74.2 76.9 82.4 90.6 17.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 16 16 18 18 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 102,449 COMMITMENTS 9,474 0 1,488 80,694 93,312 91,656 94,800 10,793 7,649 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,186) 3,076 0 0 -2,158 1,154 918 1,154 1,268 1,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 0.0 1.5 78.8 91.1 89.5 92.5 10.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 1 25 26 27 27 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 82,010 COMMITMENTS 0 7,234 5,600 68,669 63,078 74,269 75,912 7,741 6,098 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,757) 0 1,911 -794 3,551 1,489 2,757 2,606 0 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.8 6.8 83.7 76.9 90.6 92.6 9.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 3 2 27 24 29 27 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,488 COMMITMENTS 0 85 4,902 45,640 46,844 50,542 51,831 10,946 9,657 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,263) -4,119 85 2,526 4,904 -203 3,311 2,408 -1,048 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 8.0 74.2 76.2 82.2 84.3 17.8 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 17 19 18 20 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 185,437 COMMITMENTS 1,627 18,884 11,798 164,170 149,334 177,595 180,016 7,842 5,421 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 10,890) 0 1,517 5,504 5,295 3,262 10,799 10,283 91 607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 10.2 6.4 88.5 80.5 95.8 97.1 4.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 3 4 36 29 40 33 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 86,815 COMMITMENTS 10,787 2,114 1,898 62,600 69,856 75,285 73,868 11,530 12,947 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,343) 3,445 0 -919 -1,436 759 1,090 -160 1,253 2,503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 2.4 2.2 72.1 80.5 86.7 85.1 13.3 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 22 20 24 22 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 66,087 COMMITMENTS 248 7,870 0 64,119 53,771 64,367 61,641 1,720 4,446 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 806) 248 -868 0 558 248 806 -620 0 1,426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 11.9 0.0 97.0 81.4 97.4 93.3 2.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 14 16 15 18 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 268,186 COMMITMENTS 20,098 2,270 1,483 236,019 261,431 257,600 265,184 10,586 3,002 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 1,502) -231 -124 -36 990 1,726 723 1,566 779 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 0.8 0.6 88.0 97.5 96.1 98.9 3.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 2 4 40 44 47 48 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 152,068 COMMITMENTS 13,628 3,798 4,768 124,811 136,108 143,207 144,674 8,861 7,394 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,288) 558 0 -696 2,098 2,248 1,960 1,552 328 736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 2.5 3.1 82.1 89.5 94.2 95.1 5.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 2 3 35 33 39 36 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 155,416 COMMITMENTS 8,844 1,770 3,411 133,630 136,911 145,885 142,092 9,531 13,324 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 4,028) 957 -120 -207 3,581 4,114 4,331 3,787 -303 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 1.1 2.2 86.0 88.1 93.9 91.4 6.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 2 2 37 33 39 36 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 181,055 COMMITMENTS 15,704 37,027 9,200 149,400 125,027 174,304 171,254 6,751 9,801 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 7,049) 968 2,090 -8 5,125 3,717 6,085 5,799 964 1,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 20.5 5.1 82.5 69.1 96.3 94.6 3.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 3 7 30 32 39 39 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,127 COMMITMENTS 0 2,565 370 56,009 47,365 56,379 50,300 3,748 9,827 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,097) 0 821 0 3,819 1,886 3,819 2,707 -1,722 -610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 0.6 93.2 78.8 93.8 83.7 6.2 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 20 20 21 22 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 2,567,649 COMMITMENTS 532,404 79,396 738,224 1285560 1740789 2556188 2558409 11,461 9,240 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 24,963) -3,618 14,645 12,104 20,930 1,698 29,416 28,447 -4,453 -3,484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 3.1 28.8 50.1 67.8 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 27 15 38 99 81 139 122 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 530,529 COMMITMENTS 69,791 54,378 163,136 295,395 311,379 528,322 528,893 2,207 1,636 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 23,619) 7,495 14,692 5,219 12,620 5,518 25,334 25,429 -1,715 -1,810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 10.2 30.7 55.7 58.7 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 16 12 22 33 31 58 56 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 75,103 COMMITMENTS 9,183 3,337 11,832 53,442 59,579 74,458 74,749 645 354 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 437) -478 -151 92 869 661 482 601 -45 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 4.4 15.8 71.2 79.3 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 7 7 10 39 40 51 52 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,717 COMMITMENTS 1,240 4,148 296 23,055 19,870 24,591 24,314 126 403 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 252) 0 0 0 126 252 126 252 126 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 16.8 1.2 93.3 80.4 99.5 98.4 0.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 4 1 25 25 26 30 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,172 COMMITMENTS 3,053 512 0 12,119 14,660 15,172 15,172 0 0 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 40) 0 -86 0 126 212 126 126 -86 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 3.4 0.0 79.9 96.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 0 17 17 20 18 NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,340 COMMITMENTS 1,020 2,433 0 12,770 11,844 13,790 14,277 550 63 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 235) 0 178 0 172 172 172 350 63 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 17.0 0.0 89.1 82.6 96.2 99.6 3.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 3 0 13 11 14 14 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,320 COMMITMENTS 2,980 4,706 346 20,604 18,988 23,930 24,040 390 280 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 32) 0 0 0 32 32 32 32 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 19.4 1.4 84.7 78.1 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 3 21 21 25 25 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,420 COMMITMENTS 3,240 140 440 22,179 26,434 25,859 27,014 1,561 406 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -102) -80 0 0 60 -110 -20 -110 -82 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 0.5 1.6 80.9 96.4 94.3 98.5 5.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 2 23 25 26 27 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,582 COMMITMENTS 460 380 1,096 11,332 11,666 12,888 13,142 694 440 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 2.8 8.1 83.4 85.9 94.9 96.8 5.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 14 14 16 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,697,172 COMMITMENTS 175,213 122,434 536,284 924,430 964,307 1635927 1623025 61,245 74,147 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 23,950) -9,963 10,633 5,837 39,307 12,936 35,181 29,406 -11,231 -5,456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 7.2 31.6 54.5 56.8 96.4 95.6 3.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 114 108 155 92 103 288 294 E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500 BARRELS) OPEN INTEREST: 22,377 COMMITMENTS 12,025 12,624 2,122 0 0 14,147 14,746 8,230 7,631 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,266) 254 1,505 2,122 0 -1,032 2,376 2,595 -110 -329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.7 56.4 9.5 0.0 0.0 63.2 65.9 36.8 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 17 10 10 0 0 22 15 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,355 COMMITMENTS 7,810 2,215 788 2,678 10,427 11,276 13,430 3,079 925 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -1,159) -1,208 -85 -182 77 -1,255 -1,313 -1,522 154 363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.4 15.4 5.5 18.7 72.6 78.6 93.6 21.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 56 9 7 20 23 81 36 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,616 COMMITMENTS 3,618 3,164 1 2,492 4,045 6,111 7,210 2,505 1,406 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -303) -448 966 -84 298 -1,446 -234 -564 -69 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.0 36.7 0.0 28.9 46.9 70.9 83.7 29.1 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 21 4 1 15 18 36 23 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 116,896 COMMITMENTS 17,504 7,425 23,832 57,087 72,494 98,423 103,752 18,473 13,145 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -1,437) -4,701 892 1,456 3,305 -3,371 60 -1,024 -1,497 -413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 6.4 20.4 48.8 62.0 84.2 88.8 15.8 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 40 22 34 50 66 110 106 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 48,363 COMMITMENTS 8,772 0 2,464 32,958 41,955 44,194 44,419 4,169 3,944 CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,327) 1,115 -226 -627 554 1,986 1,042 1,133 1,285 1,194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 0.0 5.1 68.1 86.8 91.4 91.8 8.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 7 0 6 29 37 38 43
Updated June 16, 2006