NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, February 21, 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 : 5,110: 960 1,050 0 4,030 3,506 4,990 4,556: 120 554
Old : 5,110: 960 1,050 0 4,030 3,506 4,990 4,556: 120 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 150: 0 150 0 150 0 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 20.5 0.0 78.9 68.6 97.7 89.2: 2.3 10.8
Old : 100.0: 18.8 20.5 0.0 78.9 68.6 97.7 89.2: 2.3 10.8
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 : 28: 1 3 0 19 15 20 18:
Old : 28: 1 3 0 19 15 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 40.8 77.3 62.0 56.8 36.9 68.3 51.7
Old : 59.3 40.8 77.3 62.0 56.8 36.9 68.3 51.7
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 - Futures Only, February 21, 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 : 169,750: 25,362 24,513 20,957 98,574 90,632 144,893 136,102: 24,857 33,648
Old : 169,750: 25,362 24,513 20,957 98,574 90,632 144,893 136,102: 24,857 33,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 4,155: 1,084 644 184 5,390 1,774 6,658 2,602: -2,503 1,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 14.4 12.3 58.1 53.4 85.4 80.2: 14.6 19.8
Old : 100.0: 14.9 14.4 12.3 58.1 53.4 85.4 80.2: 14.6 19.8
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 : 141: 28 37 37 63 63 111 122:
Old : 141: 28 37 37 63 63 111 122:
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 : 23.4 16.4 36.9 26.2 20.7 9.7 30.8 15.7
Old : 23.4 16.4 36.9 26.2 20.7 9.7 30.8 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, February 21, 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 : 616,573: 49,488 96,125 218,241 279,387 272,520 547,116 586,886: 69,457 29,687
Old : 616,573: 49,488 96,125 218,241 279,387 272,520 547,116 586,886: 69,457 29,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 32,145: -4,597 3,053 28,663 7,440 1,015 31,506 32,731: 639 -586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 15.6 35.4 45.3 44.2 88.7 95.2: 11.3 4.8
Old : 100.0: 8.0 15.6 35.4 45.3 44.2 88.7 95.2: 11.3 4.8
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 : 213: 52 52 71 101 77 196 162:
Old : 213: 52 52 71 101 77 196 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 31.8 42.2 44.7 8.4 8.9 12.5 14.8
Old : 30.4 31.8 42.2 44.7 8.4 8.9 12.5 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, February 21, 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 : 52,607: 0 1,456 1,792 47,221 42,596 49,013 45,844: 3,594 6,763
Old : 52,607: 0 1,456 1,792 47,221 42,596 49,013 45,844: 3,594 6,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 1,046: 0 665 -599 1,330 854 731 920: 315 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 3.4 89.8 81.0 93.2 87.1: 6.8 12.9
Old : 100.0: 0.0 2.8 3.4 89.8 81.0 93.2 87.1: 6.8 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 20 18 21 19:
Old : 26: 0 1 1 20 18 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 59.6 74.1 77.3 51.7 58.8 71.2 70.2
Old : 51.8 59.6 74.1 77.3 51.7 58.8 71.2 70.2
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 - Futures Only, February 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,505: 1,066 8,941 1,789 51,464 44,952 54,319 55,682: 6,186 4,823
Old : 60,505: 1,066 8,941 1,789 51,464 44,952 54,319 55,682: 6,186 4,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -23: -90 2,906 341 -954 -2,852 -703 395: 680 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 14.8 3.0 85.1 74.3 89.8 92.0: 10.2 8.0
Old : 100.0: 1.8 14.8 3.0 85.1 74.3 89.8 92.0: 10.2 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 4 4 19 19 24 23:
Old : 31: 1 4 4 19 19 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 43.6 64.5 64.3 41.3 39.9 57.4 56.3
Old : 43.2 43.6 64.5 64.3 41.3 39.9 57.4 56.3
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 - Futures Only, February 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 102,618: 10,150 2,576 2,788 80,492 88,294 93,430 93,658: 9,188 8,960
Old : 102,618: 10,150 2,576 2,788 80,492 88,294 93,430 93,658: 9,188 8,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -712: 0 -856 856 -1,475 -836 -619 -836: -93 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 2.5 2.7 78.4 86.0 91.0 91.3: 9.0 8.7
Old : 100.0: 9.9 2.5 2.7 78.4 86.0 91.0 91.3: 9.0 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 3 2 30 28 33 31:
Old : 37: 1 3 2 30 28 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 42.8 61.5 60.3 41.2 37.9 53.2 51.6
Old : 44.3 42.8 61.5 60.3 41.2 37.9 53.2 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, February 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,409: 248 744 0 54,312 52,796 54,560 53,540: 5,849 6,869
Old : 60,409: 248 744 0 54,312 52,796 54,560 53,540: 5,849 6,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 754: 0 0 0 772 1,736 772 1,736: -18 -982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.2 0.0 89.9 87.4 90.3 88.6: 9.7 11.4
Old : 100.0: 0.4 1.2 0.0 89.9 87.4 90.3 88.6: 9.7 11.4
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 : 29: 1 1 0 18 23 19 24:
Old : 29: 1 1 0 18 23 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 39.4 73.4 62.4 43.6 28.9 60.9 46.3
Old : 46.4 39.4 73.4 62.4 43.6 28.9 60.9 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, February 21, 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 : 72,943: 0 9,862 582 70,680 59,659 71,262 70,103: 1,681 2,840
Old : 72,943: 0 9,862 582 70,680 59,659 71,262 70,103: 1,681 2,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 1,834: 0 2,326 -1,072 3,092 278 2,020 1,532: -186 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.5 0.8 96.9 81.8 97.7 96.1: 2.3 3.9
Old : 100.0: 0.0 13.5 0.8 96.9 81.8 97.7 96.1: 2.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 3 2 20 20 22 23:
Old : 28: 0 3 2 20 20 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 46.5 70.6 70.4 43.1 42.3 61.7 57.1
Old : 48.6 46.5 70.6 70.4 43.1 42.3 61.7 57.1
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 - Futures Only, February 21, 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 : 71,373: 7,867 7,347 2,823 52,441 55,072 63,131 65,242: 8,242 6,131
Old : 71,373: 7,867 7,347 2,823 52,441 55,072 63,131 65,242: 8,242 6,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 2,617: 452 920 246 1,679 320 2,377 1,486: 240 1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 10.3 4.0 73.5 77.2 88.5 91.4: 11.5 8.6
Old : 100.0: 11.0 10.3 4.0 73.5 77.2 88.5 91.4: 11.5 8.6
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 2 3 19 21 22 25:
Old : 27: 2 2 3 19 21 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 35.5 64.2 61.4 36.0 29.0 46.2 44.8
Old : 42.8 35.5 64.2 61.4 36.0 29.0 46.2 44.8
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 - Futures Only, February 21, 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 : 99,268: 0 2,954 2,826 88,303 82,997 91,129 88,777: 8,139 10,491
Old : 99,268: 0 2,954 2,826 88,303 82,997 91,129 88,777: 8,139 10,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -1,074: 0 -4,044 1,538 -3,242 -755 -1,704 -3,261: 630 2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 2.8 89.0 83.6 91.8 89.4: 8.2 10.6
Old : 100.0: 0.0 3.0 2.8 89.0 83.6 91.8 89.4: 8.2 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 1 21 25 22 26:
Old : 30: 0 1 1 21 25 22 26:
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 : 52.3 38.9 71.6 59.3 46.9 32.4 62.4 49.0
Old : 52.3 38.9 71.6 59.3 46.9 32.4 62.4 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, February 21, 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 : 43,067: 778 2,117 1,408 33,329 37,071 35,515 40,596: 7,552 2,471
Old : 43,067: 778 2,117 1,408 33,329 37,071 35,515 40,596: 7,552 2,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 264: 778 -1,912 -656 -259 2,404 -137 -164: 401 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 4.9 3.3 77.4 86.1 82.5 94.3: 17.5 5.7
Old : 100.0: 1.8 4.9 3.3 77.4 86.1 82.5 94.3: 17.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 19 18 21 20:
Old : 24: 1 1 2 19 18 21 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 : 36.5 55.0 57.5 76.9 32.7 53.5 51.1 66.7
Old : 36.5 55.0 57.5 76.9 32.7 53.5 51.1 66.7
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 - Futures Only, February 21, 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 : 62,765: 19,359 0 552 35,627 54,802 55,538 55,354: 7,227 7,411
Old : 62,765: 19,359 0 552 35,627 54,802 55,538 55,354: 7,227 7,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 2,863: -62 0 0 3,117 1,034 3,055 1,034: -192 1,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 0.0 0.9 56.8 87.3 88.5 88.2: 11.5 11.8
Old : 100.0: 30.8 0.0 0.9 56.8 87.3 88.5 88.2: 11.5 11.8
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 : 25: 2 0 2 17 21 19 23:
Old : 25: 2 0 2 17 21 19 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 : 59.7 46.0 78.5 64.1 49.1 28.9 51.8 40.7
Old : 59.7 46.0 78.5 64.1 49.1 28.9 51.8 40.7
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 - Futures Only, February 21, 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 : 69,727: 2,809 969 3,275 54,678 56,037 60,762 60,281: 8,965 9,446
Old : 69,727: 2,809 969 3,275 54,678 56,037 60,762 60,281: 8,965 9,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 1,191: 2,809 -3,268 687 -3,722 3,792 -226 1,211: 1,417 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.4 4.7 78.4 80.4 87.1 86.5: 12.9 13.5
Old : 100.0: 4.0 1.4 4.7 78.4 80.4 87.1 86.5: 12.9 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 20 17 22 19:
Old : 26: 1 1 2 20 17 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 36.6 62.8 58.1 32.5 31.3 49.5 50.7
Old : 42.8 36.6 62.8 58.1 32.5 31.3 49.5 50.7
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 - Futures Only, February 21, 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 : 54,468: 0 1,567 1,265 41,814 47,258 43,079 50,090: 11,389 4,378
Old : 54,468: 0 1,567 1,265 41,814 47,258 43,079 50,090: 11,389 4,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 2,114: 0 618 -386 2,080 2,184 1,694 2,416: 420 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 2.3 76.8 86.8 79.1 92.0: 20.9 8.0
Old : 100.0: 0.0 2.9 2.3 76.8 86.8 79.1 92.0: 20.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 16 18 17 19:
Old : 25: 0 1 1 16 18 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 50.6 67.7 74.0 55.3 48.6 65.4 68.0
Old : 56.9 50.6 67.7 74.0 55.3 48.6 65.4 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 - Futures Only, February 21, 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 : 173,627: 0 25,321 4,451 155,871 139,071 160,322 168,843: 13,305 4,784
Old : 173,627: 0 25,321 4,451 155,871 139,071 160,322 168,843: 13,305 4,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 10,143: 0 4,987 -1,539 11,685 5,789 10,146 9,237: -3 906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.6 2.6 89.8 80.1 92.3 97.2: 7.7 2.8
Old : 100.0: 0.0 14.6 2.6 89.8 80.1 92.3 97.2: 7.7 2.8
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 : 44: 0 5 3 36 31 39 36:
Old : 44: 0 5 3 36 31 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 38.3 54.3 59.1 30.3 37.7 43.4 55.1
Old : 36.1 38.3 54.3 59.1 30.3 37.7 43.4 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, February 21, 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 : 82,721: 8,548 1,973 2,317 61,243 72,846 72,108 77,136: 10,613 5,585
Old : 82,721: 8,548 1,973 2,317 61,243 72,846 72,108 77,136: 10,613 5,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 645: -1,590 0 725 654 221 -211 946: 856 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.4 2.8 74.0 88.1 87.2 93.2: 12.8 6.8
Old : 100.0: 10.3 2.4 2.8 74.0 88.1 87.2 93.2: 12.8 6.8
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 : 32: 2 1 2 20 22 23 24:
Old : 32: 2 1 2 20 22 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 65.7 64.2 79.6 41.0 65.7 60.6 78.4
Old : 43.5 65.7 64.2 79.6 41.0 65.7 60.6 78.4
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 - Futures Only, February 21, 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 : 69,306: 0 8,181 0 66,482 60,897 66,482 69,078: 2,824 228
Old : 69,306: 0 8,181 0 66,482 60,897 66,482 69,078: 2,824 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -291: 0 434 -217 -229 -632 -446 -415: 155 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.8 0.0 95.9 87.9 95.9 99.7: 4.1 0.3
Old : 100.0: 0.0 11.8 0.0 95.9 87.9 95.9 99.7: 4.1 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 : 23: 0 1 0 16 14 16 15:
Old : 23: 0 1 0 16 14 16 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 : 70.1 66.8 85.5 88.2 52.1 44.5 62.3 63.7
Old : 70.1 66.8 85.5 88.2 52.1 44.5 62.3 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, February 21, 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 : 203,837: 5,618 1,057 4,325 183,522 192,308 193,465 197,690: 10,372 6,147
Old : 203,837: 5,618 1,057 4,325 183,522 192,308 193,465 197,690: 10,372 6,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 2,841: -3,915 234 576 4,817 1,329 1,478 2,139: 1,363 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.5 2.1 90.0 94.3 94.9 97.0: 5.1 3.0
Old : 100.0: 2.8 0.5 2.1 90.0 94.3 94.9 97.0: 5.1 3.0
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 : 49: 2 2 5 39 41 44 46:
Old : 49: 2 2 5 39 41 44 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 37.1 61.2 57.9 31.0 35.2 43.3 49.1
Old : 46.4 37.1 61.2 57.9 31.0 35.2 43.3 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, February 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 166,112: 15,547 4,732 12,306 132,097 141,668 159,950 158,706: 6,162 7,406
Old : 166,112: 15,547 4,732 12,306 132,097 141,668 159,950 158,706: 6,162 7,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 2,854: -846 744 -334 4,367 1,919 3,187 2,329: -333 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.8 7.4 79.5 85.3 96.3 95.5: 3.7 4.5
Old : 100.0: 9.4 2.8 7.4 79.5 85.3 96.3 95.5: 3.7 4.5
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 : 42: 4 2 6 33 31 39 37:
Old : 42: 4 2 6 33 31 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 : 37.1 52.4 53.9 69.8 34.5 49.7 48.4 60.7
Old : 37.1 52.4 53.9 69.8 34.5 49.7 48.4 60.7
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 - Futures Only, February 21, 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 : 151,313: 1,302 3,592 3,647 137,445 128,757 142,394 135,996: 8,919 15,317
Old : 151,313: 1,302 3,592 3,647 137,445 128,757 142,394 135,996: 8,919 15,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 1,794: -4,451 1,274 1,826 3,575 -3,038 950 62: 844 1,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.4 2.4 90.8 85.1 94.1 89.9: 5.9 10.1
Old : 100.0: 0.9 2.4 2.4 90.8 85.1 94.1 89.9: 5.9 10.1
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 : 41: 1 1 1 31 31 32 33:
Old : 41: 1 1 1 31 31 32 33:
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 : 39.4 52.6 54.7 64.6 37.2 48.7 49.2 59.2
Old : 39.4 52.6 54.7 64.6 37.2 48.7 49.2 59.2
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 - Futures Only, February 21, 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 : 194,164: 7,130 29,531 25,273 155,685 136,644 188,088 191,448: 6,076 2,716
Old : 194,164: 7,130 29,531 25,273 155,685 136,644 188,088 191,448: 6,076 2,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 8,690: -1,689 811 1,885 8,507 6,222 8,703 8,918: -13 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 15.2 13.0 80.2 70.4 96.9 98.6: 3.1 1.4
Old : 100.0: 3.7 15.2 13.0 80.2 70.4 96.9 98.6: 3.1 1.4
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 : 44: 3 4 7 29 35 36 42:
Old : 44: 3 4 7 29 35 36 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 36.1 61.4 56.6 38.5 29.9 46.8 43.9
Old : 42.9 36.1 61.4 56.6 38.5 29.9 46.8 43.9
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 - Futures Only, February 21, 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 : 51,535: 5,061 3,499 0 42,911 39,599 47,972 43,098: 3,563 8,437
Old : 51,535: 5,061 3,499 0 42,911 39,599 47,972 43,098: 3,563 8,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 402: 0 240 0 216 -512 216 -272: 186 674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 6.8 0.0 83.3 76.8 93.1 83.6: 6.9 16.4
Old : 100.0: 9.8 6.8 0.0 83.3 76.8 93.1 83.6: 6.9 16.4
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 : 31: 3 2 0 20 21 23 23:
Old : 31: 3 2 0 20 21 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 : 50.0 37.7 71.6 57.8 47.3 33.5 62.0 49.7
Old : 50.0 37.7 71.6 57.8 47.3 33.5 62.0 49.7
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 - Futures Only, February 21, 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 : 1,512,580: 263,815 61,780 362,168 864,508 1,074,913 1,490,491 1,498,861: 22,089 13,719
Old : 1,512,580: 263,815 61,780 362,168 864,508 1,074,913 1,490,491 1,498,861: 22,089 13,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 35,082: -9,933 -14,017 26,531 18,131 20,683 34,729 33,197: 353 1,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 4.1 23.9 57.2 71.1 98.5 99.1: 1.5 0.9
Old : 100.0: 17.4 4.1 23.9 57.2 71.1 98.5 99.1: 1.5 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 : 135: 26 10 29 95 82 127 115:
Old : 135: 26 10 29 95 82 127 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 29.3 41.5 47.3 14.1 22.9 23.7 32.8
Old : 25.9 29.3 41.5 47.3 14.1 22.9 23.7 32.8
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 - Futures Only, February 21, 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 : 341,733: 88,961 26,038 88,131 161,531 225,267 338,623 339,436: 3,110 2,297
Old : 341,733: 88,961 26,038 88,131 161,531 225,267 338,623 339,436: 3,110 2,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 10,100: -1,019 1,746 5,390 5,803 3,315 10,174 10,451: -74 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 7.6 25.8 47.3 65.9 99.1 99.3: 0.9 0.7
Old : 100.0: 26.0 7.6 25.8 47.3 65.9 99.1 99.3: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 18 5 18 32 30 52 51:
Old : 59: 18 5 18 32 30 52 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 52.5 60.8 71.6 20.2 23.1 27.5 35.3
Old : 41.1 52.5 60.8 71.6 20.2 23.1 27.5 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, February 21, 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 : 68,031: 15,094 9,225 8,927 43,241 49,165 67,262 67,317: 769 714
Old : 68,031: 15,094 9,225 8,927 43,241 49,165 67,262 67,317: 769 714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -686: -736 68 -814 984 320 -566 -426: -120 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 13.6 13.1 63.6 72.3 98.9 99.0: 1.1 1.0
Old : 100.0: 22.2 13.6 13.1 63.6 72.3 98.9 99.0: 1.1 1.0
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 : 58: 6 4 9 44 42 54 51:
Old : 58: 6 4 9 44 42 54 51:
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 : 43.8 39.8 57.0 59.1 36.5 32.1 44.7 46.0
Old : 43.8 39.8 57.0 59.1 36.5 32.1 44.7 46.0
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 - Futures Only, February 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 25,201: 1,310 8,059 1,245 21,673 14,669 24,228 23,973: 973 1,228
Old : 25,201: 1,310 8,059 1,245 21,673 14,669 24,228 23,973: 973 1,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 1,108: 0 1,549 -86 1,194 -355 1,108 1,108: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 32.0 4.9 86.0 58.2 96.1 95.1: 3.9 4.9
Old : 100.0: 5.2 32.0 4.9 86.0 58.2 96.1 95.1: 3.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 4 6 23 23 29 29:
Old : 36: 2 4 6 23 23 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 : 62.4 50.2 79.8 71.9 56.6 45.7 71.0 64.3
Old : 62.4 50.2 79.8 71.9 56.6 45.7 71.0 64.3
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 - Futures Only, February 21, 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 : 13,868: 2,801 968 1,707 8,641 10,727 13,149 13,402: 719 466
Old : 13,868: 2,801 968 1,707 8,641 10,727 13,149 13,402: 719 466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 1,316: 679 -1,532 1,277 -640 1,571 1,316 1,316: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 7.0 12.3 62.3 77.4 94.8 96.6: 5.2 3.4
Old : 100.0: 20.2 7.0 12.3 62.3 77.4 94.8 96.6: 5.2 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 1 17 14 20 17:
Old : 26: 3 2 1 17 14 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 56.7 75.6 81.4 37.0 35.8 51.1 50.6
Old : 52.6 56.7 75.6 81.4 37.0 35.8 51.1 50.6
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 - Futures Only, February 21, 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 : 12,310: 1,398 4,247 145 10,153 7,918 11,696 12,310: 614 0
Old : 12,310: 1,398 4,247 145 10,153 7,918 11,696 12,310: 614 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 34.5 1.2 82.5 64.3 95.0 100.0: 5.0 0.0
Old : 100.0: 11.4 34.5 1.2 82.5 64.3 95.0 100.0: 5.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 1 13 10 15 13:
Old : 21: 1 3 1 13 10 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 : 73.8 68.9 89.5 92.5 68.4 65.8 77.5 82.6
Old : 73.8 68.9 89.5 92.5 68.4 65.8 77.5 82.6
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 - Futures Only, February 21, 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 : 25,448: 4,110 9,714 978 19,172 13,568 24,260 24,260: 1,188 1,188
Old : 25,448: 4,110 9,714 978 19,172 13,568 24,260 24,260: 1,188 1,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 600: -20 220 0 620 380 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 38.2 3.8 75.3 53.3 95.3 95.3: 4.7 4.7
Old : 100.0: 16.2 38.2 3.8 75.3 53.3 95.3 95.3: 4.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 5 5 24 22 30 28:
Old : 34: 2 5 5 24 22 30 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 : 53.9 58.0 72.6 75.3 52.9 49.3 63.6 61.9
Old : 53.9 58.0 72.6 75.3 52.9 49.3 63.6 61.9
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 - Futures Only, February 21, 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 : 22,162: 6,720 560 630 13,761 20,544 21,111 21,734: 1,051 428
Old : 22,162: 6,720 560 630 13,761 20,544 21,111 21,734: 1,051 428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 1,598: 400 0 0 908 1,612 1,308 1,612: 290 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 2.5 2.8 62.1 92.7 95.3 98.1: 4.7 1.9
Old : 100.0: 30.3 2.5 2.8 62.1 92.7 95.3 98.1: 4.7 1.9
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 : 38: 3 2 4 31 27 35 32:
Old : 38: 3 2 4 31 27 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 48.3 66.4 71.6 43.5 45.4 57.0 60.6
Old : 48.9 48.3 66.4 71.6 43.5 45.4 57.0 60.6
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 - Futures Only, February 21, 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 : 12,266: 640 852 984 10,126 9,990 11,750 11,826: 516 440
Old : 12,266: 640 852 984 10,126 9,990 11,750 11,826: 516 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 148: 0 0 -240 388 388 148 148: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.9 8.0 82.6 81.4 95.8 96.4: 4.2 3.6
Old : 100.0: 5.2 6.9 8.0 82.6 81.4 95.8 96.4: 4.2 3.6
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 : 24: 2 2 2 14 16 18 18:
Old : 24: 2 2 2 14 16 18 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 : 60.7 64.1 85.0 83.4 58.0 58.5 67.8 70.5
Old : 60.7 64.1 85.0 83.4 58.0 58.5 67.8 70.5
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 - Futures Only, February 21, 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 : 889,301: 112,024 142,152 141,275 582,703 549,345 836,002 832,772: 53,299 56,529
Old : 889,301: 112,024 142,152 141,275 582,703 549,345 836,002 832,772: 53,299 56,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -37,263: -17,173 -5,546 -10,295 2,524 -17,595 -24,944 -33,436: -12,319 -3,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 16.0 15.9 65.5 61.8 94.0 93.6: 6.0 6.4
Old : 100.0: 12.6 16.0 15.9 65.5 61.8 94.0 93.6: 6.0 6.4
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 : 254: 56 92 92 77 84 200 215:
Old : 254: 56 92 92 77 84 200 215:
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 : 26.9 20.2 39.9 30.0 21.7 9.2 28.1 15.2
Old : 26.9 20.2 39.9 30.0 21.7 9.2 28.1 15.2
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 - Futures Only, February 21, 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 : 17,219: 8,201 1,816 1,699 3,370 13,046 13,270 16,561: 3,949 658
Old : 17,219: 8,201 1,816 1,699 3,370 13,046 13,270 16,561: 3,949 658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 1,030: 89 127 647 340 193 1,076 967: -46 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 10.5 9.9 19.6 75.8 77.1 96.2: 22.9 3.8
Old : 100.0: 47.6 10.5 9.9 19.6 75.8 77.1 96.2: 22.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 74 8 11 16 27 98 43:
Old : 128: 74 8 11 16 27 98 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 43.6 26.2 61.0 16.0 43.6 26.2 59.6
Old : 16.0 43.6 26.2 61.0 16.0 43.6 26.2 59.6
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 - Futures Only, February 21, 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 : 8,736: 4,149 1,020 163 1,861 6,349 6,173 7,532: 2,563 1,204
Old : 8,736: 4,149 1,020 163 1,861 6,349 6,173 7,532: 2,563 1,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -835: -1,048 -384 80 152 -763 -816 -1,067: -19 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 11.7 1.9 21.3 72.7 70.7 86.2: 29.3 13.8
Old : 100.0: 47.5 11.7 1.9 21.3 72.7 70.7 86.2: 29.3 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 19 7 2 14 17 35 26:
Old : 55: 19 7 2 14 17 35 26:
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 : 22.1 45.9 34.1 61.0 22.1 44.1 34.1 59.2
Old : 22.1 45.9 34.1 61.0 22.1 44.1 34.1 59.2
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 - Futures Only, February 21, 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 : 163,746: 38,443 16,825 8,916 99,198 123,377 146,557 149,118: 17,189 14,628
Old : 163,746: 38,443 16,825 8,916 99,198 123,377 146,557 149,118: 17,189 14,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -2,080: -7,869 2,402 -2,282 8,175 -1,275 -1,976 -1,155: -104 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 10.3 5.4 60.6 75.3 89.5 91.1: 10.5 8.9
Old : 100.0: 23.5 10.3 5.4 60.6 75.3 89.5 91.1: 10.5 8.9
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 : 160: 44 30 30 65 73 122 122:
Old : 160: 44 30 30 65 73 122 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 22.8 38.9 35.0 19.3 16.0 32.0 26.4
Old : 25.0 22.8 38.9 35.0 19.3 16.0 32.0 26.4
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 - Futures Only, February 21, 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 : 20,304: 3,280 0 150 15,844 19,281 19,274 19,431: 1,030 873
Old : 20,304: 3,280 0 150 15,844 19,281 19,274 19,431: 1,030 873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: 3,273: 280 0 150 3,381 3,185 3,811 3,335: -538 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 0.0 0.7 78.0 95.0 94.9 95.7: 5.1 4.3
Old : 100.0: 16.2 0.0 0.7 78.0 95.0 94.9 95.7: 5.1 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 : 23: 1 0 1 16 18 18 19:
Old : 23: 1 0 1 16 18 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 55.0 82.5 76.8 34.4 26.4 40.6 37.4
Old : 60.0 55.0 82.5 76.8 34.4 26.4 40.6 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2006