NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 4,753: 960 250 0 3,618 4,123 4,578 4,373: 175 380
Old : 4,753: 960 250 0 3,618 4,123 4,578 4,373: 175 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 185: 0 75 0 175 110 175 185: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 5.3 0.0 76.1 86.7 96.3 92.0: 3.7 8.0
Old : 100.0: 20.2 5.3 0.0 76.1 86.7 96.3 92.0: 3.7 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 0 16 16 17 18:
Old : 26: 1 2 0 16 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 52.6 80.1 70.2 58.6 44.5 69.1 58.4
Old : 62.6 52.6 80.1 70.2 58.6 44.5 69.1 58.4
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 169,675: 24,463 20,719 22,491 98,342 95,159 145,296 138,369: 24,379 31,306
Old : 169,675: 24,463 20,719 22,491 98,342 95,159 145,296 138,369: 24,379 31,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -3,851: -378 -1,471 -52 -1,217 1,180 -1,647 -343: -2,204 -3,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 12.2 13.3 58.0 56.1 85.6 81.5: 14.4 18.5
Old : 100.0: 14.4 12.2 13.3 58.0 56.1 85.6 81.5: 14.4 18.5
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 : 122: 23 36 31 54 55 98 103:
Old : 122: 23 36 31 54 55 98 103:
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 : 25.1 22.0 41.8 33.0 21.1 12.1 30.9 17.3
Old : 25.1 22.0 41.8 33.0 21.1 12.1 30.9 17.3
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 631,938: 34,501 76,274 247,415 271,529 274,477 553,445 598,166: 78,493 33,772
Old : 631,938: 34,501 76,274 247,415 271,529 274,477 553,445 598,166: 78,493 33,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 14,092: 499 406 9,365 2,502 1,618 12,366 11,389: 1,726 2,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 12.1 39.2 43.0 43.4 87.6 94.7: 12.4 5.3
Old : 100.0: 5.5 12.1 39.2 43.0 43.4 87.6 94.7: 12.4 5.3
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 : 209: 59 53 74 91 73 193 162:
Old : 209: 59 53 74 91 73 193 162:
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 : 31.8 32.6 42.7 44.7 7.2 7.8 10.0 12.7
Old : 31.8 32.6 42.7 44.7 7.2 7.8 10.0 12.7
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,648: 0 612 2,621 47,301 44,875 49,922 48,108: 4,726 6,540
Old : 54,648: 0 612 2,621 47,301 44,875 49,922 48,108: 4,726 6,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 3,224: 0 -424 714 2,510 2,386 3,224 2,676: 0 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 4.8 86.6 82.1 91.4 88.0: 8.6 12.0
Old : 100.0: 0.0 1.1 4.8 86.6 82.1 91.4 88.0: 8.6 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 18 16 19 17:
Old : 21: 0 1 1 18 16 19 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 : 48.5 55.3 68.5 74.8 47.1 52.3 62.2 61.7
Old : 48.5 55.3 68.5 74.8 47.1 52.3 62.2 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,939: 4,687 4,905 2,543 52,631 52,343 59,861 59,791: 8,078 8,148
Old : 67,939: 4,687 4,905 2,543 52,631 52,343 59,861 59,791: 8,078 8,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 7,618: 1,088 -282 591 5,709 7,371 7,388 7,680: 230 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 7.2 3.7 77.5 77.0 88.1 88.0: 11.9 12.0
Old : 100.0: 6.9 7.2 3.7 77.5 77.0 88.1 88.0: 11.9 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 3 18 16 23 19:
Old : 27: 3 2 3 18 16 23 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 : 36.9 42.2 57.8 61.3 33.6 35.2 46.5 49.7
Old : 36.9 42.2 57.8 61.3 33.6 35.2 46.5 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 101,121: 9,383 2,353 1,926 78,124 84,876 89,433 89,155: 11,688 11,966
Old : 101,121: 9,383 2,353 1,926 78,124 84,876 89,433 89,155: 11,688 11,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 4,807: 616 0 0 5,380 4,351 5,996 4,351: -1,189 456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 2.3 1.9 77.3 83.9 88.4 88.2: 11.6 11.8
Old : 100.0: 9.3 2.3 1.9 77.3 83.9 88.4 88.2: 11.6 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 : 29: 1 2 2 23 20 26 22:
Old : 29: 1 2 2 23 20 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 42.0 62.9 65.2 45.3 37.3 57.6 57.4
Old : 46.1 42.0 62.9 65.2 45.3 37.3 57.6 57.4
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 71,608: 0 1,778 0 67,514 62,385 67,514 64,163: 4,094 7,445
Old : 71,608: 0 1,778 0 67,514 62,385 67,514 64,163: 4,094 7,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 6,149: 0 124 0 9,120 5,305 9,120 5,429: -2,971 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 94.3 87.1 94.3 89.6: 5.7 10.4
Old : 100.0: 0.0 2.5 0.0 94.3 87.1 94.3 89.6: 5.7 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 19 21 19 22:
Old : 28: 0 1 0 19 21 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 44.2 71.4 65.5 35.6 33.3 59.2 50.7
Old : 41.5 44.2 71.4 65.5 35.6 33.3 59.2 50.7
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 76,281: 0 13,458 516 73,063 55,904 73,579 69,878: 2,702 6,403
Old : 76,281: 0 13,458 516 73,063 55,904 73,579 69,878: 2,702 6,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 2,126: 0 3,673 117 1,707 -1,911 1,824 1,879: 302 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.6 0.7 95.8 73.3 96.5 91.6: 3.5 8.4
Old : 100.0: 0.0 17.6 0.7 95.8 73.3 96.5 91.6: 3.5 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 2 19 15 21 18:
Old : 23: 0 3 2 19 15 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 47.6 74.9 71.3 45.4 39.5 67.0 57.6
Old : 52.6 47.6 74.9 71.3 45.4 39.5 67.0 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,930: 10,970 8,205 2,248 45,116 50,653 58,334 61,106: 8,596 5,824
Old : 66,930: 10,970 8,205 2,248 45,116 50,653 58,334 61,106: 8,596 5,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 681: 236 0 136 217 1,760 589 1,896: 92 -1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.3 3.4 67.4 75.7 87.2 91.3: 12.8 8.7
Old : 100.0: 16.4 12.3 3.4 67.4 75.7 87.2 91.3: 12.8 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 : 26: 3 2 2 18 19 22 22:
Old : 26: 3 2 2 18 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 37.0 63.7 63.9 38.2 33.5 47.6 52.8
Old : 45.2 37.0 63.7 63.9 38.2 33.5 47.6 52.8
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 103,269: 0 3,000 2,291 91,416 86,798 93,707 92,089: 9,562 11,180
Old : 103,269: 0 3,000 2,291 91,416 86,798 93,707 92,089: 9,562 11,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -3,013: 0 -4,800 662 -4,283 -192 -3,621 -4,330: 608 1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 2.2 88.5 84.1 90.7 89.2: 9.3 10.8
Old : 100.0: 0.0 2.9 2.2 88.5 84.1 90.7 89.2: 9.3 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 : 31: 0 1 1 23 21 24 22:
Old : 31: 0 1 1 23 21 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 41.6 66.6 63.2 42.4 37.0 54.1 52.2
Old : 48.9 41.6 66.6 63.2 42.4 37.0 54.1 52.2
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,764: 19,260 0 0 46,164 69,071 65,424 69,071: 10,340 6,693
Old : 75,764: 19,260 0 0 46,164 69,071 65,424 69,071: 10,340 6,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 3,474: 0 0 0 2,441 3,385 2,441 3,385: 1,033 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 0.0 0.0 60.9 91.2 86.4 91.2: 13.6 8.8
Old : 100.0: 25.4 0.0 0.0 60.9 91.2 86.4 91.2: 13.6 8.8
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 : 22: 1 0 0 14 19 15 19:
Old : 22: 1 0 0 14 19 15 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 : 54.5 46.9 78.1 68.1 42.4 34.0 52.0 49.4
Old : 54.5 46.9 78.1 68.1 42.4 34.0 52.0 49.4
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,086: 1,164 2,287 2,524 57,642 52,482 61,330 57,293: 8,756 12,793
Old : 70,086: 1,164 2,287 2,524 57,642 52,482 61,330 57,293: 8,756 12,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 2,203: -520 1,337 -638 4,152 774 2,994 1,473: -791 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 3.3 3.6 82.2 74.9 87.5 81.7: 12.5 18.3
Old : 100.0: 1.7 3.3 3.6 82.2 74.9 87.5 81.7: 12.5 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 2 22 16 24 18:
Old : 28: 1 1 2 22 16 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 35.3 58.2 58.8 33.7 32.1 49.9 50.2
Old : 39.6 35.3 58.2 58.8 33.7 32.1 49.9 50.2
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 173,138: 0 25,817 2,571 159,556 139,726 162,127 168,114: 11,011 5,024
Old : 173,138: 0 25,817 2,571 159,556 139,726 162,127 168,114: 11,011 5,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 7,531: 0 2,820 459 9,044 5,198 9,503 8,477: -1,972 -946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.9 1.5 92.2 80.7 93.6 97.1: 6.4 2.9
Old : 100.0: 0.0 14.9 1.5 92.2 80.7 93.6 97.1: 6.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 0 4 3 36 32 39 36:
Old : 43: 0 4 3 36 32 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 : 35.4 37.9 55.0 56.8 31.2 37.3 43.6 51.2
Old : 35.4 37.9 55.0 56.8 31.2 37.3 43.6 51.2
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,997: 12,054 2,550 1,072 58,337 69,883 71,463 73,505: 12,534 10,492
Old : 83,997: 12,054 2,550 1,072 58,337 69,883 71,463 73,505: 12,534 10,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 1,772: -3,728 2,550 552 5,613 -387 2,437 2,715: -665 -943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 3.0 1.3 69.5 83.2 85.1 87.5: 14.9 12.5
Old : 100.0: 14.4 3.0 1.3 69.5 83.2 85.1 87.5: 14.9 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 1 13 14 15 16:
Old : 24: 2 1 1 13 14 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 65.0 68.3 80.1 42.4 65.0 66.0 80.1
Old : 43.6 65.0 68.3 80.1 42.4 65.0 66.0 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 69,587: 0 7,004 0 64,515 60,723 64,515 67,727: 5,072 1,860
Old : 69,587: 0 7,004 0 64,515 60,723 64,515 67,727: 5,072 1,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -8,166: -834 -2,392 0 -7,347 -7,104 -8,181 -9,496: 15 1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.1 0.0 92.7 87.3 92.7 97.3: 7.3 2.7
Old : 100.0: 0.0 10.1 0.0 92.7 87.3 92.7 97.3: 7.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 13 13 13 14:
Old : 21: 0 1 0 13 13 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.9 66.2 89.2 88.2 62.8 51.3 68.4 69.3
Old : 79.9 66.2 89.2 88.2 62.8 51.3 68.4 69.3
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 206,708: 8,926 1,330 2,360 188,639 194,601 199,925 198,291: 6,783 8,417
Old : 206,708: 8,926 1,330 2,360 188,639 194,601 199,925 198,291: 6,783 8,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 1,282: 1,235 0 -608 2,637 2,133 3,264 1,525: -1,982 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.6 1.1 91.3 94.1 96.7 95.9: 3.3 4.1
Old : 100.0: 4.3 0.6 1.1 91.3 94.1 96.7 95.9: 3.3 4.1
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 : 44: 3 1 4 33 36 38 40:
Old : 44: 3 1 4 33 36 38 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 38.8 65.6 59.1 38.7 33.7 50.6 47.8
Old : 48.9 38.8 65.6 59.1 38.7 33.7 50.6 47.8
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 154,077: 8,816 2,300 9,230 128,458 131,948 146,504 143,478: 7,573 10,599
Old : 154,077: 8,816 2,300 9,230 128,458 131,948 146,504 143,478: 7,573 10,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 1,918: -2,865 1,148 222 2,758 688 115 2,058: 1,803 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 1.5 6.0 83.4 85.6 95.1 93.1: 4.9 6.9
Old : 100.0: 5.7 1.5 6.0 83.4 85.6 95.1 93.1: 4.9 6.9
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 : 39: 2 3 5 32 27 37 32:
Old : 39: 2 3 5 32 27 37 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 : 36.4 53.4 53.9 69.8 34.2 50.1 48.0 61.9
Old : 36.4 53.4 53.9 69.8 34.2 50.1 48.0 61.9
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 146,518: 6,961 5,594 1,957 125,047 125,364 133,965 132,915: 12,553 13,603
Old : 146,518: 6,961 5,594 1,957 125,047 125,364 133,965 132,915: 12,553 13,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 345: -2,119 362 751 182 931 -1,186 2,044: 1,531 -1,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 3.8 1.3 85.3 85.6 91.4 90.7: 8.6 9.3
Old : 100.0: 4.8 3.8 1.3 85.3 85.6 91.4 90.7: 8.6 9.3
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 : 41: 1 3 2 30 29 32 33:
Old : 41: 1 3 2 30 29 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 50.9 58.4 62.3 38.1 45.2 51.7 54.8
Old : 39.4 50.9 58.4 62.3 38.1 45.2 51.7 54.8
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 186,854: 5,057 31,480 26,055 150,795 125,768 181,907 183,303: 4,947 3,551
Old : 186,854: 5,057 31,480 26,055 150,795 125,768 181,907 183,303: 4,947 3,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -213: -230 -2,724 3,266 -2,873 -1,245 163 -703: -376 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 16.8 13.9 80.7 67.3 97.4 98.1: 2.6 1.9
Old : 100.0: 2.7 16.8 13.9 80.7 67.3 97.4 98.1: 2.6 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 : 43: 4 4 8 26 32 34 40:
Old : 43: 4 4 8 26 32 34 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 33.3 63.2 54.1 39.2 29.2 45.7 40.7
Old : 42.5 33.3 63.2 54.1 39.2 29.2 45.7 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 48,968: 3,604 0 0 40,647 36,768 44,251 36,768: 4,717 12,200
Old : 48,968: 3,604 0 0 40,647 36,768 44,251 36,768: 4,717 12,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 2,617: 0 0 0 2,780 3,686 2,780 3,686: -163 -1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 0.0 83.0 75.1 90.4 75.1: 9.6 24.9
Old : 100.0: 7.4 0.0 0.0 83.0 75.1 90.4 75.1: 9.6 24.9
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 : 20: 2 0 0 13 14 15 14:
Old : 20: 2 0 0 13 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 38.4 79.0 63.5 52.1 34.1 68.7 50.6
Old : 54.6 38.4 79.0 63.5 52.1 34.1 68.7 50.6
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,594,120: 253,374 33,702 422,761 900,327 1,127,040 1,576,462 1,583,503: 17,658 10,617
Old : 1,594,120: 253,374 33,702 422,761 900,327 1,127,040 1,576,462 1,583,503: 17,658 10,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 44,641: 20,273 6,253 1,634 24,917 36,707 46,824 44,594: -2,183 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 2.1 26.5 56.5 70.7 98.9 99.3: 1.1 0.7
Old : 100.0: 15.9 2.1 26.5 56.5 70.7 98.9 99.3: 1.1 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 : 136: 24 17 35 90 78 128 116:
Old : 136: 24 17 35 90 78 128 116:
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 : 25.3 28.8 40.3 45.4 12.6 21.9 19.9 30.9
Old : 25.3 28.8 40.3 45.4 12.6 21.9 19.9 30.9
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 350,121: 82,128 22,562 91,299 171,621 231,577 345,048 345,438: 5,073 4,683
Old : 350,121: 82,128 22,562 91,299 171,621 231,577 345,048 345,438: 5,073 4,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 23,857: 14,680 -6,333 4,543 5,288 24,705 24,511 22,915: -654 942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 6.4 26.1 49.0 66.1 98.6 98.7: 1.4 1.3
Old : 100.0: 23.5 6.4 26.1 49.0 66.1 98.6 98.7: 1.4 1.3
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 : 53: 14 8 20 30 28 51 49:
Old : 53: 14 8 20 30 28 51 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 55.5 64.3 74.0 19.4 26.4 27.1 36.8
Old : 47.2 55.5 64.3 74.0 19.4 26.4 27.1 36.8
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 64,768: 14,788 11,358 7,302 41,879 45,408 63,969 64,068: 799 700
Old : 64,768: 14,788 11,358 7,302 41,879 45,408 63,969 64,068: 799 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -310: -60 140 20 -230 -370 -270 -210: -40 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 17.5 11.3 64.7 70.1 98.8 98.9: 1.2 1.1
Old : 100.0: 22.8 17.5 11.3 64.7 70.1 98.8 98.9: 1.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 6 4 8 42 38 51 47:
Old : 54: 6 4 8 42 38 51 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 40.3 58.2 59.2 37.4 33.5 45.2 46.1
Old : 45.0 40.3 58.2 59.2 37.4 33.5 45.2 46.1
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 23,726: 1,144 7,808 1,075 20,784 13,865 23,003 22,748: 723 978
Old : 23,726: 1,144 7,808 1,075 20,784 13,865 23,003 22,748: 723 978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 614: -86 345 -106 810 335 618 574: -4 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 32.9 4.5 87.6 58.4 97.0 95.9: 3.0 4.1
Old : 100.0: 4.8 32.9 4.5 87.6 58.4 97.0 95.9: 3.0 4.1
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 : 37: 3 5 4 22 21 27 28:
Old : 37: 3 5 4 22 21 27 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 : 62.6 49.0 80.6 70.8 56.1 46.6 70.6 63.6
Old : 62.6 49.0 80.6 70.8 56.1 46.6 70.6 63.6
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 13,203: 3,775 768 1,323 7,892 11,112 12,990 13,203: 213 0
Old : 13,203: 3,775 768 1,323 7,892 11,112 12,990 13,203: 213 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 268: 204 40 -44 108 571 268 567: 0 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 5.8 10.0 59.8 84.2 98.4 100.0: 1.6 0.0
Old : 100.0: 28.6 5.8 10.0 59.8 84.2 98.4 100.0: 1.6 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 : 25: 3 3 1 13 14 16 18:
Old : 25: 3 3 1 13 14 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 59.8 84.3 84.4 44.6 43.0 58.8 59.8
Old : 59.9 59.8 84.3 84.4 44.6 43.0 58.8 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders - Futures Only, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 12,722: 1,238 4,517 105 10,725 8,100 12,068 12,722: 654 0
Old : 12,722: 1,238 4,517 105 10,725 8,100 12,068 12,722: 654 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 937: 0 255 0 937 682 937 937: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 35.5 0.8 84.3 63.7 94.9 100.0: 5.1 0.0
Old : 100.0: 9.7 35.5 0.8 84.3 63.7 94.9 100.0: 5.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 1 11 10 13 13:
Old : 20: 1 3 1 11 10 13 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 : 74.9 68.1 89.6 93.3 70.8 65.9 80.6 85.5
Old : 74.9 68.1 89.6 93.3 70.8 65.9 80.6 85.5
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 25,586: 3,880 10,654 452 19,726 13,332 24,058 24,438: 1,528 1,148
Old : 25,586: 3,880 10,654 452 19,726 13,332 24,058 24,438: 1,528 1,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 666: 0 340 0 446 346 446 686: 220 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 41.6 1.8 77.1 52.1 94.0 95.5: 6.0 4.5
Old : 100.0: 15.2 41.6 1.8 77.1 52.1 94.0 95.5: 6.0 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 : 30: 2 5 5 20 19 26 25:
Old : 30: 2 5 5 20 19 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 58.4 71.6 77.2 51.3 50.7 62.5 62.9
Old : 52.5 58.4 71.6 77.2 51.3 50.7 62.5 62.9
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 24,026: 7,590 1,690 810 14,667 21,076 23,067 23,576: 959 450
Old : 24,026: 7,590 1,690 810 14,667 21,076 23,067 23,576: 959 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 1,220: 480 40 0 740 1,180 1,220 1,220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 7.0 3.4 61.0 87.7 96.0 98.1: 4.0 1.9
Old : 100.0: 31.6 7.0 3.4 61.0 87.7 96.0 98.1: 4.0 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 : 35: 3 2 4 27 24 31 29:
Old : 35: 3 2 4 27 24 31 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 : 52.9 46.6 69.5 70.7 48.1 42.8 60.1 62.6
Old : 52.9 46.6 69.5 70.7 48.1 42.8 60.1 62.6
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 13,676: 540 906 1,164 11,268 11,186 12,972 13,256: 704 420
Old : 13,676: 540 906 1,164 11,268 11,186 12,972 13,256: 704 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 982: 0 0 0 962 982 962 982: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 6.6 8.5 82.4 81.8 94.9 96.9: 5.1 3.1
Old : 100.0: 3.9 6.6 8.5 82.4 81.8 94.9 96.9: 5.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 2 11 16 14 18:
Old : 21: 1 2 2 11 16 14 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 : 61.7 62.0 82.8 85.1 59.1 60.1 69.8 72.5
Old : 61.7 62.0 82.8 85.1 59.1 60.1 69.8 72.5
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 980,280: 130,086 145,344 159,269 626,316 607,141 915,671 911,754: 64,609 68,526
Old : 980,280: 130,086 145,344 159,269 626,316 607,141 915,671 911,754: 64,609 68,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 13,802: 4,791 923 12,454 -3,144 2,380 14,101 15,757: -299 -1,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 14.8 16.2 63.9 61.9 93.4 93.0: 6.6 7.0
Old : 100.0: 13.3 14.8 16.2 63.9 61.9 93.4 93.0: 6.6 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 69 101 111 83 89 230 235:
Old : 277: 69 101 111 83 89 230 235:
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 : 23.8 20.5 37.4 30.4 17.4 7.7 24.2 13.3
Old : 23.8 20.5 37.4 30.4 17.4 7.7 24.2 13.3
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,680: 8,334 1,923 627 2,185 11,419 11,146 13,969: 3,534 711
Old : 14,680: 8,334 1,923 627 2,185 11,419 11,146 13,969: 3,534 711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -1,071: -191 132 114 -676 -1,431 -753 -1,185: -318 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 13.1 4.3 14.9 77.8 75.9 95.2: 24.1 4.8
Old : 100.0: 56.8 13.1 4.3 14.9 77.8 75.9 95.2: 24.1 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 : 130: 79 7 7 18 25 104 36:
Old : 130: 79 7 7 18 25 104 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 : 17.4 48.7 28.5 63.8 17.4 48.7 28.5 62.8
Old : 17.4 48.7 28.5 63.8 17.4 48.7 28.5 62.8
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,959: 3,702 1,177 204 1,682 5,488 5,588 6,869: 2,371 1,090
Old : 7,959: 3,702 1,177 204 1,682 5,488 5,588 6,869: 2,371 1,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -809: -765 70 107 -85 -693 -743 -516: -66 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 14.8 2.6 21.1 69.0 70.2 86.3: 29.8 13.7
Old : 100.0: 46.5 14.8 2.6 21.1 69.0 70.2 86.3: 29.8 13.7
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 : 56: 23 9 4 12 15 36 28:
Old : 56: 23 9 4 12 15 36 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 : 19.1 43.6 33.3 63.0 19.0 42.0 33.2 61.3
Old : 19.1 43.6 33.3 63.0 19.0 42.0 33.2 61.3
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, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 142,380: 23,896 10,534 9,174 95,569 111,295 128,639 131,003: 13,741 11,377
Old : 142,380: 23,896 10,534 9,174 95,569 111,295 128,639 131,003: 13,741 11,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -8,986: -5,207 -7,741 -2,423 1,221 5,171 -6,409 -4,993: -2,577 -3,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 7.4 6.4 67.1 78.2 90.3 92.0: 9.7 8.0
Old : 100.0: 16.8 7.4 6.4 67.1 78.2 90.3 92.0: 9.7 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 : 157: 38 31 30 65 77 122 122:
Old : 157: 38 31 30 65 77 122 122:
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 : 31.0 22.0 45.1 33.5 24.7 17.3 36.7 26.5
Old : 31.0 22.0 45.1 33.5 24.7 17.3 36.7 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 28,876: 5,040 119 809 21,150 26,266 26,999 27,194: 1,877 1,682
Old : 28,876: 5,040 119 809 21,150 26,266 26,999 27,194: 1,877 1,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 3,226: 1,396 119 8 2,266 3,981 3,670 4,108: -444 -882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 0.4 2.8 73.2 91.0 93.5 94.2: 6.5 5.8
Old : 100.0: 17.5 0.4 2.8 73.2 91.0 93.5 94.2: 6.5 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 3 19 24 24 27:
Old : 31: 2 2 3 19 24 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 45.9 79.6 63.4 33.9 23.2 39.9 35.1
Old : 60.0 45.9 79.6 63.4 33.9 23.2 39.9 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2006