NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, May 2, 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 : 5,899: 1,080 1,410 25 4,281 4,117 5,386 5,552: 513 347
Old : 5,899: 1,080 1,410 25 4,281 4,117 5,386 5,552: 513 347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -164: 0 220 0 -387 -365 -387 -145: 223 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 23.9 0.4 72.6 69.8 91.3 94.1: 8.7 5.9
Old : 100.0: 18.3 23.9 0.4 72.6 69.8 91.3 94.1: 8.7 5.9
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 : 27: 1 4 1 13 17 15 21:
Old : 27: 1 4 1 13 17 15 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 55.9 81.6 72.7 56.0 50.1 66.7 62.3
Old : 63.4 55.9 81.6 72.7 56.0 50.1 66.7 62.3
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, May 2, 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 : 180,969: 35,377 22,114 28,097 86,036 105,000 149,510 155,211: 31,459 25,758
Old : 180,969: 35,377 22,114 28,097 86,036 105,000 149,510 155,211: 31,459 25,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 1,080: 2,036 4,009 -1,765 545 177 816 2,421: 264 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 12.2 15.5 47.5 58.0 82.6 85.8: 17.4 14.2
Old : 100.0: 19.5 12.2 15.5 47.5 58.0 82.6 85.8: 17.4 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 34 33 36 56 61 115 109:
Old : 140: 34 33 36 56 61 115 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 26.9 32.8 37.6 15.7 19.5 25.8 25.3
Old : 20.8 26.9 32.8 37.6 15.7 19.5 25.8 25.3
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, May 2, 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 : 736,995: 70,093 96,675 285,184 304,227 322,613 659,504 704,472: 77,491 32,523
Old : 736,995: 70,093 96,675 285,184 304,227 322,613 659,504 704,472: 77,491 32,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 6,376: 6,872 20,014 -15,530 15,514 3,060 6,856 7,544: -480 -1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 13.1 38.7 41.3 43.8 89.5 95.6: 10.5 4.4
Old : 100.0: 9.5 13.1 38.7 41.3 43.8 89.5 95.6: 10.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 74 58 81 93 69 206 172:
Old : 229: 74 58 81 93 69 206 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 32.7 44.0 44.9 8.5 7.9 11.5 11.8
Old : 33.1 32.7 44.0 44.9 8.5 7.9 11.5 11.8
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, May 2, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,058: 0 14,990 2,174 56,418 41,005 58,592 58,169: 5,466 5,889
Old : 64,058: 0 14,990 2,174 56,418 41,005 58,592 58,169: 5,466 5,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 1,026: 0 3,238 153 179 -2,478 332 913: 694 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.4 3.4 88.1 64.0 91.5 90.8: 8.5 9.2
Old : 100.0: 0.0 23.4 3.4 88.1 64.0 91.5 90.8: 8.5 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 1 17 18 18 20:
Old : 23: 0 2 1 17 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 61.9 66.9 78.9 41.7 55.4 61.4 67.6
Old : 46.0 61.9 66.9 78.9 41.7 55.4 61.4 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, May 2, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,748: 4,890 5,638 3,369 49,264 48,147 57,523 57,154: 7,225 7,594
Old : 64,748: 4,890 5,638 3,369 49,264 48,147 57,523 57,154: 7,225 7,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -6,319: -2,672 3,138 -605 -2,401 -9,951 -5,678 -7,418: -641 1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 8.7 5.2 76.1 74.4 88.8 88.3: 11.2 11.7
Old : 100.0: 7.6 8.7 5.2 76.1 74.4 88.8 88.3: 11.2 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 3 24 18 28 21:
Old : 30: 2 2 3 24 18 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 40.4 55.3 61.0 32.7 30.5 42.9 47.6
Old : 38.1 40.4 55.3 61.0 32.7 30.5 42.9 47.6
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, May 2, 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 : 116,861: 4,304 594 765 102,056 104,681 107,125 106,040: 9,736 10,821
Old : 116,861: 4,304 594 765 102,056 104,681 107,125 106,040: 9,736 10,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -5,229: 2,320 155 -155 -5,019 -5,395 -2,854 -5,395: -2,375 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.5 0.7 87.3 89.6 91.7 90.7: 8.3 9.3
Old : 100.0: 3.7 0.5 0.7 87.3 89.6 91.7 90.7: 8.3 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 : 33: 2 1 1 26 24 29 25:
Old : 33: 2 1 1 26 24 29 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 : 44.2 43.0 61.6 65.9 41.7 36.3 52.6 51.4
Old : 44.2 43.0 61.6 65.9 41.7 36.3 52.6 51.4
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, May 2, 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 : 66,797: 8,560 0 0 50,606 55,805 59,166 55,805: 7,631 10,992
Old : 66,797: 8,560 0 0 50,606 55,805 59,166 55,805: 7,631 10,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -2,745: 2,140 -1,658 0 -4,566 -4,273 -2,426 -5,931: -319 3,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 0.0 0.0 75.8 83.5 88.6 83.5: 11.4 16.5
Old : 100.0: 12.8 0.0 0.0 75.8 83.5 88.6 83.5: 11.4 16.5
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: 1 0 0 16 18 17 18:
Old : 24: 1 0 0 16 18 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 : 43.7 44.5 66.4 63.4 38.5 41.7 58.8 56.9
Old : 43.7 44.5 66.4 63.4 38.5 41.7 58.8 56.9
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, May 2, 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 : 77,021: 1,044 12,828 1,364 72,467 58,791 74,875 72,983: 2,146 4,038
Old : 77,021: 1,044 12,828 1,364 72,467 58,791 74,875 72,983: 2,146 4,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -3,844: 1,044 739 161 -4,344 -3,151 -3,139 -2,251: -705 -1,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 16.7 1.8 94.1 76.3 97.2 94.8: 2.8 5.2
Old : 100.0: 1.4 16.7 1.8 94.1 76.3 97.2 94.8: 2.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 4 2 19 17 22 21:
Old : 26: 1 4 2 19 17 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 43.6 78.8 73.0 51.8 36.3 66.8 58.6
Old : 60.4 43.6 78.8 73.0 51.8 36.3 66.8 58.6
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, May 2, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,557: 9,944 9,354 3,294 45,749 46,706 58,987 59,354: 6,570 6,203
Old : 65,557: 9,944 9,354 3,294 45,749 46,706 58,987 59,354: 6,570 6,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -4,094: -777 311 -645 -1,775 -3,418 -3,197 -3,752: -897 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 14.3 5.0 69.8 71.2 90.0 90.5: 10.0 9.5
Old : 100.0: 15.2 14.3 5.0 69.8 71.2 90.0 90.5: 10.0 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 4 4 20 22 25 27:
Old : 29: 2 4 4 20 22 25 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 : 51.0 41.6 68.9 63.8 43.7 35.4 55.9 54.1
Old : 51.0 41.6 68.9 63.8 43.7 35.4 55.9 54.1
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, May 2, 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 : 103,801: 1,392 0 3,265 91,601 90,520 96,258 93,785: 7,543 10,016
Old : 103,801: 1,392 0 3,265 91,601 90,520 96,258 93,785: 7,543 10,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -3,456: 1,392 -1,507 -433 -1,256 -1,990 -297 -3,930: -3,159 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 3.1 88.2 87.2 92.7 90.4: 7.3 9.6
Old : 100.0: 1.3 0.0 3.1 88.2 87.2 92.7 90.4: 7.3 9.6
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 : 35: 1 0 1 26 26 27 27:
Old : 35: 1 0 1 26 26 27 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 : 37.5 39.9 59.2 61.1 27.3 31.1 37.7 42.2
Old : 37.5 39.9 59.2 61.1 27.3 31.1 37.7 42.2
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, May 2, 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 : 39,669: 3,483 1,850 435 28,851 32,224 32,769 34,509: 6,900 5,160
Old : 39,669: 3,483 1,850 435 28,851 32,224 32,769 34,509: 6,900 5,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -1,894: -62 185 -156 -975 -1,402 -1,193 -1,373: -701 -521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 4.7 1.1 72.7 81.2 82.6 87.0: 17.4 13.0
Old : 100.0: 8.8 4.7 1.1 72.7 81.2 82.6 87.0: 17.4 13.0
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 1 1 14 14 16 15:
Old : 21: 1 1 1 14 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 : 44.0 44.2 67.0 67.8 39.0 40.2 58.8 60.2
Old : 44.0 44.2 67.0 67.8 39.0 40.2 58.8 60.2
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, May 2, 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 : 93,446: 7,650 0 0 76,712 85,599 84,362 85,599: 9,084 7,847
Old : 93,446: 7,650 0 0 76,712 85,599 84,362 85,599: 9,084 7,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -138: 1,364 0 -1,364 1,401 280 1,401 -1,084: -1,539 946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 0.0 82.1 91.6 90.3 91.6: 9.7 8.4
Old : 100.0: 8.2 0.0 0.0 82.1 91.6 90.3 91.6: 9.7 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 : 26: 1 0 0 23 21 24 21:
Old : 26: 1 0 0 23 21 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 45.6 63.3 65.4 26.8 24.8 38.2 38.6
Old : 39.0 45.6 63.3 65.4 26.8 24.8 38.2 38.6
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, May 2, 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 : 69,979: 3,939 5,335 2,611 55,576 51,903 62,126 59,849: 7,853 10,130
Old : 69,979: 3,939 5,335 2,611 55,576 51,903 62,126 59,849: 7,853 10,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -814: 3,939 -3,841 996 -6,642 3,314 -1,707 469: 893 -1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 7.6 3.7 79.4 74.2 88.8 85.5: 11.2 14.5
Old : 100.0: 5.6 7.6 3.7 79.4 74.2 88.8 85.5: 11.2 14.5
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 : 29: 1 1 1 23 20 24 22:
Old : 29: 1 1 1 23 20 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 : 43.0 26.9 65.7 48.8 31.2 25.9 46.2 44.1
Old : 43.0 26.9 65.7 48.8 31.2 25.9 46.2 44.1
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, May 2, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,803: 0 2,736 1,242 42,925 46,869 44,167 50,847: 12,636 5,956
Old : 56,803: 0 2,736 1,242 42,925 46,869 44,167 50,847: 12,636 5,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -2,092: 0 158 119 419 -1,361 538 -1,084: -2,630 -1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 2.2 75.6 82.5 77.8 89.5: 22.2 10.5
Old : 100.0: 0.0 4.8 2.2 75.6 82.5 77.8 89.5: 22.2 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 15 19 16 20:
Old : 22: 0 1 1 15 19 16 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 : 54.8 45.8 67.5 70.6 52.9 45.7 62.3 65.1
Old : 54.8 45.8 67.5 70.6 52.9 45.7 62.3 65.1
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, May 2, 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 : 162,113: 433 16,423 5,317 146,425 135,045 152,175 156,785: 9,938 5,328
Old : 162,113: 433 16,423 5,317 146,425 135,045 152,175 156,785: 9,938 5,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -10,407: -155 -5,254 1,598 -12,360 -7,409 -10,917 -11,065: 510 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 10.1 3.3 90.3 83.3 93.9 96.7: 6.1 3.3
Old : 100.0: 0.3 10.1 3.3 90.3 83.3 93.9 96.7: 6.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 3 3 33 28 36 32:
Old : 40: 1 3 3 33 28 36 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 : 35.8 34.5 52.0 55.1 30.9 31.2 40.9 44.1
Old : 35.8 34.5 52.0 55.1 30.9 31.2 40.9 44.1
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, May 2, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 80,013: 4,625 0 1,751 61,889 62,974 68,265 64,725: 11,748 15,288
Old : 80,013: 4,625 0 1,751 61,889 62,974 68,265 64,725: 11,748 15,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -6,848: -2,223 0 342 -4,319 -7,120 -6,200 -6,778: -648 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.0 2.2 77.3 78.7 85.3 80.9: 14.7 19.1
Old : 100.0: 5.8 0.0 2.2 77.3 78.7 85.3 80.9: 14.7 19.1
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 : 25: 2 0 1 16 16 18 17:
Old : 25: 2 0 1 16 16 18 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 : 45.4 60.0 64.6 73.9 44.6 58.6 62.3 71.1
Old : 45.4 60.0 64.6 73.9 44.6 58.6 62.3 71.1
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, May 2, 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 : 67,383: 1,452 10,814 0 62,501 54,713 63,953 65,527: 3,430 1,856
Old : 67,383: 1,452 10,814 0 62,501 54,713 63,953 65,527: 3,430 1,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -16,460: 1,049 -2,193 0 -19,496 -13,830 -18,447 -16,023: 1,987 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 16.0 0.0 92.8 81.2 94.9 97.2: 5.1 2.8
Old : 100.0: 2.2 16.0 0.0 92.8 81.2 94.9 97.2: 5.1 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 : 23: 2 2 0 13 13 15 15:
Old : 23: 2 2 0 13 13 15 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 : 78.2 61.0 87.8 84.5 73.3 58.1 79.3 79.2
Old : 78.2 61.0 87.8 84.5 73.3 58.1 79.3 79.2
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, May 2, 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 : 232,981: 15,475 2,016 1,797 207,321 226,652 224,593 230,465: 8,388 2,516
Old : 232,981: 15,475 2,016 1,797 207,321 226,652 224,593 230,465: 8,388 2,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -9,286: -328 1,534 -96 -9,290 -8,854 -9,714 -7,416: 428 -1,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.9 0.8 89.0 97.3 96.4 98.9: 3.6 1.1
Old : 100.0: 6.6 0.9 0.8 89.0 97.3 96.4 98.9: 3.6 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 : 52: 4 3 4 37 41 42 47:
Old : 52: 4 3 4 37 41 42 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 : 39.1 38.5 54.8 59.4 32.5 34.9 44.9 48.5
Old : 39.1 38.5 54.8 59.4 32.5 34.9 44.9 48.5
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, May 2, 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 : 150,997: 7,932 5,997 9,026 126,938 129,764 143,896 144,787: 7,101 6,210
Old : 150,997: 7,932 5,997 9,026 126,938 129,764 143,896 144,787: 7,101 6,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -9,941: -737 -837 -779 -9,117 -8,452 -10,633 -10,068: 692 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.0 6.0 84.1 85.9 95.3 95.9: 4.7 4.1
Old : 100.0: 5.3 4.0 6.0 84.1 85.9 95.3 95.9: 4.7 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 : 45: 2 5 6 35 31 41 38:
Old : 45: 2 5 6 35 31 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 53.1 47.4 68.5 28.1 48.3 40.7 59.1
Old : 32.4 53.1 47.4 68.5 28.1 48.3 40.7 59.1
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, May 2, 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 : 140,688: 0 7,497 3,156 125,807 119,401 128,963 130,054: 11,725 10,634
Old : 140,688: 0 7,497 3,156 125,807 119,401 128,963 130,054: 11,725 10,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -9,277: 0 -6,966 2,126 -12,143 -4,143 -10,017 -8,983: 740 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 2.2 89.4 84.9 91.7 92.4: 8.3 7.6
Old : 100.0: 0.0 5.3 2.2 89.4 84.9 91.7 92.4: 8.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 0 3 2 32 34 34 37:
Old : 42: 0 3 2 32 34 34 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 : 41.3 48.4 58.9 61.4 40.5 40.8 52.2 50.1
Old : 41.3 48.4 58.9 61.4 40.5 40.8 52.2 50.1
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, May 2, 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 : 178,358: 11,743 30,540 19,845 140,882 122,600 172,470 172,985: 5,888 5,373
Old : 178,358: 11,743 30,540 19,845 140,882 122,600 172,470 172,985: 5,888 5,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -12,519: 912 -1,425 -2,900 -11,763 -8,739 -13,751 -13,064: 1,232 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 17.1 11.1 79.0 68.7 96.7 97.0: 3.3 3.0
Old : 100.0: 6.6 17.1 11.1 79.0 68.7 96.7 97.0: 3.3 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 : 44: 3 4 7 28 33 35 40:
Old : 44: 3 4 7 28 33 35 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 : 42.6 32.4 63.5 52.7 39.7 28.5 54.1 41.3
Old : 42.6 32.4 63.5 52.7 39.7 28.5 54.1 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, May 2, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,029: 0 0 0 50,451 44,541 50,451 44,541: 5,578 11,488
Old : 56,029: 0 0 0 50,451 44,541 50,451 44,541: 5,578 11,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -3,591: 0 -496 0 -2,417 -1,929 -2,417 -2,425: -1,174 -1,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.0 79.5 90.0 79.5: 10.0 20.5
Old : 100.0: 0.0 0.0 0.0 90.0 79.5 90.0 79.5: 10.0 20.5
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 : 22: 0 0 0 14 17 14 17:
Old : 22: 0 0 0 14 17 14 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 : 46.6 37.0 73.0 58.9 43.0 30.2 62.0 47.7
Old : 46.6 37.0 73.0 58.9 43.0 30.2 62.0 47.7
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, May 2, 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 : 1,804,941: 318,018 41,013 491,550 969,013 1,257,449 1,778,581 1,790,012: 26,360 14,929
Old : 1,804,941: 318,018 41,013 491,550 969,013 1,257,449 1,778,581 1,790,012: 26,360 14,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 22,435: 22,328 -4,369 19,763 -22,230 4,532 19,861 19,926: 2,574 2,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 2.3 27.2 53.7 69.7 98.5 99.2: 1.5 0.8
Old : 100.0: 17.6 2.3 27.2 53.7 69.7 98.5 99.2: 1.5 0.8
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 : 137: 22 16 33 95 82 130 120:
Old : 137: 22 16 33 95 82 130 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 29.9 42.9 45.9 12.2 20.1 19.8 27.3
Old : 29.8 29.9 42.9 45.9 12.2 20.1 19.8 27.3
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, May 2, 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 : 461,737: 77,651 19,791 111,088 269,102 326,901 457,841 457,780: 3,896 3,957
Old : 461,737: 77,651 19,791 111,088 269,102 326,901 457,841 457,780: 3,896 3,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -42,143: -16,759 -780 -12,906 -11,405 -12,518 -41,070 -26,204: -1,073 -15,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 4.3 24.1 58.3 70.8 99.2 99.1: 0.8 0.9
Old : 100.0: 16.8 4.3 24.1 58.3 70.8 99.2 99.1: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 13 12 19 30 30 52 52:
Old : 57: 13 12 19 30 30 52 52:
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 : 55.6 49.2 69.2 66.7 25.3 26.6 32.8 35.0
Old : 55.6 49.2 69.2 66.7 25.3 26.6 32.8 35.0
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, May 2, 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 : 56,192: 10,394 2,460 6,762 38,030 46,217 55,186 55,439: 1,006 753
Old : 56,192: 10,394 2,460 6,762 38,030 46,217 55,186 55,439: 1,006 753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -2,870: -108 -320 -560 -2,519 -2,040 -3,187 -2,920: 317 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 4.4 12.0 67.7 82.2 98.2 98.7: 1.8 1.3
Old : 100.0: 18.5 4.4 12.0 67.7 82.2 98.2 98.7: 1.8 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 : 52: 6 4 6 40 37 48 45:
Old : 52: 6 4 6 40 37 48 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 39.1 55.6 57.3 31.9 33.8 40.5 45.6
Old : 43.0 39.1 55.6 57.3 31.9 33.8 40.5 45.6
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, May 2, 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 : 24,752: 1,152 4,391 625 22,599 19,105 24,376 24,121: 376 631
Old : 24,752: 1,152 4,391 625 22,599 19,105 24,376 24,121: 376 631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -1,232: -11 -293 -151 -648 -728 -810 -1,172: -422 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 17.7 2.5 91.3 77.2 98.5 97.5: 1.5 2.5
Old : 100.0: 4.7 17.7 2.5 91.3 77.2 98.5 97.5: 1.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 4 2 25 20 27 25:
Old : 36: 1 4 2 25 20 27 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 : 56.5 50.9 74.4 72.1 49.8 49.8 63.4 64.8
Old : 56.5 50.9 74.4 72.1 49.8 49.8 63.4 64.8
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, May 2, 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 : 15,301: 2,966 600 308 12,027 14,393 15,301 15,301: 0 0
Old : 15,301: 2,966 600 308 12,027 14,393 15,301 15,301: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -1,130: -360 -160 0 -770 -970 -1,130 -1,130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 3.9 2.0 78.6 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 19.4 3.9 2.0 78.6 94.1 100.0 100.0: 0.0 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 : 30: 3 2 1 17 18 20 21:
Old : 30: 3 2 1 17 18 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 53.0 76.4 77.6 36.5 35.9 51.6 50.3
Old : 54.6 53.0 76.4 77.6 36.5 35.9 51.6 50.3
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, May 2, 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 : 11,672: 1,066 2,845 0 9,952 8,827 11,018 11,672: 654 0
Old : 11,672: 1,066 2,845 0 9,952 8,827 11,018 11,672: 654 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -225: -80 -260 0 -105 35 -185 -225: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 24.4 0.0 85.3 75.6 94.4 100.0: 5.6 0.0
Old : 100.0: 9.1 24.4 0.0 85.3 75.6 94.4 100.0: 5.6 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 : 20: 1 3 0 11 11 12 14:
Old : 20: 1 3 0 11 11 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 65.3 86.6 89.0 64.2 60.8 76.7 81.2
Old : 70.9 65.3 86.6 89.0 64.2 60.8 76.7 81.2
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, May 2, 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 : 25,478: 3,160 4,640 292 20,494 19,314 23,946 24,246: 1,532 1,232
Old : 25,478: 3,160 4,640 292 20,494 19,314 23,946 24,246: 1,532 1,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -478: -60 -54 -10 -288 -334 -358 -398: -120 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 18.2 1.1 80.4 75.8 94.0 95.2: 6.0 4.8
Old : 100.0: 12.4 18.2 1.1 80.4 75.8 94.0 95.2: 6.0 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 : 30: 2 3 3 21 20 25 24:
Old : 30: 2 3 3 21 20 25 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 : 50.7 55.3 72.8 77.3 49.3 49.2 63.6 61.8
Old : 50.7 55.3 72.8 77.3 49.3 49.2 63.6 61.8
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, May 2, 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 : 30,530: 4,110 140 560 24,451 29,584 29,121 30,284: 1,409 246
Old : 30,530: 4,110 140 560 24,451 29,584 29,121 30,284: 1,409 246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 3,558: -720 -20 -20 4,106 3,622 3,366 3,582: 192 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.5 1.8 80.1 96.9 95.4 99.2: 4.6 0.8
Old : 100.0: 13.5 0.5 1.8 80.1 96.9 95.4 99.2: 4.6 0.8
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 : 33: 2 1 3 27 26 30 29:
Old : 33: 2 1 3 27 26 30 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 : 48.7 46.6 67.1 70.1 29.0 33.3 40.1 43.2
Old : 48.7 46.6 67.1 70.1 29.0 33.3 40.1 43.2
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, May 2, 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 : 14,272: 540 384 1,120 11,704 12,088 13,364 13,592: 908 680
Old : 14,272: 540 384 1,120 11,704 12,088 13,364 13,592: 908 680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 864: 0 136 -12 1,268 720 1,256 844: -392 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 2.7 7.8 82.0 84.7 93.6 95.2: 6.4 4.8
Old : 100.0: 3.8 2.7 7.8 82.0 84.7 93.6 95.2: 6.4 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 : 21: 2 1 2 13 15 16 17:
Old : 21: 2 1 2 13 15 16 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 : 63.3 65.5 83.4 86.3 59.8 62.8 70.2 72.5
Old : 63.3 65.5 83.4 86.3 59.8 62.8 70.2 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, May 2, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,091,791: 216,298 122,204 241,419 566,318 654,404 1,024,035 1,018,027: 67,756 73,764
Old : 1,091,791: 216,298 122,204 241,419 566,318 654,404 1,024,035 1,018,027: 67,756 73,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 74,117: 18,087 -1,984 36,623 19,152 41,283 73,862 75,922: 255 -1,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 11.2 22.1 51.9 59.9 93.8 93.2: 6.2 6.8
Old : 100.0: 19.8 11.2 22.1 51.9 59.9 93.8 93.2: 6.2 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 : 330: 103 92 119 89 108 266 266:
Old : 330: 103 92 119 89 108 266 266:
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 : 17.9 17.7 28.4 28.5 13.3 10.5 18.8 16.6
Old : 17.9 17.7 28.4 28.5 13.3 10.5 18.8 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
Commitments of Traders - Futures Only, May 2, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500 BARRELS) :
: : :
All : 27,711: 17,452 18,393 290 0 585 17,742 19,268: 9,969 8,443
Old : 27,711: 17,452 18,393 290 0 585 17,742 19,268: 9,969 8,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 2,800: 2,772 4,072 290 0 196 3,062 4,558: -262 -1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 66.4 1.0 0.0 2.1 64.0 69.5: 36.0 30.5
Old : 100.0: 63.0 66.4 1.0 0.0 2.1 64.0 69.5: 36.0 30.5
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: 14 9 2 0 1 15 11:
Old : 24: 14 9 2 0 1 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 56.0 50.7 65.5 32.5 56.0 50.7 65.2
Old : 32.5 56.0 50.7 65.5 32.5 56.0 50.7 65.2
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, May 2, 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 : 18,339: 11,461 3,143 805 2,593 13,770 14,859 17,718: 3,480 621
Old : 18,339: 11,461 3,143 805 2,593 13,770 14,859 17,718: 3,480 621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 703: 923 165 -111 -50 648 762 702: -59 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 17.1 4.4 14.1 75.1 81.0 96.6: 19.0 3.4
Old : 100.0: 62.5 17.1 4.4 14.1 75.1 81.0 96.6: 19.0 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 : 140: 85 10 8 15 29 108 44:
Old : 140: 85 10 8 15 29 108 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 41.0 34.2 62.0 21.0 40.1 34.2 60.9
Old : 21.0 41.0 34.2 62.0 21.0 40.1 34.2 60.9
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, May 2, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 9,908: 5,581 1,064 0 1,526 7,680 7,107 8,744: 2,801 1,164
Old : 9,908: 5,581 1,064 0 1,526 7,680 7,107 8,744: 2,801 1,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 196: 159 100 0 -150 -27 9 73: 187 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 10.7 0.0 15.4 77.5 71.7 88.3: 28.3 11.7
Old : 100.0: 56.3 10.7 0.0 15.4 77.5 71.7 88.3: 28.3 11.7
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 : 67: 32 7 0 8 21 40 28:
Old : 67: 32 7 0 8 21 40 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 : 18.3 39.3 30.9 58.2 18.3 39.3 30.9 58.2
Old : 18.3 39.3 30.9 58.2 18.3 39.3 30.9 58.2
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, May 2, 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 : 109,525: 31,837 8,432 6,736 52,487 84,077 91,060 99,245: 18,465 10,280
Old : 109,525: 31,837 8,432 6,736 52,487 84,077 91,060 99,245: 18,465 10,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -15,968: 1,521 1,995 -1,671 -15,395 -15,676 -15,545 -15,352: -423 -616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 7.7 6.2 47.9 76.8 83.1 90.6: 16.9 9.4
Old : 100.0: 29.1 7.7 6.2 47.9 76.8 83.1 90.6: 16.9 9.4
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 : 139: 46 17 27 51 68 110 99:
Old : 139: 46 17 27 51 68 110 99:
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 : 26.6 24.0 38.3 36.9 23.4 18.8 32.2 28.1
Old : 26.6 24.0 38.3 36.9 23.4 18.8 32.2 28.1
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, May 2, 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 : 43,307: 6,892 0 1,801 32,620 38,898 41,313 40,699: 1,994 2,608
Old : 43,307: 6,892 0 1,801 32,620 38,898 41,313 40,699: 1,994 2,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 22: -24 -106 519 -207 -693 288 -280: -266 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.0 4.2 75.3 89.8 95.4 94.0: 4.6 6.0
Old : 100.0: 15.9 0.0 4.2 75.3 89.8 95.4 94.0: 4.6 6.0
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 : 44: 7 0 5 27 30 34 35:
Old : 44: 7 0 5 27 30 34 35:
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 : 47.8 41.4 64.4 57.2 33.6 23.8 40.2 32.0
Old : 47.8 41.4 64.4 57.2 33.6 23.8 40.2 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 5, 2006