NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, June 13, 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 : 5,478: 1,080 1,180 0 3,509 3,910 4,589 5,090: 889 388
Old : 5,478: 1,080 1,180 0 3,509 3,910 4,589 5,090: 889 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 125: 0 0 0 75 125 75 125: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 21.5 0.0 64.1 71.4 83.8 92.9: 16.2 7.1
Old : 100.0: 19.7 21.5 0.0 64.1 71.4 83.8 92.9: 16.2 7.1
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 : 26: 1 1 0 14 21 15 22:
Old : 26: 1 1 0 14 21 15 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 : 59.0 62.0 73.1 78.5 52.3 58.9 62.8 70.8
Old : 59.0 62.0 73.1 78.5 52.3 58.9 62.8 70.8
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, June 13, 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 : 170,425: 22,115 15,955 19,441 98,685 110,332 140,241 145,728: 30,184 24,697
Old : 170,425: 22,115 15,955 19,441 98,685 110,332 140,241 145,728: 30,184 24,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 5,052: -3,472 -13 -945 10,598 3,320 6,181 2,362: -1,129 2,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 9.4 11.4 57.9 64.7 82.3 85.5: 17.7 14.5
Old : 100.0: 13.0 9.4 11.4 57.9 64.7 82.3 85.5: 17.7 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 : 125: 31 21 27 58 61 103 99:
Old : 125: 31 21 27 58 61 103 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 : 21.9 27.0 35.1 38.0 17.2 18.0 25.2 23.5
Old : 21.9 27.0 35.1 38.0 17.2 18.0 25.2 23.5
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, June 13, 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 : 849,467: 96,536 87,377 332,574 349,076 392,802 778,186 812,753: 71,281 36,714
Old : 849,467: 96,536 87,377 332,574 349,076 392,802 778,186 812,753: 71,281 36,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 12,652: 6,172 -7,176 4,830 2,051 14,413 13,053 12,067: -401 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 10.3 39.2 41.1 46.2 91.6 95.7: 8.4 4.3
Old : 100.0: 11.4 10.3 39.2 41.1 46.2 91.6 95.7: 8.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 69 62 84 93 73 203 182:
Old : 230: 69 62 84 93 73 203 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 31.1 45.9 45.5 9.2 8.3 12.0 12.4
Old : 34.6 31.1 45.9 45.5 9.2 8.3 12.0 12.4
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, June 13, 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 : 71,933: 1,126 9,798 4,757 58,083 52,557 63,966 67,112: 7,967 4,821
Old : 71,933: 1,126 9,798 4,757 58,083 52,557 63,966 67,112: 7,967 4,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 2,783: 713 0 -522 1,910 3,396 2,101 2,874: 682 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 13.6 6.6 80.7 73.1 88.9 93.3: 11.1 6.7
Old : 100.0: 1.6 13.6 6.6 80.7 73.1 88.9 93.3: 11.1 6.7
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 : 25: 1 1 2 19 21 21 23:
Old : 25: 1 1 2 19 21 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 58.3 63.3 73.2 37.7 53.0 51.4 62.1
Old : 42.6 58.3 63.3 73.2 37.7 53.0 51.4 62.1
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, June 13, 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 : 56,936: 4,114 3,743 4,145 41,135 41,838 49,394 49,726: 7,542 7,210
Old : 56,936: 4,114 3,743 4,145 41,135 41,838 49,394 49,726: 7,542 7,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 1,168: 920 310 0 186 796 1,106 1,106: 62 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 6.6 7.3 72.2 73.5 86.8 87.3: 13.2 12.7
Old : 100.0: 7.2 6.6 7.3 72.2 73.5 86.8 87.3: 13.2 12.7
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: 3 2 3 21 17 26 20:
Old : 30: 3 2 3 21 17 26 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 : 38.4 42.2 54.7 62.5 33.9 31.5 44.2 46.2
Old : 38.4 42.2 54.7 62.5 33.9 31.5 44.2 46.2
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, June 13, 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 : 127,667: 9,970 0 0 105,237 114,191 115,207 114,191: 12,460 13,476
Old : 127,667: 9,970 0 0 105,237 114,191 115,207 114,191: 12,460 13,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -213: 2,572 -744 -615 -3,283 -869 -1,326 -2,228: 1,113 2,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.0 0.0 82.4 89.4 90.2 89.4: 9.8 10.6
Old : 100.0: 7.8 0.0 0.0 82.4 89.4 90.2 89.4: 9.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 0 0 24 24 27 24:
Old : 33: 3 0 0 24 24 27 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 : 39.9 46.6 61.1 68.9 38.7 37.9 54.2 54.4
Old : 39.9 46.6 61.1 68.9 38.7 37.9 54.2 54.4
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, June 13, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,037: 11,984 2,952 0 66,885 73,413 78,869 76,365: 6,168 8,672
Old : 85,037: 11,984 2,952 0 66,885 73,413 78,869 76,365: 6,168 8,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 4,625: 0 2,952 0 4,323 2,283 4,323 5,235: 302 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 3.5 0.0 78.7 86.3 92.7 89.8: 7.3 10.2
Old : 100.0: 14.1 3.5 0.0 78.7 86.3 92.7 89.8: 7.3 10.2
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 : 32: 1 1 0 21 24 22 25:
Old : 32: 1 1 0 21 24 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 44.0 69.3 61.4 42.2 43.1 60.6 57.5
Old : 47.1 44.0 69.3 61.4 42.2 43.1 60.6 57.5
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, June 13, 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 : 83,255: 1,044 12,457 3,735 74,611 60,405 79,390 76,597: 3,865 6,658
Old : 83,255: 1,044 12,457 3,735 74,611 60,405 79,390 76,597: 3,865 6,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 900: 0 -2,096 465 40 1,817 505 186: 395 714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 15.0 4.5 89.6 72.6 95.4 92.0: 4.6 8.0
Old : 100.0: 1.3 15.0 4.5 89.6 72.6 95.4 92.0: 4.6 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 4 2 17 16 20 20:
Old : 25: 1 4 2 17 16 20 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 : 61.4 44.9 80.0 71.0 52.8 37.3 63.5 55.1
Old : 61.4 44.9 80.0 71.0 52.8 37.3 63.5 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, June 13, 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 : 64,294: 7,877 10,336 2,110 49,735 45,208 59,722 57,654: 4,572 6,640
Old : 64,294: 7,877 10,336 2,110 49,735 45,208 59,722 57,654: 4,572 6,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 738: -62 0 0 800 436 738 436: 0 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 16.1 3.3 77.4 70.3 92.9 89.7: 7.1 10.3
Old : 100.0: 12.3 16.1 3.3 77.4 70.3 92.9 89.7: 7.1 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 4 3 20 21 24 26:
Old : 29: 2 4 3 20 21 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 43.2 71.6 63.1 47.0 39.4 61.8 57.2
Old : 52.4 43.2 71.6 63.1 47.0 39.4 61.8 57.2
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, June 13, 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 : 103,318: 0 2,331 4,955 87,253 87,743 92,208 95,029: 11,110 8,289
Old : 103,318: 0 2,331 4,955 87,253 87,743 92,208 95,029: 11,110 8,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 2,212: 0 -4,778 2,303 -1,414 4,508 889 2,033: 1,323 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 4.8 84.5 84.9 89.2 92.0: 10.8 8.0
Old : 100.0: 0.0 2.3 4.8 84.5 84.9 89.2 92.0: 10.8 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 : 37: 0 1 1 30 27 31 28:
Old : 37: 0 1 1 30 27 31 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 : 31.6 41.0 52.0 60.4 26.6 36.0 40.1 48.4
Old : 31.6 41.0 52.0 60.4 26.6 36.0 40.1 48.4
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, June 13, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,048: 3,279 5,696 317 32,694 33,894 36,290 39,907: 7,758 4,141
Old : 44,048: 3,279 5,696 317 32,694 33,894 36,290 39,907: 7,758 4,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 649: 0 1,067 -115 -178 -458 -293 494: 942 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 12.9 0.7 74.2 76.9 82.4 90.6: 17.6 9.4
Old : 100.0: 7.4 12.9 0.7 74.2 76.9 82.4 90.6: 17.6 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 : 23: 1 2 1 16 16 18 18:
Old : 23: 1 2 1 16 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 39.4 65.6 62.8 33.5 36.5 49.0 52.5
Old : 45.0 39.4 65.6 62.8 33.5 36.5 49.0 52.5
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, June 13, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 102,449: 9,474 0 1,488 80,694 93,312 91,656 94,800: 10,793 7,649
Old : 102,449: 9,474 0 1,488 80,694 93,312 91,656 94,800: 10,793 7,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 2,186: 3,076 0 0 -2,158 1,154 918 1,154: 1,268 1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 1.5 78.8 91.1 89.5 92.5: 10.5 7.5
Old : 100.0: 9.2 0.0 1.5 78.8 91.1 89.5 92.5: 10.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 1 25 26 27 27:
Old : 30: 2 0 1 25 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 : 41.4 43.5 61.8 63.1 19.5 25.5 32.4 36.1
Old : 41.4 43.5 61.8 63.1 19.5 25.5 32.4 36.1
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, June 13, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 82,010: 0 7,234 5,600 68,669 63,078 74,269 75,912: 7,741 6,098
Old : 82,010: 0 7,234 5,600 68,669 63,078 74,269 75,912: 7,741 6,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 2,757: 0 1,911 -794 3,551 1,489 2,757 2,606: 0 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.8 6.8 83.7 76.9 90.6 92.6: 9.4 7.4
Old : 100.0: 0.0 8.8 6.8 83.7 76.9 90.6 92.6: 9.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 3 2 27 24 29 27:
Old : 35: 0 3 2 27 24 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 27.7 61.2 49.2 30.5 22.1 44.2 40.3
Old : 40.8 27.7 61.2 49.2 30.5 22.1 44.2 40.3
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, June 13, 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 : 61,488: 0 85 4,902 45,640 46,844 50,542 51,831: 10,946 9,657
Old : 61,488: 0 85 4,902 45,640 46,844 50,542 51,831: 10,946 9,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 2,263: -4,119 85 2,526 4,904 -203 3,311 2,408: -1,048 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 8.0 74.2 76.2 82.2 84.3: 17.8 15.7
Old : 100.0: 0.0 0.1 8.0 74.2 76.2 82.2 84.3: 17.8 15.7
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 : 25: 0 1 1 17 19 18 20:
Old : 25: 0 1 1 17 19 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 : 47.1 43.4 63.8 65.4 43.6 43.4 56.6 57.9
Old : 47.1 43.4 63.8 65.4 43.6 43.4 56.6 57.9
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, June 13, 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 : 185,437: 1,627 18,884 11,798 164,170 149,334 177,595 180,016: 7,842 5,421
Old : 185,437: 1,627 18,884 11,798 164,170 149,334 177,595 180,016: 7,842 5,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 10,890: 0 1,517 5,504 5,295 3,262 10,799 10,283: 91 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 10.2 6.4 88.5 80.5 95.8 97.1: 4.2 2.9
Old : 100.0: 0.9 10.2 6.4 88.5 80.5 95.8 97.1: 4.2 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 : 41: 1 3 4 36 29 40 33:
Old : 41: 1 3 4 36 29 40 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 : 34.7 35.0 52.8 54.1 30.6 27.8 41.0 38.1
Old : 34.7 35.0 52.8 54.1 30.6 27.8 41.0 38.1
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, June 13, 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 : 86,815: 10,787 2,114 1,898 62,600 69,856 75,285 73,868: 11,530 12,947
Old : 86,815: 10,787 2,114 1,898 62,600 69,856 75,285 73,868: 11,530 12,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 2,343: 3,445 0 -919 -1,436 759 1,090 -160: 1,253 2,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 2.4 2.2 72.1 80.5 86.7 85.1: 13.3 14.9
Old : 100.0: 12.4 2.4 2.2 72.1 80.5 86.7 85.1: 13.3 14.9
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 : 31: 2 1 1 22 20 24 22:
Old : 31: 2 1 1 22 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 : 48.1 52.1 68.5 67.4 44.8 50.8 65.2 65.8
Old : 48.1 52.1 68.5 67.4 44.8 50.8 65.2 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, June 13, 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 : 66,087: 248 7,870 0 64,119 53,771 64,367 61,641: 1,720 4,446
Old : 66,087: 248 7,870 0 64,119 53,771 64,367 61,641: 1,720 4,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 806: 248 -868 0 558 248 806 -620: 0 1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 11.9 0.0 97.0 81.4 97.4 93.3: 2.6 6.7
Old : 100.0: 0.4 11.9 0.0 97.0 81.4 97.4 93.3: 2.6 6.7
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 : 25: 1 2 0 14 16 15 18:
Old : 25: 1 2 0 14 16 15 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 : 76.8 53.4 89.7 74.6 74.1 47.3 80.7 65.0
Old : 76.8 53.4 89.7 74.6 74.1 47.3 80.7 65.0
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, June 13, 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 : 268,186: 20,098 2,270 1,483 236,019 261,431 257,600 265,184: 10,586 3,002
Old : 268,186: 20,098 2,270 1,483 236,019 261,431 257,600 265,184: 10,586 3,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 1,502: -231 -124 -36 990 1,726 723 1,566: 779 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.8 0.6 88.0 97.5 96.1 98.9: 3.9 1.1
Old : 100.0: 7.5 0.8 0.6 88.0 97.5 96.1 98.9: 3.9 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: 5 2 4 40 44 47 48:
Old : 54: 5 2 4 40 44 47 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 35.3 54.8 54.7 30.4 32.3 42.8 46.2
Old : 38.5 35.3 54.8 54.7 30.4 32.3 42.8 46.2
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, June 13, 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 : 152,068: 13,628 3,798 4,768 124,811 136,108 143,207 144,674: 8,861 7,394
Old : 152,068: 13,628 3,798 4,768 124,811 136,108 143,207 144,674: 8,861 7,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 2,288: 558 0 -696 2,098 2,248 1,960 1,552: 328 736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 2.5 3.1 82.1 89.5 94.2 95.1: 5.8 4.9
Old : 100.0: 9.0 2.5 3.1 82.1 89.5 94.2 95.1: 5.8 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 2 3 35 33 39 36:
Old : 42: 2 2 3 35 33 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 : 33.6 55.0 53.0 71.5 27.6 51.9 41.8 64.9
Old : 33.6 55.0 53.0 71.5 27.6 51.9 41.8 64.9
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, June 13, 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 : 155,416: 8,844 1,770 3,411 133,630 136,911 145,885 142,092: 9,531 13,324
Old : 155,416: 8,844 1,770 3,411 133,630 136,911 145,885 142,092: 9,531 13,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 4,028: 957 -120 -207 3,581 4,114 4,331 3,787: -303 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 1.1 2.2 86.0 88.1 93.9 91.4: 6.1 8.6
Old : 100.0: 5.7 1.1 2.2 86.0 88.1 93.9 91.4: 6.1 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 2 2 37 33 39 36:
Old : 45: 1 2 2 37 33 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 : 31.0 50.6 52.1 62.8 28.3 44.8 47.8 55.1
Old : 31.0 50.6 52.1 62.8 28.3 44.8 47.8 55.1
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, June 13, 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 : 181,055: 15,704 37,027 9,200 149,400 125,027 174,304 171,254: 6,751 9,801
Old : 181,055: 15,704 37,027 9,200 149,400 125,027 174,304 171,254: 6,751 9,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 7,049: 968 2,090 -8 5,125 3,717 6,085 5,799: 964 1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 20.5 5.1 82.5 69.1 96.3 94.6: 3.7 5.4
Old : 100.0: 8.7 20.5 5.1 82.5 69.1 96.3 94.6: 3.7 5.4
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 : 45: 6 3 7 30 32 39 39:
Old : 45: 6 3 7 30 32 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 33.1 64.5 51.3 44.2 30.2 57.4 44.8
Old : 45.7 33.1 64.5 51.3 44.2 30.2 57.4 44.8
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, June 13, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,127: 0 2,565 370 56,009 47,365 56,379 50,300: 3,748 9,827
Old : 60,127: 0 2,565 370 56,009 47,365 56,379 50,300: 3,748 9,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 2,097: 0 821 0 3,819 1,886 3,819 2,707: -1,722 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.6 93.2 78.8 93.8 83.7: 6.2 16.3
Old : 100.0: 0.0 4.3 0.6 93.2 78.8 93.8 83.7: 6.2 16.3
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: 0 2 1 20 20 21 22:
Old : 28: 0 2 1 20 20 21 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 : 43.3 37.2 66.6 57.7 37.7 28.7 57.6 47.4
Old : 43.3 37.2 66.6 57.7 37.7 28.7 57.6 47.4
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, June 13, 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 : 2,567,649: 532,404 79,396 738,224 1,285,560 1,740,789 2,556,188 2,558,409: 11,461 9,240
Old : 2,567,649: 532,404 79,396 738,224 1,285,560 1,740,789 2,556,188 2,558,409: 11,461 9,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 24,963: -3,618 14,645 12,104 20,930 1,698 29,416 28,447: -4,453 -3,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 3.1 28.8 50.1 67.8 99.6 99.6: 0.4 0.4
Old : 100.0: 20.7 3.1 28.8 50.1 67.8 99.6 99.6: 0.4 0.4
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 : 145: 27 15 38 99 81 139 122:
Old : 145: 27 15 38 99 81 139 122:
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 : 38.7 36.9 52.4 52.8 16.6 20.1 23.3 25.5
Old : 38.7 36.9 52.4 52.8 16.6 20.1 23.3 25.5
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, June 13, 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 : 530,529: 69,791 54,378 163,136 295,395 311,379 528,322 528,893: 2,207 1,636
Old : 530,529: 69,791 54,378 163,136 295,395 311,379 528,322 528,893: 2,207 1,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 23,619: 7,495 14,692 5,219 12,620 5,518 25,334 25,429: -1,715 -1,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 10.2 30.7 55.7 58.7 99.6 99.7: 0.4 0.3
Old : 100.0: 13.2 10.2 30.7 55.7 58.7 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 16 12 22 33 31 58 56:
Old : 62: 16 12 22 33 31 58 56:
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 37.0 67.8 59.4 27.2 20.3 31.6 30.9
Old : 52.5 37.0 67.8 59.4 27.2 20.3 31.6 30.9
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, June 13, 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 : 52,832: 10,397 3,072 6,202 35,337 42,958 51,936 52,232: 896 600
Old : 52,832: 10,397 3,072 6,202 35,337 42,958 51,936 52,232: 896 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -367: -330 0 0 -138 -348 -468 -348: 101 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 5.8 11.7 66.9 81.3 98.3 98.9: 1.7 1.1
Old : 100.0: 19.7 5.8 11.7 66.9 81.3 98.3 98.9: 1.7 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 5 6 39 37 47 46:
Old : 54: 6 5 6 39 37 47 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 40.3 59.4 59.8 33.4 35.5 41.6 46.9
Old : 45.0 40.3 59.4 59.8 33.4 35.5 41.6 46.9
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, June 13, 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 : 24,717: 1,240 4,148 296 23,055 19,870 24,591 24,314: 126 403
Old : 24,717: 1,240 4,148 296 23,055 19,870 24,591 24,314: 126 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 252: 0 0 0 126 252 126 252: 126 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 16.8 1.2 93.3 80.4 99.5 98.4: 0.5 1.6
Old : 100.0: 5.0 16.8 1.2 93.3 80.4 99.5 98.4: 0.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 4 1 25 25 26 30:
Old : 38: 1 4 1 25 25 26 30:
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 : 54.9 50.0 73.8 70.9 47.8 48.5 62.3 62.5
Old : 54.9 50.0 73.8 70.9 47.8 48.5 62.3 62.5
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, June 13, 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 : 15,172: 3,053 512 0 12,119 14,660 15,172 15,172: 0 0
Old : 15,172: 3,053 512 0 12,119 14,660 15,172 15,172: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 40: 0 -86 0 126 212 126 126: -86 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 3.4 0.0 79.9 96.6 100.0 100.0: 0.0 0.0
Old : 100.0: 20.1 3.4 0.0 79.9 96.6 100.0 100.0: 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 : 28: 3 1 0 17 17 20 18:
Old : 28: 3 1 0 17 17 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 56.4 74.3 79.0 41.8 38.3 54.5 51.6
Old : 55.6 56.4 74.3 79.0 41.8 38.3 54.5 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders - Futures Only, June 13, 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 : 14,340: 1,020 2,433 0 12,770 11,844 13,790 14,277: 550 63
Old : 14,340: 1,020 2,433 0 12,770 11,844 13,790 14,277: 550 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 235: 0 178 0 172 172 172 350: 63 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 17.0 0.0 89.1 82.6 96.2 99.6: 3.8 0.4
Old : 100.0: 7.1 17.0 0.0 89.1 82.6 96.2 99.6: 3.8 0.4
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 : 22: 1 3 0 13 11 14 14:
Old : 22: 1 3 0 13 11 14 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 : 72.6 66.7 87.3 89.7 69.4 64.7 79.4 80.7
Old : 72.6 66.7 87.3 89.7 69.4 64.7 79.4 80.7
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, June 13, 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 : 24,320: 2,980 4,706 346 20,604 18,988 23,930 24,040: 390 280
Old : 24,320: 2,980 4,706 346 20,604 18,988 23,930 24,040: 390 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 32: 0 0 0 32 32 32 32: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 19.4 1.4 84.7 78.1 98.4 98.8: 1.6 1.2
Old : 100.0: 12.3 19.4 1.4 84.7 78.1 98.4 98.8: 1.6 1.2
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 : 33: 2 3 3 21 21 25 25:
Old : 33: 2 3 3 21 21 25 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 : 53.4 55.3 75.8 77.7 51.4 50.6 66.6 61.8
Old : 53.4 55.3 75.8 77.7 51.4 50.6 66.6 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, June 13, 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 : 27,420: 3,240 140 440 22,179 26,434 25,859 27,014: 1,561 406
Old : 27,420: 3,240 140 440 22,179 26,434 25,859 27,014: 1,561 406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -102: -80 0 0 60 -110 -20 -110: -82 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 0.5 1.6 80.9 96.4 94.3 98.5: 5.7 1.5
Old : 100.0: 11.8 0.5 1.6 80.9 96.4 94.3 98.5: 5.7 1.5
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 : 31: 2 1 2 23 25 26 27:
Old : 31: 2 1 2 23 25 26 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 : 45.8 45.8 65.6 71.8 31.7 38.5 44.3 53.4
Old : 45.8 45.8 65.6 71.8 31.7 38.5 44.3 53.4
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, June 13, 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 : 13,582: 460 380 1,096 11,332 11,666 12,888 13,142: 694 440
Old : 13,582: 460 380 1,096 11,332 11,666 12,888 13,142: 694 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 2.8 8.1 83.4 85.9 94.9 96.8: 5.1 3.2
Old : 100.0: 3.4 2.8 8.1 83.4 85.9 94.9 96.8: 5.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 1 14 14 16 16:
Old : 21: 1 2 1 14 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 66.7 84.7 89.7 61.7 63.3 70.9 72.1
Old : 65.8 66.7 84.7 89.7 61.7 63.3 70.9 72.1
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, June 13, 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 : 1,044,276: 173,067 135,515 220,553 597,343 621,997 990,963 978,065: 53,313 66,211
Old : 1,044,276: 173,067 135,515 220,553 597,343 621,997 990,963 978,065: 53,313 66,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 144: -6,746 -418 -3,630 21,757 9,010 11,381 4,962: -11,237 -4,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 13.0 21.1 57.2 59.6 94.9 93.7: 5.1 6.3
Old : 100.0: 16.6 13.0 21.1 57.2 59.6 94.9 93.7: 5.1 6.3
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 : 300: 94 89 112 86 94 248 239:
Old : 300: 94 89 112 86 94 248 239:
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 : 20.3 19.2 32.8 30.1 13.9 9.2 19.9 14.8
Old : 20.3 19.2 32.8 30.1 13.9 9.2 19.9 14.8
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, June 13, 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 : 22,377: 12,025 12,624 2,122 0 0 14,147 14,746: 8,230 7,631
Old : 22,377: 12,025 12,624 2,122 0 0 14,147 14,746: 8,230 7,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 2,266: 254 1,505 2,122 0 -1,032 2,376 2,595: -110 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 56.4 9.5 0.0 0.0 63.2 65.9: 36.8 34.1
Old : 100.0: 53.7 56.4 9.5 0.0 0.0 63.2 65.9: 36.8 34.1
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 : 27: 17 10 10 0 0 22 15:
Old : 27: 17 10 10 0 0 22 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 : 23.7 49.4 36.7 59.2 23.6 45.9 36.5 53.8
Old : 23.7 49.4 36.7 59.2 23.6 45.9 36.5 53.8
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, June 13, 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 : 14,355: 7,810 2,215 788 2,678 10,427 11,276 13,430: 3,079 925
Old : 14,355: 7,810 2,215 788 2,678 10,427 11,276 13,430: 3,079 925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -1,159: -1,208 -85 -182 77 -1,255 -1,313 -1,522: 154 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 15.4 5.5 18.7 72.6 78.6 93.6: 21.4 6.4
Old : 100.0: 54.4 15.4 5.5 18.7 72.6 78.6 93.6: 21.4 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 56 9 7 20 23 81 36:
Old : 104: 56 9 7 20 23 81 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 : 29.4 37.3 38.0 60.3 28.7 36.4 37.3 58.3
Old : 29.4 37.3 38.0 60.3 28.7 36.4 37.3 58.3
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, June 13, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 8,614: 3,619 3,164 0 2,491 4,045 6,110 7,209: 2,504 1,405
Old : 8,614: 3,619 3,164 0 2,491 4,045 6,110 7,209: 2,504 1,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -291: -460 966 -72 310 -1,446 -222 -552: -69 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 36.7 0.0 28.9 47.0 70.9 83.7: 29.1 16.3
Old : 100.0: 42.0 36.7 0.0 28.9 47.0 70.9 83.7: 29.1 16.3
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 : 51: 21 4 0 14 18 35 22:
Old : 51: 21 4 0 14 18 35 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 : 18.0 43.5 31.8 61.4 18.0 43.5 31.8 61.4
Old : 18.0 43.5 31.8 61.4 18.0 43.5 31.8 61.4
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, June 13, 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 : 91,171: 18,076 7,343 7,333 51,578 67,018 76,987 81,694: 14,184 9,477
Old : 91,171: 18,076 7,343 7,333 51,578 67,018 76,987 81,694: 14,184 9,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -903: -4,494 137 1,802 2,963 -3,011 271 -1,072: -1,174 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 8.1 8.0 56.6 73.5 84.4 89.6: 15.6 10.4
Old : 100.0: 19.8 8.1 8.0 56.6 73.5 84.4 89.6: 15.6 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 : 134: 40 17 27 49 66 103 100:
Old : 134: 40 17 27 49 66 103 100:
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 : 26.7 19.9 39.1 34.8 23.1 19.1 32.3 31.7
Old : 26.7 19.9 39.1 34.8 23.1 19.1 32.3 31.7
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, June 13, 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 : 48,232: 8,772 0 2,464 32,860 41,857 44,096 44,321: 4,136 3,911
Old : 48,232: 8,772 0 2,464 32,860 41,857 44,096 44,321: 4,136 3,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 2,225: 1,115 -226 -627 456 1,888 944 1,035: 1,281 1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 0.0 5.1 68.1 86.8 91.4 91.9: 8.6 8.1
Old : 100.0: 18.2 0.0 5.1 68.1 86.8 91.4 91.9: 8.6 8.1
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 : 51: 7 0 6 29 36 38 42:
Old : 51: 7 0 6 29 36 38 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 35.5 60.6 50.9 29.9 19.7 37.7 29.8
Old : 44.5 35.5 60.6 50.9 29.9 19.7 37.7 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 16, 2006