NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, June 20, 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 : 5,753: 1,080 1,180 0 3,977 4,185 5,057 5,365: 696 388
Old : 5,753: 1,080 1,180 0 3,977 4,185 5,057 5,365: 696 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 275: 0 0 0 468 275 468 275: -193 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 20.5 0.0 69.1 72.7 87.9 93.3: 12.1 6.7
Old : 100.0: 18.8 20.5 0.0 69.1 72.7 87.9 93.3: 12.1 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 : 27: 1 1 0 16 21 17 22:
Old : 27: 1 1 0 16 21 17 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 : 59.3 59.0 72.7 74.9 52.9 56.1 62.9 68.3
Old : 59.3 59.0 72.7 74.9 52.9 56.1 62.9 68.3
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, June 20, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 169,533: 23,187 15,640 19,258 98,105 110,013 140,550 144,911: 28,983 24,622
Old : 169,533: 23,187 15,640 19,258 98,105 110,013 140,550 144,911: 28,983 24,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -892: 1,072 -315 -183 -580 -319 309 -817: -1,201 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 9.2 11.4 57.9 64.9 82.9 85.5: 17.1 14.5
Old : 100.0: 13.7 9.2 11.4 57.9 64.9 82.9 85.5: 17.1 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 : 129: 33 22 29 64 65 111 105:
Old : 129: 33 22 29 64 65 111 105:
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 25.4 34.0 36.5 17.6 18.0 25.7 23.7
Old : 21.9 25.4 34.0 36.5 17.6 18.0 25.7 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, June 20, 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 : 865,701: 88,134 72,315 351,219 349,378 402,866 788,731 826,400: 76,970 39,301
Old : 865,701: 88,134 72,315 351,219 349,378 402,866 788,731 826,400: 76,970 39,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 16,234: -8,402 -15,062 18,645 302 10,064 10,545 13,647: 5,689 2,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 8.4 40.6 40.4 46.5 91.1 95.5: 8.9 4.5
Old : 100.0: 10.2 8.4 40.6 40.4 46.5 91.1 95.5: 8.9 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 73 50 82 91 73 204 172:
Old : 223: 73 50 82 91 73 204 172:
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 : 34.8 31.9 46.7 46.8 8.6 8.9 11.3 12.7
Old : 34.8 31.9 46.7 46.8 8.6 8.9 11.3 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, June 20, 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 : 73,347: 1,806 8,892 5,799 57,867 53,927 65,472 68,618: 7,875 4,729
Old : 73,347: 1,806 8,892 5,799 57,867 53,927 65,472 68,618: 7,875 4,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 1,414: 680 -906 1,042 -216 1,370 1,506 1,506: -92 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 12.1 7.9 78.9 73.5 89.3 93.6: 10.7 6.4
Old : 100.0: 2.5 12.1 7.9 78.9 73.5 89.3 93.6: 10.7 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 : 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 : 40.2 57.2 62.0 73.1 34.5 50.7 47.5 58.7
Old : 40.2 57.2 62.0 73.1 34.5 50.7 47.5 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, June 20, 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 : 56,427: 4,145 3,653 3,853 41,073 41,804 49,071 49,310: 7,356 7,117
Old : 56,427: 4,145 3,653 3,853 41,073 41,804 49,071 49,310: 7,356 7,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -509: 31 -90 -292 -62 -34 -323 -416: -186 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.5 6.8 72.8 74.1 87.0 87.4: 13.0 12.6
Old : 100.0: 7.3 6.5 6.8 72.8 74.1 87.0 87.4: 13.0 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 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 : 38.1 40.8 54.7 62.5 34.1 31.6 44.5 46.7
Old : 38.1 40.8 54.7 62.5 34.1 31.6 44.5 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, June 20, 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 : 129,141: 8,730 0 0 107,678 115,610 116,408 115,610: 12,733 13,531
Old : 129,141: 8,730 0 0 107,678 115,610 116,408 115,610: 12,733 13,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 1,474: -1,240 0 0 2,441 1,419 1,201 1,419: 273 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 0.0 83.4 89.5 90.1 89.5: 9.9 10.5
Old : 100.0: 6.8 0.0 0.0 83.4 89.5 90.1 89.5: 9.9 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 : 33: 3 0 0 26 24 29 24:
Old : 33: 3 0 0 26 24 29 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 47.1 60.9 68.1 38.5 38.6 54.0 54.3
Old : 39.9 47.1 60.9 68.1 38.5 38.6 54.0 54.3
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 20, 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 : 85,955: 11,984 2,952 0 67,863 74,331 79,847 77,283: 6,108 8,672
Old : 85,955: 11,984 2,952 0 67,863 74,331 79,847 77,283: 6,108 8,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 918: 0 0 0 978 918 978 918: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 3.4 0.0 79.0 86.5 92.9 89.9: 7.1 10.1
Old : 100.0: 13.9 3.4 0.0 79.0 86.5 92.9 89.9: 7.1 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 0 22 24 23 25:
Old : 33: 1 1 0 22 24 23 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 : 45.3 44.2 68.0 61.8 42.0 43.6 58.8 57.9
Old : 45.3 44.2 68.0 61.8 42.0 43.6 58.8 57.9
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, June 20, 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 : 84,911: 1,044 14,594 2,233 76,820 61,340 80,097 78,167: 4,814 6,744
Old : 84,911: 1,044 14,594 2,233 76,820 61,340 80,097 78,167: 4,814 6,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 1,656: 0 2,137 -1,502 2,209 935 707 1,570: 949 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 17.2 2.6 90.5 72.2 94.3 92.1: 5.7 7.9
Old : 100.0: 1.2 17.2 2.6 90.5 72.2 94.3 92.1: 5.7 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 5 2 17 16 20 21:
Old : 26: 1 5 2 17 16 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 : 63.1 45.6 80.6 70.4 53.5 40.3 64.8 57.6
Old : 63.1 45.6 80.6 70.4 53.5 40.3 64.8 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, June 20, 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 : 65,531: 6,705 10,336 2,716 51,538 45,839 60,959 58,891: 4,572 6,640
Old : 65,531: 6,705 10,336 2,716 51,538 45,839 60,959 58,891: 4,572 6,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 1,237: -1,172 0 606 1,803 631 1,237 1,237: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 15.8 4.1 78.6 70.0 93.0 89.9: 7.0 10.1
Old : 100.0: 10.2 15.8 4.1 78.6 70.0 93.0 89.9: 7.0 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 4 3 21 21 25 26:
Old : 29: 2 4 3 21 21 25 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 : 52.7 42.8 71.5 62.4 46.2 39.1 60.8 56.7
Old : 52.7 42.8 71.5 62.4 46.2 39.1 60.8 56.7
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 20, 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 : 108,831: 248 1,682 4,848 93,070 94,343 98,166 100,873: 10,665 7,958
Old : 108,831: 248 1,682 4,848 93,070 94,343 98,166 100,873: 10,665 7,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 5,513: 248 -649 -107 5,817 6,600 5,958 5,844: -445 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.5 4.5 85.5 86.7 90.2 92.7: 9.8 7.3
Old : 100.0: 0.2 1.5 4.5 85.5 86.7 90.2 92.7: 9.8 7.3
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 : 39: 1 1 1 32 28 34 29:
Old : 39: 1 1 1 32 28 34 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 : 32.3 38.0 53.7 56.5 25.7 32.0 39.1 42.5
Old : 32.3 38.0 53.7 56.5 25.7 32.0 39.1 42.5
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 20, 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 : 44,770: 2,851 6,064 615 31,465 33,551 34,931 40,230: 9,839 4,540
Old : 44,770: 2,851 6,064 615 31,465 33,551 34,931 40,230: 9,839 4,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 722: -428 368 298 -1,229 -343 -1,359 323: 2,081 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 13.5 1.4 70.3 74.9 78.0 89.9: 22.0 10.1
Old : 100.0: 6.4 13.5 1.4 70.3 74.9 78.0 89.9: 22.0 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 2 15 16 17 18:
Old : 21: 1 1 2 15 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 40.3 64.6 62.9 31.6 36.3 42.1 52.0
Old : 44.2 40.3 64.6 62.9 31.6 36.3 42.1 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, June 20, 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 : 67,433: 0 10,579 1,537 55,344 46,340 56,881 58,456: 10,552 8,977
Old : 67,433: 0 10,579 1,537 55,344 46,340 56,881 58,456: 10,552 8,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.7 2.3 82.1 68.7 84.4 86.7: 15.6 13.3
Old : 100.0: 0.0 15.7 2.3 82.1 68.7 84.4 86.7: 15.6 13.3
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 : 20: 0 1 1 16 16 17 17:
Old : 20: 0 1 1 16 16 17 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 : 50.9 65.7 72.3 80.1 47.2 62.9 63.4 70.1
Old : 50.9 65.7 72.3 80.1 47.2 62.9 63.4 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, June 20, 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 : 46,634: 0 6,662 2,315 38,235 31,462 40,550 40,439: 6,084 6,195
Old : 46,634: 0 6,662 2,315 38,235 31,462 40,550 40,439: 6,084 6,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.3 5.0 82.0 67.5 87.0 86.7: 13.0 13.3
Old : 100.0: 0.0 14.3 5.0 82.0 67.5 87.0 86.7: 13.0 13.3
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 : 21: 0 3 1 14 11 15 14:
Old : 21: 0 3 1 14 11 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 55.1 72.2 74.4 44.3 38.6 56.9 49.9
Old : 51.9 55.1 72.2 74.4 44.3 38.6 56.9 49.9
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 20, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 101,845: 9,474 0 1,488 79,956 93,427 90,918 94,915: 10,927 6,930
Old : 101,845: 9,474 0 1,488 79,956 93,427 90,918 94,915: 10,927 6,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -604: 0 0 0 -738 115 -738 115: 134 -719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.0 1.5 78.5 91.7 89.3 93.2: 10.7 6.8
Old : 100.0: 9.3 0.0 1.5 78.5 91.7 89.3 93.2: 10.7 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 : 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 : 42.2 40.9 61.8 60.5 19.2 26.1 32.4 36.8
Old : 42.2 40.9 61.8 60.5 19.2 26.1 32.4 36.8
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 20, 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 : 81,951: 0 9,609 4,007 69,953 61,970 73,960 75,586: 7,991 6,365
Old : 81,951: 0 9,609 4,007 69,953 61,970 73,960 75,586: 7,991 6,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -59: 0 2,375 -1,593 1,284 -1,108 -309 -326: 250 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.7 4.9 85.4 75.6 90.2 92.2: 9.8 7.8
Old : 100.0: 0.0 11.7 4.9 85.4 75.6 90.2 92.2: 9.8 7.8
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 : 34: 0 3 2 27 24 29 27:
Old : 34: 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 : 40.5 29.6 59.6 50.6 28.9 21.8 42.9 39.9
Old : 40.5 29.6 59.6 50.6 28.9 21.8 42.9 39.9
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 20, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,438: 1,289 0 4,357 45,818 48,416 51,464 52,773: 10,974 9,665
Old : 62,438: 1,289 0 4,357 45,818 48,416 51,464 52,773: 10,974 9,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 950: 1,289 -85 -545 178 1,572 922 942: 28 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 7.0 73.4 77.5 82.4 84.5: 17.6 15.5
Old : 100.0: 2.1 0.0 7.0 73.4 77.5 82.4 84.5: 17.6 15.5
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 : 25: 1 0 1 17 19 18 20:
Old : 25: 1 0 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 : 47.0 43.3 65.4 64.1 41.9 43.3 54.7 57.7
Old : 47.0 43.3 65.4 64.1 41.9 43.3 54.7 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders - Futures Only, June 20, 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 : 46,269: 806 7,370 0 43,801 38,372 44,607 45,742: 1,662 527
Old : 46,269: 806 7,370 0 43,801 38,372 44,607 45,742: 1,662 527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 15.9 0.0 94.7 82.9 96.4 98.9: 3.6 1.1
Old : 100.0: 1.7 15.9 0.0 94.7 82.9 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 : 24: 2 3 0 10 14 12 17:
Old : 24: 2 3 0 10 14 12 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 : 77.0 55.4 92.5 84.1 57.4 40.5 63.7 59.9
Old : 77.0 55.4 92.5 84.1 57.4 40.5 63.7 59.9
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 20, 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 : 189,154: 1,627 14,696 13,127 165,653 156,170 180,407 183,993: 8,747 5,161
Old : 189,154: 1,627 14,696 13,127 165,653 156,170 180,407 183,993: 8,747 5,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 3,717: 0 -4,188 1,329 1,483 6,836 2,812 3,977: 905 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 7.8 6.9 87.6 82.6 95.4 97.3: 4.6 2.7
Old : 100.0: 0.9 7.8 6.9 87.6 82.6 95.4 97.3: 4.6 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 3 4 36 30 40 34:
Old : 41: 1 3 4 36 30 40 34:
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 : 34.5 35.9 52.3 54.1 30.2 28.5 40.3 37.1
Old : 34.5 35.9 52.3 54.1 30.2 28.5 40.3 37.1
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 20, 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 : 88,670: 9,770 3,020 2,111 65,168 70,195 77,049 75,326: 11,621 13,344
Old : 88,670: 9,770 3,020 2,111 65,168 70,195 77,049 75,326: 11,621 13,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 1,855: -1,017 906 213 2,568 339 1,764 1,458: 91 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 3.4 2.4 73.5 79.2 86.9 85.0: 13.1 15.0
Old : 100.0: 11.0 3.4 2.4 73.5 79.2 86.9 85.0: 13.1 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 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 : 43.6 50.9 63.4 66.8 40.8 49.9 59.8 64.5
Old : 43.6 50.9 63.4 66.8 40.8 49.9 59.8 64.5
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 20, 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 : 67,019: 806 10,598 0 65,202 53,095 66,008 63,693: 1,011 3,326
Old : 67,019: 806 10,598 0 65,202 53,095 66,008 63,693: 1,011 3,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 932: 558 2,728 0 1,083 -676 1,641 2,052: -709 -1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 15.8 0.0 97.3 79.2 98.5 95.0: 1.5 5.0
Old : 100.0: 1.2 15.8 0.0 97.3 79.2 98.5 95.0: 1.5 5.0
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 : 29: 2 3 0 16 17 18 20:
Old : 29: 2 3 0 16 17 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 : 75.2 54.6 88.8 76.0 72.5 48.3 80.1 66.3
Old : 75.2 54.6 88.8 76.0 72.5 48.3 80.1 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, June 20, 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 : 269,061: 20,194 2,204 1,675 236,628 261,960 258,497 265,839: 10,564 3,222
Old : 269,061: 20,194 2,204 1,675 236,628 261,960 258,497 265,839: 10,564 3,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 875: 96 -66 192 609 529 897 655: -22 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.8 0.6 87.9 97.4 96.1 98.8: 3.9 1.2
Old : 100.0: 7.5 0.8 0.6 87.9 97.4 96.1 98.8: 3.9 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 : 54: 5 1 3 41 44 47 47:
Old : 54: 5 1 3 41 44 47 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 : 37.3 35.3 53.6 54.7 29.3 32.0 41.5 44.4
Old : 37.3 35.3 53.6 54.7 29.3 32.0 41.5 44.4
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 20, 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 : 156,194: 15,226 2,966 5,714 125,629 140,244 146,569 148,924: 9,625 7,270
Old : 156,194: 15,226 2,966 5,714 125,629 140,244 146,569 148,924: 9,625 7,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 4,126: 1,598 -832 946 818 4,136 3,362 4,250: 764 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 1.9 3.7 80.4 89.8 93.8 95.3: 6.2 4.7
Old : 100.0: 9.7 1.9 3.7 80.4 89.8 93.8 95.3: 6.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 2 3 35 32 39 36:
Old : 42: 3 2 3 35 32 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 53.8 51.3 70.8 26.6 51.1 40.2 63.8
Old : 31.8 53.8 51.3 70.8 26.6 51.1 40.2 63.8
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 20, 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 : 159,776: 10,871 2,018 3,458 134,999 140,026 149,328 145,502: 10,448 14,274
Old : 159,776: 10,871 2,018 3,458 134,999 140,026 149,328 145,502: 10,448 14,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 4,360: 2,027 248 47 1,369 3,115 3,443 3,410: 917 950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.3 2.2 84.5 87.6 93.5 91.1: 6.5 8.9
Old : 100.0: 6.8 1.3 2.2 84.5 87.6 93.5 91.1: 6.5 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 30.2 51.0 50.8 62.2 27.6 45.0 46.2 54.7
Old : 30.2 51.0 50.8 62.2 27.6 45.0 46.2 54.7
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 20, 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 : 182,984: 14,415 32,950 11,126 151,164 130,332 176,705 174,408: 6,279 8,576
Old : 182,984: 14,415 32,950 11,126 151,164 130,332 176,705 174,408: 6,279 8,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 1,929: -1,289 -4,077 1,926 1,764 5,305 2,401 3,154: -472 -1,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 18.0 6.1 82.6 71.2 96.6 95.3: 3.4 4.7
Old : 100.0: 7.9 18.0 6.1 82.6 71.2 96.6 95.3: 3.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 3 7 31 34 39 41:
Old : 46: 5 3 7 31 34 39 41:
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 : 46.7 31.9 65.0 49.7 45.4 28.6 57.4 43.9
Old : 46.7 31.9 65.0 49.7 45.4 28.6 57.4 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, June 20, 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 : 61,098: 0 3,313 370 57,199 47,108 57,569 50,791: 3,529 10,307
Old : 61,098: 0 3,313 370 57,199 47,108 57,569 50,791: 3,529 10,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 971: 0 748 0 1,190 -257 1,190 491: -219 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 0.6 93.6 77.1 94.2 83.1: 5.8 16.9
Old : 100.0: 0.0 5.4 0.6 93.6 77.1 94.2 83.1: 5.8 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 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 : 42.7 36.7 67.3 57.7 37.2 28.3 56.1 45.8
Old : 42.7 36.7 67.3 57.7 37.2 28.3 56.1 45.8
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 20, 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 : 2,608,690: 547,816 80,318 735,601 1,311,639 1,782,326 2,595,056 2,598,245: 13,634 10,445
Old : 2,608,690: 547,816 80,318 735,601 1,311,639 1,782,326 2,595,056 2,598,245: 13,634 10,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 41,041: 15,412 922 -2,623 26,079 41,537 38,868 39,836: 2,173 1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 3.1 28.2 50.3 68.3 99.5 99.6: 0.5 0.4
Old : 100.0: 21.0 3.1 28.2 50.3 68.3 99.5 99.6: 0.5 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 : 147: 25 16 39 102 84 142 125:
Old : 147: 25 16 39 102 84 142 125:
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 : 38.3 36.0 52.2 51.9 17.1 19.9 23.9 25.7
Old : 38.3 36.0 52.2 51.9 17.1 19.9 23.9 25.7
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 20, 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 : 569,323: 77,715 69,756 163,373 324,385 333,445 565,473 566,574: 3,850 2,749
Old : 569,323: 77,715 69,756 163,373 324,385 333,445 565,473 566,574: 3,850 2,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 38,794: 7,924 15,378 237 28,990 22,066 37,151 37,681: 1,643 1,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 12.3 28.7 57.0 58.6 99.3 99.5: 0.7 0.5
Old : 100.0: 13.7 12.3 28.7 57.0 58.6 99.3 99.5: 0.7 0.5
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 : 66: 17 15 22 33 31 61 57:
Old : 66: 17 15 22 33 31 61 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 37.4 67.5 61.5 27.2 21.9 31.3 32.8
Old : 52.6 37.4 67.5 61.5 27.2 21.9 31.3 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, June 20, 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 : 54,152: 10,437 3,072 6,762 36,185 43,738 53,384 53,572: 768 580
Old : 54,152: 10,437 3,072 6,762 36,185 43,738 53,384 53,572: 768 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 1,320: 40 0 560 848 780 1,448 1,340: -128 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 5.7 12.5 66.8 80.8 98.6 98.9: 1.4 1.1
Old : 100.0: 19.3 5.7 12.5 66.8 80.8 98.6 98.9: 1.4 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 : 55: 6 5 7 40 38 48 48:
Old : 55: 6 5 7 40 38 48 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 : 45.2 40.4 59.2 59.6 32.7 34.6 40.4 45.8
Old : 45.2 40.4 59.2 59.6 32.7 34.6 40.4 45.8
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 20, 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 : 27,777: 1,240 4,148 296 26,115 22,930 27,651 27,374: 126 403
Old : 27,777: 1,240 4,148 296 26,115 22,930 27,651 27,374: 126 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 3,060: 0 0 0 3,060 3,060 3,060 3,060: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 14.9 1.1 94.0 82.6 99.5 98.5: 0.5 1.5
Old : 100.0: 4.5 14.9 1.1 94.0 82.6 99.5 98.5: 0.5 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 : 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 : 59.1 55.5 76.7 74.1 52.6 54.1 64.6 66.2
Old : 59.1 55.5 76.7 74.1 52.6 54.1 64.6 66.2
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 20, 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 : 17,419: 2,377 512 0 15,042 16,907 17,419 17,419: 0 0
Old : 17,419: 2,377 512 0 15,042 16,907 17,419 17,419: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 2,247: -676 0 0 2,923 2,247 2,247 2,247: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 2.9 0.0 86.4 97.1 100.0 100.0: 0.0 0.0
Old : 100.0: 13.6 2.9 0.0 86.4 97.1 100.0 100.0: 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 : 27: 3 1 0 17 16 20 17:
Old : 27: 3 1 0 17 16 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 63.3 77.4 83.1 48.6 48.0 59.6 59.5
Old : 60.7 63.3 77.4 83.1 48.6 48.0 59.6 59.5
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 20, 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 : 14,357: 1,020 2,267 0 12,787 12,027 13,807 14,294: 550 63
Old : 14,357: 1,020 2,267 0 12,787 12,027 13,807 14,294: 550 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 17: 0 -166 0 17 183 17 17: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 15.8 0.0 89.1 83.8 96.2 99.6: 3.8 0.4
Old : 100.0: 7.1 15.8 0.0 89.1 83.8 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 : 72.9 66.2 87.6 89.7 69.1 62.1 79.1 80.4
Old : 72.9 66.2 87.6 89.7 69.1 62.1 79.1 80.4
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 20, 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 : 24,424: 2,940 4,706 386 20,644 19,012 23,970 24,104: 454 320
Old : 24,424: 2,940 4,706 386 20,644 19,012 23,970 24,104: 454 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 104: -40 0 40 40 24 40 64: 64 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 19.3 1.6 84.5 77.8 98.1 98.7: 1.9 1.3
Old : 100.0: 12.0 19.3 1.6 84.5 77.8 98.1 98.7: 1.9 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 : 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 : 53.1 55.4 75.4 77.4 50.9 50.6 66.1 61.6
Old : 53.1 55.4 75.4 77.4 50.9 50.6 66.1 61.6
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 20, 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 : 27,520: 3,240 140 440 22,279 26,514 25,959 27,094: 1,561 426
Old : 27,520: 3,240 140 440 22,279 26,514 25,959 27,094: 1,561 426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 100: 0 0 0 100 80 100 80: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 0.5 1.6 81.0 96.3 94.3 98.5: 5.7 1.5
Old : 100.0: 11.8 0.5 1.6 81.0 96.3 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 : 32: 2 1 2 23 26 26 28:
Old : 32: 2 1 2 23 26 26 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 : 45.7 45.6 65.5 71.9 32.4 38.4 44.6 53.2
Old : 45.7 45.6 65.5 71.9 32.4 38.4 44.6 53.2
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, June 20, 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 : 13,342: 460 380 1,096 11,092 11,426 12,648 12,902: 694 440
Old : 13,342: 460 380 1,096 11,092 11,426 12,648 12,902: 694 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -240: 0 0 0 -240 -240 -240 -240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 2.8 8.2 83.1 85.6 94.8 96.7: 5.2 3.3
Old : 100.0: 3.4 2.8 8.2 83.1 85.6 94.8 96.7: 5.2 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 : 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 : 67.0 67.9 84.6 89.5 62.8 62.7 72.2 72.8
Old : 67.0 67.9 84.6 89.5 62.8 62.7 72.2 72.8
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 20, 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 : 968,619: 161,715 134,969 191,966 563,221 576,325 916,902 903,260: 51,717 65,359
Old : 968,619: 161,715 134,969 191,966 563,221 576,325 916,902 903,260: 51,717 65,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -75,657: -11,352 -546 -28,587 -34,122 -45,672 -74,061 -74,805: -1,596 -852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 13.9 19.8 58.1 59.5 94.7 93.3: 5.3 6.7
Old : 100.0: 16.7 13.9 19.8 58.1 59.5 94.7 93.3: 5.3 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 : 284: 81 91 99 77 90 221 228:
Old : 284: 81 91 99 77 90 221 228:
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 : 21.6 18.9 35.6 30.2 14.4 10.1 20.3 16.1
Old : 21.6 18.9 35.6 30.2 14.4 10.1 20.3 16.1
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 20, 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 : 13,681: 7,370 2,008 685 2,891 9,885 10,946 12,578: 2,735 1,103
Old : 13,681: 7,370 2,008 685 2,891 9,885 10,946 12,578: 2,735 1,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -674: -440 -207 -103 213 -542 -330 -852: -344 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 14.7 5.0 21.1 72.3 80.0 91.9: 20.0 8.1
Old : 100.0: 53.9 14.7 5.0 21.1 72.3 80.0 91.9: 20.0 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 : 100: 54 8 7 19 22 77 35:
Old : 100: 54 8 7 19 22 77 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 : 30.5 39.1 40.8 60.0 30.5 39.0 40.8 58.1
Old : 30.5 39.1 40.8 60.0 30.5 39.0 40.8 58.1
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 20, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,379: 3,224 2,018 4 2,106 4,268 5,334 6,290: 2,045 1,089
Old : 7,379: 3,224 2,018 4 2,106 4,268 5,334 6,290: 2,045 1,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -1,235: -395 -1,146 4 -385 223 -776 -919: -459 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 27.3 0.1 28.5 57.8 72.3 85.2: 27.7 14.8
Old : 100.0: 43.7 27.3 0.1 28.5 57.8 72.3 85.2: 27.7 14.8
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 : 49: 19 4 1 11 20 30 25:
Old : 49: 19 4 1 11 20 30 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 : 18.6 38.7 33.4 57.6 18.6 38.7 33.4 57.6
Old : 18.6 38.7 33.4 57.6 18.6 38.7 33.4 57.6
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 20, 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 : 86,020: 13,546 6,517 6,927 52,419 64,384 72,892 77,828: 13,128 8,192
Old : 86,020: 13,546 6,517 6,927 52,419 64,384 72,892 77,828: 13,128 8,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -5,151: -4,530 -826 -406 841 -2,634 -4,095 -3,866: -1,056 -1,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 7.6 8.1 60.9 74.8 84.7 90.5: 15.3 9.5
Old : 100.0: 15.7 7.6 8.1 60.9 74.8 84.7 90.5: 15.3 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 : 128: 39 16 27 56 62 106 96:
Old : 128: 39 16 27 56 62 106 96:
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 : 28.1 21.4 38.7 37.3 25.0 18.8 32.5 33.8
Old : 28.1 21.4 38.7 37.3 25.0 18.8 32.5 33.8
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 20, 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 : 49,740: 9,338 695 3,037 33,955 41,985 46,330 45,717: 3,410 4,023
Old : 49,740: 9,338 695 3,037 33,955 41,985 46,330 45,717: 3,410 4,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 1,508: 566 695 573 1,095 128 2,234 1,396: -726 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 1.4 6.1 68.3 84.4 93.1 91.9: 6.9 8.1
Old : 100.0: 18.8 1.4 6.1 68.3 84.4 93.1 91.9: 6.9 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 : 50: 8 3 8 31 31 44 39:
Old : 50: 8 3 8 31 31 44 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 : 43.5 34.2 60.3 49.9 29.1 19.8 36.9 28.5
Old : 43.5 34.2 60.3 49.9 29.1 19.8 36.9 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2006