NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, August 1, 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 : 5,988: 1,180 1,180 0 4,182 3,853 5,362 5,033: 626 955
Old : 5,988: 1,180 1,180 0 4,182 3,853 5,362 5,033: 626 955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 0: 100 0 0 -50 -321 50 -321: -50 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 19.7 0.0 69.8 64.3 89.5 84.1: 10.5 15.9
Old : 100.0: 19.7 19.7 0.0 69.8 64.3 89.5 84.1: 10.5 15.9
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: 2 1 0 17 18 19 19:
Old : 26: 2 1 0 17 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 52.0 69.2 68.8 44.9 44.8 55.3 53.1
Old : 51.7 52.0 69.2 68.8 44.9 44.8 55.3 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, August 1, 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 METRIC TONS) :
: : :
All : 2,360: 25 45 0 1,585 1,620 1,610 1,665: 750 695
Old : 2,360: 25 45 0 1,585 1,620 1,610 1,665: 750 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 100: -25 0 0 105 95 80 95: 20 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.9 0.0 67.2 68.6 68.2 70.6: 31.8 29.4
Old : 100.0: 1.1 1.9 0.0 67.2 68.6 68.2 70.6: 31.8 29.4
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 : 20: 1 1 0 16 16 17 17:
Old : 20: 1 1 0 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 : 35.5 36.2 54.2 55.1 18.4 20.8 24.6 27.8
Old : 35.5 36.2 54.2 55.1 18.4 20.8 24.6 27.8
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, August 1, 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 : 179,526: 23,450 8,014 25,733 101,103 122,388 150,286 156,135: 29,240 23,391
Old : 179,526: 23,450 8,014 25,733 101,103 122,388 150,286 156,135: 29,240 23,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -3,702: 1,424 -3,891 1,268 -5,822 1,967 -3,130 -656: -572 -3,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 4.5 14.3 56.3 68.2 83.7 87.0: 16.3 13.0
Old : 100.0: 13.1 4.5 14.3 56.3 68.2 83.7 87.0: 16.3 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 41 20 39 65 76 125 122:
Old : 149: 41 20 39 65 76 125 122:
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 : 24.0 28.0 38.8 37.6 17.1 14.1 25.0 19.8
Old : 24.0 28.0 38.8 37.6 17.1 14.1 25.0 19.8
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, August 1, 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 : 921,137: 90,162 65,051 393,722 365,469 428,222 849,353 886,995: 71,784 34,142
Old : 921,137: 90,162 65,051 393,722 365,469 428,222 849,353 886,995: 71,784 34,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 28,315: -4,698 -7,433 31,144 4,090 8,315 30,536 32,026: -2,221 -3,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 7.1 42.7 39.7 46.5 92.2 96.3: 7.8 3.7
Old : 100.0: 9.8 7.1 42.7 39.7 46.5 92.2 96.3: 7.8 3.7
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 : 223: 67 53 82 93 76 203 175:
Old : 223: 67 53 82 93 76 203 175:
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 : 37.0 34.1 48.0 47.5 8.4 8.9 10.9 12.3
Old : 37.0 34.1 48.0 47.5 8.4 8.9 10.9 12.3
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, August 1, 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 : 73,295: 1,800 5,518 8,151 54,816 52,332 64,767 66,001: 8,528 7,294
Old : 73,295: 1,800 5,518 8,151 54,816 52,332 64,767 66,001: 8,528 7,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -5,105: -2,255 -643 782 -4,811 -6,202 -6,284 -6,063: 1,179 958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 7.5 11.1 74.8 71.4 88.4 90.0: 11.6 10.0
Old : 100.0: 2.5 7.5 11.1 74.8 71.4 88.4 90.0: 11.6 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 19 21 21 23:
Old : 26: 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 : 41.0 50.2 65.5 69.5 35.8 40.8 49.7 52.3
Old : 41.0 50.2 65.5 69.5 35.8 40.8 49.7 52.3
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, August 1, 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 : 42,649: 4,972 1,639 2,106 29,815 32,771 36,893 36,516: 5,756 6,133
Old : 42,649: 4,972 1,639 2,106 29,815 32,771 36,893 36,516: 5,756 6,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -7,012: 2,770 273 -2,362 -7,125 -4,492 -6,717 -6,581: -295 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 3.8 4.9 69.9 76.8 86.5 85.6: 13.5 14.4
Old : 100.0: 11.7 3.8 4.9 69.9 76.8 86.5 85.6: 13.5 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 4 20 19 25 23:
Old : 29: 3 2 4 20 19 25 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 44.8 58.4 63.6 33.2 35.1 44.2 46.1
Old : 40.2 44.8 58.4 63.6 33.2 35.1 44.2 46.1
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, August 1, 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 : 113,217: 5,702 0 0 98,553 101,993 104,255 101,993: 8,962 11,224
Old : 113,217: 5,702 0 0 98,553 101,993 104,255 101,993: 8,962 11,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -8,161: -1,724 0 0 -4,984 -10,023 -6,708 -10,023: -1,453 1,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.0 0.0 87.0 90.1 92.1 90.1: 7.9 9.9
Old : 100.0: 5.0 0.0 0.0 87.0 90.1 92.1 90.1: 7.9 9.9
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 : 33: 1 0 0 25 24 26 24:
Old : 33: 1 0 0 25 24 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 43.7 65.3 64.0 43.2 39.8 59.0 54.1
Old : 43.6 43.7 65.3 64.0 43.2 39.8 59.0 54.1
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, August 1, 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 : 89,443: 11,984 2,208 0 70,738 78,220 82,722 80,428: 6,721 9,015
Old : 89,443: 11,984 2,208 0 70,738 78,220 82,722 80,428: 6,721 9,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 4,926: 0 0 0 4,858 4,250 4,858 4,250: 68 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 2.5 0.0 79.1 87.5 92.5 89.9: 7.5 10.1
Old : 100.0: 13.4 2.5 0.0 79.1 87.5 92.5 89.9: 7.5 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 : 35: 1 1 0 24 24 25 25:
Old : 35: 1 1 0 24 24 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 : 46.8 48.8 67.0 66.0 44.5 48.4 63.0 62.8
Old : 46.8 48.8 67.0 66.0 44.5 48.4 63.0 62.8
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, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 69,912: 424 5,003 4,464 60,909 56,162 65,797 65,629: 4,115 4,283
Old : 69,912: 424 5,003 4,464 60,909 56,162 65,797 65,629: 4,115 4,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -7,487: -310 -2,204 74 -5,895 -4,230 -6,131 -6,360: -1,356 -1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 7.2 6.4 87.1 80.3 94.1 93.9: 5.9 6.1
Old : 100.0: 0.6 7.2 6.4 87.1 80.3 94.1 93.9: 5.9 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 1 19 19 21 21:
Old : 25: 1 2 1 19 19 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 44.2 79.9 70.3 55.0 37.3 65.8 56.0
Old : 60.4 44.2 79.9 70.3 55.0 37.3 65.8 56.0
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, August 1, 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 : 58,021: 1,458 4,831 5,825 46,295 40,928 53,578 51,584: 4,443 6,437
Old : 58,021: 1,458 4,831 5,825 46,295 40,928 53,578 51,584: 4,443 6,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -7,966: -370 -3,683 1,024 -7,499 -5,298 -6,845 -7,957: -1,121 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 8.3 10.0 79.8 70.5 92.3 88.9: 7.7 11.1
Old : 100.0: 2.5 8.3 10.0 79.8 70.5 92.3 88.9: 7.7 11.1
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: 1 4 3 18 21 22 25:
Old : 29: 1 4 3 18 21 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 39.6 70.3 58.2 48.8 29.5 56.2 42.3
Old : 54.7 39.6 70.3 58.2 48.8 29.5 56.2 42.3
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, August 1, 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 : 119,612: 0 9,087 3,942 104,932 97,978 108,874 111,007: 10,738 8,605
Old : 119,612: 0 9,087 3,942 104,932 97,978 108,874 111,007: 10,738 8,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 2,149: 0 8,039 -4,721 6,380 -1,401 1,659 1,917: 490 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 3.3 87.7 81.9 91.0 92.8: 9.0 7.2
Old : 100.0: 0.0 7.6 3.3 87.7 81.9 91.0 92.8: 9.0 7.2
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 : 42: 0 2 2 35 30 37 32:
Old : 42: 0 2 2 35 30 37 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 37.8 53.1 56.5 21.5 26.3 35.0 39.2
Old : 33.6 37.8 53.1 56.5 21.5 26.3 35.0 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, August 1, 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 : 37,886: 310 6,256 1,115 27,376 27,565 28,801 34,936: 9,085 2,950
Old : 37,886: 310 6,256 1,115 27,376 27,565 28,801 34,936: 9,085 2,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -3,962: 60 265 -775 -3,134 -2,849 -3,849 -3,359: -113 -603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 16.5 2.9 72.3 72.8 76.0 92.2: 24.0 7.8
Old : 100.0: 0.8 16.5 2.9 72.3 72.8 76.0 92.2: 24.0 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 : 23: 1 2 2 15 18 18 20:
Old : 23: 1 2 2 15 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 40.8 61.8 65.8 31.1 31.5 38.0 49.3
Old : 43.5 40.8 61.8 65.8 31.1 31.5 38.0 49.3
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, August 1, 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 : 74,959: 0 15,067 2,693 62,755 47,623 65,448 65,383: 9,511 9,576
Old : 74,959: 0 15,067 2,693 62,755 47,623 65,448 65,383: 9,511 9,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 2,001: 0 1,912 -364 3,120 455 2,756 2,003: -755 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.1 3.6 83.7 63.5 87.3 87.2: 12.7 12.8
Old : 100.0: 0.0 20.1 3.6 83.7 63.5 87.3 87.2: 12.7 12.8
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 : 24: 0 1 1 20 19 21 20:
Old : 24: 0 1 1 20 19 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 67.0 72.2 81.0 50.6 62.8 64.3 69.8
Old : 53.7 67.0 72.2 81.0 50.6 62.8 64.3 69.8
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, August 1, 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 : 50,416: 4,957 368 2,500 38,319 41,744 45,776 44,612: 4,640 5,804
Old : 50,416: 4,957 368 2,500 38,319 41,744 45,776 44,612: 4,640 5,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -1,817: 2,713 -124 -2,157 -2,500 1,298 -1,944 -983: 127 -834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.7 5.0 76.0 82.8 90.8 88.5: 9.2 11.5
Old : 100.0: 9.8 0.7 5.0 76.0 82.8 90.8 88.5: 9.2 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 15 14 16 16:
Old : 22: 1 1 1 15 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 : 52.8 60.3 75.6 77.2 47.7 45.4 61.4 56.7
Old : 52.8 60.3 75.6 77.2 47.7 45.4 61.4 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 80,845: 7,800 0 0 63,059 75,651 70,859 75,651: 9,986 5,194
Old : 80,845: 7,800 0 0 63,059 75,651 70,859 75,651: 9,986 5,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -9,421: -2,294 0 0 -6,763 -10,733 -9,057 -10,733: -364 1,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 0.0 78.0 93.6 87.6 93.6: 12.4 6.4
Old : 100.0: 9.6 0.0 0.0 78.0 93.6 87.6 93.6: 12.4 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 : 31: 2 0 0 26 25 28 25:
Old : 31: 2 0 0 26 25 28 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 : 33.0 40.9 53.7 62.3 28.8 28.9 40.6 42.1
Old : 33.0 40.9 53.7 62.3 28.8 28.9 40.6 42.1
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, August 1, 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 : 82,682: 0 13,587 3,344 73,101 59,159 76,445 76,090: 6,237 6,592
Old : 82,682: 0 13,587 3,344 73,101 59,159 76,445 76,090: 6,237 6,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 698: 0 -560 1,138 333 577 1,471 1,155: -773 -457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.4 4.0 88.4 71.6 92.5 92.0: 7.5 8.0
Old : 100.0: 0.0 16.4 4.0 88.4 71.6 92.5 92.0: 7.5 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 : 41: 0 3 1 32 30 33 33:
Old : 41: 0 3 1 32 30 33 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 : 40.6 38.5 60.5 61.9 27.9 31.4 44.9 50.4
Old : 40.6 38.5 60.5 61.9 27.9 31.4 44.9 50.4
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, August 1, 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 : 67,048: 2,337 0 4,258 47,196 54,451 53,791 58,709: 13,257 8,339
Old : 67,048: 2,337 0 4,258 47,196 54,451 53,791 58,709: 13,257 8,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 2,635: -2,394 0 1,507 3,332 1,607 2,445 3,114: 190 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 6.4 70.4 81.2 80.2 87.6: 19.8 12.4
Old : 100.0: 3.5 0.0 6.4 70.4 81.2 80.2 87.6: 19.8 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 1 22 22 23 23:
Old : 28: 1 0 1 22 22 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 41.3 61.7 66.5 35.2 40.9 50.4 60.4
Old : 42.4 41.3 61.7 66.5 35.2 40.9 50.4 60.4
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, August 1, 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 : 175,885: 830 6,171 16,389 147,978 147,293 165,197 169,853: 10,688 6,032
Old : 175,885: 830 6,171 16,389 147,978 147,293 165,197 169,853: 10,688 6,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -14,021: 0 -3,291 -1,764 -11,989 -8,142 -13,753 -13,197: -268 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 3.5 9.3 84.1 83.7 93.9 96.6: 6.1 3.4
Old : 100.0: 0.5 3.5 9.3 84.1 83.7 93.9 96.6: 6.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 5 6 37 32 43 38:
Old : 44: 1 5 6 37 32 43 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 34.0 49.0 52.8 28.2 27.6 39.4 36.5
Old : 31.7 34.0 49.0 52.8 28.2 27.6 39.4 36.5
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, August 1, 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 : 89,671: 6,237 4,170 3,880 71,038 70,558 81,155 78,608: 8,516 11,063
Old : 89,671: 6,237 4,170 3,880 71,038 70,558 81,155 78,608: 8,516 11,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -3,240: -3,670 -124 1,818 -1,551 -3,770 -3,403 -2,076: 163 -1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 4.7 4.3 79.2 78.7 90.5 87.7: 9.5 12.3
Old : 100.0: 7.0 4.7 4.3 79.2 78.7 90.5 87.7: 9.5 12.3
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: 3 1 2 26 21 29 24:
Old : 33: 3 1 2 26 21 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 : 42.2 47.0 63.9 64.2 39.9 45.9 58.2 58.0
Old : 42.2 47.0 63.9 64.2 39.9 45.9 58.2 58.0
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, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,315: 0 5,638 0 53,707 47,253 53,707 52,891: 608 1,424
Old : 54,315: 0 5,638 0 53,707 47,253 53,707 52,891: 608 1,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -12,896: -1,240 -3,162 0 -11,005 -9,546 -12,245 -12,708: -651 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.4 0.0 98.9 87.0 98.9 97.4: 1.1 2.6
Old : 100.0: 0.0 10.4 0.0 98.9 87.0 98.9 97.4: 1.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 16 16 16 18:
Old : 24: 0 2 0 16 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 58.7 90.3 79.6 73.1 56.7 80.7 73.8
Old : 79.2 58.7 90.3 79.6 73.1 56.7 80.7 73.8
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, August 1, 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 : 255,871: 9,466 0 4,486 233,357 245,828 247,309 250,314: 8,562 5,557
Old : 255,871: 9,466 0 4,486 233,357 245,828 247,309 250,314: 8,562 5,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -12,416: -3,967 0 291 -8,000 -12,873 -11,676 -12,582: -740 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 1.8 91.2 96.1 96.7 97.8: 3.3 2.2
Old : 100.0: 3.7 0.0 1.8 91.2 96.1 96.7 97.8: 3.3 2.2
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 : 57: 4 0 3 46 46 51 49:
Old : 57: 4 0 3 46 46 51 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 38.9 54.9 60.3 29.8 36.7 40.4 49.0
Old : 37.2 38.9 54.9 60.3 29.8 36.7 40.4 49.0
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, August 1, 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 : 147,020: 7,515 0 8,740 121,380 133,599 137,635 142,339: 9,385 4,681
Old : 147,020: 7,515 0 8,740 121,380 133,599 137,635 142,339: 9,385 4,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -5,760: -2,906 -1,189 429 -2,534 -4,332 -5,011 -5,092: -749 -668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 5.9 82.6 90.9 93.6 96.8: 6.4 3.2
Old : 100.0: 5.1 0.0 5.9 82.6 90.9 93.6 96.8: 6.4 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 : 44: 4 0 4 35 35 39 39:
Old : 44: 4 0 4 35 35 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 : 31.2 52.1 47.2 68.5 24.6 51.0 36.9 60.9
Old : 31.2 52.1 47.2 68.5 24.6 51.0 36.9 60.9
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, August 1, 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 : 155,221: 10,108 492 5,161 126,432 136,160 141,701 141,813: 13,520 13,408
Old : 155,221: 10,108 492 5,161 126,432 136,160 141,701 141,813: 13,520 13,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -7,901: -731 127 -704 -8,468 -8,900 -9,903 -9,477: 2,002 1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.3 3.3 81.5 87.7 91.3 91.4: 8.7 8.6
Old : 100.0: 6.5 0.3 3.3 81.5 87.7 91.3 91.4: 8.7 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 : 43: 1 1 2 34 34 36 36:
Old : 43: 1 1 2 34 34 36 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 : 29.6 54.4 50.7 66.0 25.7 45.6 44.1 55.1
Old : 29.6 54.4 50.7 66.0 25.7 45.6 44.1 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, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 162,785: 14,161 3,177 24,941 116,784 125,550 155,886 153,668: 6,899 9,117
Old : 162,785: 14,161 3,177 24,941 116,784 125,550 155,886 153,668: 6,899 9,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -24,530: -4,553 -13,210 2,536 -25,080 -14,720 -27,097 -25,394: 2,567 864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 2.0 15.3 71.7 77.1 95.8 94.4: 4.2 5.6
Old : 100.0: 8.7 2.0 15.3 71.7 77.1 95.8 94.4: 4.2 5.6
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 : 47: 5 3 6 32 35 38 43:
Old : 47: 5 3 6 32 35 38 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 27.3 56.4 45.8 29.9 22.1 40.5 32.5
Old : 34.3 27.3 56.4 45.8 29.9 22.1 40.5 32.5
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, August 1, 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 : 53,740: 0 2,898 122 48,692 39,440 48,814 42,460: 4,926 11,280
Old : 53,740: 0 2,898 122 48,692 39,440 48,814 42,460: 4,926 11,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -3,758: 0 372 -372 -3,235 -3,168 -3,607 -3,168: -151 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 0.2 90.6 73.4 90.8 79.0: 9.2 21.0
Old : 100.0: 0.0 5.4 0.2 90.6 73.4 90.8 79.0: 9.2 21.0
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 : 24: 0 1 1 18 17 19 18:
Old : 24: 0 1 1 18 17 19 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 : 40.9 33.3 68.1 57.6 38.3 25.0 56.5 46.0
Old : 40.9 33.3 68.1 57.6 38.3 25.0 56.5 46.0
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, August 1, 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 : 2,695,316: 523,811 89,419 831,772 1,319,489 1,760,421 2,675,072 2,681,612: 20,244 13,704
Old : 2,695,316: 523,811 89,419 831,772 1,319,489 1,760,421 2,675,072 2,681,612: 20,244 13,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -48,211: -1,663 -14,304 -631 -46,845 -31,951 -49,139 -46,886: 928 -1,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 3.3 30.9 49.0 65.3 99.2 99.5: 0.8 0.5
Old : 100.0: 19.4 3.3 30.9 49.0 65.3 99.2 99.5: 0.8 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 : 143: 26 15 42 98 80 140 123:
Old : 143: 26 15 42 98 80 140 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 38.8 51.6 54.9 14.3 19.2 21.6 25.0
Old : 37.5 38.8 51.6 54.9 14.3 19.2 21.6 25.0
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, August 1, 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 : 686,757: 141,159 110,827 164,507 377,747 407,414 683,413 682,748: 3,344 4,009
Old : 686,757: 141,159 110,827 164,507 377,747 407,414 683,413 682,748: 3,344 4,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -59,270: -33,176 -30,699 -15,913 -11,163 -13,206 -60,252 -59,818: 982 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 16.1 24.0 55.0 59.3 99.5 99.4: 0.5 0.6
Old : 100.0: 20.6 16.1 24.0 55.0 59.3 99.5 99.4: 0.5 0.6
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 : 68: 16 15 26 36 33 65 62:
Old : 68: 16 15 26 36 33 65 62:
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 : 51.4 31.8 66.9 56.0 35.7 26.4 42.8 38.7
Old : 51.4 31.8 66.9 56.0 35.7 26.4 42.8 38.7
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, August 1, 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 : 48,313: 10,152 1,170 4,892 32,411 41,441 47,455 47,503: 858 810
Old : 48,313: 10,152 1,170 4,892 32,411 41,441 47,455 47,503: 858 810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -3,002: 139 -972 -1,070 -2,041 -890 -2,972 -2,932: -30 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 2.4 10.1 67.1 85.8 98.2 98.3: 1.8 1.7
Old : 100.0: 21.0 2.4 10.1 67.1 85.8 98.2 98.3: 1.8 1.7
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 : 51: 7 4 7 37 36 47 45:
Old : 51: 7 4 7 37 36 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 41.0 58.0 61.2 33.6 33.7 41.4 46.3
Old : 43.9 41.0 58.0 61.2 33.6 33.7 41.4 46.3
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, August 1, 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 : 27,338: 1,284 3,828 252 25,636 22,877 27,172 26,957: 166 381
Old : 27,338: 1,284 3,828 252 25,636 22,877 27,172 26,957: 166 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -599: 0 0 0 385 425 385 425: -984 -1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 14.0 0.9 93.8 83.7 99.4 98.6: 0.6 1.4
Old : 100.0: 4.7 14.0 0.9 93.8 83.7 99.4 98.6: 0.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 5 1 26 21 27 27:
Old : 40: 1 5 1 26 21 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 : 60.1 58.5 77.9 75.3 53.3 57.2 68.1 68.6
Old : 60.1 58.5 77.9 75.3 53.3 57.2 68.1 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, August 1, 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 : 17,634: 2,065 252 129 15,440 17,093 17,634 17,474: 0 160
Old : 17,634: 2,065 252 129 15,440 17,093 17,634 17,474: 0 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 209: 0 0 0 209 49 209 49: 0 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 1.4 0.7 87.6 96.9 100.0 99.1: 0.0 0.9
Old : 100.0: 11.7 1.4 0.7 87.6 96.9 100.0 99.1: 0.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 1 17 18 21 20:
Old : 32: 4 1 1 17 18 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 60.5 80.4 83.6 51.9 53.0 65.3 66.2
Old : 61.1 60.5 80.4 83.6 51.9 53.0 65.3 66.2
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, August 1, 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 : 16,921: 716 1,853 129 15,429 14,879 16,274 16,861: 647 60
Old : 16,921: 716 1,853 129 15,429 14,879 16,274 16,861: 647 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 454: 0 0 0 334 454 334 454: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 11.0 0.8 91.2 87.9 96.2 99.6: 3.8 0.4
Old : 100.0: 4.2 11.0 0.8 91.2 87.9 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 : 24: 1 3 1 16 12 18 15:
Old : 24: 1 3 1 16 12 18 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 : 71.7 64.2 87.2 89.9 58.9 55.3 67.7 71.2
Old : 71.7 64.2 87.2 89.9 58.9 55.3 67.7 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, August 1, 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 : 23,390: 2,980 4,338 130 20,028 18,302 23,138 22,770: 252 620
Old : 23,390: 2,980 4,338 130 20,028 18,302 23,138 22,770: 252 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -24: 40 -154 -100 318 -10 258 -264: -282 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 18.5 0.6 85.6 78.2 98.9 97.3: 1.1 2.7
Old : 100.0: 12.7 18.5 0.6 85.6 78.2 98.9 97.3: 1.1 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 : 30: 2 3 2 19 20 22 24:
Old : 30: 2 3 2 19 20 22 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 : 52.8 57.1 74.6 78.4 49.5 47.3 63.5 57.3
Old : 52.8 57.1 74.6 78.4 49.5 47.3 63.5 57.3
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, August 1, 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 : 26,419: 3,160 190 330 21,709 25,100 25,199 25,620: 1,220 799
Old : 26,419: 3,160 190 330 21,709 25,100 25,199 25,620: 1,220 799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -794: 10 50 -100 -658 -727 -748 -777: -46 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 0.7 1.2 82.2 95.0 95.4 97.0: 4.6 3.0
Old : 100.0: 12.0 0.7 1.2 82.2 95.0 95.4 97.0: 4.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 2 22 23 25 25:
Old : 31: 2 1 2 22 23 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 : 46.8 47.4 67.2 73.9 33.5 40.8 46.0 57.0
Old : 46.8 47.4 67.2 73.9 33.5 40.8 46.0 57.0
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, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,344: 360 252 1,080 10,684 10,912 12,124 12,244: 220 100
Old : 12,344: 360 252 1,080 10,684 10,912 12,124 12,244: 220 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -740: -60 -104 0 -400 -346 -460 -450: -280 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 2.0 8.7 86.6 88.4 98.2 99.2: 1.8 0.8
Old : 100.0: 2.9 2.0 8.7 86.6 88.4 98.2 99.2: 1.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 14 15 16 16:
Old : 22: 1 1 1 14 15 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 : 69.6 63.3 85.5 85.8 65.3 56.4 72.7 69.2
Old : 69.6 63.3 85.5 85.8 65.3 56.4 72.7 69.2
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, August 1, 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 : 1,109,838: 189,224 123,129 249,726 610,969 674,562 1,049,919 1,047,417: 59,919 62,421
Old : 1,109,838: 189,224 123,129 249,726 610,969 674,562 1,049,919 1,047,417: 59,919 62,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 58,487: 4,132 -1,678 14,510 40,522 49,826 59,164 62,658: -677 -4,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 11.1 22.5 55.1 60.8 94.6 94.4: 5.4 5.6
Old : 100.0: 17.0 11.1 22.5 55.1 60.8 94.6 94.4: 5.4 5.6
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 : 298: 102 87 112 84 89 252 234:
Old : 298: 102 87 112 84 89 252 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 22.6 34.8 31.9 12.1 8.6 17.0 13.7
Old : 22.3 22.6 34.8 31.9 12.1 8.6 17.0 13.7
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, August 1, 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 : 37,521: 24,960 26,244 830 642 1,414 26,432 28,488: 11,089 9,033
Old : 37,521: 24,960 26,244 830 642 1,414 26,432 28,488: 11,089 9,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 9,900: 7,745 6,338 23 642 1,414 8,410 7,775: 1,490 2,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 69.9 2.2 1.7 3.8 70.4 75.9: 29.6 24.1
Old : 100.0: 66.5 69.9 2.2 1.7 3.8 70.4 75.9: 29.6 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 20 21 10 1 2 28 26:
Old : 44: 20 21 10 1 2 28 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 : 26.8 31.5 43.3 49.5 26.8 30.8 43.2 48.7
Old : 26.8 31.5 43.3 49.5 26.8 30.8 43.2 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, August 1, 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 : 28,328: 5,169 8,051 3,280 9,563 9,547 18,012 20,878: 10,316 7,450
Old : 28,328: 5,169 8,051 3,280 9,563 9,547 18,012 20,878: 10,316 7,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 925: 1,149 461 -790 2,414 2,844 2,773 2,515: -1,848 -1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 28.4 11.6 33.8 33.7 63.6 73.7: 36.4 26.3
Old : 100.0: 18.2 28.4 11.6 33.8 33.7 63.6 73.7: 36.4 26.3
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 : 26: 8 7 10 10 11 24 22:
Old : 26: 8 7 10 10 11 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 : 25.1 38.5 39.0 52.8 20.5 30.5 29.2 39.6
Old : 25.1 38.5 39.0 52.8 20.5 30.5 29.2 39.6
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, August 1, 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 : 13,587: 7,852 2,658 790 2,770 9,789 11,412 13,237: 2,175 350
Old : 13,587: 7,852 2,658 790 2,770 9,789 11,412 13,237: 2,175 350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -948: -811 -32 57 24 -682 -730 -657: -218 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 19.6 5.8 20.4 72.0 84.0 97.4: 16.0 2.6
Old : 100.0: 57.8 19.6 5.8 20.4 72.0 84.0 97.4: 16.0 2.6
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 : 101: 51 8 6 17 26 72 39:
Old : 101: 51 8 6 17 26 72 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 : 35.2 42.0 45.9 64.4 34.4 39.2 44.2 60.8
Old : 35.2 42.0 45.9 64.4 34.4 39.2 44.2 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 9,272: 5,315 512 244 1,579 7,670 7,138 8,426: 2,134 846
Old : 9,272: 5,315 512 244 1,579 7,670 7,138 8,426: 2,134 846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 705: 692 -136 -6 4 815 690 673: 15 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 5.5 2.6 17.0 82.7 77.0 90.9: 23.0 9.1
Old : 100.0: 57.3 5.5 2.6 17.0 82.7 77.0 90.9: 23.0 9.1
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: 24 3 2 8 19 34 24:
Old : 55: 24 3 2 8 19 34 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 : 24.5 41.2 38.2 62.0 24.5 41.0 38.2 61.8
Old : 24.5 41.2 38.2 62.0 24.5 41.0 38.2 61.8
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, August 1, 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 : 85,687: 25,939 6,801 3,402 41,015 69,179 70,356 79,382: 15,331 6,305
Old : 85,687: 25,939 6,801 3,402 41,015 69,179 70,356 79,382: 15,331 6,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -9,968: -3,206 1,840 -1,156 -5,057 -7,560 -9,419 -6,876: -549 -3,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 7.9 4.0 47.9 80.7 82.1 92.6: 17.9 7.4
Old : 100.0: 30.3 7.9 4.0 47.9 80.7 82.1 92.6: 17.9 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 : 135: 39 18 21 53 61 107 88:
Old : 135: 39 18 21 53 61 107 88:
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 : 27.6 29.5 36.5 45.7 27.6 25.0 35.7 40.3
Old : 27.6 29.5 36.5 45.7 27.6 25.0 35.7 40.3
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, August 1, 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 : 52,495: 10,149 1,350 4,579 34,290 41,913 49,018 47,842: 3,477 4,653
Old : 52,495: 10,149 1,350 4,579 34,290 41,913 49,018 47,842: 3,477 4,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -1,251: 1,811 111 974 -3,633 -3,217 -848 -2,132: -403 881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 2.6 8.7 65.3 79.8 93.4 91.1: 6.6 8.9
Old : 100.0: 19.3 2.6 8.7 65.3 79.8 93.4 91.1: 6.6 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 : 65: 11 3 9 37 39 53 48:
Old : 65: 11 3 9 37 39 53 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 : 38.9 31.2 55.5 45.3 28.4 19.5 35.9 28.5
Old : 38.9 31.2 55.5 45.3 28.4 19.5 35.9 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 4, 2006