NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, August 8, 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 : 6,158: 1,180 1,480 0 4,352 3,903 5,532 5,383: 626 775
Old : 6,158: 1,180 1,480 0 4,352 3,903 5,532 5,383: 626 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 170: 0 300 0 170 50 170 350: 0 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 24.0 0.0 70.7 63.4 89.8 87.4: 10.2 12.6
Old : 100.0: 19.2 24.0 0.0 70.7 63.4 89.8 87.4: 10.2 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 : 27: 2 2 0 17 18 19 20:
Old : 27: 2 2 0 17 18 19 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 : 52.2 50.5 70.0 68.9 45.6 43.5 56.9 55.2
Old : 52.2 50.5 70.0 68.9 45.6 43.5 56.9 55.2
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 8, 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 : 181,615: 25,904 8,229 23,863 100,774 125,452 150,541 157,544: 31,074 24,071
Old : 181,615: 25,904 8,229 23,863 100,774 125,452 150,541 157,544: 31,074 24,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 2,089: 2,454 215 -1,870 -329 3,064 255 1,409: 1,834 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 4.5 13.1 55.5 69.1 82.9 86.7: 17.1 13.3
Old : 100.0: 14.3 4.5 13.1 55.5 69.1 82.9 86.7: 17.1 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 : 138: 37 19 33 66 74 119 113:
Old : 138: 37 19 33 66 74 119 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 27.4 37.6 37.4 17.5 15.7 26.0 21.5
Old : 23.8 27.4 37.6 37.4 17.5 15.7 26.0 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, August 8, 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 : 944,677: 92,800 63,235 415,932 362,169 433,202 870,901 912,369: 73,776 32,308
Old : 944,677: 92,800 63,235 415,932 362,169 433,202 870,901 912,369: 73,776 32,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 23,540: 2,638 -1,816 22,210 -3,300 4,980 21,548 25,374: 1,992 -1,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 6.7 44.0 38.3 45.9 92.2 96.6: 7.8 3.4
Old : 100.0: 9.8 6.7 44.0 38.3 45.9 92.2 96.6: 7.8 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 : 223: 67 54 76 94 77 203 170:
Old : 223: 67 54 76 94 77 203 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 35.8 49.3 49.5 8.3 9.5 10.7 13.0
Old : 38.4 35.8 49.3 49.5 8.3 9.5 10.7 13.0
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 8, 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 : 73,842: 396 4,914 9,448 56,180 52,612 66,024 66,974: 7,818 6,868
Old : 73,842: 396 4,914 9,448 56,180 52,612 66,024 66,974: 7,818 6,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 547: -1,404 -604 1,297 1,364 280 1,257 973: -710 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 6.7 12.8 76.1 71.2 89.4 90.7: 10.6 9.3
Old : 100.0: 0.5 6.7 12.8 76.1 71.2 89.4 90.7: 10.6 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 20 22 22 24:
Old : 27: 1 1 2 20 22 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 : 40.4 50.1 65.6 70.1 36.3 39.7 49.6 50.9
Old : 40.4 50.1 65.6 70.1 36.3 39.7 49.6 50.9
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 8, 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 : 43,772: 4,636 1,943 2,410 30,878 33,317 37,924 37,670: 5,848 6,102
Old : 43,772: 4,636 1,943 2,410 30,878 33,317 37,924 37,670: 5,848 6,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 1,123: -336 304 304 1,063 546 1,031 1,154: 92 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 4.4 5.5 70.5 76.1 86.6 86.1: 13.4 13.9
Old : 100.0: 10.6 4.4 5.5 70.5 76.1 86.6 86.1: 13.4 13.9
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 : 29: 3 2 4 21 20 26 24:
Old : 29: 3 2 4 21 20 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 : 40.1 43.7 57.8 62.9 31.6 34.2 42.3 44.3
Old : 40.1 43.7 57.8 62.9 31.6 34.2 42.3 44.3
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 8, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 116,867: 6,904 0 1,824 99,815 104,606 108,543 106,430: 8,324 10,437
Old : 116,867: 6,904 0 1,824 99,815 104,606 108,543 106,430: 8,324 10,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 3,650: 1,202 0 1,824 1,262 2,613 4,288 4,437: -638 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 1.6 85.4 89.5 92.9 91.1: 7.1 8.9
Old : 100.0: 5.9 0.0 1.6 85.4 89.5 92.9 91.1: 7.1 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 : 36: 1 0 1 26 25 27 26:
Old : 36: 1 0 1 26 25 27 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 : 42.6 40.9 65.3 62.1 41.3 38.4 57.6 54.2
Old : 42.6 40.9 65.3 62.1 41.3 38.4 57.6 54.2
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 8, 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 : 79,935: 11,984 0 0 61,298 71,192 73,282 71,192: 6,653 8,743
Old : 79,935: 11,984 0 0 61,298 71,192 73,282 71,192: 6,653 8,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -9,508: 0 -2,208 0 -9,440 -7,028 -9,440 -9,236: -68 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 0.0 0.0 76.7 89.1 91.7 89.1: 8.3 10.9
Old : 100.0: 15.0 0.0 0.0 76.7 89.1 91.7 89.1: 8.3 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 23 21 24 21:
Old : 31: 1 0 0 23 21 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 53.1 67.8 71.1 47.6 50.6 65.0 64.9
Old : 48.3 53.1 67.8 71.1 47.6 50.6 65.0 64.9
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, August 8, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,666: 424 6,152 4,340 60,851 56,100 65,615 66,592: 5,051 4,074
Old : 70,666: 424 6,152 4,340 60,851 56,100 65,615 66,592: 5,051 4,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 754: 0 1,149 -124 -58 -62 -182 963: 936 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 8.7 6.1 86.1 79.4 92.9 94.2: 7.1 5.8
Old : 100.0: 0.6 8.7 6.1 86.1 79.4 92.9 94.2: 7.1 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 2 19 20 22 22:
Old : 26: 1 2 2 19 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 45.2 78.5 71.1 54.3 38.2 64.7 57.8
Old : 59.4 45.2 78.5 71.1 54.3 38.2 64.7 57.8
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 8, 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 : 58,933: 1,494 5,657 5,579 47,417 41,260 54,490 52,496: 4,443 6,437
Old : 58,933: 1,494 5,657 5,579 47,417 41,260 54,490 52,496: 4,443 6,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 912: 36 826 -246 1,122 332 912 912: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 9.6 9.5 80.5 70.0 92.5 89.1: 7.5 10.9
Old : 100.0: 2.5 9.6 9.5 80.5 70.0 92.5 89.1: 7.5 10.9
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 : 30: 2 3 3 19 21 23 25:
Old : 30: 2 3 3 19 21 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 : 53.6 39.4 69.1 58.9 47.7 29.1 55.8 43.8
Old : 53.6 39.4 69.1 58.9 47.7 29.1 55.8 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, August 8, 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 : 111,558: 0 9,939 4,167 97,036 87,525 101,203 101,631: 10,355 9,927
Old : 111,558: 0 9,939 4,167 97,036 87,525 101,203 101,631: 10,355 9,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -8,054: 0 852 225 -7,896 -10,453 -7,671 -9,376: -383 1,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.9 3.7 87.0 78.5 90.7 91.1: 9.3 8.9
Old : 100.0: 0.0 8.9 3.7 87.0 78.5 90.7 91.1: 9.3 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 : 40: 0 2 2 33 28 35 30:
Old : 40: 0 2 2 33 28 35 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 : 33.9 37.9 52.8 56.4 23.6 26.1 36.1 36.4
Old : 33.9 37.9 52.8 56.4 23.6 26.1 36.1 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, August 8, 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 : 38,130: 310 6,256 1,115 27,530 27,779 28,955 35,150: 9,175 2,980
Old : 38,130: 310 6,256 1,115 27,530 27,779 28,955 35,150: 9,175 2,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 244: 0 0 0 154 214 154 214: 90 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 16.4 2.9 72.2 72.9 75.9 92.2: 24.1 7.8
Old : 100.0: 0.8 16.4 2.9 72.2 72.9 75.9 92.2: 24.1 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 19 18 21:
Old : 23: 1 2 2 15 19 18 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 : 43.5 40.5 61.8 65.4 30.6 31.3 37.6 49.0
Old : 43.5 40.5 61.8 65.4 30.6 31.3 37.6 49.0
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, August 8, 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 : 69,538: 0 15,177 2,693 57,437 42,764 60,130 60,634: 9,408 8,904
Old : 69,538: 0 15,177 2,693 57,437 42,764 60,130 60,634: 9,408 8,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -5,421: 0 110 0 -5,318 -4,859 -5,318 -4,749: -103 -672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.8 3.9 82.6 61.5 86.5 87.2: 13.5 12.8
Old : 100.0: 0.0 21.8 3.9 82.6 61.5 86.5 87.2: 13.5 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 : 21: 0 1 1 17 15 18 16:
Old : 21: 0 1 1 17 15 18 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 : 54.4 68.7 74.3 82.7 51.2 64.3 65.0 71.1
Old : 54.4 68.7 74.3 82.7 51.2 64.3 65.0 71.1
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, August 8, 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 : 50,232: 4,843 368 2,500 38,249 41,530 45,592 44,398: 4,640 5,834
Old : 50,232: 4,843 368 2,500 38,249 41,530 45,592 44,398: 4,640 5,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -184: -114 0 0 -70 -214 -184 -214: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.7 5.0 76.1 82.7 90.8 88.4: 9.2 11.6
Old : 100.0: 9.6 0.7 5.0 76.1 82.7 90.8 88.4: 9.2 11.6
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 : 22: 1 1 1 15 15 16 17:
Old : 22: 1 1 1 15 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 59.3 74.6 76.3 44.3 41.9 58.1 53.3
Old : 51.5 59.3 74.6 76.3 44.3 41.9 58.1 53.3
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 8, 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 : 81,761: 7,200 0 0 65,544 76,136 72,744 76,136: 9,017 5,625
Old : 81,761: 7,200 0 0 65,544 76,136 72,744 76,136: 9,017 5,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 916: -600 0 0 2,485 485 1,885 485: -969 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.0 0.0 80.2 93.1 89.0 93.1: 11.0 6.9
Old : 100.0: 8.8 0.0 0.0 80.2 93.1 89.0 93.1: 11.0 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 0 26 25 28 25:
Old : 30: 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 : 38.0 39.4 58.5 60.5 29.2 28.6 39.6 40.6
Old : 38.0 39.4 58.5 60.5 29.2 28.6 39.6 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, August 8, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 77,483: 0 8,815 4,614 66,778 57,519 71,392 70,948: 6,091 6,535
Old : 77,483: 0 8,815 4,614 66,778 57,519 71,392 70,948: 6,091 6,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -5,199: 0 -4,772 1,270 -6,323 -1,640 -5,053 -5,142: -146 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.4 6.0 86.2 74.2 92.1 91.6: 7.9 8.4
Old : 100.0: 0.0 11.4 6.0 86.2 74.2 92.1 91.6: 7.9 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 3 1 29 27 30 30:
Old : 38: 0 3 1 29 27 30 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 : 41.7 39.6 62.7 65.3 25.4 31.4 42.3 47.7
Old : 41.7 39.6 62.7 65.3 25.4 31.4 42.3 47.7
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 8, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,707: 0 474 4,552 49,498 49,816 54,050 54,842: 10,657 9,865
Old : 64,707: 0 474 4,552 49,498 49,816 54,050 54,842: 10,657 9,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -2,341: -2,337 474 294 2,302 -4,635 259 -3,867: -2,600 1,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 7.0 76.5 77.0 83.5 84.8: 16.5 15.2
Old : 100.0: 0.0 0.7 7.0 76.5 77.0 83.5 84.8: 16.5 15.2
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 : 28: 0 1 1 20 20 21 21:
Old : 28: 0 1 1 20 20 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 : 41.7 40.5 65.0 68.0 41.2 40.4 57.7 60.8
Old : 41.7 40.5 65.0 68.0 41.2 40.4 57.7 60.8
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 8, 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 : 183,007: 830 11,355 15,052 155,715 149,542 171,597 175,949: 11,410 7,058
Old : 183,007: 830 11,355 15,052 155,715 149,542 171,597 175,949: 11,410 7,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 7,122: 0 5,184 -1,337 7,737 2,249 6,400 6,096: 722 1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 6.2 8.2 85.1 81.7 93.8 96.1: 6.2 3.9
Old : 100.0: 0.5 6.2 8.2 85.1 81.7 93.8 96.1: 6.2 3.9
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 : 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 : 30.8 32.7 48.2 52.5 27.2 26.3 38.1 35.1
Old : 30.8 32.7 48.2 52.5 27.2 26.3 38.1 35.1
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, August 8, 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 : 92,676: 6,683 4,170 3,392 74,322 73,810 84,397 81,372: 8,279 11,304
Old : 92,676: 6,683 4,170 3,392 74,322 73,810 84,397 81,372: 8,279 11,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 3,005: 446 0 -488 3,284 3,252 3,242 2,764: -237 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 4.5 3.7 80.2 79.6 91.1 87.8: 8.9 12.2
Old : 100.0: 7.2 4.5 3.7 80.2 79.6 91.1 87.8: 8.9 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 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 : 41.2 49.5 63.2 65.9 38.5 48.1 56.8 59.5
Old : 41.2 49.5 63.2 65.9 38.5 48.1 56.8 59.5
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, August 8, 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 : 54,679: 40 5,220 1,200 52,951 47,077 54,191 53,497: 488 1,182
Old : 54,679: 40 5,220 1,200 52,951 47,077 54,191 53,497: 488 1,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 364: 40 -418 1,200 -756 -176 484 606: -120 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 9.5 2.2 96.8 86.1 99.1 97.8: 0.9 2.2
Old : 100.0: 0.1 9.5 2.2 96.8 86.1 99.1 97.8: 0.9 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 : 26: 1 2 1 16 17 17 20:
Old : 26: 1 2 1 16 17 17 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 : 77.2 57.5 88.3 76.9 73.4 55.5 81.0 73.0
Old : 77.2 57.5 88.3 76.9 73.4 55.5 81.0 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, August 8, 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 : 259,754: 6,224 114 6,028 238,106 248,041 250,358 254,183: 9,396 5,571
Old : 259,754: 6,224 114 6,028 238,106 248,041 250,358 254,183: 9,396 5,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 3,883: -3,242 114 1,542 4,749 2,213 3,049 3,869: 834 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 2.3 91.7 95.5 96.4 97.9: 3.6 2.1
Old : 100.0: 2.4 0.0 2.3 91.7 95.5 96.4 97.9: 3.6 2.1
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 : 59: 4 1 4 47 47 53 51:
Old : 59: 4 1 4 47 47 53 51:
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 : 38.0 38.6 55.6 60.2 31.4 36.4 42.1 49.1
Old : 38.0 38.6 55.6 60.2 31.4 36.4 42.1 49.1
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 8, 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 : 156,169: 14,644 0 8,619 123,922 142,156 147,185 150,775: 8,984 5,394
Old : 156,169: 14,644 0 8,619 123,922 142,156 147,185 150,775: 8,984 5,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 9,149: 7,129 0 -121 2,542 8,557 9,550 8,436: -401 713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 5.5 79.4 91.0 94.2 96.5: 5.8 3.5
Old : 100.0: 9.4 0.0 5.5 79.4 91.0 94.2 96.5: 5.8 3.5
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 : 44: 4 0 4 35 36 39 40:
Old : 44: 4 0 4 35 36 39 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 50.8 50.3 67.6 27.1 49.4 39.7 60.2
Old : 35.1 50.8 50.3 67.6 27.1 49.4 39.7 60.2
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 8, 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 : 158,034: 6,556 342 7,873 129,470 136,292 143,899 144,507: 14,135 13,527
Old : 158,034: 6,556 342 7,873 129,470 136,292 143,899 144,507: 14,135 13,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 2,813: -3,552 -150 2,712 3,038 132 2,198 2,694: 615 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.2 5.0 81.9 86.2 91.1 91.4: 8.9 8.6
Old : 100.0: 4.1 0.2 5.0 81.9 86.2 91.1 91.4: 8.9 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 33 36 35:
Old : 43: 1 1 2 34 33 36 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 : 29.5 53.8 50.6 66.7 24.6 43.9 41.0 53.1
Old : 29.5 53.8 50.6 66.7 24.6 43.9 41.0 53.1
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 8, 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 : 168,655: 15,612 893 26,031 120,397 132,228 162,040 159,152: 6,615 9,503
Old : 168,655: 15,612 893 26,031 120,397 132,228 162,040 159,152: 6,615 9,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 5,870: 1,451 -2,284 1,090 3,613 6,678 6,154 5,484: -284 386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.5 15.4 71.4 78.4 96.1 94.4: 3.9 5.6
Old : 100.0: 9.3 0.5 15.4 71.4 78.4 96.1 94.4: 3.9 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 : 48: 5 3 7 33 35 40 43:
Old : 48: 5 3 7 33 35 40 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 : 33.1 27.9 56.0 46.0 26.8 23.4 39.7 33.7
Old : 33.1 27.9 56.0 46.0 26.8 23.4 39.7 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, August 8, 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 : 53,819: 0 2,898 122 48,818 39,138 48,940 42,158: 4,879 11,661
Old : 53,819: 0 2,898 122 48,818 39,138 48,940 42,158: 4,879 11,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 79: 0 0 0 126 -302 126 -302: -47 381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 0.2 90.7 72.7 90.9 78.3: 9.1 21.7
Old : 100.0: 0.0 5.4 0.2 90.7 72.7 90.9 78.3: 9.1 21.7
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 : 24: 0 1 1 18 18 19 19:
Old : 24: 0 1 1 18 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 : 39.7 34.9 65.4 59.3 37.2 24.5 56.6 45.4
Old : 39.7 34.9 65.4 59.3 37.2 24.5 56.6 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, August 8, 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 : 2,939,230: 518,143 92,016 1,006,315 1,395,019 1,828,073 2,919,477 2,926,404: 19,753 12,826
Old : 2,939,230: 518,143 92,016 1,006,315 1,395,019 1,828,073 2,919,477 2,926,404: 19,753 12,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 243,914: -5,668 2,597 174,543 75,530 67,652 244,405 244,792: -491 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 3.1 34.2 47.5 62.2 99.3 99.6: 0.7 0.4
Old : 100.0: 17.6 3.1 34.2 47.5 62.2 99.3 99.6: 0.7 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 : 148: 24 18 42 102 85 145 128:
Old : 148: 24 18 42 102 85 145 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 40.3 52.3 55.5 14.4 18.6 21.2 23.7
Old : 39.6 40.3 52.3 55.5 14.4 18.6 21.2 23.7
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, August 8, 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 : 692,140: 154,835 136,409 154,507 378,661 397,612 688,003 688,528: 4,137 3,612
Old : 692,140: 154,835 136,409 154,507 378,661 397,612 688,003 688,528: 4,137 3,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 5,383: 13,676 25,582 -10,000 914 -9,802 4,590 5,780: 793 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 19.7 22.3 54.7 57.4 99.4 99.5: 0.6 0.5
Old : 100.0: 22.4 19.7 22.3 54.7 57.4 99.4 99.5: 0.6 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 : 69: 18 14 26 36 33 66 62:
Old : 69: 18 14 26 36 33 66 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 : 50.5 31.3 67.0 54.8 37.4 24.9 46.0 37.9
Old : 50.5 31.3 67.0 54.8 37.4 24.9 46.0 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, August 8, 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 : 48,607: 10,112 1,170 4,952 32,637 41,695 47,701 47,817: 906 790
Old : 48,607: 10,112 1,170 4,952 32,637 41,695 47,701 47,817: 906 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 294: -40 0 60 226 254 246 314: 48 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 2.4 10.2 67.1 85.8 98.1 98.4: 1.9 1.6
Old : 100.0: 20.8 2.4 10.2 67.1 85.8 98.1 98.4: 1.9 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 7 4 7 37 37 47 46:
Old : 52: 7 4 7 37 37 47 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 40.8 58.0 61.4 33.4 33.6 41.2 46.1
Old : 43.5 40.8 58.0 61.4 33.4 33.6 41.2 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, August 8, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 24,771: 1,324 3,428 212 23,129 20,770 24,665 24,410: 106 361
Old : 24,771: 1,324 3,428 212 23,129 20,770 24,665 24,410: 106 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -2,567: 40 -400 -40 -2,507 -2,107 -2,507 -2,547: -60 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 13.8 0.9 93.4 83.8 99.6 98.5: 0.4 1.5
Old : 100.0: 5.3 13.8 0.9 93.4 83.8 99.6 98.5: 0.4 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 21 26 26:
Old : 38: 1 4 1 25 21 26 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 : 64.5 60.8 80.2 77.5 57.2 59.2 69.3 71.0
Old : 64.5 60.8 80.2 77.5 57.2 59.2 69.3 71.0
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 8, 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 : 16,374: 1,845 172 69 14,460 16,133 16,374 16,374: 0 0
Old : 16,374: 1,845 172 69 14,460 16,133 16,374 16,374: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -1,260: -220 -80 -60 -980 -960 -1,260 -1,100: 0 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 1.1 0.4 88.3 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 11.3 1.1 0.4 88.3 98.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 1 17 17 20 19:
Old : 30: 3 1 1 17 17 20 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 : 65.5 63.0 82.4 85.6 54.5 56.0 68.5 69.0
Old : 65.5 63.0 82.4 85.6 54.5 56.0 68.5 69.0
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 8, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 15,701: 556 1,653 69 14,669 13,919 15,294 15,641: 407 60
Old : 15,701: 556 1,653 69 14,669 13,919 15,294 15,641: 407 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -1,220: -160 -200 -60 -760 -960 -980 -1,220: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 10.5 0.4 93.4 88.7 97.4 99.6: 2.6 0.4
Old : 100.0: 3.5 10.5 0.4 93.4 88.7 97.4 99.6: 2.6 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 : 23: 1 3 1 15 12 17 15:
Old : 23: 1 3 1 15 12 17 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 : 74.6 64.6 90.0 90.1 59.8 56.4 68.0 71.4
Old : 74.6 64.6 90.0 90.1 59.8 56.4 68.0 71.4
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, August 8, 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 : 26,234: 3,020 4,338 110 22,832 21,586 25,962 26,034: 272 200
Old : 26,234: 3,020 4,338 110 22,832 21,586 25,962 26,034: 272 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 2,844: 40 0 -20 2,804 3,284 2,824 3,264: 20 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 16.5 0.4 87.0 82.3 99.0 99.2: 1.0 0.8
Old : 100.0: 11.5 16.5 0.4 87.0 82.3 99.0 99.2: 1.0 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 : 31: 2 3 2 21 22 24 26:
Old : 31: 2 3 2 21 22 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 58.8 76.4 79.1 44.4 44.1 56.9 52.9
Old : 57.0 58.8 76.4 79.1 44.4 44.1 56.9 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, August 8, 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 : 26,707: 3,160 190 330 21,949 25,388 25,439 25,908: 1,268 799
Old : 26,707: 3,160 190 330 21,949 25,388 25,439 25,908: 1,268 799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 288: 0 0 0 240 288 240 288: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 0.7 1.2 82.2 95.1 95.3 97.0: 4.7 3.0
Old : 100.0: 11.8 0.7 1.2 82.2 95.1 95.3 97.0: 4.7 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 : 46.3 47.1 66.4 74.2 33.1 40.5 45.5 56.6
Old : 46.3 47.1 66.4 74.2 33.1 40.5 45.5 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, August 8, 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 : 22,218: 1,080 222 628 20,460 21,368 22,168 22,218: 50 0
Old : 22,218: 1,080 222 628 20,460 21,368 22,168 22,218: 50 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 1.0 2.8 92.1 96.2 99.8 100.0: 0.2 0.0
Old : 100.0: 4.9 1.0 2.8 92.1 96.2 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 3 14 15 17 18:
Old : 20: 2 1 3 14 15 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 : 64.3 64.7 88.4 85.2 51.6 56.4 65.1 65.0
Old : 64.3 64.7 88.4 85.2 51.6 56.4 65.1 65.0
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 8, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 14,068: 360 12 1,080 12,406 12,816 13,846 13,908: 222 160
Old : 14,068: 360 12 1,080 12,406 12,816 13,846 13,908: 222 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 1,724: 0 -240 0 1,722 1,904 1,722 1,664: 2 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.1 7.7 88.2 91.1 98.4 98.9: 1.6 1.1
Old : 100.0: 2.6 0.1 7.7 88.2 91.1 98.4 98.9: 1.6 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 : 23: 1 1 1 15 16 17 17:
Old : 23: 1 1 1 15 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 : 66.2 57.6 82.9 81.8 57.3 50.2 64.5 61.9
Old : 66.2 57.6 82.9 81.8 57.3 50.2 64.5 61.9
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 8, 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 : 1,164,949: 197,612 127,082 256,860 647,964 716,391 1,102,436 1,100,333: 62,513 64,616
Old : 1,164,949: 197,612 127,082 256,860 647,964 716,391 1,102,436 1,100,333: 62,513 64,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 55,111: 8,388 3,953 7,134 36,995 41,829 52,517 52,916: 2,594 2,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 10.9 22.0 55.6 61.5 94.6 94.5: 5.4 5.5
Old : 100.0: 17.0 10.9 22.0 55.6 61.5 94.6 94.5: 5.4 5.5
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 : 307: 103 87 119 88 90 262 243:
Old : 307: 103 87 119 88 90 262 243:
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 : 21.4 22.7 34.7 32.6 11.4 8.0 16.2 12.9
Old : 21.4 22.7 34.7 32.6 11.4 8.0 16.2 12.9
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 8, 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 : 40,913: 28,320 27,536 2,598 0 880 30,918 31,014: 9,995 9,899
Old : 40,913: 28,320 27,536 2,598 0 880 30,918 31,014: 9,995 9,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 3,392: 3,360 1,292 1,768 -642 -534 4,486 2,526: -1,094 866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 67.3 6.4 0.0 2.2 75.6 75.8: 24.4 24.2
Old : 100.0: 69.2 67.3 6.4 0.0 2.2 75.6 75.8: 24.4 24.2
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 : 46: 22 22 15 0 2 33 28:
Old : 46: 22 22 15 0 2 33 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 40.3 48.6 52.1 30.1 39.2 47.5 49.6
Old : 31.3 40.3 48.6 52.1 30.1 39.2 47.5 49.6
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 8, 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 : 34,065: 7,075 8,182 3,894 12,468 12,840 23,437 24,916: 10,628 9,149
Old : 34,065: 7,075 8,182 3,894 12,468 12,840 23,437 24,916: 10,628 9,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 5,737: 1,906 131 614 2,905 3,293 5,425 4,038: 312 1,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 24.0 11.4 36.6 37.7 68.8 73.1: 31.2 26.9
Old : 100.0: 20.8 24.0 11.4 36.6 37.7 68.8 73.1: 31.2 26.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 8 11 13 13 29 25:
Old : 31: 9 8 11 13 13 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 34.9 36.6 48.4 20.7 27.7 29.8 35.2
Old : 23.2 34.9 36.6 48.4 20.7 27.7 29.8 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, August 8, 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 : 12,388: 6,399 2,151 747 2,943 9,097 10,089 11,995: 2,299 393
Old : 12,388: 6,399 2,151 747 2,943 9,097 10,089 11,995: 2,299 393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -1,199: -1,453 -507 -43 173 -692 -1,323 -1,242: 124 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 17.4 6.0 23.8 73.4 81.4 96.8: 18.6 3.2
Old : 100.0: 51.7 17.4 6.0 23.8 73.4 81.4 96.8: 18.6 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 : 105: 53 11 5 18 26 75 39:
Old : 105: 53 11 5 18 26 75 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 : 25.8 42.7 37.8 63.4 25.0 38.7 36.2 59.5
Old : 25.8 42.7 37.8 63.4 25.0 38.7 36.2 59.5
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 8, 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 : 10,176: 5,785 528 308 1,654 8,411 7,747 9,247: 2,429 929
Old : 10,176: 5,785 528 308 1,654 8,411 7,747 9,247: 2,429 929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 904: 470 16 64 75 741 609 821: 295 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 5.2 3.0 16.3 82.7 76.1 90.9: 23.9 9.1
Old : 100.0: 56.8 5.2 3.0 16.3 82.7 76.1 90.9: 23.9 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 : 58: 25 3 3 8 20 36 26:
Old : 58: 25 3 3 8 20 36 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 : 25.4 41.0 38.6 62.2 25.4 40.8 38.6 62.0
Old : 25.4 41.0 38.6 62.2 25.4 40.8 38.6 62.0
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 8, 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 : 80,034: 22,178 7,379 2,831 40,361 62,292 65,370 72,502: 14,664 7,532
Old : 80,034: 22,178 7,379 2,831 40,361 62,292 65,370 72,502: 14,664 7,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -5,653: -3,761 578 -571 -654 -6,887 -4,986 -6,880: -667 1,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 9.2 3.5 50.4 77.8 81.7 90.6: 18.3 9.4
Old : 100.0: 27.7 9.2 3.5 50.4 77.8 81.7 90.6: 18.3 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 38 20 21 55 64 108 91:
Old : 138: 38 20 21 55 64 108 91:
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 26.9 34.1 43.5 25.1 22.6 33.3 37.9
Old : 25.1 26.9 34.1 43.5 25.1 22.6 33.3 37.9
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 8, 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 : 58,029: 11,876 1,040 5,674 36,198 46,956 53,748 53,670: 4,281 4,359
Old : 58,029: 11,876 1,040 5,674 36,198 46,956 53,748 53,670: 4,281 4,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 5,534: 1,727 -310 1,095 1,908 5,043 4,730 5,828: 804 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 1.8 9.8 62.4 80.9 92.6 92.5: 7.4 7.5
Old : 100.0: 20.5 1.8 9.8 62.4 80.9 92.6 92.5: 7.4 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 13 4 11 42 45 62 56:
Old : 72: 13 4 11 42 45 62 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 30.6 50.8 45.3 26.7 18.4 33.6 26.4
Old : 35.5 30.6 50.8 45.3 26.7 18.4 33.6 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 11, 2006