GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, October 17, 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 : 3,604: 0 0 25 3,261 3,579 3,286 3,604: 318 0
Old : 3,604: 0 0 25 3,261 3,579 3,286 3,604: 318 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.7 90.5 99.3 91.2 100.0: 8.8 0.0
Old : 100.0: 0.0 0.0 0.7 90.5 99.3 91.2 100.0: 8.8 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 : 23: 0 0 1 16 17 17 18:
Old : 23: 0 0 1 16 17 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 : 54.1 61.0 75.7 83.2 49.4 59.7 57.2 68.1
Old : 54.1 61.0 75.7 83.2 49.4 59.7 57.2 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, October 17, 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 : 7,746: 224 150 486 6,393 6,606 7,103 7,242: 643 504
Old : 7,746: 224 150 486 6,393 6,606 7,103 7,242: 643 504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 720: 0 0 0 770 675 770 675: -50 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.9 6.3 82.5 85.3 91.7 93.5: 8.3 6.5
Old : 100.0: 2.9 1.9 6.3 82.5 85.3 91.7 93.5: 8.3 6.5
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 : 35: 2 2 3 25 24 29 27:
Old : 35: 2 2 3 25 24 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 39.3 58.9 59.5 26.4 34.1 35.6 42.6
Old : 37.9 39.3 58.9 59.5 26.4 34.1 35.6 42.6
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, October 17, 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 : 217,289: 21,126 25,360 25,828 139,554 134,102 186,508 185,290: 30,781 31,999
Old : 217,289: 21,126 25,360 25,828 139,554 134,102 186,508 185,290: 30,781 31,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -2,289: 523 -595 -3,459 115 4,005 -2,821 -49: 532 -2,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.7 11.9 64.2 61.7 85.8 85.3: 14.2 14.7
Old : 100.0: 9.7 11.7 11.9 64.2 61.7 85.8 85.3: 14.2 14.7
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 : 140: 25 34 35 64 70 111 122:
Old : 140: 25 34 35 64 70 111 122:
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 : 28.9 23.3 42.5 34.7 18.8 11.6 27.3 17.6
Old : 28.9 23.3 42.5 34.7 18.8 11.6 27.3 17.6
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, October 17, 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 : 940,537: 131,505 89,324 360,773 373,284 447,710 865,562 897,807: 74,975 42,730
Old : 940,537: 131,505 89,324 360,773 373,284 447,710 865,562 897,807: 74,975 42,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 9,635: -216 3,346 7,108 512 -2,705 7,404 7,749: 2,231 1,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 9.5 38.4 39.7 47.6 92.0 95.5: 8.0 4.5
Old : 100.0: 14.0 9.5 38.4 39.7 47.6 92.0 95.5: 8.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 45 67 76 91 73 187 172:
Old : 210: 45 67 76 91 73 187 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 32.3 50.0 48.0 13.1 10.7 16.6 14.7
Old : 39.0 32.3 50.0 48.0 13.1 10.7 16.6 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, October 17, 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 : 81,508: 4,073 676 8,164 60,972 61,075 73,209 69,915: 8,299 11,593
Old : 81,508: 4,073 676 8,164 60,972 61,075 73,209 69,915: 8,299 11,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 5,153: 1,606 0 -740 5,437 4,853 6,303 4,113: -1,150 1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.8 10.0 74.8 74.9 89.8 85.8: 10.2 14.2
Old : 100.0: 5.0 0.8 10.0 74.8 74.9 89.8 85.8: 10.2 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 18 22 20 24:
Old : 27: 1 1 2 18 22 20 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 : 43.1 40.3 68.6 61.6 36.1 33.5 51.2 44.6
Old : 43.1 40.3 68.6 61.6 36.1 33.5 51.2 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,086: 9,898 0 1,395 21,291 32,378 32,584 33,773: 11,502 10,313
Old : 44,086: 9,898 0 1,395 21,291 32,378 32,584 33,773: 11,502 10,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 1,233: -841 0 768 3,185 93 3,112 861: -1,879 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 0.0 3.2 48.3 73.4 73.9 76.6: 26.1 23.4
Old : 100.0: 22.5 0.0 3.2 48.3 73.4 73.9 76.6: 26.1 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 2 14 13 16 15:
Old : 22: 2 0 2 14 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 45.5 62.5 67.1 43.1 42.9 58.3 58.8
Old : 46.3 45.5 62.5 67.1 43.1 42.9 58.3 58.8
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, October 17, 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 : 121,669: 6,762 0 1,824 101,734 112,792 110,320 114,616: 11,349 7,053
Old : 121,669: 6,762 0 1,824 101,734 112,792 110,320 114,616: 11,349 7,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 1,849: -604 0 0 363 2,965 -241 2,965: 2,090 -1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 1.5 83.6 92.7 90.7 94.2: 9.3 5.8
Old : 100.0: 5.6 0.0 1.5 83.6 92.7 90.7 94.2: 9.3 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 : 38: 2 0 1 25 27 27 28:
Old : 38: 2 0 1 25 27 27 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 : 49.7 52.1 66.7 66.5 48.9 48.9 60.6 60.1
Old : 49.7 52.1 66.7 66.5 48.9 48.9 60.6 60.1
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, October 17, 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 : 68,666: 18,064 0 0 40,516 54,585 58,580 54,585: 10,086 14,081
Old : 68,666: 18,064 0 0 40,516 54,585 58,580 54,585: 10,086 14,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 66: 0 0 0 -362 357 -362 357: 428 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 0.0 0.0 59.0 79.5 85.3 79.5: 14.7 20.5
Old : 100.0: 26.3 0.0 0.0 59.0 79.5 85.3 79.5: 14.7 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 13 12 15 12:
Old : 22: 2 0 0 13 12 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 59.3 69.4 72.7 51.0 59.3 67.3 68.1
Old : 51.0 59.3 69.4 72.7 51.0 59.3 67.3 68.1
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, October 17, 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 : 70,669: 0 4,689 6,140 60,567 55,378 66,707 66,207: 3,962 4,462
Old : 70,669: 0 4,689 6,140 60,567 55,378 66,707 66,207: 3,962 4,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 1,038: 0 134 0 947 1,669 947 1,803: 91 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.6 8.7 85.7 78.4 94.4 93.7: 5.6 6.3
Old : 100.0: 0.0 6.6 8.7 85.7 78.4 94.4 93.7: 5.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 3 2 18 19 20 22:
Old : 26: 0 3 2 18 19 20 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 : 65.2 43.3 79.9 68.8 51.8 36.4 60.7 54.5
Old : 65.2 43.3 79.9 68.8 51.8 36.4 60.7 54.5
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, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,243: 1,613 497 4,776 49,507 47,443 55,896 52,716: 6,347 9,527
Old : 62,243: 1,613 497 4,776 49,507 47,443 55,896 52,716: 6,347 9,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 2,271: 0 253 -1,856 4,037 3,690 2,181 2,087: 90 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.8 7.7 79.5 76.2 89.8 84.7: 10.2 15.3
Old : 100.0: 2.6 0.8 7.7 79.5 76.2 89.8 84.7: 10.2 15.3
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 : 25: 2 1 2 17 18 20 20:
Old : 25: 2 1 2 17 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 36.6 74.7 58.2 57.2 31.0 63.5 46.9
Old : 61.7 36.6 74.7 58.2 57.2 31.0 63.5 46.9
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, October 17, 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 : 110,131: 3,169 7,845 2,448 95,706 89,717 101,323 100,010: 8,808 10,121
Old : 110,131: 3,169 7,845 2,448 95,706 89,717 101,323 100,010: 8,808 10,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 1,390: 0 772 -1,021 1,983 2,265 962 2,016: 428 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 7.1 2.2 86.9 81.5 92.0 90.8: 8.0 9.2
Old : 100.0: 2.9 7.1 2.2 86.9 81.5 92.0 90.8: 8.0 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 1 2 26 25 28 27:
Old : 36: 1 1 2 26 25 28 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 : 36.2 38.5 53.9 56.6 28.6 32.1 41.2 44.4
Old : 36.2 38.5 53.9 56.6 28.6 32.1 41.2 44.4
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, October 17, 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 : 29,948: 0 6,951 110 20,791 19,800 20,901 26,861: 9,047 3,087
Old : 29,948: 0 6,951 110 20,791 19,800 20,901 26,861: 9,047 3,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.2 0.4 69.4 66.1 69.8 89.7: 30.2 10.3
Old : 100.0: 0.0 23.2 0.4 69.4 66.1 69.8 89.7: 30.2 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 3 1 11 15 12 18:
Old : 20: 0 3 1 11 15 12 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 41.0 63.0 66.4 36.0 35.2 46.3 58.5
Old : 44.2 41.0 63.0 66.4 36.0 35.2 46.3 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,708: 0 182 674 55,663 60,347 56,337 61,203: 10,371 5,505
Old : 66,708: 0 182 674 55,663 60,347 56,337 61,203: 10,371 5,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 2,054: 0 0 0 2,210 1,480 2,210 1,480: -156 574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.0 83.4 90.5 84.5 91.7: 15.5 8.3
Old : 100.0: 0.0 0.3 1.0 83.4 90.5 84.5 91.7: 15.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 1 23 23 24 24:
Old : 29: 0 1 1 23 23 24 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 : 41.8 38.8 60.7 61.4 36.3 31.9 46.1 47.6
Old : 41.8 38.8 60.7 61.4 36.3 31.9 46.1 47.6
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, October 17, 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 : 76,046: 0 11,154 4,047 55,645 51,517 59,692 66,718: 16,354 9,328
Old : 76,046: 0 11,154 4,047 55,645 51,517 59,692 66,718: 16,354 9,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 1,849: 0 -2,276 985 2,957 2,654 3,942 1,363: -2,093 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.7 5.3 73.2 67.7 78.5 87.7: 21.5 12.3
Old : 100.0: 0.0 14.7 5.3 73.2 67.7 78.5 87.7: 21.5 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 : 26: 0 2 2 21 17 23 19:
Old : 26: 0 2 2 21 17 23 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 : 38.1 38.3 58.3 61.5 25.6 28.1 40.1 44.0
Old : 38.1 38.3 58.3 61.5 25.6 28.1 40.1 44.0
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, October 17, 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 : 64,284: 57 372 4,005 41,901 52,873 45,963 57,250: 18,321 7,034
Old : 64,284: 57 372 4,005 41,901 52,873 45,963 57,250: 18,321 7,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 2,647: -1,014 0 650 2,759 4,468 2,395 5,118: 252 -2,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.6 6.2 65.2 82.2 71.5 89.1: 28.5 10.9
Old : 100.0: 0.1 0.6 6.2 65.2 82.2 71.5 89.1: 28.5 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 : 26: 1 1 1 15 19 16 21:
Old : 26: 1 1 1 15 19 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 37.9 58.2 65.1 36.8 37.1 52.0 62.8
Old : 38.7 37.9 58.2 65.1 36.8 37.1 52.0 62.8
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, October 17, 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 : 177,239: 670 14,796 9,350 149,103 144,496 159,123 168,642: 18,116 8,597
Old : 177,239: 670 14,796 9,350 149,103 144,496 159,123 168,642: 18,116 8,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 5,720: 18 1,057 -20 6,503 5,845 6,501 6,882: -781 -1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 8.3 5.3 84.1 81.5 89.8 95.1: 10.2 4.9
Old : 100.0: 0.4 8.3 5.3 84.1 81.5 89.8 95.1: 10.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 3 5 34 30 39 35:
Old : 40: 2 3 5 34 30 39 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 : 31.9 34.9 50.4 54.5 29.0 26.0 41.3 37.5
Old : 31.9 34.9 50.4 54.5 29.0 26.0 41.3 37.5
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, October 17, 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 : 90,538: 982 0 3,501 75,784 71,221 80,267 74,722: 10,271 15,816
Old : 90,538: 982 0 3,501 75,784 71,221 80,267 74,722: 10,271 15,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 2,275: 982 -6,182 2,065 425 5,871 3,472 1,754: -1,197 521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 3.9 83.7 78.7 88.7 82.5: 11.3 17.5
Old : 100.0: 1.1 0.0 3.9 83.7 78.7 88.7 82.5: 11.3 17.5
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 : 27: 1 0 1 23 19 24 20:
Old : 27: 1 0 1 23 19 24 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 : 42.2 49.1 63.1 68.1 37.1 46.1 54.8 59.0
Old : 42.2 49.1 63.1 68.1 37.1 46.1 54.8 59.0
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, October 17, 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 : 265,169: 5,958 620 5,839 240,811 250,146 252,608 256,605: 12,561 8,564
Old : 265,169: 5,958 620 5,839 240,811 250,146 252,608 256,605: 12,561 8,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 9,236: -1,386 0 470 10,702 8,282 9,786 8,752: -550 484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.2 2.2 90.8 94.3 95.3 96.8: 4.7 3.2
Old : 100.0: 2.2 0.2 2.2 90.8 94.3 95.3 96.8: 4.7 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 : 53: 3 1 4 43 39 47 43:
Old : 53: 3 1 4 43 39 47 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 : 37.3 44.4 53.9 63.4 31.9 41.8 46.1 58.4
Old : 37.3 44.4 53.9 63.4 31.9 41.8 46.1 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, October 17, 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 : 170,393: 12,409 13,619 8,743 138,075 143,545 159,227 165,907: 11,166 4,486
Old : 170,393: 12,409 13,619 8,743 138,075 143,545 159,227 165,907: 11,166 4,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 3,792: 872 -961 1,310 3,117 3,138 5,299 3,487: -1,507 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 8.0 5.1 81.0 84.2 93.4 97.4: 6.6 2.6
Old : 100.0: 7.3 8.0 5.1 81.0 84.2 93.4 97.4: 6.6 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 : 45: 2 3 3 38 34 41 39:
Old : 45: 2 3 3 38 34 41 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 : 27.4 52.3 46.2 65.5 22.7 47.8 35.7 57.0
Old : 27.4 52.3 46.2 65.5 22.7 47.8 35.7 57.0
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, October 17, 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 : 173,625: 0 3,182 5,569 155,025 148,246 160,594 156,997: 13,031 16,628
Old : 173,625: 0 3,182 5,569 155,025 148,246 160,594 156,997: 13,031 16,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 3,385: 0 -1,586 -507 3,054 4,144 2,547 2,051: 838 1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 3.2 89.3 85.4 92.5 90.4: 7.5 9.6
Old : 100.0: 0.0 1.8 3.2 89.3 85.4 92.5 90.4: 7.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 0 2 1 34 32 35 34:
Old : 42: 0 2 1 34 32 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 48.3 53.7 65.1 32.7 46.2 51.1 59.3
Old : 33.2 48.3 53.7 65.1 32.7 46.2 51.1 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders - Futures Only, October 17, 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 : 45,720: 0 6,803 2,245 36,658 21,464 38,903 30,512: 6,817 15,208
Old : 45,720: 0 6,803 2,245 36,658 21,464 38,903 30,512: 6,817 15,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -118: 0 366 -118 0 -378 -118 -130: 0 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.9 4.9 80.2 46.9 85.1 66.7: 14.9 33.3
Old : 100.0: 0.0 14.9 4.9 80.2 46.9 85.1 66.7: 14.9 33.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 2 15 16 17 18:
Old : 20: 0 2 2 15 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 34.8 66.2 56.5 40.5 28.0 55.3 39.6
Old : 41.8 34.8 66.2 56.5 40.5 28.0 55.3 39.6
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, October 17, 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 : 175,056: 31,558 7,070 12,439 122,188 142,538 166,185 162,047: 8,871 13,009
Old : 175,056: 31,558 7,070 12,439 122,188 142,538 166,185 162,047: 8,871 13,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 5,726: 5,191 1,578 -786 1,429 8,334 5,834 9,126: -108 -3,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 4.0 7.1 69.8 81.4 94.9 92.6: 5.1 7.4
Old : 100.0: 18.0 4.0 7.1 69.8 81.4 94.9 92.6: 5.1 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 : 44: 4 1 5 32 35 37 40:
Old : 44: 4 1 5 32 35 37 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 : 32.9 33.4 52.3 50.5 27.7 27.0 42.9 38.7
Old : 32.9 33.4 52.3 50.5 27.7 27.0 42.9 38.7
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, October 17, 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 : 58,079: 0 3,574 240 53,363 46,131 53,603 49,945: 4,476 8,134
Old : 58,079: 0 3,574 240 53,363 46,131 53,603 49,945: 4,476 8,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 1,062: 0 1,382 -240 1,081 362 841 1,504: 221 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 0.4 91.9 79.4 92.3 86.0: 7.7 14.0
Old : 100.0: 0.0 6.2 0.4 91.9 79.4 92.3 86.0: 7.7 14.0
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 : 32: 0 2 1 23 24 24 26:
Old : 32: 0 2 1 23 24 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 : 45.5 29.3 65.2 49.5 42.5 24.7 59.7 41.0
Old : 45.5 29.3 65.2 49.5 42.5 24.7 59.7 41.0
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, October 17, 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 : 3,191,136: 163,449 215,376 1,219,893 1,782,507 1,738,397 3,165,849 3,173,666: 25,287 17,470
Old : 3,191,136: 163,449 215,376 1,219,893 1,782,507 1,738,397 3,165,849 3,173,666: 25,287 17,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 7,165: 7,191 11,513 -14,463 12,941 9,234 5,669 6,284: 1,496 881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 6.7 38.2 55.9 54.5 99.2 99.5: 0.8 0.5
Old : 100.0: 5.1 6.7 38.2 55.9 54.5 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 : 155: 28 19 43 104 90 150 135:
Old : 155: 28 19 43 104 90 150 135:
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 : 36.3 44.0 49.3 57.2 8.7 13.9 13.7 17.8
Old : 36.3 44.0 49.3 57.2 8.7 13.9 13.7 17.8
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, October 17, 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 : 756,879: 168,288 47,440 193,648 392,869 511,527 754,805 752,615: 2,074 4,264
Old : 756,879: 168,288 47,440 193,648 392,869 511,527 754,805 752,615: 2,074 4,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 13,014: -4,347 -6,961 8,556 8,586 11,209 12,795 12,804: 219 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 6.3 25.6 51.9 67.6 99.7 99.4: 0.3 0.6
Old : 100.0: 22.2 6.3 25.6 51.9 67.6 99.7 99.4: 0.3 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 : 73: 19 13 23 38 39 66 66:
Old : 73: 19 13 23 38 39 66 66:
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 : 52.3 34.5 69.4 57.0 22.6 19.8 29.7 29.2
Old : 52.3 34.5 69.4 57.0 22.6 19.8 29.7 29.2
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, October 17, 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 : 45,941: 7,850 600 3,060 33,923 41,393 44,833 45,053: 1,108 888
Old : 45,941: 7,850 600 3,060 33,923 41,393 44,833 45,053: 1,108 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 464: 0 -60 0 224 504 224 444: 240 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 1.3 6.7 73.8 90.1 97.6 98.1: 2.4 1.9
Old : 100.0: 17.1 1.3 6.7 73.8 90.1 97.6 98.1: 2.4 1.9
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 : 49: 4 5 5 35 34 42 41:
Old : 49: 4 5 5 35 34 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 43.8 60.1 64.6 35.9 36.4 44.6 50.1
Old : 45.7 43.8 60.1 64.6 35.9 36.4 44.6 50.1
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, October 17, 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 : 25,428: 434 1,959 1,102 23,703 21,923 25,239 24,984: 189 444
Old : 25,428: 434 1,959 1,102 23,703 21,923 25,239 24,984: 189 444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 636: 0 510 0 510 0 510 510: 126 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 7.7 4.3 93.2 86.2 99.3 98.3: 0.7 1.7
Old : 100.0: 1.7 7.7 4.3 93.2 86.2 99.3 98.3: 0.7 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 : 35: 1 3 1 21 20 22 24:
Old : 35: 1 3 1 21 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 : 66.8 62.5 84.6 79.8 46.5 48.6 56.0 58.8
Old : 66.8 62.5 84.6 79.8 46.5 48.6 56.0 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, October 17, 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 : 19,013: 1,524 0 0 17,446 19,013 18,970 19,013: 43 0
Old : 19,013: 1,524 0 0 17,446 19,013 18,970 19,013: 43 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -128: 0 0 0 -128 -128 -128 -128: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 0.0 91.8 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 8.0 0.0 0.0 91.8 100.0 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 : 24: 2 0 0 16 14 18 14:
Old : 24: 2 0 0 16 14 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 76.8 88.0 93.8 46.7 52.8 57.5 59.6
Old : 74.0 76.8 88.0 93.8 46.7 52.8 57.5 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders - Futures Only, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 14,162: 252 1,203 0 13,721 12,959 13,973 14,162: 189 0
Old : 14,162: 252 1,203 0 13,721 12,959 13,973 14,162: 189 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 8.5 0.0 96.9 91.5 98.7 100.0: 1.3 0.0
Old : 100.0: 1.8 8.5 0.0 96.9 91.5 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 0 11 11 12 14:
Old : 20: 1 3 0 11 11 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.3 73.7 96.0 92.2 67.2 64.4 76.5 76.9
Old : 82.3 73.7 96.0 92.2 67.2 64.4 76.5 76.9
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, October 17, 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 : 22,016: 230 1,140 938 20,552 19,830 21,720 21,908: 296 108
Old : 22,016: 230 1,140 938 20,552 19,830 21,720 21,908: 296 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -240: 50 -310 50 -320 20 -220 -240: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.2 4.3 93.4 90.1 98.7 99.5: 1.3 0.5
Old : 100.0: 1.0 5.2 4.3 93.4 90.1 98.7 99.5: 1.3 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 : 29: 2 3 3 20 21 24 25:
Old : 29: 2 3 3 20 21 24 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 : 59.8 48.9 76.8 73.4 40.8 34.1 51.6 46.3
Old : 59.8 48.9 76.8 73.4 40.8 34.1 51.6 46.3
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, October 17, 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 : 26,688: 2,800 0 300 21,943 25,340 25,043 25,640: 1,645 1,048
Old : 26,688: 2,800 0 300 21,943 25,340 25,043 25,640: 1,645 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -46: -80 0 0 -394 -58 -474 -58: 428 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.0 1.1 82.2 94.9 93.8 96.1: 6.2 3.9
Old : 100.0: 10.5 0.0 1.1 82.2 94.9 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 : 30: 2 0 1 22 22 24 23:
Old : 30: 2 0 1 22 22 24 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 : 44.3 49.0 66.6 72.0 29.2 40.9 39.8 53.2
Old : 44.3 49.0 66.6 72.0 29.2 40.9 39.8 53.2
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, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 27,294: 140 1,608 1,260 25,614 24,326 27,014 27,194: 280 100
Old : 27,294: 140 1,608 1,260 25,614 24,326 27,014 27,194: 280 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 518: -40 960 0 558 -442 518 518: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.9 4.6 93.8 89.1 99.0 99.6: 1.0 0.4
Old : 100.0: 0.5 5.9 4.6 93.8 89.1 99.0 99.6: 1.0 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 2 1 18 12 20 14:
Old : 24: 1 2 1 18 12 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 65.2 79.7 88.3 37.9 48.4 51.5 60.4
Old : 60.0 65.2 79.7 88.3 37.9 48.4 51.5 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 13,900: 256 0 1,052 12,060 12,296 13,368 13,348: 532 552
Old : 13,900: 256 0 1,052 12,060 12,296 13,368 13,348: 532 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 0: -60 0 0 60 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 7.6 86.8 88.5 96.2 96.0: 3.8 4.0
Old : 100.0: 1.8 0.0 7.6 86.8 88.5 96.2 96.0: 3.8 4.0
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 0 1 14 15 16 16:
Old : 20: 2 0 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 : 64.7 57.5 84.4 77.2 57.4 48.4 62.7 59.8
Old : 64.7 57.5 84.4 77.2 57.4 48.4 62.7 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, October 17, 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 : 1,186,170: 152,971 155,667 238,527 726,932 709,889 1,118,430 1,104,083: 67,740 82,087
Old : 1,186,170: 152,971 155,667 238,527 726,932 709,889 1,118,430 1,104,083: 67,740 82,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -7,251: -6,388 -3,391 -11,017 6,609 7,253 -10,796 -7,155: 3,545 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 13.1 20.1 61.3 59.8 94.3 93.1: 5.7 6.9
Old : 100.0: 12.9 13.1 20.1 61.3 59.8 94.3 93.1: 5.7 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 : 308: 79 110 122 93 95 256 257:
Old : 308: 79 110 122 93 95 256 257:
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 : 23.4 22.8 35.0 31.8 12.4 7.0 17.3 11.2
Old : 23.4 22.8 35.0 31.8 12.4 7.0 17.3 11.2
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, October 17, 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 : 35,752: 18,036 23,519 1,175 386 1,561 19,597 26,255: 16,155 9,497
Old : 35,752: 18,036 23,519 1,175 386 1,561 19,597 26,255: 16,155 9,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -9,915: -11,853 -8,373 -1,254 -126 -1,106 -13,233 -10,733: 3,318 818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 65.8 3.3 1.1 4.4 54.8 73.4: 45.2 26.6
Old : 100.0: 50.4 65.8 3.3 1.1 4.4 54.8 73.4: 45.2 26.6
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 : 34: 18 14 8 1 2 22 21:
Old : 34: 18 14 8 1 2 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 49.1 39.0 60.4 27.2 47.5 38.2 57.6
Old : 27.8 49.1 39.0 60.4 27.2 47.5 38.2 57.6
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, October 17, 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 : 29,807: 3,852 7,064 6,880 11,261 6,312 21,993 20,256: 7,814 9,551
Old : 29,807: 3,852 7,064 6,880 11,261 6,312 21,993 20,256: 7,814 9,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 1,133: 855 11 420 -250 73 1,025 504: 108 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 23.7 23.1 37.8 21.2 73.8 68.0: 26.2 32.0
Old : 100.0: 12.9 23.7 23.1 37.8 21.2 73.8 68.0: 26.2 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 8 9 10 8 23 19:
Old : 25: 7 8 9 10 8 23 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 : 28.3 31.0 44.0 47.5 19.8 19.1 29.6 29.7
Old : 28.3 31.0 44.0 47.5 19.8 19.1 29.6 29.7
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, October 17, 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 : 11,498: 5,194 2,404 120 4,272 8,423 9,586 10,947: 1,912 551
Old : 11,498: 5,194 2,404 120 4,272 8,423 9,586 10,947: 1,912 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -183: 7 36 120 -82 -9 45 147: -228 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 20.9 1.0 37.2 73.3 83.4 95.2: 16.6 4.8
Old : 100.0: 45.2 20.9 1.0 37.2 73.3 83.4 95.2: 16.6 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 40 13 3 17 23 59 38:
Old : 94: 40 13 3 17 23 59 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 : 40.1 35.6 50.2 58.8 40.1 35.6 50.2 58.8
Old : 40.1 35.6 50.2 58.8 40.1 35.6 50.2 58.8
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, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,288: 3,320 1,572 2 2,250 4,498 5,572 6,072: 1,716 1,216
Old : 7,288: 3,320 1,572 2 2,250 4,498 5,572 6,072: 1,716 1,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 320: -92 -71 2 405 392 315 323: 5 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 21.6 0.0 30.9 61.7 76.5 83.3: 23.5 16.7
Old : 100.0: 45.6 21.6 0.0 30.9 61.7 76.5 83.3: 23.5 16.7
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 : 53: 18 6 1 11 20 30 26:
Old : 53: 18 6 1 11 20 30 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 : 22.0 30.4 39.6 51.1 22.0 30.4 39.6 51.0
Old : 22.0 30.4 39.6 51.1 22.0 30.4 39.6 51.0
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, October 17, 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 : 27,922: 1,445 5,469 470 18,932 14,877 20,847 20,816: 7,075 7,106
Old : 27,922: 1,445 5,469 470 18,932 14,877 20,847 20,816: 7,075 7,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -2,365: -243 683 69 -2,863 -2,797 -3,037 -2,045: 672 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 19.6 1.7 67.8 53.3 74.7 74.6: 25.3 25.4
Old : 100.0: 5.2 19.6 1.7 67.8 53.3 74.7 74.6: 25.3 25.4
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 : 60: 7 11 4 30 29 39 42:
Old : 60: 7 11 4 30 29 39 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 27.4 45.4 39.8 31.3 22.2 40.1 34.0
Old : 33.6 27.4 45.4 39.8 31.3 22.2 40.1 34.0
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, October 17, 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 : 99,377: 11,406 4,218 3,509 74,924 83,496 89,839 91,223: 9,538 8,154
Old : 99,377: 11,406 4,218 3,509 74,924 83,496 89,839 91,223: 9,538 8,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 5,072: 1,705 1,245 -1,480 5,884 6,242 6,109 6,007: -1,037 -935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 4.2 3.5 75.4 84.0 90.4 91.8: 9.6 8.2
Old : 100.0: 11.5 4.2 3.5 75.4 84.0 90.4 91.8: 9.6 8.2
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 : 108: 24 9 10 53 64 80 83:
Old : 108: 24 9 10 53 64 80 83:
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 : 37.7 23.8 50.6 39.4 31.1 21.9 40.2 30.8
Old : 37.7 23.8 50.6 39.4 31.1 21.9 40.2 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 20, 2006