NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,008: 960 650 0 3,823 3,978 4,783 4,628: 225 380
Old : 5,008: 960 650 0 3,823 3,978 4,783 4,628: 225 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 255: 0 400 0 205 -145 205 255: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 13.0 0.0 76.3 79.4 95.5 92.4: 4.5 7.6
Old : 100.0: 19.2 13.0 0.0 76.3 79.4 95.5 92.4: 4.5 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 4 0 17 17 18 21:
Old : 30: 1 4 0 17 17 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 : 60.4 45.4 78.5 63.7 57.6 39.2 66.6 53.6
Old : 60.4 45.4 78.5 63.7 57.6 39.2 66.6 53.6
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 195,176: 23,609 19,827 35,312 107,599 106,572 166,520 161,711: 28,656 33,465
Old : 195,176: 23,609 19,827 35,312 107,599 106,572 166,520 161,711: 28,656 33,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -226: 97 -1,920 149 -1,463 1,799 -1,218 28: 992 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 10.2 18.1 55.1 54.6 85.3 82.9: 14.7 17.1
Old : 100.0: 12.1 10.2 18.1 55.1 54.6 85.3 82.9: 14.7 17.1
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 : 125: 27 33 36 59 56 107 106:
Old : 125: 27 33 36 59 56 107 106:
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 21.6 38.5 32.9 17.9 11.7 26.6 16.5
Old : 23.8 21.6 38.5 32.9 17.9 11.7 26.6 16.5
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 996,472: 46,503 74,484 468,033 393,922 412,503 908,458 955,020: 88,014 41,452
Old : 996,472: 46,503 74,484 468,033 393,922 412,503 908,458 955,020: 88,014 41,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 27,367: 8,238 3,095 14,171 1,879 7,163 24,288 24,429: 3,079 2,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 7.5 47.0 39.5 41.4 91.2 95.8: 8.8 4.2
Old : 100.0: 4.7 7.5 47.0 39.5 41.4 91.2 95.8: 8.8 4.2
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 : 217: 62 57 89 96 84 207 182:
Old : 217: 62 57 89 96 84 207 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 28.8 40.1 42.8 4.4 4.8 6.9 8.2
Old : 26.9 28.8 40.1 42.8 4.4 4.8 6.9 8.2
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 55,194: 0 1,272 2,551 47,948 45,471 50,499 49,294: 4,695 5,900
Old : 55,194: 0 1,272 2,551 47,948 45,471 50,499 49,294: 4,695 5,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 546: 0 660 -70 647 596 577 1,186: -31 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 4.6 86.9 82.4 91.5 89.3: 8.5 10.7
Old : 100.0: 0.0 2.3 4.6 86.9 82.4 91.5 89.3: 8.5 10.7
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 : 21: 0 1 1 18 16 19 17:
Old : 21: 0 1 1 18 16 19 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 : 47.1 54.8 69.1 75.0 45.3 51.9 61.3 63.5
Old : 47.1 54.8 69.1 75.0 45.3 51.9 61.3 63.5
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 with Delta-adjusted Options and Futures Combined, March 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,679: 6,708 2,470 2,527 50,432 54,902 59,667 59,899: 8,012 7,780
Old : 67,679: 6,708 2,470 2,527 50,432 54,902 59,667 59,899: 8,012 7,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -260: 2,021 -2,435 -16 -2,199 2,559 -194 108: -66 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 3.6 3.7 74.5 81.1 88.2 88.5: 11.8 11.5
Old : 100.0: 9.9 3.6 3.7 74.5 81.1 88.2 88.5: 11.8 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 3 18 18 23 21:
Old : 27: 4 1 3 18 18 23 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 : 37.1 42.4 58.5 61.0 33.7 34.7 46.0 50.0
Old : 37.1 42.4 58.5 61.0 33.7 34.7 46.0 50.0
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 106,708: 11,367 2,353 1,926 81,539 90,825 94,832 95,104: 11,876 11,604
Old : 106,708: 11,367 2,353 1,926 81,539 90,825 94,832 95,104: 11,876 11,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 5,587: 1,984 0 0 3,415 5,949 5,399 5,949: 188 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 2.2 1.8 76.4 85.1 88.9 89.1: 11.1 10.9
Old : 100.0: 10.7 2.2 1.8 76.4 85.1 88.9 89.1: 11.1 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 : 35: 2 2 2 26 23 30 25:
Old : 35: 2 2 2 26 23 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 41.2 60.3 63.8 43.3 36.2 54.5 55.1
Old : 44.0 41.2 60.3 63.8 43.3 36.2 54.5 55.1
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 with Delta-adjusted Options and Futures Combined, March 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 71,396: 0 1,778 0 65,576 62,195 65,576 63,973: 5,820 7,423
Old : 71,396: 0 1,778 0 65,576 62,195 65,576 63,973: 5,820 7,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -212: 0 0 0 -1,938 -190 -1,938 -190: 1,726 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 91.8 87.1 91.8 89.6: 8.2 10.4
Old : 100.0: 0.0 2.5 0.0 91.8 87.1 91.8 89.6: 8.2 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 18 20 18 21:
Old : 27: 0 1 0 18 20 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 : 40.6 42.8 69.3 64.9 35.1 31.9 56.8 50.9
Old : 40.6 42.8 69.3 64.9 35.1 31.9 56.8 50.9
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 79,160: 0 12,842 701 75,817 60,678 76,518 74,221: 2,642 4,939
Old : 79,160: 0 12,842 701 75,817 60,678 76,518 74,221: 2,642 4,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 2,879: 0 -616 185 2,754 4,774 2,939 4,343: -60 -1,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.2 0.9 95.8 76.7 96.7 93.8: 3.3 6.2
Old : 100.0: 0.0 16.2 0.9 95.8 76.7 96.7 93.8: 3.3 6.2
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 : 25: 0 3 2 20 18 22 21:
Old : 25: 0 3 2 20 18 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 : 54.5 44.6 75.7 69.0 48.2 37.3 68.2 56.0
Old : 54.5 44.6 75.7 69.0 48.2 37.3 68.2 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,539: 10,524 8,205 2,300 45,453 50,577 58,277 61,082: 9,262 6,457
Old : 67,539: 10,524 8,205 2,300 45,453 50,577 58,277 61,082: 9,262 6,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 609: -446 0 52 337 -76 -57 -24: 666 633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 12.1 3.4 67.3 74.9 86.3 90.4: 13.7 9.6
Old : 100.0: 15.6 12.1 3.4 67.3 74.9 86.3 90.4: 13.7 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 : 26: 3 2 2 18 19 22 22:
Old : 26: 3 2 2 18 19 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 : 44.3 36.7 62.6 63.3 37.2 33.2 46.7 52.0
Old : 44.3 36.7 62.6 63.3 37.2 33.2 46.7 52.0
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 with Delta-adjusted Options and Futures Combined, March 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 108,707: 0 1,592 4,170 94,675 92,623 98,845 98,385: 9,862 10,322
Old : 108,707: 0 1,592 4,170 94,675 92,623 98,845 98,385: 9,862 10,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 5,438: 0 -1,408 1,879 3,259 5,825 5,138 6,296: 300 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 3.8 87.1 85.2 90.9 90.5: 9.1 9.5
Old : 100.0: 0.0 1.5 3.8 87.1 85.2 90.9 90.5: 9.1 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 1 23 23 24 24:
Old : 32: 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 : 48.7 41.0 65.9 61.6 40.2 36.6 51.0 49.9
Old : 48.7 41.0 65.9 61.6 40.2 36.6 51.0 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 82,726: 10,700 0 0 63,030 75,177 73,730 75,177: 8,996 7,549
Old : 82,726: 10,700 0 0 63,030 75,177 73,730 75,177: 8,996 7,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 6,962: -8,560 0 0 16,866 6,106 8,306 6,106: -1,344 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.0 0.0 76.2 90.9 89.1 90.9: 10.9 9.1
Old : 100.0: 12.9 0.0 0.0 76.2 90.9 89.1 90.9: 10.9 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 : 24: 1 0 0 18 20 19 20:
Old : 24: 1 0 0 18 20 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 : 45.4 45.6 71.8 68.9 34.6 30.7 45.4 44.0
Old : 45.4 45.6 71.8 68.9 34.6 30.7 45.4 44.0
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 68,946: 0 5,036 1,904 59,188 49,359 61,092 56,299: 7,854 12,647
Old : 68,946: 0 5,036 1,904 59,188 49,359 61,092 56,299: 7,854 12,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -1,140: -1,164 2,749 -620 1,546 -3,123 -238 -994: -902 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 2.8 85.8 71.6 88.6 81.7: 11.4 18.3
Old : 100.0: 0.0 7.3 2.8 85.8 71.6 88.6 81.7: 11.4 18.3
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 : 30: 0 2 2 23 17 25 19:
Old : 30: 0 2 2 23 17 25 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 : 40.7 30.7 58.5 53.9 33.0 27.4 47.9 45.6
Old : 40.7 30.7 58.5 53.9 33.0 27.4 47.9 45.6
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 179,865: 0 25,764 3,327 166,204 146,124 169,531 175,215: 10,334 4,650
Old : 179,865: 0 25,764 3,327 166,204 146,124 169,531 175,215: 10,334 4,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 6,727: 0 -53 756 6,648 6,398 7,404 7,101: -677 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.3 1.8 92.4 81.2 94.3 97.4: 5.7 2.6
Old : 100.0: 0.0 14.3 1.8 92.4 81.2 94.3 97.4: 5.7 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 : 44: 0 4 3 38 33 41 37:
Old : 44: 0 4 3 38 33 41 37:
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 : 33.8 36.8 53.0 56.4 29.2 34.9 41.0 47.2
Old : 33.8 36.8 53.0 56.4 29.2 34.9 41.0 47.2
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 with Delta-adjusted Options and Futures Combined, March 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,040: 9,882 2,550 1,272 58,736 66,170 69,890 69,992: 13,150 13,048
Old : 83,040: 9,882 2,550 1,272 58,736 66,170 69,890 69,992: 13,150 13,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -957: -2,172 0 200 399 -3,713 -1,573 -3,513: 616 2,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 3.1 1.5 70.7 79.7 84.2 84.3: 15.8 15.7
Old : 100.0: 11.9 3.1 1.5 70.7 79.7 84.2 84.3: 15.8 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 1 14 14 16 16:
Old : 24: 2 1 1 14 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 62.6 67.0 76.5 40.0 62.6 64.7 76.1
Old : 41.4 62.6 67.0 76.5 40.0 62.6 64.7 76.1
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 with Delta-adjusted Options and Futures Combined, March 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 71,195: 0 6,944 0 68,267 62,393 68,267 69,337: 2,928 1,858
Old : 71,195: 0 6,944 0 68,267 62,393 68,267 69,337: 2,928 1,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 1,608: 0 -60 0 3,752 1,670 3,752 1,610: -2,144 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.8 0.0 95.9 87.6 95.9 97.4: 4.1 2.6
Old : 100.0: 0.0 9.8 0.0 95.9 87.6 95.9 97.4: 4.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 15 14 15 15:
Old : 23: 0 1 0 15 14 15 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 : 78.4 68.0 89.1 89.5 76.8 63.7 85.3 83.0
Old : 78.4 68.0 89.1 89.5 76.8 63.7 85.3 83.0
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 211,721: 10,181 1,330 2,692 191,757 198,893 204,630 202,915: 7,091 8,806
Old : 211,721: 10,181 1,330 2,692 191,757 198,893 204,630 202,915: 7,091 8,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 5,013: 1,255 0 332 3,118 4,292 4,705 4,624: 308 389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.6 1.3 90.6 93.9 96.7 95.8: 3.3 4.2
Old : 100.0: 4.8 0.6 1.3 90.6 93.9 96.7 95.8: 3.3 4.2
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: 3 1 4 35 38 40 42:
Old : 46: 3 1 4 35 38 40 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 : 47.1 37.9 64.2 57.9 36.4 32.7 48.7 46.5
Old : 47.1 37.9 64.2 57.9 36.4 32.7 48.7 46.5
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 157,783: 10,843 3,156 9,069 129,930 135,028 149,842 147,253: 7,941 10,530
Old : 157,783: 10,843 3,156 9,069 129,930 135,028 149,842 147,253: 7,941 10,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 3,706: 2,027 856 -161 1,472 3,080 3,338 3,775: 368 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 2.0 5.7 82.3 85.6 95.0 93.3: 5.0 6.7
Old : 100.0: 6.9 2.0 5.7 82.3 85.6 95.0 93.3: 5.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 3 5 33 28 39 33:
Old : 41: 3 3 5 33 28 39 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 52.6 53.3 69.6 34.3 49.3 47.6 61.0
Old : 36.4 52.6 53.3 69.6 34.3 49.3 47.6 61.0
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 150,347: 0 8,495 3,021 137,052 129,511 140,073 141,027: 10,274 9,320
Old : 150,347: 0 8,495 3,021 137,052 129,511 140,073 141,027: 10,274 9,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 3,829: -6,961 2,901 1,064 12,005 4,147 6,108 8,112: -2,279 -4,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.7 2.0 91.2 86.1 93.2 93.8: 6.8 6.2
Old : 100.0: 0.0 5.7 2.0 91.2 86.1 93.2 93.8: 6.8 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 0 5 2 32 31 34 36:
Old : 44: 0 5 2 32 31 34 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 50.0 57.9 61.1 40.1 43.4 51.7 52.2
Old : 40.9 50.0 57.9 61.1 40.1 43.4 51.7 52.2
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 with Delta-adjusted Options and Futures Combined, March 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 189,405: 7,731 33,379 24,501 151,970 128,002 184,202 185,882: 5,203 3,523
Old : 189,405: 7,731 33,379 24,501 151,970 128,002 184,202 185,882: 5,203 3,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 2,551: 2,674 1,899 -1,554 1,175 2,234 2,295 2,579: 256 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 17.6 12.9 80.2 67.6 97.3 98.1: 2.7 1.9
Old : 100.0: 4.1 17.6 12.9 80.2 67.6 97.3 98.1: 2.7 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 : 44: 4 4 8 28 33 36 41:
Old : 44: 4 4 8 28 33 36 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 : 43.2 33.5 63.2 54.3 40.5 28.5 48.8 41.0
Old : 43.2 33.5 63.2 54.3 40.5 28.5 48.8 41.0
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 53,177: 7,272 0 0 41,189 40,922 48,461 40,922: 4,716 12,255
Old : 53,177: 7,272 0 0 41,189 40,922 48,461 40,922: 4,716 12,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 4,209: 3,668 0 0 542 4,154 4,210 4,154: -1 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 0.0 0.0 77.5 77.0 91.1 77.0: 8.9 23.0
Old : 100.0: 13.7 0.0 0.0 77.5 77.0 91.1 77.0: 8.9 23.0
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: 2 0 0 14 16 16 16:
Old : 23: 2 0 0 14 16 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 : 53.7 34.9 78.1 58.1 53.3 29.9 68.7 45.6
Old : 53.7 34.9 78.1 58.1 53.3 29.9 68.7 45.6
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 1,611,393: 262,075 57,777 410,679 920,480 1,131,558 1,593,234 1,600,014: 18,159 11,379
Old : 1,611,393: 262,075 57,777 410,679 920,480 1,131,558 1,593,234 1,600,014: 18,159 11,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 17,273: 8,701 24,075 -12,082 20,153 4,518 16,772 16,511: 501 762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 3.6 25.5 57.1 70.2 98.9 99.3: 1.1 0.7
Old : 100.0: 16.3 3.6 25.5 57.1 70.2 98.9 99.3: 1.1 0.7
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 : 141: 25 18 36 95 81 135 120:
Old : 141: 25 18 36 95 81 135 120:
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 : 25.3 28.5 40.5 44.6 12.8 21.7 20.2 29.6
Old : 25.3 28.5 40.5 44.6 12.8 21.7 20.2 29.6
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 382,380: 70,803 48,754 94,436 212,082 235,758 377,321 378,948: 5,059 3,432
Old : 382,380: 70,803 48,754 94,436 212,082 235,758 377,321 378,948: 5,059 3,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 32,259: -11,325 26,192 3,137 40,461 4,181 32,273 33,510: -14 -1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 12.8 24.7 55.5 61.7 98.7 99.1: 1.3 0.9
Old : 100.0: 18.5 12.8 24.7 55.5 61.7 98.7 99.1: 1.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 11 14 21 30 28 53 51:
Old : 57: 11 14 21 30 28 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 : 49.0 56.2 66.1 72.3 18.7 26.5 26.6 34.7
Old : 49.0 56.2 66.1 72.3 18.7 26.5 26.6 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 84,095: 13,026 9,715 15,103 55,087 55,070 83,216 79,888: 879 4,207
Old : 84,095: 13,026 9,715 15,103 55,087 55,070 83,216 79,888: 879 4,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 832: -276 -44 392 636 -3,015 752 -2,667: 80 3,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 11.6 18.0 65.5 65.5 99.0 95.0: 1.0 5.0
Old : 100.0: 15.5 11.6 18.0 65.5 65.5 99.0 95.0: 1.0 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 5 10 42 39 53 49:
Old : 55: 6 5 10 42 39 53 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 34.5 57.5 53.2 27.4 22.6 33.3 28.8
Old : 40.8 34.5 57.5 53.2 27.4 22.6 33.3 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 24,536: 1,184 8,650 1,035 20,720 13,873 22,939 23,558: 1,597 978
Old : 24,536: 1,184 8,650 1,035 20,720 13,873 22,939 23,558: 1,597 978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 810: 40 842 -40 -64 8 -64 810: 874 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 35.3 4.2 84.4 56.5 93.5 96.0: 6.5 4.0
Old : 100.0: 4.8 35.3 4.2 84.4 56.5 93.5 96.0: 6.5 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 : 37: 3 5 4 22 22 27 29:
Old : 37: 3 5 4 22 22 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 49.2 78.8 71.4 53.7 47.0 67.6 64.9
Old : 60.3 49.2 78.8 71.4 53.7 47.0 67.6 64.9
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 13,907: 4,325 808 1,323 8,046 11,138 13,694 13,269: 213 638
Old : 13,907: 4,325 808 1,323 8,046 11,138 13,694 13,269: 213 638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 704: 550 40 0 154 26 704 66: 0 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 5.8 9.5 57.9 80.1 98.5 95.4: 1.5 4.6
Old : 100.0: 31.1 5.8 9.5 57.9 80.1 98.5 95.4: 1.5 4.6
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 : 25: 3 3 1 14 14 17 18:
Old : 25: 3 3 1 14 14 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 : 61.2 55.8 84.3 82.3 45.4 41.4 58.8 55.5
Old : 61.2 55.8 84.3 82.3 45.4 41.4 58.8 55.5
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 25,786: 3,880 10,674 412 19,946 13,492 24,238 24,578: 1,548 1,208
Old : 25,786: 3,880 10,674 412 19,946 13,492 24,238 24,578: 1,548 1,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 200: 0 20 -40 220 160 180 140: 20 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 41.4 1.6 77.4 52.3 94.0 95.3: 6.0 4.7
Old : 100.0: 15.0 41.4 1.6 77.4 52.3 94.0 95.3: 6.0 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 5 4 21 19 26 25:
Old : 30: 2 5 4 21 19 26 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 : 52.0 56.9 70.9 76.6 50.8 49.3 61.9 63.0
Old : 52.0 56.9 70.9 76.6 50.8 49.3 61.9 63.0
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 23,826: 6,630 1,060 1,410 14,757 20,866 22,797 23,336: 1,029 490
Old : 23,826: 6,630 1,060 1,410 14,757 20,866 22,797 23,336: 1,029 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -200: -960 -630 600 90 -210 -270 -240: 70 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 4.4 5.9 61.9 87.6 95.7 97.9: 4.3 2.1
Old : 100.0: 27.8 4.4 5.9 61.9 87.6 95.7 97.9: 4.3 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 : 35: 3 2 4 27 24 31 29:
Old : 35: 3 2 4 27 24 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 45.5 65.8 69.1 42.5 41.0 54.0 56.9
Old : 47.3 45.5 65.8 69.1 42.5 41.0 54.0 56.9
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 13,356: 608 578 1,112 10,768 11,246 12,488 12,936: 868 420
Old : 13,356: 608 578 1,112 10,768 11,246 12,488 12,936: 868 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -320: 68 -328 -52 -500 60 -484 -320: 164 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 4.3 8.3 80.6 84.2 93.5 96.9: 6.5 3.1
Old : 100.0: 4.6 4.3 8.3 80.6 84.2 93.5 96.9: 6.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 2 11 16 14 18:
Old : 21: 2 1 2 11 16 14 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 : 63.4 62.7 83.5 84.5 60.5 61.7 68.6 72.8
Old : 63.4 62.7 83.5 84.5 60.5 61.7 68.6 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 1,522,708: 136,300 101,267 428,616 894,185 915,930 1,459,101 1,445,813: 63,608 76,895
Old : 1,522,708: 136,300 101,267 428,616 894,185 915,930 1,459,101 1,445,813: 63,608 76,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -82,775: -3,408 -993 -24,963 -44,453 -57,226 -72,823 -83,182: -9,951 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 6.7 28.1 58.7 60.2 95.8 95.0: 4.2 5.0
Old : 100.0: 9.0 6.7 28.1 58.7 60.2 95.8 95.0: 4.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 108 80 136 81 91 247 261:
Old : 295: 108 80 136 81 91 247 261:
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 : 21.0 19.1 33.1 30.1 9.7 5.6 14.5 9.8
Old : 21.0 19.1 33.1 30.1 9.7 5.6 14.5 9.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,744: 8,852 1,863 444 2,140 11,757 11,436 14,064: 3,308 680
Old : 14,744: 8,852 1,863 444 2,140 11,757 11,436 14,064: 3,308 680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 64: 518 -60 -183 -45 338 290 95: -226 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 12.6 3.0 14.5 79.7 77.6 95.4: 22.4 4.6
Old : 100.0: 60.0 12.6 3.0 14.5 79.7 77.6 95.4: 22.4 4.6
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 : 129: 81 6 6 14 28 98 38:
Old : 129: 81 6 6 14 28 98 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 : 19.0 48.8 31.3 62.9 19.0 48.6 31.3 62.7
Old : 19.0 48.8 31.3 62.9 19.0 48.6 31.3 62.7
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 7,989: 4,063 1,119 65 1,594 5,392 5,722 6,576: 2,267 1,413
Old : 7,989: 4,063 1,119 65 1,594 5,392 5,722 6,576: 2,267 1,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 28: 361 -58 -139 -88 -96 133 -293: -106 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 14.0 0.8 20.0 67.5 71.6 82.3: 28.4 17.7
Old : 100.0: 50.9 14.0 0.8 20.0 67.5 71.6 82.3: 28.4 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 22 8 2 10 13 33 23:
Old : 51: 22 8 2 10 13 33 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 : 19.1 42.8 33.1 62.7 19.0 42.8 33.0 62.7
Old : 19.1 42.8 33.1 62.7 19.0 42.8 33.0 62.7
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 166,636: 24,012 7,664 29,103 95,613 115,184 148,728 151,951: 17,908 14,684
Old : 166,636: 24,012 7,664 29,103 95,613 115,184 148,728 151,951: 17,908 14,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -5,312: 703 -2,228 359 -5,965 -2,707 -4,903 -4,577: -410 -736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 4.6 17.5 57.4 69.1 89.3 91.2: 10.7 8.8
Old : 100.0: 14.4 4.6 17.5 57.4 69.1 89.3 91.2: 10.7 8.8
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 : 163: 52 28 45 62 76 135 130:
Old : 163: 52 28 45 62 76 135 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 18.4 39.8 29.9 20.8 15.0 29.6 23.4
Old : 26.8 18.4 39.8 29.9 20.8 15.0 29.6 23.4
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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 29,522: 5,080 20 834 21,733 27,450 27,647 28,304: 1,875 1,218
Old : 29,522: 5,080 20 834 21,733 27,450 27,647 28,304: 1,875 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 646: 40 -99 25 583 1,184 648 1,110: -2 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 0.1 2.8 73.6 93.0 93.6 95.9: 6.4 4.1
Old : 100.0: 17.2 0.1 2.8 73.6 93.0 93.6 95.9: 6.4 4.1
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 : 32: 3 1 3 18 25 23 28:
Old : 32: 3 1 3 18 25 23 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 : 58.5 46.1 77.6 64.7 30.6 24.3 36.4 32.9
Old : 58.5 46.1 77.6 64.7 30.6 24.3 36.4 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2006