NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 6,099: 1,080 1,410 25 4,431 4,217 5,536 5,652: 563 447
Old : 6,099: 1,080 1,410 25 4,431 4,217 5,536 5,652: 563 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 200: 0 0 0 150 100 150 100: 50 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 23.1 0.4 72.7 69.1 90.8 92.7: 9.2 7.3
Old : 100.0: 17.7 23.1 0.4 72.7 69.1 90.8 92.7: 9.2 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 4 1 14 18 16 22:
Old : 29: 1 4 1 14 18 16 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 : 61.4 55.4 79.7 71.9 52.5 48.5 64.5 60.2
Old : 61.4 55.4 79.7 71.9 52.5 48.5 64.5 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 200,200: 26,090 23,040 38,962 99,361 109,298 164,413 171,301: 35,786 28,899
Old : 200,200: 26,090 23,040 38,962 99,361 109,298 164,413 171,301: 35,786 28,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -4,634: -7,718 749 -1,418 3,932 -4,452 -5,204 -5,121: 570 487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 11.5 19.5 49.6 54.6 82.1 85.6: 17.9 14.4
Old : 100.0: 13.0 11.5 19.5 49.6 54.6 82.1 85.6: 17.9 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 31 35 42 58 61 120 111:
Old : 138: 31 35 42 58 61 120 111:
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 22.2 30.1 32.8 14.4 14.5 21.7 19.4
Old : 19.0 22.2 30.1 32.8 14.4 14.5 21.7 19.4
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, May 9, 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 : 1,123,973: 73,557 100,292 519,563 443,490 458,041 1,036,610 1,077,897: 87,363 46,076
Old : 1,123,973: 73,557 100,292 519,563 443,490 458,041 1,036,610 1,077,897: 87,363 46,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 52,667: 1,528 955 28,693 18,878 14,482 49,099 44,130: 3,568 8,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 8.9 46.2 39.5 40.8 92.2 95.9: 7.8 4.1
Old : 100.0: 6.5 8.9 46.2 39.5 40.8 92.2 95.9: 7.8 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 : 241: 76 67 103 93 83 215 210:
Old : 241: 76 67 103 93 83 215 210:
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 : 28.6 29.2 42.1 43.2 5.9 5.2 7.8 8.0
Old : 28.6 29.2 42.1 43.2 5.9 5.2 7.8 8.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 67,604: 0 12,154 3,497 56,271 47,222 59,768 62,873: 7,836 4,731
Old : 67,604: 0 12,154 3,497 56,271 47,222 59,768 62,873: 7,836 4,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 3,546: 0 -2,836 1,323 -147 6,217 1,176 4,704: 2,370 -1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.0 5.2 83.2 69.9 88.4 93.0: 11.6 7.0
Old : 100.0: 0.0 18.0 5.2 83.2 69.9 88.4 93.0: 11.6 7.0
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 2 1 16 19 17 21:
Old : 23: 0 2 1 16 19 17 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 : 44.2 60.0 65.7 76.9 39.8 57.3 55.9 65.6
Old : 44.2 60.0 65.7 76.9 39.8 57.3 55.9 65.6
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 with Delta-adjusted Options and Futures Combined, May 9, 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 : 66,836: 5,750 5,680 4,047 49,730 50,466 59,527 60,193: 7,309 6,643
Old : 66,836: 5,750 5,680 4,047 49,730 50,466 59,527 60,193: 7,309 6,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 2,088: 860 42 678 466 2,319 2,004 3,039: 84 -951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 8.5 6.1 74.4 75.5 89.1 90.1: 10.9 9.9
Old : 100.0: 8.6 8.5 6.1 74.4 75.5 89.1 90.1: 10.9 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 2 4 24 19 29 23:
Old : 32: 3 2 4 24 19 29 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 : 37.4 38.4 55.4 60.1 32.8 27.7 42.5 45.4
Old : 37.4 38.4 55.4 60.1 32.8 27.7 42.5 45.4
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, May 9, 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 : 124,982: 5,528 594 765 108,398 112,157 114,691 113,516: 10,291 11,466
Old : 124,982: 5,528 594 765 108,398 112,157 114,691 113,516: 10,291 11,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 8,121: 1,224 0 0 6,342 7,476 7,566 7,476: 555 645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.5 0.6 86.7 89.7 91.8 90.8: 8.2 9.2
Old : 100.0: 4.4 0.5 0.6 86.7 89.7 91.8 90.8: 8.2 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 : 35: 3 1 1 27 24 31 25:
Old : 35: 3 1 1 27 24 31 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 : 41.7 43.8 60.8 67.4 39.2 38.0 51.2 52.6
Old : 41.7 43.8 60.8 67.4 39.2 38.0 51.2 52.6
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, May 9, 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 : 71,520: 8,560 0 0 55,451 61,828 64,011 61,828: 7,509 9,692
Old : 71,520: 8,560 0 0 55,451 61,828 64,011 61,828: 7,509 9,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 4,723: 0 0 0 4,845 6,023 4,845 6,023: -122 -1,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 0.0 0.0 77.5 86.4 89.5 86.4: 10.5 13.6
Old : 100.0: 12.0 0.0 0.0 77.5 86.4 89.5 86.4: 10.5 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 18 20 19 20:
Old : 27: 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 : 41.0 44.4 62.8 63.1 35.9 41.4 55.2 55.2
Old : 41.0 44.4 62.8 63.1 35.9 41.4 55.2 55.2
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, May 9, 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 : 82,377: 1,044 13,732 1,292 78,228 62,775 80,564 77,799: 1,813 4,578
Old : 82,377: 1,044 13,732 1,292 78,228 62,775 80,564 77,799: 1,813 4,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 5,356: 0 904 -72 5,761 3,984 5,689 4,816: -333 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 16.7 1.6 95.0 76.2 97.8 94.4: 2.2 5.6
Old : 100.0: 1.3 16.7 1.6 95.0 76.2 97.8 94.4: 2.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 4 2 20 18 23 22:
Old : 27: 1 4 2 20 18 23 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 : 62.1 42.4 80.0 71.6 53.4 37.3 68.2 61.0
Old : 62.1 42.4 80.0 71.6 53.4 37.3 68.2 61.0
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, May 9, 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 : 66,619: 9,442 9,354 2,942 47,479 48,242 59,863 60,538: 6,756 6,081
Old : 66,619: 9,442 9,354 2,942 47,479 48,242 59,863 60,538: 6,756 6,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 1,062: -502 0 -352 1,730 1,536 876 1,184: 186 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 14.0 4.4 71.3 72.4 89.9 90.9: 10.1 9.1
Old : 100.0: 14.2 14.0 4.4 71.3 72.4 89.9 90.9: 10.1 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 : 29: 2 4 4 20 22 25 27:
Old : 29: 2 4 4 20 22 25 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 : 53.2 42.8 70.6 64.7 46.5 37.9 58.0 56.5
Old : 53.2 42.8 70.6 64.7 46.5 37.9 58.0 56.5
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, May 9, 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 : 103,342: 0 7,415 3,048 93,271 83,909 96,319 94,372: 7,023 8,970
Old : 103,342: 0 7,415 3,048 93,271 83,909 96,319 94,372: 7,023 8,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -459: -1,392 7,415 -217 1,670 -6,611 61 587: -520 -1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 2.9 90.3 81.2 93.2 91.3: 6.8 8.7
Old : 100.0: 0.0 7.2 2.9 90.3 81.2 93.2 91.3: 6.8 8.7
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 : 36: 0 1 1 28 27 29 28:
Old : 36: 0 1 1 28 27 29 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 : 37.4 39.0 57.7 59.2 29.5 33.5 40.1 45.1
Old : 37.4 39.0 57.7 59.2 29.5 33.5 40.1 45.1
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 with Delta-adjusted Options and Futures Combined, May 9, 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 : 41,648: 3,843 3,494 435 30,078 33,133 34,356 37,062: 7,292 4,586
Old : 41,648: 3,843 3,494 435 30,078 33,133 34,356 37,062: 7,292 4,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 1,979: 360 1,644 0 1,227 909 1,587 2,553: 392 -574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 8.4 1.0 72.2 79.6 82.5 89.0: 17.5 11.0
Old : 100.0: 9.2 8.4 1.0 72.2 79.6 82.5 89.0: 17.5 11.0
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 : 22: 1 2 1 14 15 16 17:
Old : 22: 1 2 1 14 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 40.6 68.4 66.2 39.1 38.1 57.4 57.8
Old : 43.7 40.6 68.4 66.2 39.1 38.1 57.4 57.8
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, May 9, 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 : 94,025: 7,898 0 0 77,611 87,678 85,509 87,678: 8,516 6,347
Old : 94,025: 7,898 0 0 77,611 87,678 85,509 87,678: 8,516 6,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 579: 248 0 0 899 2,079 1,147 2,079: -568 -1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.0 0.0 82.5 93.2 90.9 93.2: 9.1 6.8
Old : 100.0: 8.4 0.0 0.0 82.5 93.2 90.9 93.2: 9.1 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 24 22 25 22:
Old : 27: 1 0 0 24 22 25 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 : 40.4 42.9 63.3 63.2 26.9 21.8 38.4 35.8
Old : 40.4 42.9 63.3 63.2 26.9 21.8 38.4 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 73,852: 0 8,253 3,287 65,620 52,666 68,907 64,206: 4,945 9,646
Old : 73,852: 0 8,253 3,287 65,620 52,666 68,907 64,206: 4,945 9,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 3,873: -3,939 2,918 676 10,044 763 6,781 4,357: -2,908 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.2 4.5 88.9 71.3 93.3 86.9: 6.7 13.1
Old : 100.0: 0.0 11.2 4.5 88.9 71.3 93.3 86.9: 6.7 13.1
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: 0 2 1 25 20 26 22:
Old : 32: 0 2 1 25 20 26 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 : 38.8 28.1 61.6 49.2 30.0 24.5 48.4 42.3
Old : 38.8 28.1 61.6 49.2 30.0 24.5 48.4 42.3
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 with Delta-adjusted Options and Futures Combined, May 9, 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 : 59,820: 0 3,554 1,572 46,582 48,728 48,154 53,854: 11,666 5,966
Old : 59,820: 0 3,554 1,572 46,582 48,728 48,154 53,854: 11,666 5,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 3,017: 0 818 330 3,657 1,859 3,987 3,007: -970 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 2.6 77.9 81.5 80.5 90.0: 19.5 10.0
Old : 100.0: 0.0 5.9 2.6 77.9 81.5 80.5 90.0: 19.5 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 17 20 18 21:
Old : 24: 0 1 1 17 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 : 48.6 44.7 64.0 68.9 44.4 43.4 58.7 62.7
Old : 48.6 44.7 64.0 68.9 44.4 43.4 58.7 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 49,954: 1,452 8,850 0 47,278 41,104 48,730 49,954: 1,224 0
Old : 49,954: 1,452 8,850 0 47,278 41,104 48,730 49,954: 1,224 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -13,076: 1,049 -965 0 -13,629 -10,971 -12,580 -11,936: -496 -1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 17.7 0.0 94.6 82.3 97.5 100.0: 2.5 0.0
Old : 100.0: 2.9 17.7 0.0 94.6 82.3 97.5 100.0: 2.5 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 : 21: 2 2 0 9 12 11 14:
Old : 21: 2 2 0 9 12 11 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 : 81.4 58.5 94.0 86.6 60.1 46.2 65.9 65.2
Old : 81.4 58.5 94.0 86.6 60.1 46.2 65.9 65.2
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, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 168,716: 433 16,969 4,277 153,777 141,692 158,487 162,938: 10,229 5,778
Old : 168,716: 433 16,969 4,277 153,777 141,692 158,487 162,938: 10,229 5,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 6,603: 0 546 -1,040 7,352 6,647 6,312 6,153: 291 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 10.1 2.5 91.1 84.0 93.9 96.6: 6.1 3.4
Old : 100.0: 0.3 10.1 2.5 91.1 84.0 93.9 96.6: 6.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 3 3 33 29 36 33:
Old : 41: 1 3 3 33 29 36 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 : 35.9 35.3 53.1 54.7 31.2 31.2 41.0 43.0
Old : 35.9 35.3 53.1 54.7 31.2 31.2 41.0 43.0
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, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 80,431: 6,101 0 1,937 59,981 63,483 68,019 65,420: 12,412 15,011
Old : 80,431: 6,101 0 1,937 59,981 63,483 68,019 65,420: 12,412 15,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 418: 1,476 0 186 -1,908 509 -246 695: 664 -277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.0 2.4 74.6 78.9 84.6 81.3: 15.4 18.7
Old : 100.0: 7.6 0.0 2.4 74.6 78.9 84.6 81.3: 15.4 18.7
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 : 25: 2 0 1 17 16 19 17:
Old : 25: 2 0 1 17 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 : 45.8 58.1 67.3 71.9 45.0 57.8 63.5 71.3
Old : 45.8 58.1 67.3 71.9 45.0 57.8 63.5 71.3
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, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 69,963: 1,452 11,558 0 65,081 56,673 66,533 68,231: 3,430 1,732
Old : 69,963: 1,452 11,558 0 65,081 56,673 66,533 68,231: 3,430 1,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 2,580: 0 744 0 2,580 1,960 2,580 2,704: 0 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 16.5 0.0 93.0 81.0 95.1 97.5: 4.9 2.5
Old : 100.0: 2.1 16.5 0.0 93.0 81.0 95.1 97.5: 4.9 2.5
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 : 26: 2 2 0 14 15 16 17:
Old : 26: 2 2 0 14 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 59.3 86.2 82.5 72.2 56.5 79.0 77.3
Old : 76.2 59.3 86.2 82.5 72.2 56.5 79.0 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 236,950: 15,887 2,812 2,514 209,571 228,952 227,972 234,278: 8,978 2,672
Old : 236,950: 15,887 2,812 2,514 209,571 228,952 227,972 234,278: 8,978 2,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 3,969: 412 796 717 2,250 2,300 3,379 3,813: 590 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.2 1.1 88.4 96.6 96.2 98.9: 3.8 1.1
Old : 100.0: 6.7 1.2 1.1 88.4 96.6 96.2 98.9: 3.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 4 3 4 39 42 44 48:
Old : 52: 4 3 4 39 42 44 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 37.4 54.7 57.7 32.5 34.0 43.9 47.3
Old : 38.6 37.4 54.7 57.7 32.5 34.0 43.9 47.3
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, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 155,203: 7,792 6,345 8,238 132,374 133,721 148,404 148,304: 6,799 6,899
Old : 155,203: 7,792 6,345 8,238 132,374 133,721 148,404 148,304: 6,799 6,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 4,206: -140 348 -788 5,436 3,957 4,508 3,517: -302 689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.1 5.3 85.3 86.2 95.6 95.6: 4.4 4.4
Old : 100.0: 5.0 4.1 5.3 85.3 86.2 95.6 95.6: 4.4 4.4
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 : 45: 2 5 6 36 32 42 39:
Old : 45: 2 5 6 36 32 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 52.4 47.5 69.0 24.9 47.2 38.5 58.1
Old : 31.6 52.4 47.5 69.0 24.9 47.2 38.5 58.1
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, May 9, 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 : 136,071: 3,534 2,762 4,035 116,209 118,940 123,778 125,737: 12,293 10,334
Old : 136,071: 3,534 2,762 4,035 116,209 118,940 123,778 125,737: 12,293 10,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -4,617: 3,534 -4,735 879 -9,598 -461 -5,185 -4,317: 568 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.0 3.0 85.4 87.4 91.0 92.4: 9.0 7.6
Old : 100.0: 2.6 2.0 3.0 85.4 87.4 91.0 92.4: 9.0 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 : 41: 1 2 2 32 34 34 37:
Old : 41: 1 2 2 32 34 34 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 : 38.0 48.5 57.3 61.1 37.2 41.7 50.1 50.8
Old : 38.0 48.5 57.3 61.1 37.2 41.7 50.1 50.8
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, May 9, 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 : 186,541: 13,040 31,425 21,079 147,188 127,573 181,307 180,077: 5,234 6,464
Old : 186,541: 13,040 31,425 21,079 147,188 127,573 181,307 180,077: 5,234 6,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 8,183: 1,297 885 1,234 6,306 4,973 8,837 7,092: -654 1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 16.8 11.3 78.9 68.4 97.2 96.5: 2.8 3.5
Old : 100.0: 7.0 16.8 11.3 78.9 68.4 97.2 96.5: 2.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 3 7 28 33 36 40:
Old : 45: 5 3 7 28 33 36 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 : 42.8 31.4 63.7 49.9 40.0 26.5 54.9 38.4
Old : 42.8 31.4 63.7 49.9 40.0 26.5 54.9 38.4
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, May 9, 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 : 59,930: 0 0 0 55,458 48,532 55,458 48,532: 4,472 11,398
Old : 59,930: 0 0 0 55,458 48,532 55,458 48,532: 4,472 11,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 3,901: 0 0 0 5,007 3,991 5,007 3,991: -1,106 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.5 81.0 92.5 81.0: 7.5 19.0
Old : 100.0: 0.0 0.0 0.0 92.5 81.0 92.5 81.0: 7.5 19.0
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: 0 0 0 18 19 18 19:
Old : 25: 0 0 0 18 19 18 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 : 42.9 36.6 68.2 57.7 39.6 28.4 57.0 44.8
Old : 42.9 36.6 68.2 57.7 39.6 28.4 57.0 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 1,871,379: 327,139 36,212 527,533 994,379 1,296,815 1,849,051 1,860,560: 22,328 10,819
Old : 1,871,379: 327,139 36,212 527,533 994,379 1,296,815 1,849,051 1,860,560: 22,328 10,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 66,438: 9,121 -4,801 35,983 25,366 39,366 70,470 70,548: -4,032 -4,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 1.9 28.2 53.1 69.3 98.8 99.4: 1.2 0.6
Old : 100.0: 17.5 1.9 28.2 53.1 69.3 98.8 99.4: 1.2 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 : 139: 24 15 34 96 83 132 122:
Old : 139: 24 15 34 96 83 132 122:
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 : 29.4 29.4 42.4 45.7 11.7 20.1 19.4 27.5
Old : 29.4 29.4 42.4 45.7 11.7 20.1 19.4 27.5
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, May 9, 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 : 492,345: 94,383 39,009 114,832 278,742 333,684 487,957 487,525: 4,388 4,820
Old : 492,345: 94,383 39,009 114,832 278,742 333,684 487,957 487,525: 4,388 4,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 30,608: 16,732 19,218 3,744 9,640 6,783 30,116 29,745: 492 863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 7.9 23.3 56.6 67.8 99.1 99.0: 0.9 1.0
Old : 100.0: 19.2 7.9 23.3 56.6 67.8 99.1 99.0: 0.9 1.0
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 : 57: 11 14 20 30 30 53 52:
Old : 57: 11 14 20 30 30 53 52:
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 46.8 67.7 63.8 25.9 23.6 32.9 31.6
Old : 54.1 46.8 67.7 63.8 25.9 23.6 32.9 31.6
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, May 9, 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 : 78,499: 9,278 3,264 12,691 55,539 61,848 77,508 77,803: 990 695
Old : 78,499: 9,278 3,264 12,691 55,539 61,848 77,508 77,803: 990 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 514: 400 317 -128 238 405 510 595: 4 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 4.2 16.2 70.8 78.8 98.7 99.1: 1.3 0.9
Old : 100.0: 11.8 4.2 16.2 70.8 78.8 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 : 54: 7 5 10 40 39 52 49:
Old : 54: 7 5 10 40 39 52 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 : 38.7 31.2 56.5 53.1 21.7 22.6 28.3 32.4
Old : 38.7 31.2 56.5 53.1 21.7 22.6 28.3 32.4
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, May 9, 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 : 25,242: 1,152 4,391 625 23,089 19,595 24,866 24,611: 376 631
Old : 25,242: 1,152 4,391 625 23,089 19,595 24,866 24,611: 376 631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 490: 0 0 0 490 490 490 490: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 17.4 2.5 91.5 77.6 98.5 97.5: 1.5 2.5
Old : 100.0: 4.6 17.4 2.5 91.5 77.6 98.5 97.5: 1.5 2.5
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 : 36: 1 4 2 25 21 27 26:
Old : 36: 1 4 2 25 21 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 50.2 72.7 71.8 47.3 48.7 62.2 63.4
Old : 54.6 50.2 72.7 71.8 47.3 48.7 62.2 63.4
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, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 15,361: 2,966 600 308 12,087 14,453 15,361 15,361: 0 0
Old : 15,361: 2,966 600 308 12,087 14,453 15,361 15,361: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 3.9 2.0 78.7 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 19.3 3.9 2.0 78.7 94.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 1 18 18 21 21:
Old : 31: 3 2 1 18 18 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 53.6 75.4 77.2 35.7 35.2 50.6 49.5
Old : 54.4 53.6 75.4 77.2 35.7 35.2 50.6 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 12,201: 1,066 2,845 0 10,481 9,356 11,547 12,201: 654 0
Old : 12,201: 1,066 2,845 0 10,481 9,356 11,547 12,201: 654 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 529: 0 0 0 529 529 529 529: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 23.3 0.0 85.9 76.7 94.6 100.0: 5.4 0.0
Old : 100.0: 8.7 23.3 0.0 85.9 76.7 94.6 100.0: 5.4 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 : 21: 1 3 0 12 11 13 14:
Old : 21: 1 3 0 12 11 13 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 : 67.8 63.8 83.4 86.0 59.4 59.6 72.0 77.0
Old : 67.8 63.8 83.4 86.0 59.4 59.6 72.0 77.0
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, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 24,808: 3,160 4,660 292 20,654 19,494 24,106 24,446: 702 362
Old : 24,808: 3,160 4,660 292 20,654 19,494 24,106 24,446: 702 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -670: 0 20 0 160 180 160 200: -830 -870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 18.8 1.2 83.3 78.6 97.2 98.5: 2.8 1.5
Old : 100.0: 12.7 18.8 1.2 83.3 78.6 97.2 98.5: 2.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 3 3 23 22 27 26:
Old : 32: 2 3 3 23 22 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 55.5 74.7 78.1 50.7 49.2 65.3 62.2
Old : 52.0 55.5 74.7 78.1 50.7 49.2 65.3 62.2
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, May 9, 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 : 30,584: 4,110 140 560 24,453 29,708 29,123 30,408: 1,461 176
Old : 30,584: 4,110 140 560 24,453 29,708 29,123 30,408: 1,461 176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 54: 0 0 0 2 124 2 124: 52 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 0.5 1.8 80.0 97.1 95.2 99.4: 4.8 0.6
Old : 100.0: 13.4 0.5 1.8 80.0 97.1 95.2 99.4: 4.8 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 : 33: 2 1 3 28 27 31 30:
Old : 33: 2 1 3 28 27 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 45.0 67.0 69.9 28.9 33.3 39.5 43.0
Old : 48.6 45.0 67.0 69.9 28.9 33.3 39.5 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 14,316: 540 384 1,120 11,792 12,156 13,452 13,660: 864 656
Old : 14,316: 540 384 1,120 11,792 12,156 13,452 13,660: 864 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 44: 0 0 0 88 68 88 68: -44 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 2.7 7.8 82.4 84.9 94.0 95.4: 6.0 4.6
Old : 100.0: 3.8 2.7 7.8 82.4 84.9 94.0 95.4: 6.0 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 : 21: 2 1 2 13 15 16 17:
Old : 21: 2 1 2 13 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 65.2 84.0 86.3 59.5 62.3 71.9 74.1
Old : 63.1 65.2 84.0 86.3 59.5 62.3 71.9 74.1
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, May 9, 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 : 1,787,826: 202,454 93,092 585,359 915,585 1,023,650 1,703,398 1,702,101: 84,428 85,725
Old : 1,787,826: 202,454 93,092 585,359 915,585 1,023,650 1,703,398 1,702,101: 84,428 85,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 8,385: -25,931 -4,557 10,115 17,532 -216 1,716 5,341: 6,670 3,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 5.2 32.7 51.2 57.3 95.3 95.2: 4.7 4.8
Old : 100.0: 11.3 5.2 32.7 51.2 57.3 95.3 95.2: 4.7 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 : 359: 127 97 166 98 110 307 311:
Old : 359: 127 97 166 98 110 307 311:
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 : 15.4 16.4 25.7 26.2 6.8 6.2 10.6 10.3
Old : 15.4 16.4 25.7 26.2 6.8 6.2 10.6 10.3
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 with Delta-adjusted Options and Futures Combined, May 9, 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 : 22,854: 11,490 16,078 153 415 659 12,058 16,890: 10,796 5,964
Old : 22,854: 11,490 16,078 153 415 659 12,058 16,890: 10,796 5,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -4,857: -5,962 -2,315 -137 415 74 -5,684 -2,378: 827 -2,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 70.4 0.7 1.8 2.9 52.8 73.9: 47.2 26.1
Old : 100.0: 50.3 70.4 0.7 1.8 2.9 52.8 73.9: 47.2 26.1
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: 9 10 2 1 1 12 11:
Old : 21: 9 10 2 1 1 12 11:
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 : 31.6 53.5 48.0 67.5 31.6 53.0 48.0 66.9
Old : 31.6 53.5 48.0 67.5 31.6 53.0 48.0 66.9
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, May 9, 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 : 18,379: 11,180 3,258 878 2,891 13,704 14,949 17,840: 3,430 539
Old : 18,379: 11,180 3,258 878 2,891 13,704 14,949 17,840: 3,430 539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 40: -281 115 73 298 -66 90 122: -50 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 17.7 4.8 15.7 74.6 81.3 97.1: 18.7 2.9
Old : 100.0: 60.8 17.7 4.8 15.7 74.6 81.3 97.1: 18.7 2.9
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 : 141: 86 12 8 17 29 109 44:
Old : 141: 86 12 8 17 29 109 44:
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 : 19.9 40.9 33.1 62.0 19.9 40.3 33.1 58.8
Old : 19.9 40.9 33.1 62.0 19.9 40.3 33.1 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 with Delta-adjusted Options and Futures Combined, May 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 10,010: 5,513 1,211 48 1,626 7,695 7,187 8,954: 2,823 1,056
Old : 10,010: 5,513 1,211 48 1,626 7,695 7,187 8,954: 2,823 1,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 101: -68 147 48 100 15 80 210: 21 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 12.1 0.5 16.2 76.9 71.8 89.5: 28.2 10.5
Old : 100.0: 55.1 12.1 0.5 16.2 76.9 71.8 89.5: 28.2 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 32 7 1 9 22 42 29:
Old : 67: 32 7 1 9 22 42 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 : 18.0 37.2 30.4 55.7 18.0 37.0 30.4 54.5
Old : 18.0 37.2 30.4 55.7 18.0 37.0 30.4 54.5
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, May 9, 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 : 138,370: 21,739 7,467 29,096 63,480 85,235 114,314 121,798: 24,056 16,571
Old : 138,370: 21,739 7,467 29,096 63,480 85,235 114,314 121,798: 24,056 16,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -6,562: -9,336 613 -2,202 4,670 -6,140 -6,869 -7,729: 307 1,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 5.4 21.0 45.9 61.6 82.6 88.0: 17.4 12.0
Old : 100.0: 15.7 5.4 21.0 45.9 61.6 82.6 88.0: 17.4 12.0
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 : 147: 39 27 33 63 74 120 116:
Old : 147: 39 27 33 63 74 120 116:
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 17.3 32.2 29.8 16.1 14.6 21.8 22.0
Old : 22.0 17.3 32.2 29.8 16.1 14.6 21.8 22.0
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 with Delta-adjusted Options and Futures Combined, May 9, 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 : 44,796: 7,100 0 1,844 33,220 40,016 42,164 41,860: 2,632 2,936
Old : 44,796: 7,100 0 1,844 33,220 40,016 42,164 41,860: 2,632 2,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 1,489: 208 0 43 600 1,118 851 1,161: 638 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 0.0 4.1 74.2 89.3 94.1 93.4: 5.9 6.6
Old : 100.0: 15.8 0.0 4.1 74.2 89.3 94.1 93.4: 5.9 6.6
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: 7 0 5 28 32 35 37:
Old : 45: 7 0 5 28 32 35 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 : 45.9 40.2 62.7 55.0 33.0 22.2 39.5 31.1
Old : 45.9 40.2 62.7 55.0 33.0 22.2 39.5 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 12, 2006