GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 4,048: 25 0 0 3,752 3,798 3,777 3,798: 271 250
Old : 4,048: 25 0 0 3,752 3,798 3,777 3,798: 271 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 92.7 93.8 93.3 93.8: 6.7 6.2
Old : 100.0: 0.6 0.0 0.0 92.7 93.8 93.3 93.8: 6.7 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 : 20: 1 0 0 13 14 14 14:
Old : 20: 1 0 0 13 14 14 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 : 65.5 61.8 84.1 83.4 61.3 60.5 70.1 69.3
Old : 65.5 61.8 84.1 83.4 61.3 60.5 70.1 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 6,890: 1,359 1,180 36 4,802 5,286 6,197 6,502: 693 388
Old : 6,890: 1,359 1,180 36 4,802 5,286 6,197 6,502: 693 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 400: 54 -348 6 248 650 308 308: 92 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 17.1 0.5 69.7 76.7 89.9 94.4: 10.1 5.6
Old : 100.0: 19.7 17.1 0.5 69.7 76.7 89.9 94.4: 10.1 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 : 32: 4 1 1 21 23 25 25:
Old : 32: 4 1 1 21 23 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 49.3 67.7 67.3 38.4 45.8 51.7 61.0
Old : 45.8 49.3 67.7 67.3 38.4 45.8 51.7 61.0
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, September 19, 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 : 243,469: 20,954 21,703 48,170 141,087 136,532 210,211 206,405: 33,258 37,065
Old : 243,469: 20,954 21,703 48,170 141,087 136,532 210,211 206,405: 33,258 37,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 14,374: -1,561 4,116 7,316 8,921 1,638 14,676 13,070: -302 1,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 8.9 19.8 57.9 56.1 86.3 84.8: 13.7 15.2
Old : 100.0: 8.6 8.9 19.8 57.9 56.1 86.3 84.8: 13.7 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 29 37 41 67 78 122 136:
Old : 152: 29 37 41 67 78 122 136:
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 : 22.5 17.8 34.1 27.7 14.9 8.3 21.2 13.1
Old : 22.5 17.8 34.1 27.7 14.9 8.3 21.2 13.1
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, September 19, 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 : 1,487,089: 137,760 97,341 698,555 570,353 645,381 1,406,669 1,441,277: 80,420 45,812
Old : 1,487,089: 137,760 97,341 698,555 570,353 645,381 1,406,669 1,441,277: 80,420 45,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 63,648: 2,341 6,074 41,088 24,145 19,628 67,575 66,790: -3,927 -3,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 6.5 47.0 38.4 43.4 94.6 96.9: 5.4 3.1
Old : 100.0: 9.3 6.5 47.0 38.4 43.4 94.6 96.9: 5.4 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 : 235: 58 77 89 97 87 208 203:
Old : 235: 58 77 89 97 87 208 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 31.3 47.5 44.9 7.7 6.5 10.0 9.6
Old : 34.5 31.3 47.5 44.9 7.7 6.5 10.0 9.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023655
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 20,280: 8,607 13,948 3,040 637 36 12,284 17,024: 7,996 3,256
Old : 20,280: 8,607 13,948 3,040 637 36 12,284 17,024: 7,996 3,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 2,641: 3,211 3,168 1,352 -564 -900 3,999 3,620: -1,358 -979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 68.8 15.0 3.1 0.2 60.6 83.9: 39.4 16.1
Old : 100.0: 42.4 68.8 15.0 3.1 0.2 60.6 83.9: 39.4 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 14 8 3 1 1 17 10:
Old : 23: 14 8 3 1 1 17 10:
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 : 35.3 75.1 46.4 83.7 24.4 60.1 34.6 68.8
Old : 35.3 75.1 46.4 83.7 24.4 60.1 34.6 68.8
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, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 77,463: 5,626 3,132 7,634 55,812 57,634 69,072 68,400: 8,391 9,063
Old : 77,463: 5,626 3,132 7,634 55,812 57,634 69,072 68,400: 8,391 9,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 4,764: 1,700 -912 172 861 3,490 2,733 2,750: 2,031 2,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 4.0 9.9 72.0 74.4 89.2 88.3: 10.8 11.7
Old : 100.0: 7.3 4.0 9.9 72.0 74.4 89.2 88.3: 10.8 11.7
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 : 28: 1 1 2 22 23 24 25:
Old : 28: 1 1 2 22 23 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 45.5 67.7 64.3 32.4 33.9 48.7 45.9
Old : 42.6 45.5 67.7 64.3 32.4 33.9 48.7 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 46,169: 9,962 780 1,192 24,470 35,870 35,624 37,842: 10,545 8,327
Old : 46,169: 9,962 780 1,192 24,470 35,870 35,624 37,842: 10,545 8,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 3,038: 67 0 190 1,782 2,848 2,039 3,038: 999 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 1.7 2.6 53.0 77.7 77.2 82.0: 22.8 18.0
Old : 100.0: 21.6 1.7 2.6 53.0 77.7 77.2 82.0: 22.8 18.0
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: 2 1 2 16 15 19 17:
Old : 22: 2 1 2 16 15 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 : 42.7 45.6 59.5 67.8 40.4 41.9 49.8 53.7
Old : 42.7 45.6 59.5 67.8 40.4 41.9 49.8 53.7
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, September 19, 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 : 115,242: 9,132 0 1,824 97,335 103,668 108,291 105,492: 6,951 9,750
Old : 115,242: 9,132 0 1,824 97,335 103,668 108,291 105,492: 6,951 9,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -1,075: 302 0 0 1,637 2,120 1,939 2,120: -3,014 -3,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 1.6 84.5 90.0 94.0 91.5: 6.0 8.5
Old : 100.0: 7.9 0.0 1.6 84.5 90.0 94.0 91.5: 6.0 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 0 1 27 29 29 30:
Old : 38: 2 0 1 27 29 29 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 : 46.0 47.5 64.0 62.3 43.5 44.8 57.2 57.4
Old : 46.0 47.5 64.0 62.3 43.5 44.8 57.2 57.4
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, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 76,119: 18,064 0 0 50,225 63,322 68,289 63,322: 7,830 12,797
Old : 76,119: 18,064 0 0 50,225 63,322 68,289 63,322: 7,830 12,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 4,006: 6,080 0 0 -1,427 4,255 4,653 4,255: -647 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 0.0 0.0 66.0 83.2 89.7 83.2: 10.3 16.8
Old : 100.0: 23.7 0.0 0.0 66.0 83.2 89.7 83.2: 10.3 16.8
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 : 30: 2 0 0 24 19 26 19:
Old : 30: 2 0 0 24 19 26 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 : 46.5 55.6 65.5 68.8 46.3 53.6 62.8 63.0
Old : 46.5 55.6 65.5 68.8 46.3 53.6 62.8 63.0
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, September 19, 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 : 73,579: 10 5,879 6,546 63,081 57,589 69,637 70,014: 3,942 3,565
Old : 73,579: 10 5,879 6,546 63,081 57,589 69,637 70,014: 3,942 3,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 198: -856 1,470 -826 1,547 -781 -135 -137: 333 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.0 8.9 85.7 78.3 94.6 95.2: 5.4 4.8
Old : 100.0: 0.0 8.0 8.9 85.7 78.3 94.6 95.2: 5.4 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 : 28: 1 2 3 21 19 24 22:
Old : 28: 1 2 3 21 19 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 44.0 74.6 70.2 50.6 35.1 61.2 55.4
Old : 59.4 44.0 74.6 70.2 50.6 35.1 61.2 55.4
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, September 19, 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 : 60,729: 2,017 0 6,523 45,604 44,083 54,144 50,606: 6,585 10,123
Old : 60,729: 2,017 0 6,523 45,604 44,083 54,144 50,606: 6,585 10,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 227: 373 -391 -133 -1,841 318 -1,601 -206: 1,828 433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 10.7 75.1 72.6 89.2 83.3: 10.8 16.7
Old : 100.0: 3.3 0.0 10.7 75.1 72.6 89.2 83.3: 10.8 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 2 18 21 21 23:
Old : 27: 3 0 2 18 21 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 37.9 71.4 58.3 48.3 30.2 53.2 41.6
Old : 58.5 37.9 71.4 58.3 48.3 30.2 53.2 41.6
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, September 19, 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 : 117,343: 3,291 8,747 6,563 99,731 93,047 109,585 108,357: 7,758 8,986
Old : 117,343: 3,291 8,747 6,563 99,731 93,047 109,585 108,357: 7,758 8,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 2,991: 3,291 -973 457 1,553 4,392 5,301 3,876: -2,310 -885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 7.5 5.6 85.0 79.3 93.4 92.3: 6.6 7.7
Old : 100.0: 2.8 7.5 5.6 85.0 79.3 93.4 92.3: 6.6 7.7
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 : 39: 1 2 3 33 27 36 30:
Old : 39: 1 2 3 33 27 36 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 : 30.8 40.6 51.0 61.0 21.7 26.8 33.8 37.6
Old : 30.8 40.6 51.0 61.0 21.7 26.8 33.8 37.6
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, September 19, 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 : 34,942: 0 7,107 340 26,701 23,935 27,041 31,382: 7,901 3,560
Old : 34,942: 0 7,107 340 26,701 23,935 27,041 31,382: 7,901 3,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 505: 0 151 -78 432 370 354 443: 151 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.3 1.0 76.4 68.5 77.4 89.8: 22.6 10.2
Old : 100.0: 0.0 20.3 1.0 76.4 68.5 77.4 89.8: 22.6 10.2
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 : 22: 0 2 1 15 17 16 19:
Old : 22: 0 2 1 15 17 16 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 : 41.5 40.8 63.7 66.4 30.9 34.0 41.5 50.9
Old : 41.5 40.8 63.7 66.4 30.9 34.0 41.5 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 71,338: 14 3,680 2,424 59,117 56,649 61,555 62,753: 9,783 8,585
Old : 71,338: 14 3,680 2,424 59,117 56,649 61,555 62,753: 9,783 8,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 365: -155 -2,426 -757 896 4,529 -16 1,346: 381 -981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 3.4 82.9 79.4 86.3 88.0: 13.7 12.0
Old : 100.0: 0.0 5.2 3.4 82.9 79.4 86.3 88.0: 13.7 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 : 22: 1 1 2 17 17 19 19:
Old : 22: 1 1 2 17 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 59.8 74.2 77.4 48.3 54.3 68.0 69.4
Old : 53.1 59.8 74.2 77.4 48.3 54.3 68.0 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 49,769: 3,188 248 2,730 40,358 40,421 46,276 43,399: 3,493 6,370
Old : 49,769: 3,188 248 2,730 40,358 40,421 46,276 43,399: 3,493 6,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 527: -2,886 0 -830 4,968 1,943 1,252 1,113: -725 -586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.5 5.5 81.1 81.2 93.0 87.2: 7.0 12.8
Old : 100.0: 6.4 0.5 5.5 81.1 81.2 93.0 87.2: 7.0 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 14 16 15 18:
Old : 21: 1 1 1 14 16 15 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 : 46.4 56.0 77.3 76.4 41.6 42.7 60.3 53.9
Old : 46.4 56.0 77.3 76.4 41.6 42.7 60.3 53.9
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, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 77,449: 5,270 0 62 60,098 70,868 65,430 70,930: 12,019 6,519
Old : 77,449: 5,270 0 62 60,098 70,868 65,430 70,930: 12,019 6,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 1,097: 0 0 0 787 801 787 801: 310 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 0.1 77.6 91.5 84.5 91.6: 15.5 8.4
Old : 100.0: 6.8 0.0 0.1 77.6 91.5 84.5 91.6: 15.5 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 0 1 25 25 27 26:
Old : 32: 2 0 1 25 25 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 34.6 57.0 55.3 32.2 25.2 43.7 38.4
Old : 38.5 34.6 57.0 55.3 32.2 25.2 43.7 38.4
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, September 19, 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 : 83,452: 0 15,102 3,264 66,280 53,909 69,544 72,275: 13,908 11,177
Old : 83,452: 0 15,102 3,264 66,280 53,909 69,544 72,275: 13,908 11,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 1,404: 0 1,891 -939 51 -158 -888 794: 2,292 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.1 3.9 79.4 64.6 83.3 86.6: 16.7 13.4
Old : 100.0: 0.0 18.1 3.9 79.4 64.6 83.3 86.6: 16.7 13.4
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 : 32: 0 2 1 24 19 25 21:
Old : 32: 0 2 1 24 19 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 40.9 60.9 66.0 28.9 30.5 46.7 52.2
Old : 38.3 40.9 60.9 66.0 28.9 30.5 46.7 52.2
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, September 19, 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 : 63,515: 359 372 4,321 43,202 51,090 47,882 55,783: 15,633 7,732
Old : 63,515: 359 372 4,321 43,202 51,090 47,882 55,783: 15,633 7,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 867: 359 -1,480 619 -1,255 1,444 -277 583: 1,144 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.6 6.8 68.0 80.4 75.4 87.8: 24.6 12.2
Old : 100.0: 0.6 0.6 6.8 68.0 80.4 75.4 87.8: 24.6 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 1 21 21 22 23:
Old : 30: 1 1 1 21 21 22 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 : 39.9 40.5 58.5 67.6 38.2 40.4 51.4 64.8
Old : 39.9 40.5 58.5 67.6 38.2 40.4 51.4 64.8
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, September 19, 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 : 49,968: 1,240 3,452 0 46,838 45,598 48,078 49,050: 1,890 918
Old : 49,968: 1,240 3,452 0 46,838 45,598 48,078 49,050: 1,890 918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 1,054: 0 -1,116 0 992 1,674 992 558: 62 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 6.9 0.0 93.7 91.3 96.2 98.2: 3.8 1.8
Old : 100.0: 2.5 6.9 0.0 93.7 91.3 96.2 98.2: 3.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 3 0 11 14 12 17:
Old : 24: 1 3 0 11 14 12 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 : 84.4 66.9 92.9 87.1 52.9 31.4 55.9 48.5
Old : 84.4 66.9 92.9 87.1 52.9 31.4 55.9 48.5
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, September 19, 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 : 178,701: 132 12,983 14,875 146,001 142,970 161,008 170,828: 17,693 7,873
Old : 178,701: 132 12,983 14,875 146,001 142,970 161,008 170,828: 17,693 7,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 4,387: 132 -4,142 3,503 780 4,085 4,415 3,446: -28 941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.3 8.3 81.7 80.0 90.1 95.6: 9.9 4.4
Old : 100.0: 0.1 7.3 8.3 81.7 80.0 90.1 95.6: 9.9 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: 1 5 6 38 31 44 37:
Old : 45: 1 5 6 38 31 44 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 : 30.0 34.3 45.9 55.0 27.2 27.1 38.9 37.9
Old : 30.0 34.3 45.9 55.0 27.2 27.1 38.9 37.9
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, September 19, 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 : 96,832: 2,168 10,867 3,412 79,204 70,400 84,784 84,679: 12,048 12,153
Old : 96,832: 2,168 10,867 3,412 79,204 70,400 84,784 84,679: 12,048 12,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 3,728: 0 5,513 -2,077 4,736 -1,290 2,659 2,146: 1,069 1,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 11.2 3.5 81.8 72.7 87.6 87.4: 12.4 12.6
Old : 100.0: 2.2 11.2 3.5 81.8 72.7 87.6 87.4: 12.4 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 2 2 26 22 28 25:
Old : 32: 1 2 2 26 22 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 48.3 60.9 68.6 37.7 43.5 56.3 60.0
Old : 41.9 48.3 60.9 68.6 37.7 43.5 56.3 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 73,164: 1,240 3,968 0 69,958 68,490 71,198 72,458: 1,966 706
Old : 73,164: 1,240 3,968 0 69,958 68,490 71,198 72,458: 1,966 706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 1,240: 0 -1,116 0 -232 1,922 -232 806: 1,472 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 5.4 0.0 95.6 93.6 97.3 99.0: 2.7 1.0
Old : 100.0: 1.7 5.4 0.0 95.6 93.6 97.3 99.0: 2.7 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 : 32: 1 3 0 19 22 20 25:
Old : 32: 1 3 0 19 22 20 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 : 79.5 48.8 89.4 71.9 63.6 40.8 69.0 61.3
Old : 79.5 48.8 89.4 71.9 63.6 40.8 69.0 61.3
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, September 19, 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 : 278,716: 15,435 72 4,343 246,795 266,171 266,573 270,586: 12,143 8,130
Old : 278,716: 15,435 72 4,343 246,795 266,171 266,573 270,586: 12,143 8,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 7,211: 3,934 0 -2,698 2,954 8,386 4,190 5,688: 3,021 1,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.0 1.6 88.5 95.5 95.6 97.1: 4.4 2.9
Old : 100.0: 5.5 0.0 1.6 88.5 95.5 95.6 97.1: 4.4 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 : 57: 4 1 4 47 43 53 47:
Old : 57: 4 1 4 47 43 53 47:
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 : 35.3 40.7 52.1 60.5 30.2 36.6 43.4 51.9
Old : 35.3 40.7 52.1 60.5 30.2 36.6 43.4 51.9
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, September 19, 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 : 160,355: 13,458 5,505 9,053 128,732 143,757 151,243 158,315: 9,112 2,040
Old : 160,355: 13,458 5,505 9,053 128,732 143,757 151,243 158,315: 9,112 2,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 4,306: 4,521 594 1,078 202 5,105 5,801 6,777: -1,495 -2,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.4 5.6 80.3 89.6 94.3 98.7: 5.7 1.3
Old : 100.0: 8.4 3.4 5.6 80.3 89.6 94.3 98.7: 5.7 1.3
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 : 48: 4 3 3 39 37 44 42:
Old : 48: 4 3 3 39 37 44 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 : 26.8 47.4 41.4 63.1 21.2 43.4 31.6 52.6
Old : 26.8 47.4 41.4 63.1 21.2 43.4 31.6 52.6
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, September 19, 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 : 172,422: 1,326 1,221 7,429 156,200 152,862 164,955 161,512: 7,467 10,910
Old : 172,422: 1,326 1,221 7,429 156,200 152,862 164,955 161,512: 7,467 10,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 12,234: 1,326 -1,973 821 14,783 11,593 16,930 10,441: -4,696 1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.7 4.3 90.6 88.7 95.7 93.7: 4.3 6.3
Old : 100.0: 0.8 0.7 4.3 90.6 88.7 95.7 93.7: 4.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 1 1 40 37 41 39:
Old : 47: 1 1 1 40 37 41 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 50.3 52.9 65.8 30.9 46.3 49.5 57.4
Old : 32.2 50.3 52.9 65.8 30.9 46.3 49.5 57.4
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, September 19, 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 : 174,876: 17,300 7,080 18,660 134,419 139,101 170,379 164,841: 4,497 10,035
Old : 174,876: 17,300 7,080 18,660 134,419 139,101 170,379 164,841: 4,497 10,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -3,062: -2,023 2,436 -2,720 65 -3,504 -4,678 -3,788: 1,616 726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 4.0 10.7 76.9 79.5 97.4 94.3: 2.6 5.7
Old : 100.0: 9.9 4.0 10.7 76.9 79.5 97.4 94.3: 2.6 5.7
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 : 47: 4 3 6 36 36 42 43:
Old : 47: 4 3 6 36 36 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 27.3 52.9 45.9 23.3 22.2 37.5 33.2
Old : 31.0 27.3 52.9 45.9 23.3 22.2 37.5 33.2
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, September 19, 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 : 59,532: 0 1,534 480 57,008 48,589 57,488 50,603: 2,044 8,929
Old : 59,532: 0 1,534 480 57,008 48,589 57,488 50,603: 2,044 8,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 830: 0 60 0 1,686 1,291 1,686 1,351: -856 -521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.8 95.8 81.6 96.6 85.0: 3.4 15.0
Old : 100.0: 0.0 2.6 0.8 95.8 81.6 96.6 85.0: 3.4 15.0
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: 0 1 1 23 25 24 26:
Old : 31: 0 1 1 23 25 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 32.7 67.8 53.3 40.3 27.7 59.2 46.4
Old : 43.7 32.7 67.8 53.3 40.3 27.7 59.2 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 3,407,081: 158,036 169,400 1,359,509 1,865,162 1,860,495 3,382,707 3,389,404: 24,374 17,677
Old : 3,407,081: 158,036 169,400 1,359,509 1,865,162 1,860,495 3,382,707 3,389,404: 24,374 17,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 297,856: -14,310 207 153,216 153,729 139,772 292,635 293,195: 5,221 4,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 5.0 39.9 54.7 54.6 99.3 99.5: 0.7 0.5
Old : 100.0: 4.6 5.0 39.9 54.7 54.6 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 31 19 42 107 87 156 131:
Old : 158: 31 19 42 107 87 156 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 45.0 50.3 59.6 8.4 14.5 12.8 17.4
Old : 36.3 45.0 50.3 59.6 8.4 14.5 12.8 17.4
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, September 19, 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 : 979,775: 334,808 302,300 208,047 434,205 465,159 977,060 975,506: 2,715 4,269
Old : 979,775: 334,808 302,300 208,047 434,205 465,159 977,060 975,506: 2,715 4,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 211,121: 168,668 187,863 -423 41,648 25,861 209,893 213,301: 1,228 -2,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 30.9 21.2 44.3 47.5 99.7 99.6: 0.3 0.4
Old : 100.0: 34.2 30.9 21.2 44.3 47.5 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 23 11 26 34 34 66 62:
Old : 70: 23 11 26 34 34 66 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 48.4 69.0 65.1 38.7 39.0 46.5 48.7
Old : 53.4 48.4 69.0 65.1 38.7 39.0 46.5 48.7
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, September 19, 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 : 76,536: 7,994 885 6,552 61,209 68,331 75,755 75,768: 781 768
Old : 76,536: 7,994 885 6,552 61,209 68,331 75,755 75,768: 781 768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 2,070: -383 -259 370 2,709 2,599 2,697 2,710: -627 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 1.2 8.6 80.0 89.3 99.0 99.0: 1.0 1.0
Old : 100.0: 10.4 1.2 8.6 80.0 89.3 99.0 99.0: 1.0 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 : 55: 10 3 11 39 39 52 50:
Old : 55: 10 3 11 39 39 52 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 39.9 63.5 64.3 21.4 21.6 27.2 32.6
Old : 39.5 39.9 63.5 64.3 21.4 21.6 27.2 32.6
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, September 19, 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 : 28,070: 1,370 2,665 166 26,451 24,901 27,987 27,732: 83 338
Old : 28,070: 1,370 2,665 166 26,451 24,901 27,987 27,732: 83 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 9.5 0.6 94.2 88.7 99.7 98.8: 0.3 1.2
Old : 100.0: 4.9 9.5 0.6 94.2 88.7 99.7 98.8: 0.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 4 1 22 20 23 25:
Old : 36: 1 4 1 22 20 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 65.5 85.3 81.0 48.7 52.9 61.2 62.7
Old : 67.2 65.5 85.3 81.0 48.7 52.9 61.2 62.7
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, September 19, 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 : 18,845: 1,684 80 0 17,118 18,765 18,802 18,845: 43 0
Old : 18,845: 1,684 80 0 17,118 18,765 18,802 18,845: 43 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 0: 0 0 0 -43 0 -43 0: 43 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.4 0.0 90.8 99.6 99.8 100.0: 0.2 0.0
Old : 100.0: 8.9 0.4 0.0 90.8 99.6 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 0 16 15 19 16:
Old : 28: 3 1 0 16 15 19 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 : 76.0 73.4 88.5 91.1 44.8 47.6 56.4 56.6
Old : 76.0 73.4 88.5 91.1 44.8 47.6 56.4 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 15,042: 372 1,423 0 14,401 13,559 14,773 14,982: 269 60
Old : 15,042: 372 1,423 0 14,401 13,559 14,773 14,982: 269 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 9.5 0.0 95.7 90.1 98.2 99.6: 1.8 0.4
Old : 100.0: 2.5 9.5 0.0 95.7 90.1 98.2 99.6: 1.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 0 14 11 15 14:
Old : 21: 1 3 0 14 11 15 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 : 79.3 67.8 94.1 90.9 64.0 59.6 71.4 72.7
Old : 79.3 67.8 94.1 90.9 64.0 59.6 71.4 72.7
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, September 19, 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 : 24,844: 3,080 4,084 30 21,454 20,600 24,564 24,714: 280 130
Old : 24,844: 3,080 4,084 30 21,454 20,600 24,564 24,714: 280 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -40: 0 0 0 -60 -40 -60 -40: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 16.4 0.1 86.4 82.9 98.9 99.5: 1.1 0.5
Old : 100.0: 12.4 16.4 0.1 86.4 82.9 98.9 99.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 1 19 21 22 24:
Old : 29: 2 3 1 19 21 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 58.1 77.8 78.7 45.9 45.0 56.2 54.6
Old : 59.8 58.1 77.8 78.7 45.9 45.0 56.2 54.6
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, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 27,679: 3,130 0 230 22,893 26,089 26,253 26,319: 1,426 1,360
Old : 27,679: 3,130 0 230 22,893 26,089 26,253 26,319: 1,426 1,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 190: -40 0 0 210 250 170 250: 20 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.0 0.8 82.7 94.3 94.8 95.1: 5.2 4.9
Old : 100.0: 11.3 0.0 0.8 82.7 94.3 94.8 95.1: 5.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 22 23 24 24:
Old : 29: 2 0 1 22 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 : 46.9 46.3 69.1 71.6 29.9 42.4 42.6 54.8
Old : 46.9 46.3 69.1 71.6 29.9 42.4 42.6 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 28,280: 240 672 1,280 25,744 26,228 27,264 28,180: 1,016 100
Old : 28,280: 240 672 1,280 25,744 26,228 27,264 28,180: 1,016 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 2,920: -440 0 440 2,696 2,380 2,696 2,820: 224 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.4 4.5 91.0 92.7 96.4 99.6: 3.6 0.4
Old : 100.0: 0.8 2.4 4.5 91.0 92.7 96.4 99.6: 3.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 2 16 13 18 16:
Old : 23: 2 1 2 16 13 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 66.5 82.4 87.0 42.1 50.8 53.5 61.2
Old : 62.3 66.5 82.4 87.0 42.1 50.8 53.5 61.2
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, September 19, 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 : 13,790: 432 0 1,076 11,950 12,594 13,458 13,670: 332 120
Old : 13,790: 432 0 1,076 11,950 12,594 13,458 13,670: 332 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -100: 0 0 20 -114 -24 -94 -4: -6 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 7.8 86.7 91.3 97.6 99.1: 2.4 0.9
Old : 100.0: 3.1 0.0 7.8 86.7 91.3 97.6 99.1: 2.4 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 : 22: 3 0 1 15 15 18 16:
Old : 22: 3 0 1 15 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 59.3 81.3 80.9 55.3 49.8 61.8 59.7
Old : 65.9 59.3 81.3 80.9 55.3 49.8 61.8 59.7
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, September 19, 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 : 1,928,169: 165,748 119,940 611,856 1,071,171 1,096,155 1,848,774 1,827,951: 79,395 100,218
Old : 1,928,169: 165,748 119,940 611,856 1,071,171 1,096,155 1,848,774 1,827,951: 79,395 100,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -90,191: -12,055 -5,204 -36,322 -38,113 -51,684 -86,490 -93,210: -3,700 3,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 6.2 31.7 55.6 56.8 95.9 94.8: 4.1 5.2
Old : 100.0: 8.6 6.2 31.7 55.6 56.8 95.9 94.8: 4.1 5.2
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 : 327: 112 102 152 85 98 269 291:
Old : 327: 112 102 152 85 98 269 291:
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 : 20.5 21.5 30.7 30.8 6.2 5.5 9.4 8.1
Old : 20.5 21.5 30.7 30.8 6.2 5.5 9.4 8.1
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, September 19, 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 : 52,263: 27,468 24,171 2,401 781 1,104 30,650 27,676: 21,613 24,587
Old : 52,263: 27,468 24,171 2,401 781 1,104 30,650 27,676: 21,613 24,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 7,993: 7,016 -3,854 -445 781 1,104 7,352 -3,195: 641 11,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 46.2 4.6 1.5 2.1 58.6 53.0: 41.4 47.0
Old : 100.0: 52.6 46.2 4.6 1.5 2.1 58.6 53.0: 41.4 47.0
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 : 36: 17 17 17 1 2 26 28:
Old : 36: 17 17 17 1 2 26 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 : 35.2 22.9 45.5 34.0 34.7 22.4 44.0 33.5
Old : 35.2 22.9 45.5 34.0 34.7 22.4 44.0 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 25,572: 2,331 7,025 4,267 11,557 5,197 18,155 16,489: 7,417 9,083
Old : 25,572: 2,331 7,025 4,267 11,557 5,197 18,155 16,489: 7,417 9,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -6,416: -455 -1,671 -2,117 -2,458 -616 -5,030 -4,404: -1,386 -2,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 27.5 16.7 45.2 20.3 71.0 64.5: 29.0 35.5
Old : 100.0: 9.1 27.5 16.7 45.2 20.3 71.0 64.5: 29.0 35.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 8 7 10 8 20 17:
Old : 22: 4 8 7 10 8 20 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 : 30.7 31.7 49.1 48.2 25.3 25.4 36.8 34.8
Old : 30.7 31.7 49.1 48.2 25.3 25.4 36.8 34.8
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, September 19, 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 : 10,823: 5,111 2,381 2 3,871 8,015 8,984 10,398: 1,839 425
Old : 10,823: 5,111 2,381 2 3,871 8,015 8,984 10,398: 1,839 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -666: -768 134 -40 270 -840 -538 -746: -128 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 22.0 0.0 35.8 74.1 83.0 96.1: 17.0 3.9
Old : 100.0: 47.2 22.0 0.0 35.8 74.1 83.0 96.1: 17.0 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 44 8 1 15 22 60 30:
Old : 89: 44 8 1 15 22 60 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 : 38.1 42.9 49.3 64.1 38.1 42.9 49.3 64.1
Old : 38.1 42.9 49.3 64.1 38.1 42.9 49.3 64.1
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, September 19, 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 : 8,528: 4,771 550 115 1,835 6,529 6,721 7,194: 1,807 1,334
Old : 8,528: 4,771 550 115 1,835 6,529 6,721 7,194: 1,807 1,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -871: -876 -50 -9 156 -999 -729 -1,058: -142 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 6.4 1.3 21.5 76.6 78.8 84.4: 21.2 15.6
Old : 100.0: 55.9 6.4 1.3 21.5 76.6 78.8 84.4: 21.2 15.6
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 : 51: 21 3 3 11 19 33 25:
Old : 51: 21 3 3 11 19 33 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 : 32.0 33.8 45.6 58.0 32.0 33.8 45.6 57.0
Old : 32.0 33.8 45.6 58.0 32.0 33.8 45.6 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 57,552: 3,608 7,004 7,191 36,186 33,840 46,985 48,035: 10,567 9,516
Old : 57,552: 3,608 7,004 7,191 36,186 33,840 46,985 48,035: 10,567 9,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -3,156: -2,179 1,971 -411 1,270 -3,768 -1,320 -2,209: -1,837 -947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 12.2 12.5 62.9 58.8 81.6 83.5: 18.4 16.5
Old : 100.0: 6.3 12.2 12.5 62.9 58.8 81.6 83.5: 18.4 16.5
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 : 100: 21 19 18 46 44 76 72:
Old : 100: 21 19 18 46 44 76 72:
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 25.1 38.8 39.4 20.2 15.7 24.7 22.9
Old : 26.9 25.1 38.8 39.4 20.2 15.7 24.7 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 88,521: 11,940 1,893 5,965 62,839 75,084 80,744 82,942: 7,776 5,578
Old : 88,521: 11,940 1,893 5,965 62,839 75,084 80,744 82,942: 7,776 5,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 6,011: -437 820 -1,497 7,701 6,110 5,768 5,433: 243 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 2.1 6.7 71.0 84.8 91.2 93.7: 8.8 6.3
Old : 100.0: 13.5 2.1 6.7 71.0 84.8 91.2 93.7: 8.8 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 18 6 9 54 62 76 75:
Old : 95: 18 6 9 54 62 76 75:
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 : 29.9 32.7 46.3 46.5 20.0 21.2 28.6 28.5
Old : 29.9 32.7 46.3 46.5 20.0 21.2 28.6 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2006