NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B Commitments of Traders - Futures Only, September 12, 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 : 6,490: 1,305 1,528 30 4,554 4,636 5,889 6,194: 601 296 Old : 6,490: 1,305 1,528 30 4,554 4,636 5,889 6,194: 601 296 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 481: 0 48 30 351 703 381 781: 100 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 23.5 0.5 70.2 71.4 90.7 95.4: 9.3 4.6 Old : 100.0: 20.1 23.5 0.5 70.2 71.4 90.7 95.4: 9.3 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 : 30: 3 3 1 19 21 23 24: Old : 30: 3 3 1 19 21 23 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 : 45.7 46.7 68.6 66.8 39.1 43.6 49.7 59.0 Old : 45.7 46.7 68.6 66.8 39.1 43.6 49.7 59.0 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 - Futures Only, September 12, 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 : 205,106: 24,966 17,611 26,808 124,065 127,864 175,839 172,283: 29,267 32,823 Old : 205,106: 24,966 17,611 26,808 124,065 127,864 175,839 172,283: 29,267 32,823 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 12,528: 3,168 2,842 1,619 6,212 3,913 10,999 8,374: 1,529 4,154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 8.6 13.1 60.5 62.3 85.7 84.0: 14.3 16.0 Old : 100.0: 12.2 8.6 13.1 60.5 62.3 85.7 84.0: 14.3 16.0 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 : 149: 34 29 36 67 77 118 129: Old : 149: 34 29 36 67 77 118 129: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.0 20.1 36.7 32.5 16.9 11.3 25.0 18.1 Old : 23.0 20.1 36.7 32.5 16.9 11.3 25.0 18.1 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 - Futures Only, September 12, 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 : 937,853: 121,290 81,232 361,046 380,624 452,038 862,960 894,316: 74,893 43,537 Old : 937,853: 121,290 81,232 361,046 380,624 452,038 862,960 894,316: 74,893 43,537 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 21,501: 15,714 7,590 7,648 7,417 11,531 30,779 26,769: -9,278 -5,268 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 8.7 38.5 40.6 48.2 92.0 95.4: 8.0 4.6 Old : 100.0: 12.9 8.7 38.5 40.6 48.2 92.0 95.4: 8.0 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 : 229: 57 70 85 95 77 200 189: Old : 229: 57 70 85 95 77 200 189: 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 32.7 48.0 48.2 10.8 10.6 13.9 14.7 Old : 38.1 32.7 48.0 48.2 10.8 10.6 13.9 14.7 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 - Futures Only, September 12, 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 : 17,639: 5,396 10,780 1,688 1,201 936 8,285 13,404: 9,354 4,235 Old : 17,639: 5,396 10,780 1,688 1,201 936 8,285 13,404: 9,354 4,235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 522: -301 -1,432 529 -965 518 -737 -385: 1,259 907 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 61.1 9.6 6.8 5.3 47.0 76.0: 53.0 24.0 Old : 100.0: 30.6 61.1 9.6 6.8 5.3 47.0 76.0: 53.0 24.0 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: 12 9 6 2 2 16 15: Old : 24: 12 9 6 2 2 16 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.8 60.5 36.6 71.0 17.5 57.5 28.2 64.1 Old : 25.8 60.5 36.6 71.0 17.5 57.5 28.2 64.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A Commitments of Traders - Futures Only, September 12, 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 : 72,699: 3,926 4,044 7,462 54,951 54,144 66,339 65,650: 6,360 7,049 Old : 72,699: 3,926 4,044 7,462 54,951 54,144 66,339 65,650: 6,360 7,049 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : -2,600: 2,063 0 -1,758 -3,513 -538 -3,208 -2,296: 608 -304 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 5.6 10.3 75.6 74.5 91.3 90.3: 8.7 9.7 Old : 100.0: 5.4 5.6 10.3 75.6 74.5 91.3 90.3: 8.7 9.7 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 22 24 24: Old : 28: 1 1 2 22 22 24 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.8 48.1 67.2 67.0 32.3 37.9 49.6 51.0 Old : 41.8 48.1 67.2 67.0 32.3 37.9 49.6 51.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B Commitments of Traders - Futures Only, September 12, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 43,131: 9,895 780 1,002 22,688 33,022 33,585 34,804: 9,546 8,327 Old : 43,131: 9,895 780 1,002 22,688 33,022 33,585 34,804: 9,546 8,327 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 1,102: 1,084 124 -372 294 988 1,006 740: 96 362 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 1.8 2.3 52.6 76.6 77.9 80.7: 22.1 19.3 Old : 100.0: 22.9 1.8 2.3 52.6 76.6 77.9 80.7: 22.1 19.3 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 : 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 : 43.7 42.3 59.1 66.0 39.9 37.8 49.3 50.7 Old : 43.7 42.3 59.1 66.0 39.9 37.8 49.3 50.7 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 - Futures Only, September 12, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 116,317: 8,830 0 1,824 95,698 101,548 106,352 103,372: 9,965 12,945 Old : 116,317: 8,830 0 1,824 95,698 101,548 106,352 103,372: 9,965 12,945 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 3,012: 968 0 0 -550 90 418 90: 2,594 2,922 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 0.0 1.6 82.3 87.3 91.4 88.9: 8.6 11.1 Old : 100.0: 7.6 0.0 1.6 82.3 87.3 91.4 88.9: 8.6 11.1 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 : 38: 2 0 1 27 28 29 29: Old : 38: 2 0 1 27 28 29 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 : 44.2 43.9 61.5 60.0 42.3 41.2 55.6 55.2 Old : 44.2 43.9 61.5 60.0 42.3 41.2 55.6 55.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D Commitments of Traders - Futures Only, September 12, 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 : 72,113: 11,984 0 0 51,652 59,067 63,636 59,067: 8,477 13,046 Old : 72,113: 11,984 0 0 51,652 59,067 63,636 59,067: 8,477 13,046 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : -549: 0 0 0 -642 -2,230 -642 -2,230: 93 1,681 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 0.0 0.0 71.6 81.9 88.2 81.9: 11.8 18.1 Old : 100.0: 16.6 0.0 0.0 71.6 81.9 88.2 81.9: 11.8 18.1 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 : 28: 1 0 0 23 18 24 18: Old : 28: 1 0 0 23 18 24 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 : 48.0 54.0 66.6 67.9 47.8 51.9 63.6 63.3 Old : 48.0 54.0 66.6 67.9 47.8 51.9 63.6 63.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E Commitments of Traders - Futures Only, September 12, 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 : 73,381: 866 4,409 7,372 61,534 58,370 69,772 70,151: 3,609 3,230 Old : 73,381: 866 4,409 7,372 61,534 58,370 69,772 70,151: 3,609 3,230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 251: 68 -1,053 -180 301 1,360 189 127: 62 124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 6.0 10.0 83.9 79.5 95.1 95.6: 4.9 4.4 Old : 100.0: 1.2 6.0 10.0 83.9 79.5 95.1 95.6: 4.9 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 : 27: 1 2 2 21 18 23 21: Old : 27: 1 2 2 21 18 23 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.1 44.9 76.6 71.3 51.1 36.3 60.6 55.2 Old : 61.1 44.9 76.6 71.3 51.1 36.3 60.6 55.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F Commitments of Traders - Futures Only, September 12, 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 : 60,502: 1,644 391 6,656 47,445 43,765 55,745 50,812: 4,757 9,690 Old : 60,502: 1,644 391 6,656 47,445 43,765 55,745 50,812: 4,757 9,690 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 3,699: 0 -2,717 995 795 5,445 1,790 3,723: 1,909 -24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 0.6 11.0 78.4 72.3 92.1 84.0: 7.9 16.0 Old : 100.0: 2.7 0.6 11.0 78.4 72.3 92.1 84.0: 7.9 16.0 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: 2 1 2 19 21 22 23: Old : 28: 2 1 2 19 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 : 56.6 39.0 72.2 60.1 48.8 30.5 55.8 43.6 Old : 56.6 39.0 72.2 60.1 48.8 30.5 55.8 43.6 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 - Futures Only, September 12, 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 : 114,352: 0 9,720 6,106 98,178 88,655 104,284 104,481: 10,068 9,871 Old : 114,352: 0 9,720 6,106 98,178 88,655 104,284 104,481: 10,068 9,871 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 170: 0 2,354 -1,616 1,598 -756 -18 -18: 188 188 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.5 5.3 85.9 77.5 91.2 91.4: 8.8 8.6 Old : 100.0: 0.0 8.5 5.3 85.9 77.5 91.2 91.4: 8.8 8.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 0 2 2 34 27 36 29: Old : 39: 0 2 2 34 27 36 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 : 30.3 40.2 50.2 60.5 22.7 23.6 34.2 34.4 Old : 30.3 40.2 50.2 60.5 22.7 23.6 34.2 34.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J Commitments of Traders - Futures Only, September 12, 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 : 34,437: 0 6,956 418 26,269 23,565 26,687 30,939: 7,750 3,498 Old : 34,437: 0 6,956 418 26,269 23,565 26,687 30,939: 7,750 3,498 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 92: 0 178 -56 815 187 759 309: -667 -217 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 20.2 1.2 76.3 68.4 77.5 89.8: 22.5 10.2 Old : 100.0: 0.0 20.2 1.2 76.3 68.4 77.5 89.8: 22.5 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 : 42.1 41.2 64.6 67.2 31.7 34.1 43.0 51.2 Old : 42.1 41.2 64.6 67.2 31.7 34.1 43.0 51.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K Commitments of Traders - Futures Only, September 12, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 70,973: 169 6,106 3,181 58,221 52,120 61,571 61,407: 9,402 9,566 Old : 70,973: 169 6,106 3,181 58,221 52,120 61,571 61,407: 9,402 9,566 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : -309: 0 -245 0 -344 -216 -344 -461: 35 152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 8.6 4.5 82.0 73.4 86.8 86.5: 13.2 13.5 Old : 100.0: 0.2 8.6 4.5 82.0 73.4 86.8 86.5: 13.2 13.5 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 : 20: 1 1 2 16 15 18 17: Old : 20: 1 1 2 16 15 18 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 : 53.5 64.8 76.0 81.2 48.8 59.3 68.5 71.1 Old : 53.5 64.8 76.0 81.2 48.8 59.3 68.5 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M Commitments of Traders - Futures Only, September 12, 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 : 49,242: 6,074 248 3,560 35,390 38,478 45,024 42,286: 4,218 6,956 Old : 49,242: 6,074 248 3,560 35,390 38,478 45,024 42,286: 4,218 6,956 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : -127: 15 -248 428 -752 -640 -309 -460: 182 333 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 0.5 7.2 71.9 78.1 91.4 85.9: 8.6 14.1 Old : 100.0: 12.3 0.5 7.2 71.9 78.1 91.4 85.9: 8.6 14.1 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: 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 : 53.9 56.6 78.2 74.9 45.2 42.8 61.9 53.6 Old : 53.9 56.6 78.2 74.9 45.2 42.8 61.9 53.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N Commitments of Traders - Futures Only, September 12, 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 : 76,352: 5,270 0 62 59,311 70,067 64,643 70,129: 11,709 6,223 Old : 76,352: 5,270 0 62 59,311 70,067 64,643 70,129: 11,709 6,223 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 1,425: 0 0 0 145 1,303 145 1,303: 1,280 122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 0.0 0.1 77.7 91.8 84.7 91.8: 15.3 8.2 Old : 100.0: 6.9 0.0 0.1 77.7 91.8 84.7 91.8: 15.3 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 36.7 36.5 57.2 57.0 30.1 27.9 43.5 40.1 Old : 36.7 36.5 57.2 57.0 30.1 27.9 43.5 40.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O Commitments of Traders - Futures Only, September 12, 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 : 82,048: 0 13,211 4,203 66,229 54,067 70,432 71,481: 11,616 10,567 Old : 82,048: 0 13,211 4,203 66,229 54,067 70,432 71,481: 11,616 10,567 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 2,334: 0 2,931 -677 3,011 80 2,334 2,334: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 16.1 5.1 80.7 65.9 85.8 87.1: 14.2 12.9 Old : 100.0: 0.0 16.1 5.1 80.7 65.9 85.8 87.1: 14.2 12.9 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: 0 2 1 23 19 24 21: Old : 32: 0 2 1 23 19 24 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.2 44.3 60.6 70.9 32.2 31.2 50.5 53.0 Old : 37.2 44.3 60.6 70.9 32.2 31.2 50.5 53.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P Commitments of Traders - Futures Only, September 12, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 62,648: 0 1,852 3,702 44,457 49,646 48,159 55,200: 14,489 7,448 Old : 62,648: 0 1,852 3,702 44,457 49,646 48,159 55,200: 14,489 7,448 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 1,626: 0 1,232 106 -3,145 -44 -3,039 1,294: 4,665 332 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.0 5.9 71.0 79.2 76.9 88.1: 23.1 11.9 Old : 100.0: 0.0 3.0 5.9 71.0 79.2 76.9 88.1: 23.1 11.9 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 : 28: 0 1 1 19 20 20 21: Old : 28: 0 1 1 19 20 20 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.1 40.9 60.4 69.7 39.4 40.6 53.8 65.7 Old : 41.1 40.9 60.4 69.7 39.4 40.6 53.8 65.7 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 - Futures Only, September 12, 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 : 48,914: 1,240 4,568 0 45,846 43,924 47,086 48,492: 1,828 422 Old : 48,914: 1,240 4,568 0 45,846 43,924 47,086 48,492: 1,828 422 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 62: 0 248 0 124 -608 124 -360: -62 422 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 9.3 0.0 93.7 89.8 96.3 99.1: 3.7 0.9 Old : 100.0: 2.5 9.3 0.0 93.7 89.8 96.3 99.1: 3.7 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 : 23: 1 3 0 11 12 12 15: Old : 23: 1 3 0 11 12 12 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.7 67.8 92.6 90.1 51.5 30.9 56.3 50.7 Old : 83.7 67.8 92.6 90.1 51.5 30.9 56.3 50.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 Commitments of Traders - Futures Only, September 12, 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 : 174,314: 0 17,125 11,372 145,221 138,885 156,593 167,382: 17,721 6,932 Old : 174,314: 0 17,125 11,372 145,221 138,885 156,593 167,382: 17,721 6,932 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : -847: 0 2,699 -2,597 684 -1,313 -1,913 -1,211: 1,066 364 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.8 6.5 83.3 79.7 89.8 96.0: 10.2 4.0 Old : 100.0: 0.0 9.8 6.5 83.3 79.7 89.8 96.0: 10.2 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 0 6 6 37 32 43 38: Old : 44: 0 6 6 37 32 43 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.7 33.0 45.7 53.5 26.8 27.8 39.6 39.6 Old : 28.7 33.0 45.7 53.5 26.8 27.8 39.6 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 Commitments of Traders - Futures Only, September 12, 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 : 93,104: 2,168 5,354 5,489 74,468 71,690 82,125 82,533: 10,979 10,571 Old : 93,104: 2,168 5,354 5,489 74,468 71,690 82,125 82,533: 10,979 10,571 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : -494: -4,707 1,304 2,373 1,228 -4,535 -1,106 -858: 612 364 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 5.8 5.9 80.0 77.0 88.2 88.6: 11.8 11.4 Old : 100.0: 2.3 5.8 5.9 80.0 77.0 88.2 88.6: 11.8 11.4 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: 1 2 2 24 21 26 24: Old : 32: 1 2 2 24 21 26 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.4 48.4 62.6 68.2 37.3 45.6 56.5 59.8 Old : 41.4 48.4 62.6 68.2 37.3 45.6 56.5 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652 Commitments of Traders - Futures Only, September 12, 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 : 71,924: 1,240 5,084 0 70,190 66,568 71,430 71,652: 494 272 Old : 71,924: 1,240 5,084 0 70,190 66,568 71,430 71,652: 494 272 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : -1,504: 0 248 0 -1,628 -1,814 -1,628 -1,566: 124 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 7.1 0.0 97.6 92.6 99.3 99.6: 0.7 0.4 Old : 100.0: 1.7 7.1 0.0 97.6 92.6 99.3 99.6: 0.7 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 3 0 20 20 21 23: Old : 31: 1 3 0 20 20 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 : 80.0 49.6 90.1 72.8 66.6 43.9 72.2 64.3 Old : 80.0 49.6 90.1 72.8 66.6 43.9 72.2 64.3 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 - Futures Only, September 12, 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 : 271,505: 11,501 72 7,041 243,841 257,785 262,383 264,898: 9,122 6,607 Old : 271,505: 11,501 72 7,041 243,841 257,785 262,383 264,898: 9,122 6,607 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 7,874: -676 -981 1,369 9,753 10,126 10,446 10,514: -2,572 -2,640 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.0 2.6 89.8 94.9 96.6 97.6: 3.4 2.4 Old : 100.0: 4.2 0.0 2.6 89.8 94.9 96.6 97.6: 3.4 2.4 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 : 58: 4 1 5 47 43 53 48: Old : 58: 4 1 5 47 43 53 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 : 37.1 40.1 54.4 60.5 31.9 36.6 44.4 52.3 Old : 37.1 40.1 54.4 60.5 31.9 36.6 44.4 52.3 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 - Futures Only, September 12, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 156,049: 8,937 4,911 7,975 128,530 138,652 145,442 151,538: 10,607 4,511 Old : 156,049: 8,937 4,911 7,975 128,530 138,652 145,442 151,538: 10,607 4,511 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 14,465: -817 748 486 12,743 12,410 12,412 13,644: 2,053 821 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 3.1 5.1 82.4 88.9 93.2 97.1: 6.8 2.9 Old : 100.0: 5.7 3.1 5.1 82.4 88.9 93.2 97.1: 6.8 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 : 46: 3 3 2 38 36 42 40: Old : 46: 3 3 2 38 36 42 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.7 40.9 46.5 60.1 27.6 37.6 37.5 50.3 Old : 32.7 40.9 46.5 60.1 27.6 37.6 37.5 50.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 Commitments of Traders - Futures Only, September 12, 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 : 160,188: 0 3,194 6,608 141,417 141,269 148,025 151,071: 12,163 9,117 Old : 160,188: 0 3,194 6,608 141,417 141,269 148,025 151,071: 12,163 9,117 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 1,691: 0 -955 -214 1,836 3,068 1,622 1,899: 69 -208 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.0 4.1 88.3 88.2 92.4 94.3: 7.6 5.7 Old : 100.0: 0.0 2.0 4.1 88.3 88.2 92.4 94.3: 7.6 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: 0 2 1 38 36 39 38: Old : 47: 0 2 1 38 36 39 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.2 48.0 50.6 65.4 29.7 42.6 48.6 54.9 Old : 30.2 48.0 50.6 65.4 29.7 42.6 48.6 54.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 Commitments of Traders - Futures Only, September 12, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 177,938: 19,323 4,644 21,380 134,354 142,605 175,057 168,629: 2,881 9,309 Old : 177,938: 19,323 4,644 21,380 134,354 142,605 175,057 168,629: 2,881 9,309 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 14,217: 2,188 1,842 -1,489 16,866 14,733 17,565 15,086: -3,348 -869 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 2.6 12.0 75.5 80.1 98.4 94.8: 1.6 5.2 Old : 100.0: 10.9 2.6 12.0 75.5 80.1 98.4 94.8: 1.6 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 : 46: 4 3 6 34 35 40 42: Old : 46: 4 3 6 34 35 40 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.6 30.0 53.7 48.6 22.9 27.1 35.9 36.1 Old : 31.6 30.0 53.7 48.6 22.9 27.1 35.9 36.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 Commitments of Traders - Futures Only, September 12, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 58,702: 0 1,474 480 55,322 47,298 55,802 49,252: 2,900 9,450 Old : 58,702: 0 1,474 480 55,322 47,298 55,802 49,252: 2,900 9,450 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 4,499: 0 -240 240 5,765 3,434 6,005 3,434: -1,506 1,065 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.5 0.8 94.2 80.6 95.1 83.9: 4.9 16.1 Old : 100.0: 0.0 2.5 0.8 94.2 80.6 95.1 83.9: 4.9 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 : 30: 0 1 1 23 23 24 24: Old : 30: 0 1 1 23 23 24 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.9 38.6 65.2 57.8 37.5 32.3 56.5 49.0 Old : 39.9 38.6 65.2 57.8 37.5 32.3 56.5 49.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B Commitments of Traders - Futures Only, September 12, 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 : 3,109,225: 172,346 169,193 1,206,293 1,711,433 1,720,723 3,090,072 3,096,209: 19,153 13,016 Old : 3,109,225: 172,346 169,193 1,206,293 1,711,433 1,720,723 3,090,072 3,096,209: 19,153 13,016 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 66,794: -69,411 74,583 21,799 110,377 -33,688 62,765 62,694: 4,029 4,100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 5.4 38.8 55.0 55.3 99.4 99.6: 0.6 0.4 Old : 100.0: 5.5 5.4 38.8 55.0 55.3 99.4 99.6: 0.6 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 : 157: 29 20 42 107 87 155 131: Old : 157: 29 20 42 107 87 155 131: 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 : 35.0 44.4 49.0 58.1 9.2 15.3 14.3 18.6 Old : 35.0 44.4 49.0 58.1 9.2 15.3 14.3 18.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C Commitments of Traders - Futures Only, September 12, 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 : 768,654: 166,140 114,437 208,470 392,557 439,298 767,167 762,205: 1,487 6,449 Old : 768,654: 166,140 114,437 208,470 392,557 439,298 767,167 762,205: 1,487 6,449 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 3,389: 19,980 -22,867 25,240 -31,654 7,729 13,566 10,102: -10,177 -6,713 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 14.9 27.1 51.1 57.2 99.8 99.2: 0.2 0.8 Old : 100.0: 21.6 14.9 27.1 51.1 57.2 99.8 99.2: 0.2 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 71: 22 13 27 33 34 66 63: Old : 71: 22 13 27 33 34 66 63: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.4 35.1 66.1 56.2 31.9 23.8 39.1 35.3 Old : 49.4 35.1 66.1 56.2 31.9 23.8 39.1 35.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Commitments of Traders - Futures Only, September 12, 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 : 46,390: 8,714 740 3,742 32,526 40,500 44,982 44,982: 1,408 1,408 Old : 46,390: 8,714 740 3,742 32,526 40,500 44,982 44,982: 1,408 1,408 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 1,220: -1,260 100 100 1,680 320 520 520: 700 700 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.8 1.6 8.1 70.1 87.3 97.0 97.0: 3.0 3.0 Old : 100.0: 18.8 1.6 8.1 70.1 87.3 97.0 97.0: 3.0 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 7 4 7 35 37 44 46: Old : 52: 7 4 7 35 37 44 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.3 43.3 59.9 64.1 35.7 35.3 45.6 50.5 Old : 45.3 43.3 59.9 64.1 35.7 35.3 45.6 50.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A Commitments of Traders - Futures Only, September 12, 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 5, 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 - Futures Only, September 12, 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 17,161 18,765 18,845 18,845: 0 0 Old : 18,845: 1,684 80 0 17,161 18,765 18,845 18,845: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 0.4 0.0 91.1 99.6 100.0 100.0: 0.0 0.0 Old : 100.0: 8.9 0.4 0.0 91.1 99.6 100.0 100.0: 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 : 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 : 76.3 73.4 88.7 91.1 45.0 47.6 56.6 56.6 Old : 76.3 73.4 88.7 91.1 45.0 47.6 56.6 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 - Futures Only, September 12, 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 5, 2006 : : 344: 0 0 0 344 365 344 365: 0 -21 : : : : : 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 - Futures Only, September 12, 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 : 24,884: 3,080 4,084 30 21,514 20,640 24,624 24,754: 260 130 Old : 24,884: 3,080 4,084 30 21,514 20,640 24,624 24,754: 260 130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : -40: 0 -40 0 -40 0 -40 -40: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 16.4 0.1 86.5 82.9 99.0 99.5: 1.0 0.5 Old : 100.0: 12.4 16.4 0.1 86.5 82.9 99.0 99.5: 1.0 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 : 59.7 59.0 77.8 79.5 45.9 45.9 56.3 54.9 Old : 59.7 59.0 77.8 79.5 45.9 45.9 56.3 54.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Commitments of Traders - Futures Only, September 12, 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 : 27,489: 3,170 0 230 22,683 25,839 26,083 26,069: 1,406 1,420 Old : 27,489: 3,170 0 230 22,683 25,839 26,083 26,069: 1,406 1,420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 1,410: 0 0 0 1,438 1,252 1,438 1,252: -28 158 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 0.0 0.8 82.5 94.0 94.9 94.8: 5.1 5.2 Old : 100.0: 11.5 0.0 0.8 82.5 94.0 94.9 94.8: 5.1 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 : 29: 2 0 1 21 22 23 23: Old : 29: 2 0 1 21 22 23 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 : 46.5 46.7 69.0 72.1 28.9 42.0 41.4 53.6 Old : 46.5 46.7 69.0 72.1 28.9 42.0 41.4 53.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N Commitments of Traders - Futures Only, September 12, 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 : 25,360: 680 672 840 23,048 23,848 24,568 25,360: 792 0 Old : 25,360: 680 672 840 23,048 23,848 24,568 25,360: 792 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 2,390: -100 -30 -40 2,248 2,820 2,108 2,750: 282 -360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 2.6 3.3 90.9 94.0 96.9 100.0: 3.1 0.0 Old : 100.0: 2.7 2.6 3.3 90.9 94.0 96.9 100.0: 3.1 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 : 22: 2 1 2 16 13 18 16: Old : 22: 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 : 59.7 69.2 82.2 88.1 38.3 51.6 50.8 60.1 Old : 59.7 69.2 82.2 88.1 38.3 51.6 50.8 60.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Commitments of Traders - Futures Only, September 12, 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 : 13,890: 432 0 1,056 12,064 12,618 13,552 13,674: 338 216 Old : 13,890: 432 0 1,056 12,064 12,618 13,552 13,674: 338 216 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 216: 0 0 0 210 80 210 80: 6 136 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 0.0 7.6 86.9 90.8 97.6 98.4: 2.4 1.6 Old : 100.0: 3.1 0.0 7.6 86.9 90.8 97.6 98.4: 2.4 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 66.3 58.3 82.4 80.5 56.7 49.9 63.1 60.9 Old : 66.3 58.3 82.4 80.5 56.7 49.9 63.1 60.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Commitments of Traders - Futures Only, September 12, 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 : 1,213,940: 177,047 140,027 237,407 730,801 752,627 1,145,255 1,130,061: 68,685 83,879 Old : 1,213,940: 177,047 140,027 237,407 730,801 752,627 1,145,255 1,130,061: 68,685 83,879 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 43,674: -1,970 8,327 3,271 30,611 16,944 31,912 28,542: 11,762 15,132 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.6 11.5 19.6 60.2 62.0 94.3 93.1: 5.7 6.9 Old : 100.0: 14.6 11.5 19.6 60.2 62.0 94.3 93.1: 5.7 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 320: 86 118 129 84 94 251 274: Old : 320: 86 118 129 84 94 251 274: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.7 24.8 36.5 33.1 11.0 6.6 15.3 10.2 Old : 23.7 24.8 36.5 33.1 11.0 6.6 15.3 10.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655 Commitments of Traders - Futures Only, September 12, 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 : 44,270: 20,452 28,025 2,846 0 0 23,298 30,871: 20,972 13,399 Old : 44,270: 20,452 28,025 2,846 0 0 23,298 30,871: 20,972 13,399 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 3,009: -3,661 1,324 1,000 -1,174 -1,112 -3,835 1,212: 6,844 1,797 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.2 63.3 6.4 0.0 0.0 52.6 69.7: 47.4 30.3 Old : 100.0: 46.2 63.3 6.4 0.0 0.0 52.6 69.7: 47.4 30.3 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 : 46: 21 25 12 0 0 28 30: Old : 46: 21 25 12 0 0 28 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 : 18.5 30.0 31.7 43.4 18.3 29.3 30.4 41.2 Old : 18.5 30.0 31.7 43.4 18.3 29.3 30.4 41.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I Commitments of Traders - Futures Only, September 12, 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 : 31,988: 2,786 8,696 6,384 14,015 5,813 23,185 20,893: 8,803 11,095 Old : 31,988: 2,786 8,696 6,384 14,015 5,813 23,185 20,893: 8,803 11,095 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 643: 326 -373 -427 106 287 5 -513: 638 1,156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 27.2 20.0 43.8 18.2 72.5 65.3: 27.5 34.7 Old : 100.0: 8.7 27.2 20.0 43.8 18.2 72.5 65.3: 27.5 34.7 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: 5 10 12 12 9 25 23: Old : 27: 5 10 12 12 9 25 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 : 27.4 29.5 43.3 42.6 24.1 22.4 36.2 30.2 Old : 27.4 29.5 43.3 42.6 24.1 22.4 36.2 30.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 Commitments of Traders - Futures Only, September 12, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TROY OUNCES) : : : : All : 11,489: 5,879 2,247 42 3,601 8,855 9,522 11,144: 1,967 345 Old : 11,489: 5,879 2,247 42 3,601 8,855 9,522 11,144: 1,967 345 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 45: -576 342 -7 799 -472 216 -137: -171 182 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.2 19.6 0.4 31.3 77.1 82.9 97.0: 17.1 3.0 Old : 100.0: 51.2 19.6 0.4 31.3 77.1 82.9 97.0: 17.1 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 97: 51 7 2 17 24 69 32: Old : 97: 51 7 2 17 24 69 32: 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 : 37.0 45.4 47.0 67.1 37.0 45.4 47.0 67.0 Old : 37.0 45.4 47.0 67.1 37.0 45.4 47.0 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 Commitments of Traders - Futures Only, September 12, 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 : 9,399: 5,647 600 124 1,679 7,528 7,450 8,252: 1,949 1,147 Old : 9,399: 5,647 600 124 1,679 7,528 7,450 8,252: 1,949 1,147 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : -870: -243 -45 43 -112 -1,003 -312 -1,005: -558 135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.1 6.4 1.3 17.9 80.1 79.3 87.8: 20.7 12.2 Old : 100.0: 60.1 6.4 1.3 17.9 80.1 79.3 87.8: 20.7 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 : 57: 22 4 3 9 23 32 30: Old : 57: 22 4 3 9 23 32 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 : 32.2 37.1 45.7 59.7 32.2 37.1 45.7 59.3 Old : 32.2 37.1 45.7 59.7 32.2 37.1 45.7 59.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652 Commitments of Traders - Futures Only, September 12, 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 : 53,434: 7,028 5,266 2,604 31,950 35,395 41,582 43,265: 11,852 10,169 Old : 53,434: 7,028 5,266 2,604 31,950 35,395 41,582 43,265: 11,852 10,169 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : -4,771: -435 -617 524 -6,313 -7,167 -6,224 -7,260: 1,453 2,489 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 9.9 4.9 59.8 66.2 77.8 81.0: 22.2 19.0 Old : 100.0: 13.2 9.9 4.9 59.8 66.2 77.8 81.0: 22.2 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 : 95: 28 11 16 44 42 77 65: Old : 95: 28 11 16 44 42 77 65: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.9 28.6 38.7 42.6 24.0 20.5 30.6 31.5 Old : 28.9 28.6 38.7 42.6 24.0 20.5 30.6 31.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Commitments of Traders - Futures Only, September 12, 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 : 79,638: 12,411 1,102 6,299 53,832 67,679 72,542 75,080: 7,096 4,558 Old : 79,638: 12,411 1,102 6,299 53,832 67,679 72,542 75,080: 7,096 4,558 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 6,752: 691 331 160 3,954 5,005 4,805 5,496: 1,947 1,256 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 1.4 7.9 67.6 85.0 91.1 94.3: 8.9 5.7 Old : 100.0: 15.6 1.4 7.9 67.6 85.0 91.1 94.3: 8.9 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 : 89: 18 5 14 47 56 71 71: Old : 89: 18 5 14 47 56 71 71: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.0 33.6 50.1 48.9 23.8 21.9 32.8 32.6 Old : 33.0 33.6 50.1 48.9 23.8 21.9 32.8 32.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2006