NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,783 COMMITMENTS 660 450 0 3,018 2,786 3,678 3,236 105 547 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 141) 0 -225 0 141 366 141 141 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 11.9 0.0 79.8 73.6 97.2 85.5 2.8 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 17 15 18 16 NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 170,958 COMMITMENTS 23,691 17,935 21,385 96,919 103,687 141,995 143,007 28,963 27,951 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -1,054) -2,375 1,884 795 84 -2,363 -1,496 316 442 -1,370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 10.5 12.5 56.7 60.7 83.1 83.7 16.9 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 32 39 39 62 69 116 128 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 546,982 COMMITMENTS 47,493 98,170 174,580 253,762 245,148 475,835 517,898 71,147 29,084 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -972) 3,610 7,340 -5,914 2,604 642 300 2,068 -1,272 -3,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 17.9 31.9 46.4 44.8 87.0 94.7 13.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 53 54 68 91 72 183 158 MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 48,256 COMMITMENTS 253 0 2,399 43,302 44,133 45,954 46,532 2,302 1,724 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -166) -1,197 0 916 1,910 -1,110 1,629 -194 -1,795 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 5.0 89.7 91.5 95.2 96.4 4.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 19 20 20 21 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 47,856 COMMITMENTS 6,721 1,430 1,374 34,210 39,498 42,305 42,302 5,551 5,554 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 3,680) 778 488 -458 3,329 4,084 3,649 4,114 31 -434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 3.0 2.9 71.5 82.5 88.4 88.4 11.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 16 19 19 21 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 101,353 COMMITMENTS 6,648 864 1,253 81,953 88,761 89,854 90,878 11,499 10,475 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 3,883) -9,417 472 -472 10,647 4,483 758 4,483 3,125 -600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 0.9 1.2 80.9 87.6 88.7 89.7 11.3 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 3 2 25 25 29 29 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 58,275 COMMITMENTS 1,793 2,360 302 51,680 48,663 53,775 51,325 4,500 6,950 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 3,534) 260 0 0 2,023 3,813 2,283 3,813 1,251 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 4.0 0.5 88.7 83.5 92.3 88.1 7.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 15 18 17 21 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 64,304 COMMITMENTS 0 7,834 5,039 55,858 50,079 60,897 62,952 3,407 1,352 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 4,075) 0 -6,942 3,948 393 6,994 4,341 4,000 -266 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.2 7.8 86.9 77.9 94.7 97.9 5.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 4 3 21 20 24 24 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 69,229 COMMITMENTS 16,340 3,164 2,550 42,332 57,973 61,222 63,687 8,007 5,542 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 291) 2,742 0 -1,557 -306 1,420 879 -137 -588 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 4.6 3.7 61.1 83.7 88.4 92.0 11.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 3 19 21 22 24 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 75,045 COMMITMENTS 0 4,874 1,986 64,527 61,358 66,513 68,218 8,532 6,827 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 2,998) -76 4,874 -2,167 3,328 -255 1,085 2,452 1,913 546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.5 2.6 86.0 81.8 88.6 90.9 11.4 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 16 21 17 22 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 42,968 COMMITMENTS 0 5,715 1,777 34,866 33,041 36,643 40,533 6,325 2,435 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,309) 0 706 152 1,220 1,247 1,372 2,105 -63 -796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.3 4.1 81.1 76.9 85.3 94.3 14.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 21 17 23 19 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,000 COMMITMENTS 19,347 34 1,306 32,543 50,569 53,196 51,909 5,804 7,091 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,752) 0 34 214 2,028 2,325 2,242 2,573 -490 -821 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 0.1 2.2 55.2 85.7 90.2 88.0 9.8 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 3 17 19 20 22 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,022 COMMITMENTS 0 4,641 2,586 54,269 42,718 56,855 49,945 4,167 11,077 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 5,321) 0 -741 124 7,463 8,162 7,587 7,545 -2,266 -2,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.6 4.2 88.9 70.0 93.2 81.8 6.8 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 2 22 19 24 21 ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 164,227 COMMITMENTS 966 22,853 3,944 148,196 133,064 153,106 159,861 11,121 4,366 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 5,826) -2,873 7,414 282 8,685 -1,646 6,094 6,050 -268 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 13.9 2.4 90.2 81.0 93.2 97.3 6.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 5 3 35 30 38 36 CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 79,471 COMMITMENTS 13,183 0 404 60,016 70,301 73,603 70,705 5,868 8,766 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 4,894) 6,172 0 -1,671 397 6,855 4,898 5,184 -4 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 0.0 0.5 75.5 88.5 92.6 89.0 7.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 17 19 19 20 HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 183,846 COMMITMENTS 5,427 3,046 5,284 162,689 167,304 173,400 175,634 10,446 8,212 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 10,301) -6,249 1,108 2,297 14,403 6,628 10,451 10,033 -150 268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.7 2.9 88.5 91.0 94.3 95.5 5.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 4 34 31 38 35 NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 160,272 COMMITMENTS 20,780 2,946 12,679 120,696 137,751 154,155 153,376 6,117 6,896 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,533) 1,821 -248 -1,632 -91 2,745 98 865 1,435 668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 1.8 7.9 75.3 85.9 96.2 95.7 3.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 2 6 34 29 41 35 PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 141,829 COMMITMENTS 0 11,072 4,304 127,371 109,811 131,675 125,187 10,154 16,642 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 3,036) 0 -7,488 1,238 5,156 10,038 6,394 3,788 -3,358 -752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.8 3.0 89.8 77.4 92.8 88.3 7.2 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 2 2 29 25 31 27 SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 32,256 COMMITMENTS 2,134 4,580 426 22,796 22,008 25,356 27,014 6,900 5,242 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 14.2 1.3 70.7 68.2 78.6 83.7 21.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 13 13 15 14 SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 160,405 COMMITMENTS 12,140 20,062 19,171 123,684 117,708 154,995 156,941 5,410 3,464 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 9,944) -9,463 -103 10,398 9,713 4 10,648 10,299 -704 -355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 12.5 12.0 77.1 73.4 96.6 97.8 3.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 3 9 26 32 35 41 TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 52,306 COMMITMENTS 5,409 7,604 56 42,814 37,051 48,279 44,711 4,027 7,595 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -502) 5,036 -4,223 -1,252 -3,651 4,020 133 -1,455 -635 953 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 14.5 0.1 81.9 70.8 92.3 85.5 7.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 1 17 17 19 21 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,398,270 COMMITMENTS 252,326 64,002 301,933 822,879 1017938 1377138 1383873 21,132 14,397 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -10,835) -25,573 5,600 326 12,965 -18,012 -12,282 -12,086 1,447 1,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 4.6 21.6 58.8 72.8 98.5 99.0 1.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 31 9 34 86 78 125 114 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 310,454 COMMITMENTS 64,538 84,500 66,790 175,377 156,761 306,705 308,051 3,749 2,403 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 6,012) -1,701 -4,330 4,164 3,586 6,821 6,049 6,655 -37 -643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 27.2 21.5 56.5 50.5 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 15 10 16 28 26 49 46 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,756 COMMITMENTS 21,656 6,310 12,002 38,819 54,116 72,477 72,428 279 328 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,374) -452 910 -44 1,888 348 1,392 1,214 -18 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 8.7 16.5 53.4 74.4 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 7 5 10 40 39 51 50 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,815 COMMITMENTS 1,524 7,507 1,809 21,228 14,990 24,561 24,306 254 509 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 272) 0 243 57 215 -28 272 272 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 30.3 7.3 85.5 60.4 99.0 97.9 1.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 6 6 21 21 28 27 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,747 COMMITMENTS 4,263 1,644 920 7,849 10,757 13,032 13,321 715 426 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 91) 234 -634 -157 60 922 137 131 -46 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 12.0 6.7 57.1 78.2 94.8 96.9 5.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 2 2 16 10 20 14 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,512 COMMITMENTS 4,420 8,472 1,294 19,738 15,666 25,452 25,432 60 80 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -213) -40 100 -280 147 67 -173 -113 -40 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 33.2 5.1 77.4 61.4 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 6 7 24 22 32 29 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,240 COMMITMENTS 9,410 680 1,160 11,113 19,884 21,683 21,724 557 516 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 180) -280 -40 -130 750 190 340 20 -160 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 3.1 5.2 50.0 89.4 97.5 97.7 2.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 4 24 24 28 29 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,586 COMMITMENTS 720 836 1,360 10,087 9,970 12,167 12,166 419 420 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 528) 20 160 -240 571 448 351 368 177 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 6.6 10.8 80.1 79.2 96.7 96.7 3.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 14 12 18 14 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 909,573 COMMITMENTS 148,056 149,732 144,273 550,045 547,558 842,374 841,563 67,199 68,010 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 16,624) 2,747 3,701 588 15,042 15,636 18,377 19,925 -1,753 -3,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 16.5 15.9 60.5 60.2 92.6 92.5 7.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 75 90 99 78 89 219 222 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,028 COMMITMENTS 6,857 1,604 209 3,332 11,979 10,398 13,792 3,630 236 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 687) 344 118 209 60 501 613 828 74 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 11.4 1.5 23.8 85.4 74.1 98.3 25.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 73 5 2 13 27 88 34 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,829 COMMITMENTS 6,937 916 0 1,564 8,575 8,501 9,491 2,328 1,338 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 928) 891 70 0 91 608 982 678 -54 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.1 8.5 0.0 14.4 79.2 78.5 87.6 21.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 30 6 0 13 17 43 23 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652 FUTURES ONLY POSITIONS AS OF 01/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 157,659 COMMITMENTS 40,472 6,741 13,237 85,442 124,188 139,151 144,166 18,508 13,493 CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 7,483) 1,761 108 3,894 1,556 1,879 7,211 5,881 272 1,602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 4.3 8.4 54.2 78.8 88.3 91.4 11.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 57 15 33 65 76 134 116
Updated January 20, 2006