NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,986: 0 900 0 2,933 1,377 2,933 2,277: 53 709
Old : 2,986: 0 900 0 2,933 1,377 2,933 2,277: 53 709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 30.1 0.0 98.2 46.1 98.2 76.3: 1.8 23.7
Old : 100.0: 0.0 30.1 0.0 98.2 46.1 98.2 76.3: 1.8 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 16 14 16 15:
Old : 21: 0 1 0 16 14 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 : 61.4 52.9 81.4 65.8 53.1 43.4 65.5 48.6
Old : 61.4 52.9 81.4 65.8 53.1 43.4 65.5 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 182,746: 20,691 25,802 19,771 112,857 108,873 153,319 154,446: 29,427 28,300
Old : 182,746: 20,691 25,802 19,771 112,857 108,873 153,319 154,446: 29,427 28,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -1,743: 2,703 1,547 -4,404 962 -279 -739 -3,136: -1,004 1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 14.1 10.8 61.8 59.6 83.9 84.5: 16.1 15.5
Old : 100.0: 11.3 14.1 10.8 61.8 59.6 83.9 84.5: 16.1 15.5
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 : 148: 39 28 39 71 67 127 120:
Old : 148: 39 28 39 71 67 127 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 17.7 33.0 28.5 16.2 12.7 22.8 20.7
Old : 20.8 17.7 33.0 28.5 16.2 12.7 22.8 20.7
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 536,589: 43,818 93,999 167,759 253,145 241,344 464,722 503,102: 71,867 33,487
Old : 536,589: 43,818 93,999 167,759 253,145 241,344 464,722 503,102: 71,867 33,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -13,469: -2,145 -1,672 -1,080 -7,858 -9,500 -11,083 -12,252: -2,386 -1,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 17.5 31.3 47.2 45.0 86.6 93.8: 13.4 6.2
Old : 100.0: 8.2 17.5 31.3 47.2 45.0 86.6 93.8: 13.4 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 42 53 63 89 73 169 154:
Old : 190: 42 53 63 89 73 169 154:
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 : 25.9 30.2 37.0 44.2 10.0 12.7 14.3 19.7
Old : 25.9 30.2 37.0 44.2 10.0 12.7 14.3 19.7
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,980: 2,482 372 554 46,503 51,120 49,539 52,046: 5,441 2,934
Old : 54,980: 2,482 372 554 46,503 51,120 49,539 52,046: 5,441 2,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 64: 62 0 0 2 64 64 64: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.7 1.0 84.6 93.0 90.1 94.7: 9.9 5.3
Old : 100.0: 4.5 0.7 1.0 84.6 93.0 90.1 94.7: 9.9 5.3
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 : 28: 1 1 1 17 18 18 20:
Old : 28: 1 1 1 17 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 69.5 78.7 80.3 57.1 68.8 74.4 79.2
Old : 59.4 69.5 78.7 80.3 57.1 68.8 74.4 79.2
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,134: 0 7,375 1,018 32,564 24,251 33,582 32,644: 5,552 6,490
Old : 39,134: 0 7,375 1,018 32,564 24,251 33,582 32,644: 5,552 6,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -335: 0 -1,100 96 -431 669 -335 -335: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.8 2.6 83.2 62.0 85.8 83.4: 14.2 16.6
Old : 100.0: 0.0 18.8 2.6 83.2 62.0 85.8 83.4: 14.2 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 2 17 14 19 16:
Old : 23: 0 2 2 17 14 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 : 41.3 43.8 66.0 65.4 40.0 41.0 60.0 59.9
Old : 41.3 43.8 66.0 65.4 40.0 41.0 60.0 59.9
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 109,417: 18,720 2,367 3,069 81,330 93,648 103,119 99,084: 6,298 10,333
Old : 109,417: 18,720 2,367 3,069 81,330 93,648 103,119 99,084: 6,298 10,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 999: 1,904 59 236 -1,133 642 1,007 937: -8 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 2.2 2.8 74.3 85.6 94.2 90.6: 5.8 9.4
Old : 100.0: 17.1 2.2 2.8 74.3 85.6 94.2 90.6: 5.8 9.4
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 : 39: 4 2 4 27 27 32 32:
Old : 39: 4 2 4 27 27 32 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 : 46.4 43.5 61.6 61.1 44.8 39.9 57.3 54.6
Old : 46.4 43.5 61.6 61.1 44.8 39.9 57.3 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,429: 2,904 5,684 0 49,656 43,817 52,560 49,501: 3,869 6,928
Old : 56,429: 2,904 5,684 0 49,656 43,817 52,560 49,501: 3,869 6,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 367: 0 0 0 305 429 305 429: 62 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 10.1 0.0 88.0 77.6 93.1 87.7: 6.9 12.3
Old : 100.0: 5.1 10.1 0.0 88.0 77.6 93.1 87.7: 6.9 12.3
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 : 25: 1 2 0 16 15 17 17:
Old : 25: 1 2 0 16 15 17 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 : 54.7 44.0 76.5 66.0 50.5 43.4 69.2 63.7
Old : 54.7 44.0 76.5 66.0 50.5 43.4 69.2 63.7
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 68,202: 0 11,500 3,393 57,608 51,458 61,001 66,351: 7,201 1,851
Old : 68,202: 0 11,500 3,393 57,608 51,458 61,001 66,351: 7,201 1,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -7,760: 0 -203 -589 -2,688 -1,775 -3,277 -2,567: -4,483 -5,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.9 5.0 84.5 75.4 89.4 97.3: 10.6 2.7
Old : 100.0: 0.0 16.9 5.0 84.5 75.4 89.4 97.3: 10.6 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 3 3 18 18 21 21:
Old : 25: 0 3 3 18 18 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 57.7 65.7 77.6 40.1 48.7 58.2 63.4
Old : 41.9 57.7 65.7 77.6 40.1 48.7 58.2 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 76,592: 21,298 6,257 3,385 43,573 61,730 68,256 71,372: 8,336 5,220
Old : 76,592: 21,298 6,257 3,385 43,573 61,730 68,256 71,372: 8,336 5,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -279: 932 736 -1,325 785 971 392 382: -671 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 8.2 4.4 56.9 80.6 89.1 93.2: 10.9 6.8
Old : 100.0: 27.8 8.2 4.4 56.9 80.6 89.1 93.2: 10.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 3 21 20 25 24:
Old : 28: 2 3 3 21 20 25 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 : 54.0 46.2 69.7 64.2 45.3 37.0 54.9 51.1
Old : 54.0 46.2 69.7 64.2 45.3 37.0 54.9 51.1
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 65,624: 0 4 3,045 59,956 56,009 63,001 59,058: 2,623 6,566
Old : 65,624: 0 4 3,045 59,956 56,009 63,001 59,058: 2,623 6,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 546: 0 -1,666 1,244 -822 512 422 90: 124 456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 4.6 91.4 85.3 96.0 90.0: 4.0 10.0
Old : 100.0: 0.0 0.0 4.6 91.4 85.3 96.0 90.0: 4.0 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 19 19 20 20:
Old : 26: 0 1 1 19 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 43.0 76.7 65.1 56.7 39.1 68.0 57.1
Old : 56.9 43.0 76.7 65.1 56.7 39.1 68.0 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,047: 0 6,074 3,636 45,626 40,122 49,262 49,832: 5,785 5,215
Old : 55,047: 0 6,074 3,636 45,626 40,122 49,262 49,832: 5,785 5,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -2,826: 0 -862 614 -1,166 -335 -552 -583: -2,274 -2,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.0 6.6 82.9 72.9 89.5 90.5: 10.5 9.5
Old : 100.0: 0.0 11.0 6.6 82.9 72.9 89.5 90.5: 10.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 23 18 25 20:
Old : 27: 0 2 2 23 18 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 47.6 55.5 71.8 25.0 36.8 37.2 44.5
Old : 33.7 47.6 55.5 71.8 25.0 36.8 37.2 44.5
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,761: 0 4,056 18 39,779 38,217 39,797 42,291: 7,964 5,470
Old : 47,761: 0 4,056 18 39,779 38,217 39,797 42,291: 7,964 5,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -396: 0 -120 0 -120 0 -120 -120: -276 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.5 0.0 83.3 80.0 83.3 88.5: 16.7 11.5
Old : 100.0: 0.0 8.5 0.0 83.3 80.0 83.3 88.5: 16.7 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 14 12 15 13:
Old : 20: 0 1 1 14 12 15 13:
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 64.5 75.3 84.6 59.3 64.5 74.0 82.1
Old : 59.7 64.5 75.3 84.6 59.3 64.5 74.0 82.1
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,805: 1,315 0 2,633 36,099 36,507 40,047 39,140: 3,758 4,665
Old : 43,805: 1,315 0 2,633 36,099 36,507 40,047 39,140: 3,758 4,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 0: 577 0 0 -87 0 490 0: -490 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 6.0 82.4 83.3 91.4 89.4: 8.6 10.6
Old : 100.0: 3.0 0.0 6.0 82.4 83.3 91.4 89.4: 8.6 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 15 15 16 16:
Old : 21: 1 0 1 15 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 57.0 75.0 78.2 50.0 53.6 64.4 65.2
Old : 55.6 57.0 75.0 78.2 50.0 53.6 64.4 65.2
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,050: 18,531 0 1,824 41,375 60,358 61,730 62,182: 5,320 4,868
Old : 67,050: 18,531 0 1,824 41,375 60,358 61,730 62,182: 5,320 4,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -552: -180 0 0 205 155 25 155: -577 -707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 0.0 2.7 61.7 90.0 92.1 92.7: 7.9 7.3
Old : 100.0: 27.6 0.0 2.7 61.7 90.0 92.1 92.7: 7.9 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 0 3 17 21 21 24:
Old : 27: 4 0 3 17 21 21 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 : 61.6 45.8 81.5 68.4 40.0 28.7 46.2 39.0
Old : 61.6 45.8 81.5 68.4 40.0 28.7 46.2 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,477: 4,336 888 2,746 37,087 37,471 44,169 41,105: 8,308 11,372
Old : 52,477: 4,336 888 2,746 37,087 37,471 44,169 41,105: 8,308 11,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -459: 1,152 310 -873 -652 595 -373 32: -86 -491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 1.7 5.2 70.7 71.4 84.2 78.3: 15.8 21.7
Old : 100.0: 8.3 1.7 5.2 70.7 71.4 84.2 78.3: 15.8 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 2 18 15 20 18:
Old : 24: 1 2 2 18 15 20 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 : 45.7 43.8 66.6 63.0 41.8 38.4 56.8 51.3
Old : 45.7 43.8 66.6 63.0 41.8 38.4 56.8 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 60,339: 1,697 248 899 50,523 50,905 53,119 52,052: 7,220 8,287
Old : 60,339: 1,697 248 899 50,523 50,905 53,119 52,052: 7,220 8,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 349: 1,662 0 -778 -62 525 822 -253: -473 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.4 1.5 83.7 84.4 88.0 86.3: 12.0 13.7
Old : 100.0: 2.8 0.4 1.5 83.7 84.4 88.0 86.3: 12.0 13.7
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 : 23: 1 1 1 16 16 17 18:
Old : 23: 1 1 1 16 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 55.7 79.3 76.8 67.5 53.7 73.3 68.5
Old : 69.3 55.7 79.3 76.8 67.5 53.7 73.3 68.5
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 62,288: 10,881 1,074 2,880 46,751 58,024 60,512 61,978: 1,776 310
Old : 62,288: 10,881 1,074 2,880 46,751 58,024 60,512 61,978: 1,776 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 1.7 4.6 75.1 93.2 97.1 99.5: 2.9 0.5
Old : 100.0: 17.5 1.7 4.6 75.1 93.2 97.1 99.5: 2.9 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 : 27: 2 2 2 14 15 17 18:
Old : 27: 2 2 2 14 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 84.9 89.6 93.9 46.5 56.8 55.2 60.3
Old : 70.6 84.9 89.6 93.9 46.5 56.8 55.2 60.3
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 179,008: 2,290 10,161 11,156 149,915 148,474 163,361 169,791: 15,647 9,217
Old : 179,008: 2,290 10,161 11,156 149,915 148,474 163,361 169,791: 15,647 9,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -529: 0 -436 396 -688 129 -292 89: -237 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.7 6.2 83.7 82.9 91.3 94.9: 8.7 5.1
Old : 100.0: 1.3 5.7 6.2 83.7 82.9 91.3 94.9: 8.7 5.1
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 : 47: 2 4 5 35 31 40 37:
Old : 47: 2 4 5 35 31 40 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 35.5 56.5 53.9 32.1 33.9 46.9 49.8
Old : 37.7 35.5 56.5 53.9 32.1 33.9 46.9 49.8
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 85,402: 2,658 182 4,423 68,868 72,424 75,949 77,029: 9,453 8,373
Old : 85,402: 2,658 182 4,423 68,868 72,424 75,949 77,029: 9,453 8,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -122: 0 -467 0 0 1,521 0 1,054: -122 -1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.2 5.2 80.6 84.8 88.9 90.2: 11.1 9.8
Old : 100.0: 3.1 0.2 5.2 80.6 84.8 88.9 90.2: 11.1 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 1 18 20 20 21:
Old : 30: 1 1 1 18 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 : 39.2 64.1 64.1 80.2 38.4 64.0 60.5 76.0
Old : 39.2 64.1 64.1 80.2 38.4 64.0 60.5 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 68,794: 14,841 454 2,880 49,090 62,960 66,811 66,294: 1,983 2,500
Old : 68,794: 14,841 454 2,880 49,090 62,960 66,811 66,294: 1,983 2,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 1,592: -3,979 -972 1,200 4,340 3,069 1,561 3,297: 31 -1,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 0.7 4.2 71.4 91.5 97.1 96.4: 2.9 3.6
Old : 100.0: 21.6 0.7 4.2 71.4 91.5 97.1 96.4: 2.9 3.6
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 : 31: 2 2 2 17 19 20 22:
Old : 31: 2 2 2 17 19 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 72.4 86.2 85.6 36.5 32.9 43.3 42.1
Old : 68.0 72.4 86.2 85.6 36.5 32.9 43.3 42.1
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 155,005: 6,765 0 4,801 136,124 142,918 147,690 147,719: 7,315 7,286
Old : 155,005: 6,765 0 4,801 136,124 142,918 147,690 147,719: 7,315 7,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -226: -306 0 464 -1,035 604 -877 1,068: 651 -1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 3.1 87.8 92.2 95.3 95.3: 4.7 4.7
Old : 100.0: 4.4 0.0 3.1 87.8 92.2 95.3 95.3: 4.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 0 2 34 33 37 35:
Old : 40: 3 0 2 34 33 37 35:
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 : 48.1 40.8 65.6 59.0 33.4 29.5 46.0 41.5
Old : 48.1 40.8 65.6 59.0 33.4 29.5 46.0 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 165,978: 16,992 1,415 17,191 127,183 144,531 161,366 163,137: 4,612 2,841
Old : 165,978: 16,992 1,415 17,191 127,183 144,531 161,366 163,137: 4,612 2,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 3,617: 1,237 0 -189 1,614 3,469 2,662 3,280: 955 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.9 10.4 76.6 87.1 97.2 98.3: 2.8 1.7
Old : 100.0: 10.2 0.9 10.4 76.6 87.1 97.2 98.3: 2.8 1.7
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 : 48: 6 2 7 36 32 44 39:
Old : 48: 6 2 7 36 32 44 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 56.1 50.7 71.1 29.7 52.6 40.5 59.7
Old : 34.5 56.1 50.7 71.1 29.7 52.6 40.5 59.7
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 141,492: 4,782 5,115 4,161 117,140 116,428 126,083 125,704: 15,409 15,788
Old : 141,492: 4,782 5,115 4,161 117,140 116,428 126,083 125,704: 15,409 15,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -514: 249 -248 22 -717 -1,122 -446 -1,348: -68 834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 3.6 2.9 82.8 82.3 89.1 88.8: 10.9 11.2
Old : 100.0: 3.4 3.6 2.9 82.8 82.3 89.1 88.8: 10.9 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 2 28 26 30 28:
Old : 35: 1 1 2 28 26 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 55.0 59.0 69.5 35.9 54.4 50.9 65.4
Old : 41.0 55.0 59.0 69.5 35.9 54.4 50.9 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 159,705: 6,305 20,369 11,925 133,801 121,834 152,031 154,128: 7,674 5,577
Old : 159,705: 6,305 20,369 11,925 133,801 121,834 152,031 154,128: 7,674 5,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -362: 1,960 -43 -1,506 788 2,488 1,242 939: -1,604 -1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 12.8 7.5 83.8 76.3 95.2 96.5: 4.8 3.5
Old : 100.0: 3.9 12.8 7.5 83.8 76.3 95.2 96.5: 4.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 6 8 27 29 35 39:
Old : 42: 4 6 8 27 29 35 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 37.6 69.7 57.2 43.6 34.3 56.7 48.5
Old : 45.1 37.6 69.7 57.2 43.6 34.3 56.7 48.5
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 65,852: 1,171 15,356 3,164 59,441 39,062 63,776 57,582: 2,076 8,270
Old : 65,852: 1,171 15,356 3,164 59,441 39,062 63,776 57,582: 2,076 8,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 2,121: 62 -1,178 589 1,621 3,194 2,272 2,605: -151 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 23.3 4.8 90.3 59.3 96.8 87.4: 3.2 12.6
Old : 100.0: 1.8 23.3 4.8 90.3 59.3 96.8 87.4: 3.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 5 4 17 20 23 25:
Old : 30: 2 5 4 17 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 : 59.0 33.8 77.9 55.9 53.3 29.5 60.9 47.3
Old : 59.0 33.8 77.9 55.9 53.3 29.5 60.9 47.3
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,386,398: 339,526 66,436 270,650 736,918 1,018,931 1,347,094 1,356,017: 39,304 30,381
Old : 1,386,398: 339,526 66,436 270,650 736,918 1,018,931 1,347,094 1,356,017: 39,304 30,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -78,932: 8,783 10,883 -23,536 -59,558 -59,791 -74,311 -72,444: -4,621 -6,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 4.8 19.5 53.2 73.5 97.2 97.8: 2.8 2.2
Old : 100.0: 24.5 4.8 19.5 53.2 73.5 97.2 97.8: 2.8 2.2
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 : 130: 30 10 32 85 75 124 108:
Old : 130: 30 10 32 85 75 124 108:
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 : 25.1 25.6 39.1 42.0 16.8 18.4 25.4 30.9
Old : 25.1 25.6 39.1 42.0 16.8 18.4 25.4 30.9
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 285,799: 80,416 97,406 53,111 149,135 133,580 282,662 284,097: 3,137 1,702
Old : 285,799: 80,416 97,406 53,111 149,135 133,580 282,662 284,097: 3,137 1,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -42,402: -574 -10,004 -20,740 -21,562 -11,864 -42,876 -42,608: 474 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 34.1 18.6 52.2 46.7 98.9 99.4: 1.1 0.6
Old : 100.0: 28.1 34.1 18.6 52.2 46.7 98.9 99.4: 1.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 13 7 14 28 27 45 44:
Old : 51: 13 7 14 28 27 45 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 57.2 59.5 73.6 24.5 42.4 34.9 50.2
Old : 37.4 57.2 59.5 73.6 24.5 42.4 34.9 50.2
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,834: 22,696 10,468 10,782 39,181 51,277 72,659 72,527: 175 307
Old : 72,834: 22,696 10,468 10,782 39,181 51,277 72,659 72,527: 175 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -56: 160 1,420 -500 241 -1,233 -99 -313: 43 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 14.4 14.8 53.8 70.4 99.8 99.6: 0.2 0.4
Old : 100.0: 31.2 14.4 14.8 53.8 70.4 99.8 99.6: 0.2 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 : 52: 3 7 9 38 40 47 50:
Old : 52: 3 7 9 38 40 47 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 38.4 68.8 58.5 46.3 32.0 51.8 45.2
Old : 54.9 38.4 68.8 58.5 46.3 32.0 51.8 45.2
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,610: 6,293 4,185 2,077 18,219 19,839 26,589 26,101: 21 509
Old : 26,610: 6,293 4,185 2,077 18,219 19,839 26,589 26,101: 21 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 872: 1,528 101 -145 -532 916 851 872: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 15.7 7.8 68.5 74.6 99.9 98.1: 0.1 1.9
Old : 100.0: 23.6 15.7 7.8 68.5 74.6 99.9 98.1: 0.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 4 6 22 24 29 30:
Old : 38: 3 4 6 22 24 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 48.9 78.8 73.5 50.0 43.5 66.6 60.9
Old : 61.0 48.9 78.8 73.5 50.0 43.5 66.6 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 12,836: 1,677 5,453 846 9,973 6,451 12,496 12,750: 340 86
Old : 12,836: 1,677 5,453 846 9,973 6,451 12,496 12,750: 340 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 254: 0 254 -86 0 0 -86 168: 340 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 42.5 6.6 77.7 50.3 97.4 99.3: 2.6 0.7
Old : 100.0: 13.1 42.5 6.6 77.7 50.3 97.4 99.3: 2.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 3 2 17 11 21 15:
Old : 26: 3 3 2 17 11 21 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 : 54.7 55.7 77.1 80.6 41.2 53.3 58.4 71.3
Old : 54.7 55.7 77.1 80.6 41.2 53.3 58.4 71.3
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,552: 4,140 5,360 2,364 14,415 13,588 20,919 21,312: 633 240
Old : 21,552: 4,140 5,360 2,364 14,415 13,588 20,919 21,312: 633 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 1,140: 240 -60 -10 450 1,314 680 1,244: 460 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 24.9 11.0 66.9 63.0 97.1 98.9: 2.9 1.1
Old : 100.0: 19.2 24.9 11.0 66.9 63.0 97.1 98.9: 2.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 4 7 22 23 29 31:
Old : 33: 4 4 7 22 23 29 31:
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 49.4 62.3 78.0 35.0 39.1 49.6 58.3
Old : 41.4 49.4 62.3 78.0 35.0 39.1 49.6 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,600: 360 1,080 1,920 3,020 2,360 5,300 5,360: 300 240
Old : 5,600: 360 1,080 1,920 3,020 2,360 5,300 5,360: 300 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 40: 0 -80 80 0 40 80 40: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 19.3 34.3 53.9 42.1 94.6 95.7: 5.4 4.3
Old : 100.0: 6.4 19.3 34.3 53.9 42.1 94.6 95.7: 5.4 4.3
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 : 20: 2 3 4 14 11 18 17:
Old : 20: 2 3 4 14 11 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 : 71.4 68.2 84.6 84.3 34.3 34.3 40.0 41.1
Old : 71.4 68.2 84.6 84.3 34.3 34.3 40.0 41.1
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,792: 10,000 120 1,350 10,618 20,854 21,968 22,324: 824 468
Old : 22,792: 10,000 120 1,350 10,618 20,854 21,968 22,324: 824 468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -18: 0 0 0 -164 82 -164 82: 146 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 0.5 5.9 46.6 91.5 96.4 97.9: 3.6 2.1
Old : 100.0: 43.9 0.5 5.9 46.6 91.5 96.4 97.9: 3.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 3 22 27 25 30:
Old : 32: 2 1 3 22 27 25 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 : 65.4 52.1 77.2 74.3 58.5 49.3 69.6 67.0
Old : 65.4 52.1 77.2 74.3 58.5 49.3 69.6 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,047: 378 80 1,144 8,912 9,523 10,434 10,747: 613 300
Old : 11,047: 378 80 1,144 8,912 9,523 10,434 10,747: 613 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 240: -240 0 240 240 0 240 240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.7 10.4 80.7 86.2 94.5 97.3: 5.5 2.7
Old : 100.0: 3.4 0.7 10.4 80.7 86.2 94.5 97.3: 5.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 2 16 12 18 15:
Old : 21: 2 1 2 16 12 18 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 : 49.2 70.4 79.8 89.9 39.8 64.1 58.9 67.5
Old : 49.2 70.4 79.8 89.9 39.8 64.1 58.9 67.5
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 836,948: 121,151 164,924 125,868 541,974 476,674 788,993 767,466: 47,955 69,482
Old : 836,948: 121,151 164,924 125,868 541,974 476,674 788,993 767,466: 47,955 69,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 31,421: 5,681 6,390 8,598 14,065 9,989 28,344 24,977: 3,077 6,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 19.7 15.0 64.8 57.0 94.3 91.7: 5.7 8.3
Old : 100.0: 14.5 19.7 15.0 64.8 57.0 94.3 91.7: 5.7 8.3
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 : 252: 55 98 89 76 79 195 212:
Old : 252: 55 98 89 76 79 195 212:
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 : 27.6 16.9 41.0 26.6 20.3 9.5 27.9 15.7
Old : 27.6 16.9 41.0 26.6 20.3 9.5 27.9 15.7
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,130: 8,745 2,057 80 4,148 13,376 12,973 15,513: 3,157 617
Old : 16,130: 8,745 2,057 80 4,148 13,376 12,973 15,513: 3,157 617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 1,149: 5 -254 -375 1,675 1,618 1,305 989: -156 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 12.8 0.5 25.7 82.9 80.4 96.2: 19.6 3.8
Old : 100.0: 54.2 12.8 0.5 25.7 82.9 80.4 96.2: 19.6 3.8
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 : 114: 64 9 4 22 28 87 40:
Old : 114: 64 9 4 22 28 87 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 : 25.0 35.7 37.7 53.7 24.9 34.8 36.0 51.5
Old : 25.0 35.7 37.7 53.7 24.9 34.8 36.0 51.5
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,486: 10,000 808 75 1,033 11,367 11,108 12,250: 2,378 1,236
Old : 13,486: 10,000 808 75 1,033 11,367 11,108 12,250: 2,378 1,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: -5: -153 63 75 36 -113 -42 25: 37 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 6.0 0.6 7.7 84.3 82.4 90.8: 17.6 9.2
Old : 100.0: 74.2 6.0 0.6 7.7 84.3 82.4 90.8: 17.6 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 33 7 2 9 23 44 31:
Old : 68: 33 7 2 9 23 44 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 47.2 49.4 67.4 34.6 45.6 49.4 65.8
Old : 34.6 47.2 49.4 67.4 34.6 45.6 49.4 65.8
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, November 29, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 145,655: 28,594 10,888 14,974 88,559 106,651 132,127 132,513: 13,528 13,142
Old : 145,655: 28,594 10,888 14,974 88,559 106,651 132,127 132,513: 13,528 13,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2005 :
: 2,764: -880 2,725 398 -19 -2,860 -501 263: 3,265 2,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 7.5 10.3 60.8 73.2 90.7 91.0: 9.3 9.0
Old : 100.0: 19.6 7.5 10.3 60.8 73.2 90.7 91.0: 9.3 9.0
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 : 143: 40 22 32 68 69 125 109:
Old : 143: 40 22 32 68 69 125 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 19.4 42.4 33.5 20.2 17.4 31.3 26.9
Old : 26.5 19.4 42.4 33.5 20.2 17.4 31.3 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2005