NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 5,946: 1,080 1,180 0 4,037 4,132 5,117 5,312: 829 634
Old : 5,946: 1,080 1,180 0 4,037 4,132 5,117 5,312: 829 634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 50: 0 0 0 120 50 120 50: -70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 19.8 0.0 67.9 69.5 86.1 89.3: 13.9 10.7
Old : 100.0: 18.2 19.8 0.0 67.9 69.5 86.1 89.3: 13.9 10.7
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: 1 1 0 18 19 19 20:
Old : 25: 1 1 0 18 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 57.9 72.9 74.8 49.0 50.0 56.8 61.3
Old : 54.0 57.9 72.9 74.8 49.0 50.0 56.8 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,055: 60 45 0 1,465 1,480 1,525 1,525: 530 530
Old : 2,055: 60 45 0 1,465 1,480 1,525 1,525: 530 530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 2.2 0.0 71.3 72.0 74.2 74.2: 25.8 25.8
Old : 100.0: 2.9 2.2 0.0 71.3 72.0 74.2 74.2: 25.8 25.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 0 14 16 16 17:
Old : 21: 2 1 0 14 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 39.5 59.6 56.0 21.8 19.0 28.7 28.5
Old : 40.5 39.5 59.6 56.0 21.8 19.0 28.7 28.5
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 189,061: 30,391 10,958 24,983 102,930 128,873 158,304 164,814: 30,757 24,247
Old : 189,061: 30,391 10,958 24,983 102,930 128,873 158,304 164,814: 30,757 24,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 16,775: 6,391 -991 2,828 7,945 16,855 17,164 18,692: -389 -1,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.8 13.2 54.4 68.2 83.7 87.2: 16.3 12.8
Old : 100.0: 16.1 5.8 13.2 54.4 68.2 83.7 87.2: 16.3 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 43 17 34 66 69 122 111:
Old : 141: 43 17 34 66 69 122 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 27.1 36.6 38.2 15.3 15.9 23.2 21.4
Old : 22.5 27.1 36.6 38.2 15.3 15.9 23.2 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 893,278: 94,460 79,415 356,434 364,802 417,586 815,696 853,435: 77,582 39,843
Old : 893,278: 94,460 79,415 356,434 364,802 417,586 815,696 853,435: 77,582 39,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 20,488: -4,309 -5,191 15,090 6,488 9,838 17,269 19,737: 3,219 751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.9 39.9 40.8 46.7 91.3 95.5: 8.7 4.5
Old : 100.0: 10.6 8.9 39.9 40.8 46.7 91.3 95.5: 8.7 4.5
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 : 234: 67 65 89 94 74 210 185:
Old : 234: 67 65 89 94 74 210 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 31.7 46.3 45.6 8.8 8.7 11.6 12.4
Old : 35.2 31.7 46.3 45.6 8.8 8.7 11.6 12.4
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 78,350: 3,691 6,781 7,354 58,262 57,954 69,307 72,089: 9,043 6,261
Old : 78,350: 3,691 6,781 7,354 58,262 57,954 69,307 72,089: 9,043 6,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 2,362: 687 0 -7 1,290 1,515 1,970 1,508: 392 854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 8.7 9.4 74.4 74.0 88.5 92.0: 11.5 8.0
Old : 100.0: 4.7 8.7 9.4 74.4 74.0 88.5 92.0: 11.5 8.0
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 : 27: 1 1 2 22 22 24 24:
Old : 27: 1 1 2 22 22 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 51.6 63.2 69.8 32.6 43.2 49.3 53.1
Old : 39.5 51.6 63.2 69.8 32.6 43.2 49.3 53.1
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,386: 2,689 1,742 4,175 37,471 37,905 44,335 43,822: 6,051 6,564
Old : 50,386: 2,689 1,742 4,175 37,471 37,905 44,335 43,822: 6,051 6,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 894: -694 312 1,062 133 218 501 1,592: 393 -698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 3.5 8.3 74.4 75.2 88.0 87.0: 12.0 13.0
Old : 100.0: 5.3 3.5 8.3 74.4 75.2 88.0 87.0: 12.0 13.0
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 : 30: 3 2 4 21 18 26 22:
Old : 30: 3 2 4 21 18 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 39.9 56.2 62.6 32.5 30.0 43.2 44.3
Old : 37.1 39.9 56.2 62.6 32.5 30.0 43.2 44.3
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 119,970: 7,426 0 0 102,191 110,670 109,617 110,670: 10,353 9,300
Old : 119,970: 7,426 0 0 102,191 110,670 109,617 110,670: 10,353 9,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,280: 0 0 0 1,096 1,646 1,096 1,646: 184 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.0 0.0 85.2 92.2 91.4 92.2: 8.6 7.8
Old : 100.0: 6.2 0.0 0.0 85.2 92.2 91.4 92.2: 8.6 7.8
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 : 35: 2 0 0 27 26 29 26:
Old : 35: 2 0 0 27 26 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 44.6 62.0 65.1 39.9 36.7 56.7 51.9
Old : 40.1 44.6 62.0 65.1 39.9 36.7 56.7 51.9
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 82,085: 11,984 2,208 0 63,510 71,657 75,494 73,865: 6,591 8,220
Old : 82,085: 11,984 2,208 0 63,510 71,657 75,494 73,865: 6,591 8,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,152: 0 0 0 1,030 1,147 1,030 1,147: 122 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 2.7 0.0 77.4 87.3 92.0 90.0: 8.0 10.0
Old : 100.0: 14.6 2.7 0.0 77.4 87.3 92.0 90.0: 8.0 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 : 33: 1 1 0 23 25 24 26:
Old : 33: 1 1 0 23 25 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 46.4 68.2 63.5 43.1 45.9 63.1 59.8
Old : 46.4 46.4 68.2 63.5 43.1 45.9 63.1 59.8
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 76,034: 734 8,411 3,897 66,347 59,600 70,978 71,908: 5,056 4,126
Old : 76,034: 734 8,411 3,897 66,347 59,600 70,978 71,908: 5,056 4,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -3,606: 0 -2,880 -372 -4,512 72 -4,884 -3,180: 1,278 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 11.1 5.1 87.3 78.4 93.4 94.6: 6.6 5.4
Old : 100.0: 1.0 11.1 5.1 87.3 78.4 93.4 94.6: 6.6 5.4
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 : 28: 1 4 2 18 21 21 25:
Old : 28: 1 4 2 18 21 21 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 : 59.6 44.8 78.8 69.6 53.4 37.5 64.1 55.0
Old : 59.6 44.8 78.8 69.6 53.4 37.5 64.1 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,428: 1,952 6,224 6,035 50,480 45,226 58,467 57,485: 5,961 6,943
Old : 64,428: 1,952 6,224 6,035 50,480 45,226 58,467 57,485: 5,961 6,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,794: -2,344 -299 1,865 2,273 -50 1,794 1,516: 0 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 9.7 9.4 78.4 70.2 90.7 89.2: 9.3 10.8
Old : 100.0: 3.0 9.7 9.4 78.4 70.2 90.7 89.2: 9.3 10.8
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 4 3 21 22 25 26:
Old : 30: 1 4 3 21 22 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 38.0 69.7 58.8 45.2 32.1 54.2 44.0
Old : 53.2 38.0 69.7 58.8 45.2 32.1 54.2 44.0
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 118,157: 382 704 8,880 97,922 99,877 107,184 109,461: 10,973 8,696
Old : 118,157: 382 704 8,880 97,922 99,877 107,184 109,461: 10,973 8,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,429: 382 -2,451 3,025 -2,096 -144 1,311 430: 118 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.6 7.5 82.9 84.5 90.7 92.6: 9.3 7.4
Old : 100.0: 0.3 0.6 7.5 82.9 84.5 90.7 92.6: 9.3 7.4
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 : 40: 1 1 2 33 29 35 31:
Old : 40: 1 1 2 33 29 35 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 : 32.0 38.7 54.0 57.2 25.2 30.4 37.7 41.5
Old : 32.0 38.7 54.0 57.2 25.2 30.4 37.7 41.5
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 41,204: 0 5,565 1,644 31,546 30,541 33,190 37,750: 8,014 3,454
Old : 41,204: 0 5,565 1,644 31,546 30,541 33,190 37,750: 8,014 3,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,600: 0 1,265 60 2,553 310 2,613 1,635: -1,013 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.5 4.0 76.6 74.1 80.6 91.6: 19.4 8.4
Old : 100.0: 0.0 13.5 4.0 76.6 74.1 80.6 91.6: 19.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 2 16 17 18 19:
Old : 22: 0 2 2 16 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 38.2 58.7 63.1 30.2 30.3 40.6 47.0
Old : 40.2 38.2 58.7 63.1 30.2 30.3 40.6 47.0
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 49,223: 0 1,235 4,526 40,206 36,601 44,732 42,362: 4,491 6,861
Old : 49,223: 0 1,235 4,526 40,206 36,601 44,732 42,362: 4,491 6,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 6,027: 0 529 2,026 3,941 2,653 5,967 5,208: 60 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 9.2 81.7 74.4 90.9 86.1: 9.1 13.9
Old : 100.0: 0.0 2.5 9.2 81.7 74.4 90.9 86.1: 9.1 13.9
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 : 21: 0 2 1 15 11 16 13:
Old : 21: 0 2 1 15 11 16 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 : 48.7 57.0 72.1 77.4 44.3 39.2 57.8 51.1
Old : 48.7 57.0 72.1 77.4 44.3 39.2 57.8 51.1
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 91,128: 10,094 0 0 70,564 87,250 80,658 87,250: 10,470 3,878
Old : 91,128: 10,094 0 0 70,564 87,250 80,658 87,250: 10,470 3,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 284: 0 0 0 -445 1,235 -445 1,235: 729 -951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 0.0 77.4 95.7 88.5 95.7: 11.5 4.3
Old : 100.0: 11.1 0.0 0.0 77.4 95.7 88.5 95.7: 11.5 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 : 33: 2 0 0 28 28 30 28:
Old : 33: 2 0 0 28 28 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 : 32.6 44.6 55.0 64.1 24.5 28.3 36.5 40.1
Old : 32.6 44.6 55.0 64.1 24.5 28.3 36.5 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 79,964: 0 13,281 2,825 70,610 58,532 73,435 74,638: 6,529 5,326
Old : 79,964: 0 13,281 2,825 70,610 58,532 73,435 74,638: 6,529 5,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 781: 0 685 -574 1,541 928 967 1,039: -186 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.6 3.5 88.3 73.2 91.8 93.3: 8.2 6.7
Old : 100.0: 0.0 16.6 3.5 88.3 73.2 91.8 93.3: 8.2 6.7
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 : 38: 0 3 1 31 26 32 29:
Old : 38: 0 3 1 31 26 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 35.9 59.5 57.9 30.1 31.1 45.3 50.5
Old : 41.7 35.9 59.5 57.9 30.1 31.1 45.3 50.5
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,901: 2,021 0 4,010 43,864 50,009 49,895 54,019: 13,006 8,882
Old : 62,901: 2,021 0 4,010 43,864 50,009 49,895 54,019: 13,006 8,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 4,305: 1,128 0 906 2,125 3,872 4,159 4,778: 146 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 6.4 69.7 79.5 79.3 85.9: 20.7 14.1
Old : 100.0: 3.2 0.0 6.4 69.7 79.5 79.3 85.9: 20.7 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 18 19 19 20:
Old : 26: 1 0 1 18 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 41.5 63.4 63.9 39.5 41.5 52.9 58.6
Old : 46.0 41.5 63.4 63.9 39.5 41.5 52.9 58.6
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,950: 2,480 6,316 0 41,246 37,906 43,726 44,222: 1,224 728
Old : 44,950: 2,480 6,316 0 41,246 37,906 43,726 44,222: 1,224 728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 14.1 0.0 91.8 84.3 97.3 98.4: 2.7 1.6
Old : 100.0: 5.5 14.1 0.0 91.8 84.3 97.3 98.4: 2.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 0 11 13 14 15:
Old : 23: 3 2 0 11 13 14 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 : 72.4 53.7 91.6 82.9 55.4 38.3 63.6 55.4
Old : 72.4 53.7 91.6 82.9 55.4 38.3 63.6 55.4
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 188,062: 830 8,753 18,810 157,026 152,676 176,666 180,239: 11,396 7,823
Old : 188,062: 830 8,753 18,810 157,026 152,676 176,666 180,239: 11,396 7,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 8,350: 830 531 3,377 4,040 3,245 8,247 7,153: 103 1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 4.7 10.0 83.5 81.2 93.9 95.8: 6.1 4.2
Old : 100.0: 0.4 4.7 10.0 83.5 81.2 93.9 95.8: 6.1 4.2
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 : 41: 1 4 5 36 30 41 35:
Old : 41: 1 4 5 36 30 41 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 : 32.0 34.0 48.9 52.5 28.8 26.6 39.4 35.2
Old : 32.0 34.0 48.9 52.5 28.8 26.6 39.4 35.2
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 91,335: 8,936 4,294 2,509 71,746 73,012 83,191 79,815: 8,144 11,520
Old : 91,335: 8,936 4,294 2,509 71,746 73,012 83,191 79,815: 8,144 11,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 6,053: -1,904 0 994 7,573 8,200 6,663 9,194: -610 -3,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 4.7 2.7 78.6 79.9 91.1 87.4: 8.9 12.6
Old : 100.0: 9.8 4.7 2.7 78.6 79.9 91.1 87.4: 8.9 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 : 35: 3 1 2 26 23 29 26:
Old : 35: 3 1 2 26 23 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 46.3 63.1 64.3 40.4 45.3 59.5 59.8
Old : 42.3 46.3 63.1 64.3 40.4 45.3 59.5 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,219: 2,480 8,800 0 62,852 50,816 65,332 59,616: 887 6,603
Old : 66,219: 2,480 8,800 0 62,852 50,816 65,332 59,616: 887 6,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 3,875: 2,232 0 0 1,705 -1,054 3,937 -1,054: -62 4,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 13.3 0.0 94.9 76.7 98.7 90.0: 1.3 10.0
Old : 100.0: 3.7 13.3 0.0 94.9 76.7 98.7 90.0: 1.3 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 : 28: 3 2 0 17 18 20 20:
Old : 28: 3 2 0 17 18 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 : 71.4 50.2 84.4 70.3 67.2 47.7 75.2 61.8
Old : 71.4 50.2 84.4 70.3 67.2 47.7 75.2 61.8
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 263,782: 14,968 2,196 2,960 236,293 252,912 254,221 258,068: 9,561 5,714
Old : 263,782: 14,968 2,196 2,960 236,293 252,912 254,221 258,068: 9,561 5,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 4,763: -1,871 -310 703 5,351 2,068 4,183 2,461: 580 2,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.8 1.1 89.6 95.9 96.4 97.8: 3.6 2.2
Old : 100.0: 5.7 0.8 1.1 89.6 95.9 96.4 97.8: 3.6 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 : 55: 4 1 3 43 45 48 48:
Old : 55: 4 1 3 43 45 48 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 38.9 54.0 58.0 32.8 35.1 43.8 47.6
Old : 37.9 38.9 54.0 58.0 32.8 35.1 43.8 47.6
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 149,954: 10,845 2,397 6,524 121,224 134,255 138,593 143,176: 11,361 6,778
Old : 149,954: 10,845 2,397 6,524 121,224 134,255 138,593 143,176: 11,361 6,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,022: 2,701 1,427 -935 -2,151 465 -385 957: 1,407 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 1.6 4.4 80.8 89.5 92.4 95.5: 7.6 4.5
Old : 100.0: 7.2 1.6 4.4 80.8 89.5 92.4 95.5: 7.6 4.5
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: 3 1 4 34 33 38 37:
Old : 42: 3 1 4 34 33 38 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 52.7 48.6 69.6 24.4 51.1 38.1 62.2
Old : 30.0 52.7 48.6 69.6 24.4 51.1 38.1 62.2
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 158,422: 10,540 0 5,581 134,333 143,216 150,454 148,797: 7,968 9,625
Old : 158,422: 10,540 0 5,581 134,333 143,216 150,454 148,797: 7,968 9,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,355: -870 0 1,863 798 1,578 1,791 3,441: -436 -2,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 3.5 84.8 90.4 95.0 93.9: 5.0 6.1
Old : 100.0: 6.7 0.0 3.5 84.8 90.4 95.0 93.9: 5.0 6.1
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 0 2 39 38 41 40:
Old : 47: 2 0 2 39 38 41 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 : 30.0 52.8 50.9 64.0 26.1 46.0 43.7 54.8
Old : 30.0 52.8 50.9 64.0 26.1 46.0 43.7 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 177,995: 11,578 17,331 20,500 141,336 131,443 173,414 169,274: 4,581 8,721
Old : 177,995: 11,578 17,331 20,500 141,336 131,443 173,414 169,274: 4,581 8,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,398: -2,181 814 -623 3,763 2,893 959 3,084: 439 -1,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 9.7 11.5 79.4 73.8 97.4 95.1: 2.6 4.9
Old : 100.0: 6.5 9.7 11.5 79.4 73.8 97.4 95.1: 2.6 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 2 5 35 37 41 42:
Old : 48: 4 2 5 35 37 41 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 31.3 60.4 49.2 37.8 27.4 48.1 40.3
Old : 39.6 31.3 60.4 49.2 37.8 27.4 48.1 40.3
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,861: 0 1,930 184 52,510 42,974 52,694 45,088: 4,167 11,773
Old : 56,861: 0 1,930 184 52,510 42,974 52,694 45,088: 4,167 11,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 589: 0 302 0 1,598 132 1,598 434: -1,009 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 0.3 92.3 75.6 92.7 79.3: 7.3 20.7
Old : 100.0: 0.0 3.4 0.3 92.3 75.6 92.7 79.3: 7.3 20.7
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: 0 1 1 19 21 20 22:
Old : 26: 0 1 1 19 21 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 : 42.0 37.8 68.9 57.1 38.9 30.2 59.7 47.7
Old : 42.0 37.8 68.9 57.1 38.9 30.2 59.7 47.7
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 2,628,721: 481,291 108,408 777,675 1,350,309 1,728,344 2,609,275 2,614,427: 19,446 14,294
Old : 2,628,721: 481,291 108,408 777,675 1,350,309 1,728,344 2,609,275 2,614,427: 19,446 14,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 34,974: -4,421 6,012 18,302 19,514 7,092 33,395 31,406: 1,579 3,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 4.1 29.6 51.4 65.7 99.3 99.5: 0.7 0.5
Old : 100.0: 18.3 4.1 29.6 51.4 65.7 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 24 18 40 102 81 143 124:
Old : 148: 24 18 40 102 81 143 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 39.3 50.7 54.4 13.7 20.6 20.9 26.7
Old : 36.6 39.3 50.7 54.4 13.7 20.6 20.9 26.7
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 668,643: 140,013 115,454 162,338 364,211 387,317 666,562 665,109: 2,081 3,534
Old : 668,643: 140,013 115,454 162,338 364,211 387,317 666,562 665,109: 2,081 3,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 46,308: 34,594 10,577 -5,258 16,838 40,139 46,174 45,458: 134 850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 17.3 24.3 54.5 57.9 99.7 99.5: 0.3 0.5
Old : 100.0: 20.9 17.3 24.3 54.5 57.9 99.7 99.5: 0.3 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 : 69: 13 16 24 38 36 65 64:
Old : 69: 13 16 24 38 36 65 64:
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 : 51.1 31.9 68.3 54.9 33.0 25.3 40.2 38.3
Old : 51.1 31.9 68.3 54.9 33.0 25.3 40.2 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 50,994: 10,013 2,202 5,962 34,155 41,950 50,130 50,114: 864 880
Old : 50,994: 10,013 2,202 5,962 34,155 41,950 50,130 50,114: 864 880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 95: 20 -200 0 74 294 94 94: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 4.3 11.7 67.0 82.3 98.3 98.3: 1.7 1.7
Old : 100.0: 19.6 4.3 11.7 67.0 82.3 98.3 98.3: 1.7 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 : 52: 6 5 6 39 35 47 44:
Old : 52: 6 5 6 39 35 47 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 : 44.7 41.8 58.8 61.8 33.6 36.2 40.9 45.8
Old : 44.7 41.8 58.8 61.8 33.6 36.2 40.9 45.8
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 26,913: 1,284 3,828 252 25,251 22,452 26,787 26,532: 126 381
Old : 26,913: 1,284 3,828 252 25,251 22,452 26,787 26,532: 126 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 558: 0 0 0 558 558 558 558: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 14.2 0.9 93.8 83.4 99.5 98.6: 0.5 1.4
Old : 100.0: 4.8 14.2 0.9 93.8 83.4 99.5 98.6: 0.5 1.4
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 : 38: 1 5 1 25 20 26 26:
Old : 38: 1 5 1 25 20 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 58.0 78.1 75.1 52.2 57.0 67.2 68.6
Old : 58.7 58.0 78.1 75.1 52.2 57.0 67.2 68.6
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 17,425: 2,065 252 129 15,231 17,044 17,425 17,425: 0 0
Old : 17,425: 2,065 252 129 15,231 17,044 17,425 17,425: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 1,403: 0 0 0 1,403 1,403 1,403 1,403: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 1.4 0.7 87.4 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 11.9 1.4 0.7 87.4 97.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 1 18 18 22 20:
Old : 32: 4 1 1 18 18 22 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 : 61.9 58.3 80.0 81.9 52.5 49.4 66.1 64.4
Old : 61.9 58.3 80.0 81.9 52.5 49.4 66.1 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders - Futures Only, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 15,443: 716 1,853 129 14,071 13,401 14,916 15,383: 527 60
Old : 15,443: 716 1,853 129 14,071 13,401 14,916 15,383: 527 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 930: 0 0 0 930 890 930 890: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 12.0 0.8 91.1 86.8 96.6 99.6: 3.4 0.4
Old : 100.0: 4.6 12.0 0.8 91.1 86.8 96.6 99.6: 3.4 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 : 24: 1 3 1 16 12 18 15:
Old : 24: 1 3 1 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 : 70.8 61.2 85.9 88.9 65.9 53.0 75.6 77.8
Old : 70.8 61.2 85.9 88.9 65.9 53.0 75.6 77.8
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 23,078: 2,980 4,492 230 19,334 18,016 22,544 22,738: 534 340
Old : 23,078: 2,980 4,492 230 19,334 18,016 22,544 22,738: 534 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -40: 0 0 0 -40 -100 -40 -100: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 19.5 1.0 83.8 78.1 97.7 98.5: 2.3 1.5
Old : 100.0: 12.9 19.5 1.0 83.8 78.1 97.7 98.5: 2.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 3 2 18 20 21 24:
Old : 30: 2 3 2 18 20 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 : 53.7 55.5 76.5 78.2 51.7 51.6 66.3 62.6
Old : 53.7 55.5 76.5 78.2 51.7 51.6 66.3 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 27,251: 3,210 140 430 22,349 25,775 25,989 26,345: 1,262 906
Old : 27,251: 3,210 140 430 22,349 25,775 25,989 26,345: 1,262 906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 340: 0 0 0 576 328 576 328: -236 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 0.5 1.6 82.0 94.6 95.4 96.7: 4.6 3.3
Old : 100.0: 11.8 0.5 1.6 82.0 94.6 95.4 96.7: 4.6 3.3
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 : 32: 2 1 2 22 24 25 26:
Old : 32: 2 1 2 22 24 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 46.1 66.1 72.5 32.9 39.5 45.6 55.5
Old : 45.8 46.1 66.1 72.5 32.9 39.5 45.6 55.5
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,914: 420 356 1,080 10,914 11,078 12,414 12,514: 500 400
Old : 12,914: 420 356 1,080 10,914 11,078 12,414 12,514: 500 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -20: 0 0 0 -20 -20 -20 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.8 8.4 84.5 85.8 96.1 96.9: 3.9 3.1
Old : 100.0: 3.3 2.8 8.4 84.5 85.8 96.1 96.9: 3.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 13 14 15 15:
Old : 21: 1 1 1 13 14 15 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 : 68.1 68.1 85.5 88.4 63.9 61.8 72.8 71.5
Old : 68.1 68.1 85.5 88.4 63.9 61.8 72.8 71.5
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,086,762: 191,819 135,050 229,304 596,480 652,937 1,017,603 1,017,291: 69,159 69,471
Old : 1,086,762: 191,819 135,050 229,304 596,480 652,937 1,017,603 1,017,291: 69,159 69,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 25,331: -1,384 -387 2,823 18,027 27,537 19,466 29,973: 5,865 -4,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 12.4 21.1 54.9 60.1 93.6 93.6: 6.4 6.4
Old : 100.0: 17.7 12.4 21.1 54.9 60.1 93.6 93.6: 6.4 6.4
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 : 295: 90 93 105 84 93 245 230:
Old : 295: 90 93 105 84 93 245 230:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 19.8 34.4 29.7 12.3 9.1 18.3 14.4
Old : 22.1 19.8 34.4 29.7 12.3 9.1 18.3 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
Commitments of Traders - Futures Only, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500 BARRELS) :
: : :
All : 32,958: 15,696 12,632 5,525 204 574 21,425 18,731: 11,533 14,227
Old : 32,958: 15,696 12,632 5,525 204 574 21,425 18,731: 11,533 14,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: -4,310: -8,305 -11,483 2,765 204 -196 -5,336 -8,914: 1,026 4,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 38.3 16.8 0.6 1.7 65.0 56.8: 35.0 43.2
Old : 100.0: 47.6 38.3 16.8 0.6 1.7 65.0 56.8: 35.0 43.2
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 : 27: 15 11 10 1 1 21 17:
Old : 27: 15 11 10 1 1 21 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 : 28.2 29.2 43.2 45.7 25.5 25.9 37.4 36.4
Old : 28.2 29.2 43.2 45.7 25.5 25.9 37.4 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 27,403: 4,020 7,590 4,070 7,149 6,703 15,239 18,363: 12,164 9,040
Old : 27,403: 4,020 7,590 4,070 7,149 6,703 15,239 18,363: 12,164 9,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 2,856: -197 1,516 -115 2,519 1,559 2,207 2,960: 649 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 27.7 14.9 26.1 24.5 55.6 67.0: 44.4 33.0
Old : 100.0: 14.7 27.7 14.9 26.1 24.5 55.6 67.0: 44.4 33.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 7 10 8 8 19 22:
Old : 23: 8 7 10 8 8 19 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 : 23.2 33.7 36.7 46.5 14.6 29.5 23.5 37.8
Old : 23.2 33.7 36.7 46.5 14.6 29.5 23.5 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,132: 8,671 2,697 326 2,688 10,449 11,685 13,472: 2,447 660
Old : 14,132: 8,671 2,697 326 2,688 10,449 11,685 13,472: 2,447 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 237: 502 -48 -98 -102 358 302 212: -65 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 19.1 2.3 19.0 73.9 82.7 95.3: 17.3 4.7
Old : 100.0: 61.4 19.1 2.3 19.0 73.9 82.7 95.3: 17.3 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 : 107: 56 9 5 15 26 73 40:
Old : 107: 56 9 5 15 26 73 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 : 34.8 40.4 44.4 61.2 34.8 40.4 44.4 61.2
Old : 34.8 40.4 44.4 61.2 34.8 40.4 44.4 61.2
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, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 9,022: 4,949 893 248 1,494 6,938 6,691 8,079: 2,331 943
Old : 9,022: 4,949 893 248 1,494 6,938 6,691 8,079: 2,331 943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 809: 560 -53 245 5 528 810 720: -1 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 9.9 2.7 16.6 76.9 74.2 89.5: 25.8 10.5
Old : 100.0: 54.9 9.9 2.7 16.6 76.9 74.2 89.5: 25.8 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 24 4 2 11 21 37 27:
Old : 57: 24 4 2 11 21 37 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 38.0 35.1 58.6 21.9 38.0 35.1 58.3
Old : 21.9 38.0 35.1 58.6 21.9 38.0 35.1 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 98,700: 31,984 5,312 4,992 45,388 79,616 82,364 89,920: 16,336 8,780
Old : 98,700: 31,984 5,312 4,992 45,388 79,616 82,364 89,920: 16,336 8,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 6,806: 3,776 238 315 1,512 5,629 5,603 6,182: 1,203 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 5.4 5.1 46.0 80.7 83.4 91.1: 16.6 8.9
Old : 100.0: 32.4 5.4 5.1 46.0 80.7 83.4 91.1: 16.6 8.9
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 : 138: 48 16 24 51 63 113 91:
Old : 138: 48 16 24 51 63 113 91:
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 : 27.0 28.8 37.2 45.1 25.2 25.9 34.0 40.3
Old : 27.0 28.8 37.2 45.1 25.2 25.9 34.0 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, July 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 53,448: 7,793 891 3,448 38,419 45,769 49,660 50,108: 3,788 3,340
Old : 53,448: 7,793 891 3,448 38,419 45,769 49,660 50,108: 3,788 3,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2006 :
: 2,119: -412 540 -85 2,578 1,872 2,081 2,327: 38 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 1.7 6.5 71.9 85.6 92.9 93.8: 7.1 6.2
Old : 100.0: 14.6 1.7 6.5 71.9 85.6 92.9 93.8: 7.1 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 : 60: 9 1 8 35 41 48 49:
Old : 60: 9 1 8 35 41 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 31.0 57.4 47.0 26.5 18.5 33.5 26.4
Old : 43.3 31.0 57.4 47.0 26.5 18.5 33.5 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 21, 2006