GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 3,087: 0 50 50 2,800 2,852 2,850 2,952: 237 135
Old : 3,087: 0 50 50 2,800 2,852 2,850 2,952: 237 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 368: -100 50 50 343 193 293 293: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 1.6 90.7 92.4 92.3 95.6: 7.7 4.4
Old : 100.0: 0.0 1.6 1.6 90.7 92.4 92.3 95.6: 7.7 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 15 14 16 16:
Old : 23: 0 1 1 15 14 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 : 52.8 58.7 72.5 78.9 27.5 40.5 40.7 50.2
Old : 52.8 58.7 72.5 78.9 27.5 40.5 40.7 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,201: 353 322 498 7,018 7,132 7,869 7,952: 332 249
Old : 8,201: 353 322 498 7,018 7,132 7,869 7,952: 332 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 333: 0 197 48 285 88 333 333: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 3.9 6.1 85.6 87.0 96.0 97.0: 4.0 3.0
Old : 100.0: 4.3 3.9 6.1 85.6 87.0 96.0 97.0: 4.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 1 2 27 28 31 30:
Old : 39: 2 1 2 27 28 31 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 : 40.4 42.5 63.3 60.5 34.4 31.4 47.0 44.5
Old : 40.4 42.5 63.3 60.5 34.4 31.4 47.0 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,054: 30 0 0 2,454 2,608 2,484 2,608: 570 446
Old : 3,054: 30 0 0 2,454 2,608 2,484 2,608: 570 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 157: 30 0 0 187 302 217 302: -60 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 80.4 85.4 81.3 85.4: 18.7 14.6
Old : 100.0: 1.0 0.0 0.0 80.4 85.4 81.3 85.4: 18.7 14.6
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 : 25: 1 0 0 20 21 21 21:
Old : 25: 1 0 0 20 21 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 : 40.4 46.6 60.2 65.9 26.9 28.9 39.0 43.4
Old : 40.4 46.6 60.2 65.9 26.9 28.9 39.0 43.4
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 215,150: 29,447 31,981 22,505 132,455 131,362 184,407 185,848: 30,743 29,302
Old : 215,150: 29,447 31,981 22,505 132,455 131,362 184,407 185,848: 30,743 29,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -2,317: 1,963 5,403 -2,721 -2,020 -6,557 -2,778 -3,875: 461 1,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 14.9 10.5 61.6 61.1 85.7 86.4: 14.3 13.6
Old : 100.0: 13.7 14.9 10.5 61.6 61.1 85.7 86.4: 14.3 13.6
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 : 150: 27 40 31 66 69 112 124:
Old : 150: 27 40 31 66 69 112 124:
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 : 27.7 23.2 41.2 33.1 19.1 11.9 27.6 18.7
Old : 27.7 23.2 41.2 33.1 19.1 11.9 27.6 18.7
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 893,550: 134,167 93,491 342,208 355,970 425,893 832,345 861,592: 61,205 31,958
Old : 893,550: 134,167 93,491 342,208 355,970 425,893 832,345 861,592: 61,205 31,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -2,334: -1,395 7,009 -4,539 1,490 2,253 -4,444 4,723: 2,110 -7,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 10.5 38.3 39.8 47.7 93.2 96.4: 6.8 3.6
Old : 100.0: 15.0 10.5 38.3 39.8 47.7 93.2 96.4: 6.8 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 : 210: 51 68 83 79 70 182 176:
Old : 210: 51 68 83 79 70 182 176:
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 32.8 52.2 49.2 14.5 11.7 18.1 16.3
Old : 40.1 32.8 52.2 49.2 14.5 11.7 18.1 16.3
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,565: 4,494 0 6,247 62,659 67,049 73,400 73,296: 10,165 10,269
Old : 83,565: 4,494 0 6,247 62,659 67,049 73,400 73,296: 10,165 10,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -107: 201 0 -355 -349 -843 -503 -1,198: 396 1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 7.5 75.0 80.2 87.8 87.7: 12.2 12.3
Old : 100.0: 5.4 0.0 7.5 75.0 80.2 87.8 87.7: 12.2 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 : 27: 2 0 2 20 23 22 25:
Old : 27: 2 0 2 20 23 22 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 : 46.2 37.3 67.5 60.9 33.1 33.1 43.7 45.1
Old : 46.2 37.3 67.5 60.9 33.1 33.1 43.7 45.1
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,258: 3,669 0 1,434 26,872 33,583 31,975 35,017: 12,283 9,241
Old : 44,258: 3,669 0 1,434 26,872 33,583 31,975 35,017: 12,283 9,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 6,276: -1,838 0 779 7,330 4,558 6,271 5,337: 5 939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 3.2 60.7 75.9 72.2 79.1: 27.8 20.9
Old : 100.0: 8.3 0.0 3.2 60.7 75.9 72.2 79.1: 27.8 20.9
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 : 25: 2 0 1 16 18 18 19:
Old : 25: 2 0 1 16 18 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 : 38.1 39.5 56.9 60.5 34.5 35.8 51.6 55.5
Old : 38.1 39.5 56.9 60.5 34.5 35.8 51.6 55.5
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 126,718: 5,068 0 1,878 113,854 114,680 120,800 116,558: 5,918 10,160
Old : 126,718: 5,068 0 1,878 113,854 114,680 120,800 116,558: 5,918 10,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 958: 0 -12,238 0 1,048 12,943 1,048 705: -90 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 1.5 89.8 90.5 95.3 92.0: 4.7 8.0
Old : 100.0: 4.0 0.0 1.5 89.8 90.5 95.3 92.0: 4.7 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 : 41: 2 0 1 25 27 27 28:
Old : 41: 2 0 1 25 27 27 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 : 53.6 57.4 70.0 72.2 52.5 55.5 68.0 70.4
Old : 53.6 57.4 70.0 72.2 52.5 55.5 68.0 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 68,933: 17,422 0 0 38,811 56,227 56,233 56,227: 12,700 12,706
Old : 68,933: 17,422 0 0 38,811 56,227 56,233 56,227: 12,700 12,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 2,741: 0 -22,692 0 2,035 25,771 2,035 3,079: 706 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 0.0 0.0 56.3 81.6 81.6 81.6: 18.4 18.4
Old : 100.0: 25.3 0.0 0.0 56.3 81.6 81.6 81.6: 18.4 18.4
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: 2 0 0 15 15 17 15:
Old : 22: 2 0 0 15 15 17 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 : 49.8 58.8 69.2 72.6 48.7 56.7 66.4 68.0
Old : 49.8 58.8 69.2 72.6 48.7 56.7 66.4 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 71,267: 314 1,935 6,396 58,780 57,760 65,490 66,091: 5,777 5,176
Old : 71,267: 314 1,935 6,396 58,780 57,760 65,490 66,091: 5,777 5,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 733: 196 -927 71 460 917 727 61: 6 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.7 9.0 82.5 81.0 91.9 92.7: 8.1 7.3
Old : 100.0: 0.4 2.7 9.0 82.5 81.0 91.9 92.7: 8.1 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 : 25: 1 2 3 18 18 21 21:
Old : 25: 1 2 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 : 59.2 43.4 76.9 66.0 46.2 40.4 56.2 52.9
Old : 59.2 43.4 76.9 66.0 46.2 40.4 56.2 52.9
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,095: 2,684 0 4,527 50,116 49,293 57,327 53,820: 6,768 10,275
Old : 64,095: 2,684 0 4,527 50,116 49,293 57,327 53,820: 6,768 10,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 1,484: -8 -236 -187 1,527 1,627 1,332 1,204: 152 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 7.1 78.2 76.9 89.4 84.0: 10.6 16.0
Old : 100.0: 4.2 0.0 7.1 78.2 76.9 89.4 84.0: 10.6 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 2 18 18 21 20:
Old : 25: 3 0 2 18 18 21 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 : 64.9 36.6 76.6 59.7 55.4 33.2 60.6 48.0
Old : 64.9 36.6 76.6 59.7 55.4 33.2 60.6 48.0
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 100,166: 3,778 4,275 3,068 86,677 79,100 93,523 86,443: 6,643 13,723
Old : 100,166: 3,778 4,275 3,068 86,677 79,100 93,523 86,443: 6,643 13,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -157: -2,090 829 -1,700 2,917 1,120 -873 249: 716 -406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 4.3 3.1 86.5 79.0 93.4 86.3: 6.6 13.7
Old : 100.0: 3.8 4.3 3.1 86.5 79.0 93.4 86.3: 6.6 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 : 38: 1 3 2 27 24 30 27:
Old : 38: 1 3 2 27 24 30 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 : 33.0 37.4 50.1 56.4 19.1 27.9 32.1 40.3
Old : 33.0 37.4 50.1 56.4 19.1 27.9 32.1 40.3
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 73,299: 0 7,351 1,292 60,028 56,657 61,320 65,300: 11,979 7,999
Old : 73,299: 0 7,351 1,292 60,028 56,657 61,320 65,300: 11,979 7,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 3,686: 0 390 169 4,967 4,345 5,136 4,904: -1,450 -1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.0 1.8 81.9 77.3 83.7 89.1: 16.3 10.9
Old : 100.0: 0.0 10.0 1.8 81.9 77.3 83.7 89.1: 16.3 10.9
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 : 25: 0 1 1 19 15 20 16:
Old : 25: 0 1 1 19 15 20 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 : 44.2 55.0 66.3 76.7 36.9 51.1 56.4 67.9
Old : 44.2 55.0 66.3 76.7 36.9 51.1 56.4 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,781: 5,992 1,744 0 51,078 58,423 57,070 60,167: 8,711 5,614
Old : 65,781: 5,992 1,744 0 51,078 58,423 57,070 60,167: 8,711 5,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 4,679: -4,619 1,744 -1,172 10,166 4,827 4,375 5,399: 304 -720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 2.7 0.0 77.6 88.8 86.8 91.5: 13.2 8.5
Old : 100.0: 9.1 2.7 0.0 77.6 88.8 86.8 91.5: 13.2 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 0 22 22 23 23:
Old : 30: 1 1 0 22 22 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 44.8 63.8 66.7 36.7 40.9 49.6 53.5
Old : 47.1 44.8 63.8 66.7 36.7 40.9 49.6 53.5
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 87,820: 1,880 5,507 4,096 66,334 69,396 72,310 78,999: 15,510 8,821
Old : 87,820: 1,880 5,507 4,096 66,334 69,396 72,310 78,999: 15,510 8,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 6,017: 136 -3,926 2,622 2,721 6,743 5,479 5,439: 538 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 6.3 4.7 75.5 79.0 82.3 90.0: 17.7 10.0
Old : 100.0: 2.1 6.3 4.7 75.5 79.0 82.3 90.0: 17.7 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 : 32: 2 2 2 24 22 27 25:
Old : 32: 2 2 2 24 22 27 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 : 33.2 38.7 52.4 60.4 27.1 27.2 41.2 42.4
Old : 33.2 38.7 52.4 60.4 27.1 27.2 41.2 42.4
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,930: 0 2,548 1,421 40,047 48,660 41,468 52,629: 16,462 5,301
Old : 57,930: 0 2,548 1,421 40,047 48,660 41,468 52,629: 16,462 5,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 351: -1,834 454 -267 3,946 -76 1,845 111: -1,494 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 2.5 69.1 84.0 71.6 90.8: 28.4 9.2
Old : 100.0: 0.0 4.4 2.5 69.1 84.0 71.6 90.8: 28.4 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 : 25: 0 2 1 16 16 17 18:
Old : 25: 0 2 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 : 40.0 43.7 56.6 70.4 38.6 42.8 54.1 68.4
Old : 40.0 43.7 56.6 70.4 38.6 42.8 54.1 68.4
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 191,786: 3,209 7,247 24,389 150,416 154,307 178,014 185,943: 13,772 5,843
Old : 191,786: 3,209 7,247 24,389 150,416 154,307 178,014 185,943: 13,772 5,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 6,800: 1,413 -7,518 -4,883 13,087 19,258 9,617 6,857: -2,817 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 3.8 12.7 78.4 80.5 92.8 97.0: 7.2 3.0
Old : 100.0: 1.7 3.8 12.7 78.4 80.5 92.8 97.0: 7.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 4 5 38 35 44 41:
Old : 48: 3 4 5 38 35 44 41:
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 36.0 52.9 53.3 30.1 22.2 40.7 32.8
Old : 35.2 36.0 52.9 53.3 30.1 22.2 40.7 32.8
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 84,238: 1,585 0 2,124 71,328 67,851 75,037 69,975: 9,201 14,263
Old : 84,238: 1,585 0 2,124 71,328 67,851 75,037 69,975: 9,201 14,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 2,007: 182 -1,086 -2,306 3,368 4,152 1,244 760: 763 1,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 2.5 84.7 80.5 89.1 83.1: 10.9 16.9
Old : 100.0: 1.9 0.0 2.5 84.7 80.5 89.1 83.1: 10.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 0 2 22 21 24 23:
Old : 32: 2 0 2 22 21 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 50.2 62.9 66.1 42.6 50.0 59.2 62.4
Old : 45.6 50.2 62.9 66.1 42.6 50.0 59.2 62.4
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 285,176: 9,019 2,310 6,699 258,956 267,322 274,674 276,331: 10,502 8,845
Old : 285,176: 9,019 2,310 6,699 258,956 267,322 274,674 276,331: 10,502 8,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 9,958: -1,108 -8,170 733 10,247 16,022 9,872 8,585: 86 1,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.8 2.3 90.8 93.7 96.3 96.9: 3.7 3.1
Old : 100.0: 3.2 0.8 2.3 90.8 93.7 96.3 96.9: 3.7 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 : 56: 5 2 5 41 42 47 48:
Old : 56: 5 2 5 41 42 47 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 : 40.3 48.6 56.1 64.7 36.7 45.6 50.6 59.6
Old : 40.3 48.6 56.1 64.7 36.7 45.6 50.6 59.6
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 168,112: 14,241 4,889 16,201 123,591 138,864 154,033 159,954: 14,079 8,158
Old : 168,112: 14,241 4,889 16,201 123,591 138,864 154,033 159,954: 14,079 8,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 2,739: -1,302 -1,193 -753 5,560 3,097 3,505 1,151: -766 1,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 2.9 9.6 73.5 82.6 91.6 95.1: 8.4 4.9
Old : 100.0: 8.5 2.9 9.6 73.5 82.6 91.6 95.1: 8.4 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 : 43: 1 4 3 34 30 38 34:
Old : 43: 1 4 3 34 30 38 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 45.5 51.5 62.0 29.2 39.2 38.8 46.8
Old : 33.0 45.5 51.5 62.0 29.2 39.2 38.8 46.8
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 170,628: 1,457 1,882 5,695 152,249 147,707 159,401 155,284: 11,227 15,344
Old : 170,628: 1,457 1,882 5,695 152,249 147,707 159,401 155,284: 11,227 15,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -988: -2,929 188 -194 10,756 950 7,633 944: -8,621 -1,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.1 3.3 89.2 86.6 93.4 91.0: 6.6 9.0
Old : 100.0: 0.9 1.1 3.3 89.2 86.6 93.4 91.0: 6.6 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 : 46: 2 2 3 36 33 39 37:
Old : 46: 2 2 3 36 33 39 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 : 31.4 48.1 50.4 64.0 30.6 46.9 49.5 60.6
Old : 31.4 48.1 50.4 64.0 30.6 46.9 49.5 60.6
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 223,752: 60,108 636 9,644 139,237 198,019 208,989 208,299: 14,763 15,453
Old : 223,752: 60,108 636 9,644 139,237 198,019 208,989 208,299: 14,763 15,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 19,723: 5,665 -6,474 -1,751 14,927 29,396 18,841 21,171: 882 -1,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 0.3 4.3 62.2 88.5 93.4 93.1: 6.6 6.9
Old : 100.0: 26.9 0.3 4.3 62.2 88.5 93.4 93.1: 6.6 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 1 5 33 36 41 41:
Old : 46: 7 1 5 33 36 41 41:
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 : 32.8 41.7 48.9 60.7 29.1 34.4 40.1 42.4
Old : 32.8 41.7 48.9 60.7 29.1 34.4 40.1 42.4
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,321: 0 2,089 0 45,813 41,211 45,813 43,300: 6,508 9,021
Old : 52,321: 0 2,089 0 45,813 41,211 45,813 43,300: 6,508 9,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 1,864: 0 -1,212 -1,406 2,599 5,437 1,193 2,819: 671 -955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 0.0 87.6 78.8 87.6 82.8: 12.4 17.2
Old : 100.0: 0.0 4.0 0.0 87.6 78.8 87.6 82.8: 12.4 17.2
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 : 28: 0 1 0 23 22 23 23:
Old : 28: 0 1 0 23 22 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 31.9 64.2 53.0 45.2 25.7 57.9 39.3
Old : 46.1 31.9 64.2 53.0 45.2 25.7 57.9 39.3
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 3,083,223: 134,912 181,651 1,125,266 1,785,250 1,757,552 3,045,428 3,064,469: 37,795 18,754
Old : 3,083,223: 134,912 181,651 1,125,266 1,785,250 1,757,552 3,045,428 3,064,469: 37,795 18,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 32,470: -2,717 22,836 -16,739 49,806 23,991 30,350 30,088: 2,120 2,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 5.9 36.5 57.9 57.0 98.8 99.4: 1.2 0.6
Old : 100.0: 4.4 5.9 36.5 57.9 57.0 98.8 99.4: 1.2 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 : 149: 28 20 44 99 87 146 134:
Old : 149: 28 20 44 99 87 146 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 45.6 49.7 57.9 10.1 16.6 13.2 19.5
Old : 37.0 45.6 49.7 57.9 10.1 16.6 13.2 19.5
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 794,770: 164,506 68,180 197,759 428,526 523,744 790,791 789,683: 3,979 5,087
Old : 794,770: 164,506 68,180 197,759 428,526 523,744 790,791 789,683: 3,979 5,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 43,980: 26,021 21,780 -5,400 23,692 27,972 44,313 44,352: -333 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 8.6 24.9 53.9 65.9 99.5 99.4: 0.5 0.6
Old : 100.0: 20.7 8.6 24.9 53.9 65.9 99.5 99.4: 0.5 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 : 63: 17 10 24 35 35 61 60:
Old : 63: 17 10 24 35 35 61 60:
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 : 48.8 44.8 68.8 66.0 20.5 22.0 28.3 29.4
Old : 48.8 44.8 68.8 66.0 20.5 22.0 28.3 29.4
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 41,804: 3,927 1,109 2,057 34,900 37,859 40,884 41,025: 920 779
Old : 41,804: 3,927 1,109 2,057 34,900 37,859 40,884 41,025: 920 779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -1,824: -563 -421 -229 -1,103 -973 -1,895 -1,623: 71 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.7 4.9 83.5 90.6 97.8 98.1: 2.2 1.9
Old : 100.0: 9.4 2.7 4.9 83.5 90.6 97.8 98.1: 2.2 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 : 52: 4 4 5 38 37 45 43:
Old : 52: 4 4 5 38 37 45 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 45.4 59.2 65.4 35.2 41.3 43.0 55.1
Old : 44.8 45.4 59.2 65.4 35.2 41.3 43.0 55.1
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 22,073: 778 340 758 20,497 20,660 22,033 21,758: 40 315
Old : 22,073: 778 340 758 20,497 20,660 22,033 21,758: 40 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 0: 0 -8 -80 80 88 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.5 3.4 92.9 93.6 99.8 98.6: 0.2 1.4
Old : 100.0: 3.5 1.5 3.4 92.9 93.6 99.8 98.6: 0.2 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 : 32: 1 2 1 19 21 20 24:
Old : 32: 1 2 1 19 21 20 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 : 66.3 73.1 86.9 88.0 43.8 55.4 57.3 61.7
Old : 66.3 73.1 86.9 88.0 43.8 55.4 57.3 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 17,728: 1,180 0 0 16,505 17,728 17,685 17,728: 43 0
Old : 17,728: 1,180 0 0 16,505 17,728 17,685 17,728: 43 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 0: -88 0 0 88 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 0.0 93.1 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 6.7 0.0 0.0 93.1 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 0 15 14 17 14:
Old : 24: 2 0 0 15 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.9 80.5 92.8 95.8 49.8 53.2 60.2 62.0
Old : 79.9 80.5 92.8 95.8 49.8 53.2 60.2 62.0
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 13,490: 0 730 0 13,430 12,760 13,430 13,490: 60 0
Old : 13,490: 0 730 0 13,430 12,760 13,430 13,490: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 274: 0 -88 0 274 362 274 274: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 0.0 99.6 94.6 99.6 100.0: 0.4 0.0
Old : 100.0: 0.0 5.4 0.0 99.6 94.6 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 3 0 12 12 12 15:
Old : 22: 0 3 0 12 12 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.5 79.8 98.1 95.7 76.7 75.1 85.9 84.9
Old : 86.5 79.8 98.1 95.7 76.7 75.1 85.9 84.9
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 19,436: 60 1,152 776 18,352 17,464 19,188 19,392: 248 44
Old : 19,436: 60 1,152 776 18,352 17,464 19,188 19,392: 248 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 164: 0 0 0 164 168 164 168: 0 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.9 4.0 94.4 89.9 98.7 99.8: 1.3 0.2
Old : 100.0: 0.3 5.9 4.0 94.4 89.9 98.7 99.8: 1.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 3 1 19 22 21 25:
Old : 30: 1 3 1 19 22 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 : 64.3 49.5 82.4 73.5 47.9 40.8 62.1 55.0
Old : 64.3 49.5 82.4 73.5 47.9 40.8 62.1 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 15,778: 60 492 164 14,492 14,852 14,716 15,508: 1,062 270
Old : 15,778: 60 492 164 14,492 14,852 14,716 15,508: 1,062 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 398: -1,210 492 -6 1,380 190 164 676: 234 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 3.1 1.0 91.8 94.1 93.3 98.3: 6.7 1.7
Old : 100.0: 0.4 3.1 1.0 91.8 94.1 93.3 98.3: 6.7 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 : 22: 1 1 2 16 15 18 17:
Old : 22: 1 1 2 16 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 82.2 73.3 92.0 48.7 77.2 67.4 83.8
Old : 52.6 82.2 73.3 92.0 48.7 77.2 67.4 83.8
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 26,826: 1,740 80 300 23,411 25,544 25,451 25,924: 1,375 902
Old : 26,826: 1,740 80 300 23,411 25,544 25,451 25,924: 1,375 902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 178: 0 -756 0 178 994 178 238: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.3 1.1 87.3 95.2 94.9 96.6: 5.1 3.4
Old : 100.0: 6.5 0.3 1.1 87.3 95.2 94.9 96.6: 5.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 1 24 23 25 25:
Old : 31: 1 1 1 24 23 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 49.6 62.5 75.1 30.1 39.7 45.0 54.7
Old : 38.4 49.6 62.5 75.1 30.1 39.7 45.0 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 26,396: 60 1,302 1,780 23,818 23,122 25,658 26,204: 738 192
Old : 26,396: 60 1,302 1,780 23,818 23,122 25,658 26,204: 738 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 0: -600 240 0 600 -240 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.9 6.7 90.2 87.6 97.2 99.3: 2.8 0.7
Old : 100.0: 0.2 4.9 6.7 90.2 87.6 97.2 99.3: 2.8 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 : 25: 1 2 1 18 14 20 16:
Old : 25: 1 2 1 18 14 20 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 : 61.5 58.8 81.1 81.7 41.8 49.6 53.5 60.2
Old : 61.5 58.8 81.1 81.7 41.8 49.6 53.5 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 11,908: 0 596 616 11,066 10,234 11,682 11,446: 226 462
Old : 11,908: 0 596 616 11,066 10,234 11,682 11,446: 226 462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -948: 0 0 0 -536 -1,028 -536 -1,028: -412 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 5.2 92.9 85.9 98.1 96.1: 1.9 3.9
Old : 100.0: 0.0 5.0 5.2 92.9 85.9 98.1 96.1: 1.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 17 14 18 15:
Old : 21: 0 1 1 17 14 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 : 62.9 62.3 82.7 84.3 56.7 51.3 67.9 64.2
Old : 62.9 62.3 82.7 84.3 56.7 51.3 67.9 64.2
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,222,508: 167,097 154,639 252,053 729,439 736,196 1,148,589 1,142,888: 73,919 79,620
Old : 1,222,508: 167,097 154,639 252,053 729,439 736,196 1,148,589 1,142,888: 73,919 79,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 3,828: -681 5,872 -12,923 10,132 18,618 -3,472 11,567: 7,300 -7,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 12.6 20.6 59.7 60.2 94.0 93.5: 6.0 6.5
Old : 100.0: 13.7 12.6 20.6 59.7 60.2 94.0 93.5: 6.0 6.5
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 : 311: 86 101 119 89 92 255 255:
Old : 311: 86 101 119 89 92 255 255:
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 23.9 37.4 32.6 12.5 7.8 18.6 12.2
Old : 25.9 23.9 37.4 32.6 12.5 7.8 18.6 12.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 33,142: 3,490 8,219 4,540 19,637 12,374 27,667 25,133: 5,475 8,009
Old : 33,142: 3,490 8,219 4,540 19,637 12,374 27,667 25,133: 5,475 8,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 2,929: 160 -76 620 3,066 2,236 3,846 2,780: -917 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 24.8 13.7 59.3 37.3 83.5 75.8: 16.5 24.2
Old : 100.0: 10.5 24.8 13.7 59.3 37.3 83.5 75.8: 16.5 24.2
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 : 25: 6 5 10 14 13 25 23:
Old : 25: 6 5 10 14 13 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 33.2 52.3 50.7 24.1 28.0 35.8 35.0
Old : 32.4 33.2 52.3 50.7 24.1 28.0 35.8 35.0
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 11,196: 4,685 2,598 63 4,092 8,264 8,840 10,925: 2,356 271
Old : 11,196: 4,685 2,598 63 4,092 8,264 8,840 10,925: 2,356 271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 154: 87 102 -2 -26 -14 59 86: 95 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 23.2 0.6 36.5 73.8 79.0 97.6: 21.0 2.4
Old : 100.0: 41.8 23.2 0.6 36.5 73.8 79.0 97.6: 21.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 54 9 3 19 21 75 31:
Old : 99: 54 9 3 19 21 75 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 : 37.5 40.3 45.9 67.6 37.5 40.1 45.9 67.3
Old : 37.5 40.3 45.9 67.6 37.5 40.1 45.9 67.3
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 8,144: 2,870 982 189 2,293 5,859 5,352 7,030: 2,792 1,114
Old : 8,144: 2,870 982 189 2,293 5,859 5,352 7,030: 2,792 1,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 129: -32 21 189 49 -324 206 -114: -77 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 12.1 2.3 28.2 71.9 65.7 86.3: 34.3 13.7
Old : 100.0: 35.2 12.1 2.3 28.2 71.9 65.7 86.3: 34.3 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 : 60: 19 5 3 14 24 36 32:
Old : 60: 19 5 3 14 24 36 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 : 20.7 34.8 35.3 55.7 20.7 34.8 35.3 55.7
Old : 20.7 34.8 35.3 55.7 20.7 34.8 35.3 55.7
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 128,516: 25,139 11,742 3,393 85,893 102,487 114,425 117,622: 14,091 10,894
Old : 128,516: 25,139 11,742 3,393 85,893 102,487 114,425 117,622: 14,091 10,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 7,020: 4,070 2,968 -1,167 2,605 4,448 5,508 6,249: 1,512 771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 9.1 2.6 66.8 79.7 89.0 91.5: 11.0 8.5
Old : 100.0: 19.6 9.1 2.6 66.8 79.7 89.0 91.5: 11.0 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 40 14 18 68 75 115 104:
Old : 145: 40 14 18 68 75 115 104:
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 : 28.4 17.8 39.9 32.0 21.8 15.2 31.3 26.3
Old : 28.4 17.8 39.9 32.0 21.8 15.2 31.3 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2006