GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 3,487: 0 0 50 3,100 3,202 3,150 3,252: 337 235
Old : 3,487: 0 0 50 3,100 3,202 3,150 3,252: 337 235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 400: 0 -50 0 300 350 300 300: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 1.4 88.9 91.8 90.3 93.3: 9.7 6.7
Old : 100.0: 0.0 0.0 1.4 88.9 91.8 90.3 93.3: 9.7 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 : 24: 0 0 1 17 17 18 18:
Old : 24: 0 0 1 17 17 18 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 : 49.6 58.4 69.2 77.1 28.5 43.7 40.0 50.2
Old : 49.6 58.4 69.2 77.1 28.5 43.7 40.0 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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 8,366: 353 322 498 7,183 7,247 8,034 8,067: 332 299
Old : 8,366: 353 322 498 7,183 7,247 8,034 8,067: 332 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 165: 0 0 0 165 115 165 115: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.8 6.0 85.9 86.6 96.0 96.4: 4.0 3.6
Old : 100.0: 4.2 3.8 6.0 85.9 86.6 96.0 96.4: 4.0 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 : 39: 2 1 2 28 29 32 31:
Old : 39: 2 1 2 28 29 32 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 : 39.7 42.8 62.3 60.3 33.7 31.7 46.7 44.5
Old : 39.7 42.8 62.3 60.3 33.7 31.7 46.7 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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 3,147: 0 0 0 2,432 2,596 2,432 2,596: 715 551
Old : 3,147: 0 0 0 2,432 2,596 2,432 2,596: 715 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 93: -30 0 0 -22 -12 -52 -12: 145 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 77.3 82.5 77.3 82.5: 22.7 17.5
Old : 100.0: 0.0 0.0 0.0 77.3 82.5 77.3 82.5: 22.7 17.5
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 : 23: 0 0 0 19 20 19 20:
Old : 23: 0 0 0 19 20 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 : 38.0 45.2 57.9 64.6 28.1 30.3 40.4 45.6
Old : 38.0 45.2 57.9 64.6 28.1 30.3 40.4 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 242,437: 26,465 29,557 34,646 146,144 144,168 207,255 208,371: 35,182 34,065
Old : 242,437: 26,465 29,557 34,646 146,144 144,168 207,255 208,371: 35,182 34,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 469: -1,463 -1,900 -3,955 5,046 4,663 -372 -1,192: 841 1,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.2 14.3 60.3 59.5 85.5 85.9: 14.5 14.1
Old : 100.0: 10.9 12.2 14.3 60.3 59.5 85.5 85.9: 14.5 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 : 146: 23 41 31 69 72 113 126:
Old : 146: 23 41 31 69 72 113 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 22.6 39.0 32.4 17.1 10.7 24.8 16.5
Old : 26.7 22.6 39.0 32.4 17.1 10.7 24.8 16.5
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 1,366,391: 107,526 110,448 608,652 574,831 607,170 1,291,010 1,326,270: 75,381 40,121
Old : 1,366,391: 107,526 110,448 608,652 574,831 607,170 1,291,010 1,326,270: 75,381 40,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 26,689: -11,433 6,904 7,717 20,319 7,083 16,604 21,704: 10,085 4,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 8.1 44.5 42.1 44.4 94.5 97.1: 5.5 2.9
Old : 100.0: 7.9 8.1 44.5 42.1 44.4 94.5 97.1: 5.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 56 83 101 88 82 205 209:
Old : 233: 56 83 101 88 82 205 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 31.2 48.9 48.4 8.1 6.8 10.3 9.7
Old : 34.6 31.2 48.9 48.4 8.1 6.8 10.3 9.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 83,589: 4,039 0 6,369 62,948 66,765 73,356 73,134: 10,233 10,455
Old : 83,589: 4,039 0 6,369 62,948 66,765 73,356 73,134: 10,233 10,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 24: -455 0 122 289 -284 -44 -162: 68 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.0 7.6 75.3 79.9 87.8 87.5: 12.2 12.5
Old : 100.0: 4.8 0.0 7.6 75.3 79.9 87.8 87.5: 12.2 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 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 : 44.6 37.1 66.3 60.2 32.3 32.4 41.9 44.2
Old : 44.6 37.1 66.3 60.2 32.3 32.4 41.9 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 43,887: 1,220 0 1,746 31,565 32,650 34,531 34,396: 9,356 9,491
Old : 43,887: 1,220 0 1,746 31,565 32,650 34,531 34,396: 9,356 9,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -371: -2,449 0 312 4,693 -933 2,556 -621: -2,927 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 4.0 71.9 74.4 78.7 78.4: 21.3 21.6
Old : 100.0: 2.8 0.0 4.0 71.9 74.4 78.7 78.4: 21.3 21.6
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 : 27: 2 0 1 18 19 20 20:
Old : 27: 2 0 1 18 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 38.5 56.3 57.0 35.6 34.7 52.8 52.8
Old : 36.0 38.5 56.3 57.0 35.6 34.7 52.8 52.8
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 129,260: 5,068 496 1,878 117,128 117,999 124,074 120,373: 5,186 8,887
Old : 129,260: 5,068 496 1,878 117,128 117,999 124,074 120,373: 5,186 8,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 2,542: 0 496 0 3,274 3,319 3,274 3,815: -732 -1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.4 1.5 90.6 91.3 96.0 93.1: 4.0 6.9
Old : 100.0: 3.9 0.4 1.5 90.6 91.3 96.0 93.1: 4.0 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 : 43: 2 1 1 26 29 28 31:
Old : 43: 2 1 1 26 29 28 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 : 53.9 56.1 70.7 71.4 52.6 54.3 68.5 69.5
Old : 53.9 56.1 70.7 71.4 52.6 54.3 68.5 69.5
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 69,513: 17,422 0 0 40,186 55,191 57,608 55,191: 11,905 14,322
Old : 69,513: 17,422 0 0 40,186 55,191 57,608 55,191: 11,905 14,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 580: 0 0 0 1,375 -1,036 1,375 -1,036: -795 1,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.0 0.0 57.8 79.4 82.9 79.4: 17.1 20.6
Old : 100.0: 25.1 0.0 0.0 57.8 79.4 82.9 79.4: 17.1 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 15 14 17 14:
Old : 22: 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 : 49.4 57.4 70.2 71.0 48.3 55.3 68.4 66.4
Old : 49.4 57.4 70.2 71.0 48.3 55.3 68.4 66.4
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 73,835: 2,748 1,657 4,376 59,812 62,260 66,936 68,293: 6,899 5,542
Old : 73,835: 2,748 1,657 4,376 59,812 62,260 66,936 68,293: 6,899 5,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 2,568: 2,434 -278 -2,020 1,032 4,500 1,446 2,202: 1,122 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 2.2 5.9 81.0 84.3 90.7 92.5: 9.3 7.5
Old : 100.0: 3.7 2.2 5.9 81.0 84.3 90.7 92.5: 9.3 7.5
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 : 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 : 57.7 43.7 76.7 66.9 45.5 39.5 57.3 52.2
Old : 57.7 43.7 76.7 66.9 45.5 39.5 57.3 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 64,969: 4,891 0 2,412 50,516 51,762 57,819 54,174: 7,150 10,795
Old : 64,969: 4,891 0 2,412 50,516 51,762 57,819 54,174: 7,150 10,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 874: 2,207 0 -2,115 400 2,469 492 354: 382 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 3.7 77.8 79.7 89.0 83.4: 11.0 16.6
Old : 100.0: 7.5 0.0 3.7 77.8 79.7 89.0 83.4: 11.0 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 2 18 19 21 21:
Old : 26: 3 0 2 18 19 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 : 63.5 34.5 75.7 54.9 58.1 29.9 63.9 45.4
Old : 63.5 34.5 75.7 54.9 58.1 29.9 63.9 45.4
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 100,625: 3,778 4,661 2,966 84,839 84,014 91,583 91,641: 9,042 8,984
Old : 100,625: 3,778 4,661 2,966 84,839 84,014 91,583 91,641: 9,042 8,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 459: 0 386 -102 -1,838 4,914 -1,940 5,198: 2,399 -4,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 4.6 2.9 84.3 83.5 91.0 91.1: 9.0 8.9
Old : 100.0: 3.8 4.6 2.9 84.3 83.5 91.0 91.1: 9.0 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 : 40: 1 3 2 28 27 31 30:
Old : 40: 1 3 2 28 27 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 : 34.0 35.8 51.4 54.6 19.1 26.8 32.8 39.9
Old : 34.0 35.8 51.4 54.6 19.1 26.8 32.8 39.9
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 76,411: 0 4,173 2,165 64,298 63,129 66,463 69,467: 9,948 6,944
Old : 76,411: 0 4,173 2,165 64,298 63,129 66,463 69,467: 9,948 6,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 3,112: 0 -3,178 873 4,270 6,472 5,143 4,167: -2,031 -1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 2.8 84.1 82.6 87.0 90.9: 13.0 9.1
Old : 100.0: 0.0 5.5 2.8 84.1 82.6 87.0 90.9: 13.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 1 21 17 22 18:
Old : 28: 0 1 1 21 17 22 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 : 42.6 49.8 64.2 75.3 35.1 46.2 53.0 65.7
Old : 42.6 49.8 64.2 75.3 35.1 46.2 53.0 65.7
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 67,441: 5,992 3,976 0 52,558 57,851 58,550 61,827: 8,891 5,614
Old : 67,441: 5,992 3,976 0 52,558 57,851 58,550 61,827: 8,891 5,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 1,660: 0 2,232 0 1,480 -572 1,480 1,660: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.9 0.0 77.9 85.8 86.8 91.7: 13.2 8.3
Old : 100.0: 8.9 5.9 0.0 77.9 85.8 86.8 91.7: 13.2 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 0 21 21 22 22:
Old : 29: 1 1 0 21 21 22 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 : 48.7 43.7 65.2 66.6 38.5 40.4 51.6 55.5
Old : 48.7 43.7 65.2 66.6 38.5 40.4 51.6 55.5
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 94,017: 1,756 8,953 3,113 76,677 74,431 81,546 86,497: 12,471 7,520
Old : 94,017: 1,756 8,953 3,113 76,677 74,431 81,546 86,497: 12,471 7,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 6,197: -124 3,446 -983 10,343 5,035 9,236 7,498: -3,039 -1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 9.5 3.3 81.6 79.2 86.7 92.0: 13.3 8.0
Old : 100.0: 1.9 9.5 3.3 81.6 79.2 86.7 92.0: 13.3 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 : 35: 2 2 2 27 23 30 26:
Old : 35: 2 2 2 27 23 30 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 : 31.3 37.8 50.9 60.6 26.6 26.5 42.1 42.0
Old : 31.3 37.8 50.9 60.6 26.6 26.5 42.1 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 61,436: 0 6,159 807 44,980 49,200 45,787 56,166: 15,649 5,270
Old : 61,436: 0 6,159 807 44,980 49,200 45,787 56,166: 15,649 5,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 3,506: 0 3,611 -614 4,933 540 4,319 3,537: -813 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.0 1.3 73.2 80.1 74.5 91.4: 25.5 8.6
Old : 100.0: 0.0 10.0 1.3 73.2 80.1 74.5 91.4: 25.5 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 1 17 16 18 18:
Old : 26: 0 2 1 17 16 18 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 : 38.3 44.1 58.1 72.5 37.0 41.9 56.1 69.6
Old : 38.3 44.1 58.1 72.5 37.0 41.9 56.1 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 24,547: 620 1,061 0 23,307 22,990 23,927 24,051: 620 496
Old : 24,547: 620 1,061 0 23,307 22,990 23,927 24,051: 620 496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 4.3 0.0 94.9 93.7 97.5 98.0: 2.5 2.0
Old : 100.0: 2.5 4.3 0.0 94.9 93.7 97.5 98.0: 2.5 2.0
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: 1 2 0 14 12 15 14:
Old : 23: 1 2 0 14 12 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 74.5 83.1 89.0 60.1 66.6 75.2 77.1
Old : 61.6 74.5 83.1 89.0 60.1 66.6 75.2 77.1
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 196,056: 4,033 11,110 22,524 153,811 155,055 180,368 188,689: 15,688 7,367
Old : 196,056: 4,033 11,110 22,524 153,811 155,055 180,368 188,689: 15,688 7,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 4,270: 824 3,863 -1,865 3,395 748 2,354 2,746: 1,916 1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 5.7 11.5 78.5 79.1 92.0 96.2: 8.0 3.8
Old : 100.0: 2.1 5.7 11.5 78.5 79.1 92.0 96.2: 8.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 4 5 37 36 44 42:
Old : 48: 4 4 5 37 36 44 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 : 33.7 35.6 52.7 52.3 29.6 20.1 40.0 31.0
Old : 33.7 35.6 52.7 52.3 29.6 20.1 40.0 31.0
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 86,504: 2,863 1,644 2,246 72,216 73,706 77,325 77,596: 9,179 8,908
Old : 86,504: 2,863 1,644 2,246 72,216 73,706 77,325 77,596: 9,179 8,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 2,266: 1,278 1,644 122 888 5,855 2,288 7,621: -22 -5,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.9 2.6 83.5 85.2 89.4 89.7: 10.6 10.3
Old : 100.0: 3.3 1.9 2.6 83.5 85.2 89.4 89.7: 10.6 10.3
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 : 34: 2 1 3 23 23 26 26:
Old : 34: 2 1 3 23 23 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 : 44.9 49.1 62.8 65.3 42.0 49.0 57.6 62.2
Old : 44.9 49.1 62.8 65.3 42.0 49.0 57.6 62.2
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 with Delta-adjusted Options and Futures Combined, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 58,018: 1,747 248 0 53,953 50,702 55,700 50,950: 2,318 7,068
Old : 58,018: 1,747 248 0 53,953 50,702 55,700 50,950: 2,318 7,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.4 0.0 93.0 87.4 96.0 87.8: 4.0 12.2
Old : 100.0: 3.0 0.4 0.0 93.0 87.4 96.0 87.8: 4.0 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 0 11 18 13 19:
Old : 23: 2 1 0 11 18 13 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 : 84.3 44.6 93.3 69.3 66.6 38.0 69.7 52.0
Old : 84.3 44.6 93.3 69.3 66.6 38.0 69.7 52.0
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 290,114: 12,815 1,696 6,422 259,060 273,865 278,297 281,983: 11,817 8,131
Old : 290,114: 12,815 1,696 6,422 259,060 273,865 278,297 281,983: 11,817 8,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 4,938: 3,796 -614 -277 104 6,543 3,623 5,652: 1,315 -714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.6 2.2 89.3 94.4 95.9 97.2: 4.1 2.8
Old : 100.0: 4.4 0.6 2.2 89.3 94.4 95.9 97.2: 4.1 2.8
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 : 55: 5 1 5 41 42 47 47:
Old : 55: 5 1 5 41 42 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 49.2 57.1 65.4 37.6 46.2 51.6 60.2
Old : 41.1 49.2 57.1 65.4 37.6 46.2 51.6 60.2
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 167,790: 14,151 6,271 15,733 124,069 137,990 153,953 159,994: 13,837 7,796
Old : 167,790: 14,151 6,271 15,733 124,069 137,990 153,953 159,994: 13,837 7,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -322: -90 1,382 -468 478 -874 -80 40: -242 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.7 9.4 73.9 82.2 91.8 95.4: 8.2 4.6
Old : 100.0: 8.4 3.7 9.4 73.9 82.2 91.8 95.4: 8.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 5 3 34 31 38 36:
Old : 44: 1 5 3 34 31 38 36:
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 44.9 52.4 61.1 29.5 38.5 39.4 46.7
Old : 33.0 44.9 52.4 61.1 29.5 38.5 39.4 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 172,713: 909 5,916 4,523 151,530 145,476 156,962 155,915: 15,751 16,798
Old : 172,713: 909 5,916 4,523 151,530 145,476 156,962 155,915: 15,751 16,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 2,085: -548 4,034 -1,172 -719 -2,231 -2,439 631: 4,524 1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 3.4 2.6 87.7 84.2 90.9 90.3: 9.1 9.7
Old : 100.0: 0.5 3.4 2.6 87.7 84.2 90.9 90.3: 9.1 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 3 3 35 32 38 36:
Old : 45: 1 3 3 35 32 38 36:
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 : 32.9 46.9 51.4 63.4 32.2 45.5 50.2 58.7
Old : 32.9 46.9 51.4 63.4 32.2 45.5 50.2 58.7
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 229,630: 57,378 1,700 11,932 146,873 204,967 216,183 218,599: 13,447 11,031
Old : 229,630: 57,378 1,700 11,932 146,873 204,967 216,183 218,599: 13,447 11,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 5,878: -2,730 1,064 2,288 7,636 6,948 7,194 10,300: -1,316 -4,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 0.7 5.2 64.0 89.3 94.1 95.2: 5.9 4.8
Old : 100.0: 25.0 0.7 5.2 64.0 89.3 94.1 95.2: 5.9 4.8
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 : 48: 7 2 5 34 37 42 43:
Old : 48: 7 2 5 34 37 42 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 : 34.4 40.5 49.3 59.7 29.5 33.4 40.4 40.9
Old : 34.4 40.5 49.3 59.7 29.5 33.4 40.4 40.9
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 53,509: 0 2,089 0 46,970 42,399 46,970 44,488: 6,539 9,021
Old : 53,509: 0 2,089 0 46,970 42,399 46,970 44,488: 6,539 9,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 1,188: 0 0 0 1,157 1,188 1,157 1,188: 31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.0 87.8 79.2 87.8 83.1: 12.2 16.9
Old : 100.0: 0.0 3.9 0.0 87.8 79.2 87.8 83.1: 12.2 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 : 28: 0 1 0 24 22 24 23:
Old : 28: 0 1 0 24 22 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 : 45.8 34.4 63.9 53.7 43.4 26.6 56.7 40.1
Old : 45.8 34.4 63.9 53.7 43.4 26.6 56.7 40.1
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 3,077,164: 148,448 179,179 1,122,190 1,773,512 1,762,477 3,044,150 3,063,846: 33,014 13,318
Old : 3,077,164: 148,448 179,179 1,122,190 1,773,512 1,762,477 3,044,150 3,063,846: 33,014 13,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -6,059: 13,536 -2,472 -3,076 -11,738 4,925 -1,278 -623: -4,781 -5,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.8 36.5 57.6 57.3 98.9 99.6: 1.1 0.4
Old : 100.0: 4.8 5.8 36.5 57.6 57.3 98.9 99.6: 1.1 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 : 152: 25 23 47 102 87 150 136:
Old : 152: 25 23 47 102 87 150 136:
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 50.0 57.7 10.8 16.7 14.1 19.7
Old : 37.0 45.6 50.0 57.7 10.8 16.7 14.1 19.7
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 834,282: 183,268 70,194 198,245 448,935 560,879 830,448 829,318: 3,834 4,964
Old : 834,282: 183,268 70,194 198,245 448,935 560,879 830,448 829,318: 3,834 4,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 39,512: 18,762 2,014 486 20,409 37,135 39,657 39,635: -145 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.4 23.8 53.8 67.2 99.5 99.4: 0.5 0.6
Old : 100.0: 22.0 8.4 23.8 53.8 67.2 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 : 65: 17 12 26 35 35 63 62:
Old : 65: 17 12 26 35 35 63 62:
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 : 47.4 42.8 68.0 63.5 21.2 21.4 30.2 28.7
Old : 47.4 42.8 68.0 63.5 21.2 21.4 30.2 28.7
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 82,428: 3,463 1,340 3,095 74,830 77,333 81,389 81,769: 1,039 659
Old : 82,428: 3,463 1,340 3,095 74,830 77,333 81,389 81,769: 1,039 659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 1,557: -1,153 298 -75 2,732 1,465 1,503 1,688: 54 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 1.6 3.8 90.8 93.8 98.7 99.2: 1.3 0.8
Old : 100.0: 4.2 1.6 3.8 90.8 93.8 98.7 99.2: 1.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 6 4 5 39 38 48 44:
Old : 54: 6 4 5 39 38 48 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 : 43.7 46.8 65.6 69.9 19.3 22.4 24.6 31.5
Old : 43.7 46.8 65.6 69.9 19.3 22.4 24.6 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 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 : 22,115: 778 382 758 20,539 20,660 22,075 21,800: 40 315
Old : 22,115: 778 382 758 20,539 20,660 22,075 21,800: 40 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 42: 0 42 0 42 0 42 42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.7 3.4 92.9 93.4 99.8 98.6: 0.2 1.4
Old : 100.0: 3.5 1.7 3.4 92.9 93.4 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 : 65.8 73.0 86.7 87.8 43.4 55.3 57.2 61.6
Old : 65.8 73.0 86.7 87.8 43.4 55.3 57.2 61.6
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 with Delta-adjusted Options and Futures Combined, December 19, 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 12, 2006 :
: 0: 0 0 0 0 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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 13,578: 0 730 0 13,518 12,848 13,518 13,578: 60 0
Old : 13,578: 0 730 0 13,518 12,848 13,518 13,578: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 88: 0 0 0 88 88 88 88: 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 : 86.6 79.9 98.1 95.7 76.8 75.2 86.0 85.0
Old : 86.6 79.9 98.1 95.7 76.8 75.2 86.0 85.0
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 19,520: 60 1,152 776 18,388 17,552 19,224 19,480: 296 40
Old : 19,520: 60 1,152 776 18,388 17,552 19,224 19,480: 296 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 84: 0 0 0 36 88 36 88: 48 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.9 4.0 94.2 89.9 98.5 99.8: 1.5 0.2
Old : 100.0: 0.3 5.9 4.0 94.2 89.9 98.5 99.8: 1.5 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 20 22 22 25:
Old : 30: 1 3 1 20 22 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 : 63.8 49.8 81.8 73.6 47.5 41.0 61.6 55.1
Old : 63.8 49.8 81.8 73.6 47.5 41.0 61.6 55.1
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 15,634: 60 482 164 14,350 14,698 14,574 15,344: 1,060 290
Old : 15,634: 60 482 164 14,350 14,698 14,574 15,344: 1,060 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -144: 0 -10 0 -142 -154 -142 -164: -2 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 3.1 1.0 91.8 94.0 93.2 98.1: 6.8 1.9
Old : 100.0: 0.4 3.1 1.0 91.8 94.0 93.2 98.1: 6.8 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 : 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 : 52.1 81.9 73.0 91.8 48.2 76.9 67.0 83.5
Old : 52.1 81.9 73.0 91.8 48.2 76.9 67.0 83.5
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 with Delta-adjusted Options and Futures Combined, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 25,914: 1,740 80 300 22,499 24,632 24,539 25,012: 1,375 902
Old : 25,914: 1,740 80 300 22,499 24,632 24,539 25,012: 1,375 902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -912: 0 0 0 -912 -912 -912 -912: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.3 1.2 86.8 95.1 94.7 96.5: 5.3 3.5
Old : 100.0: 6.7 0.3 1.2 86.8 95.1 94.7 96.5: 5.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 1 26 23 27 25:
Old : 31: 1 1 1 26 23 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 : 39.5 50.2 61.4 76.4 28.8 40.4 44.3 54.7
Old : 39.5 50.2 61.4 76.4 28.8 40.4 44.3 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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 26,134: 60 1,312 1,780 23,708 22,840 25,548 25,932: 586 202
Old : 26,134: 60 1,312 1,780 23,708 22,840 25,548 25,932: 586 202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -262: 0 10 0 -110 -282 -110 -272: -152 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.0 6.8 90.7 87.4 97.8 99.2: 2.2 0.8
Old : 100.0: 0.2 5.0 6.8 90.7 87.4 97.8 99.2: 2.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 1 17 14 19 16:
Old : 24: 1 2 1 17 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 57.9 81.8 81.5 42.2 48.1 53.8 58.7
Old : 62.2 57.9 81.8 81.5 42.2 48.1 53.8 58.7
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 11,848: 0 596 616 11,006 10,214 11,622 11,426: 226 422
Old : 11,848: 0 596 616 11,006 10,214 11,622 11,426: 226 422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -60: 0 0 0 -60 -20 -60 -20: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 5.2 92.9 86.2 98.1 96.4: 1.9 3.6
Old : 100.0: 0.0 5.0 5.2 92.9 86.2 98.1 96.4: 1.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 17 13 18 14:
Old : 20: 0 1 1 17 13 18 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 : 63.2 62.7 83.1 84.7 57.0 51.6 67.3 64.5
Old : 63.2 62.7 83.1 84.7 57.0 51.6 67.3 64.5
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 1,825,990: 169,480 128,666 484,299 1,106,626 1,130,860 1,760,405 1,743,825: 65,585 82,165
Old : 1,825,990: 169,480 128,666 484,299 1,106,626 1,130,860 1,760,405 1,743,825: 65,585 82,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -125,997: -7,233 -11,668 -60,811 -45,863 -50,315 -113,907 -122,794: -12,090 -3,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.0 26.5 60.6 61.9 96.4 95.5: 3.6 4.5
Old : 100.0: 9.3 7.0 26.5 60.6 61.9 96.4 95.5: 3.6 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 : 315: 95 99 134 87 95 260 266:
Old : 315: 95 99 134 87 95 260 266:
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 : 22.8 22.1 33.2 31.6 7.8 4.7 11.3 7.4
Old : 22.8 22.1 33.2 31.6 7.8 4.7 11.3 7.4
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 30,726: 2,438 8,852 5,265 18,635 10,668 26,338 24,785: 4,388 5,941
Old : 30,726: 2,438 8,852 5,265 18,635 10,668 26,338 24,785: 4,388 5,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -2,416: -1,052 633 725 -1,002 -1,706 -1,329 -348: -1,087 -2,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 28.8 17.1 60.6 34.7 85.7 80.7: 14.3 19.3
Old : 100.0: 7.9 28.8 17.1 60.6 34.7 85.7 80.7: 14.3 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 7 11 13 12 25 23:
Old : 25: 5 7 11 13 12 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 : 33.3 33.3 53.2 49.6 24.2 27.0 35.6 36.3
Old : 33.3 33.3 53.2 49.6 24.2 27.0 35.6 36.3
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 11,185: 4,504 2,600 48 4,238 8,120 8,790 10,768: 2,395 417
Old : 11,185: 4,504 2,600 48 4,238 8,120 8,790 10,768: 2,395 417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -11: -181 2 -15 146 -144 -50 -157: 39 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 23.2 0.4 37.9 72.6 78.6 96.3: 21.4 3.7
Old : 100.0: 40.3 23.2 0.4 37.9 72.6 78.6 96.3: 21.4 3.7
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 : 92: 46 9 3 16 24 64 34:
Old : 92: 46 9 3 16 24 64 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 : 40.9 40.1 49.4 66.0 40.9 40.0 49.4 65.9
Old : 40.9 40.1 49.4 66.0 40.9 40.0 49.4 65.9
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 8,167: 2,977 948 289 2,296 5,710 5,562 6,947: 2,605 1,220
Old : 8,167: 2,977 948 289 2,296 5,710 5,562 6,947: 2,605 1,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 5: 107 -52 100 -15 -149 192 -101: -187 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 11.6 3.5 28.1 69.9 68.1 85.1: 31.9 14.9
Old : 100.0: 36.5 11.6 3.5 28.1 69.9 68.1 85.1: 31.9 14.9
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 : 61: 22 5 5 14 22 38 32:
Old : 61: 22 5 5 14 22 38 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 : 20.5 34.2 35.0 54.2 20.5 34.2 35.0 54.2
Old : 20.5 34.2 35.0 54.2 20.5 34.2 35.0 54.2
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 with Delta-adjusted Options and Futures Combined, December 19, 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 : 148,303: 25,503 9,292 8,608 94,248 116,767 128,359 134,666: 19,944 13,637
Old : 148,303: 25,503 9,292 8,608 94,248 116,767 128,359 134,666: 19,944 13,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 9,574: 525 -2,584 937 4,575 10,413 6,036 8,765: 3,537 808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 6.3 5.8 63.6 78.7 86.6 90.8: 13.4 9.2
Old : 100.0: 17.2 6.3 5.8 63.6 78.7 86.6 90.8: 13.4 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 : 145: 40 14 17 69 76 118 103:
Old : 145: 40 14 17 69 76 118 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 22.5 37.6 34.7 18.5 15.9 26.4 24.0
Old : 26.8 22.5 37.6 34.7 18.5 15.9 26.4 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 22, 2006