GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 3,512: 0 0 100 3,150 3,252 3,250 3,352: 262 160
Old : 3,512: 0 0 100 3,150 3,252 3,250 3,352: 262 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 25: 0 0 50 50 50 100 100: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 2.8 89.7 92.6 92.5 95.4: 7.5 4.6
Old : 100.0: 0.0 0.0 2.8 89.7 92.6 92.5 95.4: 7.5 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 : 25: 0 0 2 18 18 20 20:
Old : 25: 0 0 2 18 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 57.3 66.6 75.1 24.7 42.0 37.4 50.5
Old : 47.8 57.3 66.6 75.1 24.7 42.0 37.4 50.5
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 26, 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 : 8,591: 353 322 498 7,408 7,522 8,259 8,342: 332 249
Old : 8,591: 353 322 498 7,408 7,522 8,259 8,342: 332 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 225: 0 0 0 225 275 225 275: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 3.7 5.8 86.2 87.6 96.1 97.1: 3.9 2.9
Old : 100.0: 4.1 3.7 5.8 86.2 87.6 96.1 97.1: 3.9 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 : 41: 2 1 2 29 31 33 33:
Old : 41: 2 1 2 29 31 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 41.7 61.6 58.8 33.7 30.8 46.4 43.4
Old : 39.6 41.7 61.6 58.8 33.7 30.8 46.4 43.4
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 26, 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 : 3,075: 0 0 0 2,400 2,559 2,400 2,559: 675 516
Old : 3,075: 0 0 0 2,400 2,559 2,400 2,559: 675 516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -72: 0 0 0 -32 -37 -32 -37: -40 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 78.0 83.2 78.0 83.2: 22.0 16.8
Old : 100.0: 0.0 0.0 0.0 78.0 83.2 78.0 83.2: 22.0 16.8
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 : 23: 0 0 0 20 20 20 20:
Old : 23: 0 0 0 20 20 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 : 36.5 41.1 56.9 62.4 26.3 27.9 39.2 42.9
Old : 36.5 41.1 56.9 62.4 26.3 27.9 39.2 42.9
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 26, 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 : 239,979: 26,726 33,133 29,249 150,506 145,158 206,482 207,540: 33,497 32,439
Old : 239,979: 26,726 33,133 29,249 150,506 145,158 206,482 207,540: 33,497 32,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -2,458: 261 3,576 -5,397 4,362 990 -774 -832: -1,684 -1,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 13.8 12.2 62.7 60.5 86.0 86.5: 14.0 13.5
Old : 100.0: 11.1 13.8 12.2 62.7 60.5 86.0 86.5: 14.0 13.5
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 : 142: 27 38 34 64 67 109 126:
Old : 142: 27 38 34 64 67 109 126:
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 : 29.5 23.7 41.9 33.2 18.5 11.2 26.6 17.4
Old : 29.5 23.7 41.9 33.2 18.5 11.2 26.6 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 1,311,746: 98,833 107,899 575,758 561,390 591,759 1,235,981 1,275,416: 75,766 36,330
Old : 1,311,746: 98,833 107,899 575,758 561,390 591,759 1,235,981 1,275,416: 75,766 36,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -54,645: -8,693 -2,548 -32,894 -13,442 -15,411 -55,029 -50,854: 384 -3,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 8.2 43.9 42.8 45.1 94.2 97.2: 5.8 2.8
Old : 100.0: 7.5 8.2 43.9 42.8 45.1 94.2 97.2: 5.8 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 : 225: 53 80 88 87 80 192 199:
Old : 225: 53 80 88 87 80 192 199:
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 : 35.3 32.4 49.3 49.9 8.1 7.1 10.3 10.2
Old : 35.3 32.4 49.3 49.9 8.1 7.1 10.3 10.2
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 26, 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 : 94,056: 1,493 10,559 4,275 78,733 69,041 84,501 83,875: 9,555 10,181
Old : 94,056: 1,493 10,559 4,275 78,733 69,041 84,501 83,875: 9,555 10,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 10,467: -2,546 10,559 -2,094 15,785 2,276 11,145 10,741: -678 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 11.2 4.5 83.7 73.4 89.8 89.2: 10.2 10.8
Old : 100.0: 1.6 11.2 4.5 83.7 73.4 89.8 89.2: 10.2 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 2 23 24 25 26:
Old : 28: 1 1 2 23 24 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 39.4 65.9 63.3 39.7 34.2 50.0 49.9
Old : 46.7 39.4 65.9 63.3 39.7 34.2 50.0 49.9
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 26, 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 : 43,973: 660 1,097 1,660 32,285 30,385 34,605 33,142: 9,368 10,831
Old : 43,973: 660 1,097 1,660 32,285 30,385 34,605 33,142: 9,368 10,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 86: -560 1,097 -86 720 -2,265 74 -1,254: 12 1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 2.5 3.8 73.4 69.1 78.7 75.4: 21.3 24.6
Old : 100.0: 1.5 2.5 3.8 73.4 69.1 78.7 75.4: 21.3 24.6
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 : 29: 1 2 2 20 19 23 21:
Old : 29: 1 2 2 20 19 23 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 : 35.5 35.2 54.1 53.4 35.5 30.8 50.5 45.3
Old : 35.5 35.2 54.1 53.4 35.5 30.8 50.5 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 130,497: 5,691 496 1,878 117,376 119,343 124,945 121,717: 5,552 8,780
Old : 130,497: 5,691 496 1,878 117,376 119,343 124,945 121,717: 5,552 8,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 1,237: 623 0 0 248 1,344 871 1,344: 366 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.4 1.4 89.9 91.5 95.7 93.3: 4.3 6.7
Old : 100.0: 4.4 0.4 1.4 89.9 91.5 95.7 93.3: 4.3 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 : 44: 2 1 1 27 31 29 33:
Old : 44: 2 1 1 27 31 29 33:
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 : 53.3 55.5 70.3 70.7 52.0 53.7 67.5 68.9
Old : 53.3 55.5 70.3 70.7 52.0 53.7 67.5 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 71,011: 17,422 0 0 41,306 59,797 58,728 59,797: 12,283 11,214
Old : 71,011: 17,422 0 0 41,306 59,797 58,728 59,797: 12,283 11,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 1,498: 0 0 0 1,120 4,606 1,120 4,606: 378 -3,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 0.0 0.0 58.2 84.2 82.7 84.2: 17.3 15.8
Old : 100.0: 24.5 0.0 0.0 58.2 84.2 82.7 84.2: 17.3 15.8
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: 2 0 0 17 16 19 16:
Old : 24: 2 0 0 17 16 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 : 48.2 55.2 68.6 70.5 47.2 53.1 66.9 65.3
Old : 48.2 55.2 68.6 70.5 47.2 53.1 66.9 65.3
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 26, 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 : 76,100: 5,432 2,127 5,011 59,183 64,154 69,626 71,292: 6,474 4,808
Old : 76,100: 5,432 2,127 5,011 59,183 64,154 69,626 71,292: 6,474 4,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 2,265: 2,684 470 635 -629 1,894 2,690 2,999: -425 -734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 2.8 6.6 77.8 84.3 91.5 93.7: 8.5 6.3
Old : 100.0: 7.1 2.8 6.6 77.8 84.3 91.5 93.7: 8.5 6.3
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 : 26: 2 2 4 18 19 22 23:
Old : 26: 2 2 4 18 19 22 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 : 59.5 44.1 77.1 67.2 46.1 38.7 57.5 52.9
Old : 59.5 44.1 77.1 67.2 46.1 38.7 57.5 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 with Delta-adjusted Options and Futures Combined, December 26, 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 : 64,754: 5,093 0 2,329 50,037 52,743 57,459 55,072: 7,295 9,682
Old : 64,754: 5,093 0 2,329 50,037 52,743 57,459 55,072: 7,295 9,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -215: 202 0 -83 -479 981 -360 898: 145 -1,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 3.6 77.3 81.5 88.7 85.0: 11.3 15.0
Old : 100.0: 7.9 0.0 3.6 77.3 81.5 88.7 85.0: 11.3 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 2 20 20 23 22:
Old : 27: 3 0 2 20 20 23 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 : 63.5 35.5 76.4 55.9 58.1 30.9 62.7 46.6
Old : 63.5 35.5 76.4 55.9 58.1 30.9 62.7 46.6
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 26, 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 : 100,600: 3,778 4,506 3,694 84,083 84,691 91,555 92,891: 9,045 7,709
Old : 100,600: 3,778 4,506 3,694 84,083 84,691 91,555 92,891: 9,045 7,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -25: 0 -155 728 -756 677 -28 1,250: 3 -1,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 4.5 3.7 83.6 84.2 91.0 92.3: 9.0 7.7
Old : 100.0: 3.8 4.5 3.7 83.6 84.2 91.0 92.3: 9.0 7.7
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 : 43: 1 3 3 30 29 34 32:
Old : 43: 1 3 3 30 29 34 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 : 32.4 34.3 49.6 53.9 18.0 25.3 31.9 37.7
Old : 32.4 34.3 49.6 53.9 18.0 25.3 31.9 37.7
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 26, 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 : 77,360: 0 4,692 1,435 64,513 64,134 65,948 70,261: 11,412 7,099
Old : 77,360: 0 4,692 1,435 64,513 64,134 65,948 70,261: 11,412 7,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 949: 0 519 -730 215 1,005 -515 794: 1,464 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 1.9 83.4 82.9 85.2 90.8: 14.8 9.2
Old : 100.0: 0.0 6.1 1.9 83.4 82.9 85.2 90.8: 14.8 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 : 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 : 42.0 48.7 63.6 73.9 34.5 45.5 52.0 65.3
Old : 42.0 48.7 63.6 73.9 34.5 45.5 52.0 65.3
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 26, 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 : 67,131: 5,992 3,976 0 52,158 57,603 58,150 61,579: 8,981 5,552
Old : 67,131: 5,992 3,976 0 52,158 57,603 58,150 61,579: 8,981 5,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -310: 0 0 0 -400 -248 -400 -248: 90 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.9 0.0 77.7 85.8 86.6 91.7: 13.4 8.3
Old : 100.0: 8.9 5.9 0.0 77.7 85.8 86.6 91.7: 13.4 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 : 48.9 43.9 65.5 66.5 38.7 41.1 51.9 55.7
Old : 48.9 43.9 65.5 66.5 38.7 41.1 51.9 55.7
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 26, 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 : 92,932: 1,526 4,681 4,618 74,345 75,924 80,489 85,223: 12,443 7,709
Old : 92,932: 1,526 4,681 4,618 74,345 75,924 80,489 85,223: 12,443 7,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -1,085: -230 -4,272 1,505 -2,332 1,493 -1,057 -1,274: -28 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 5.0 5.0 80.0 81.7 86.6 91.7: 13.4 8.3
Old : 100.0: 1.6 5.0 5.0 80.0 81.7 86.6 91.7: 13.4 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 : 36: 3 1 2 28 23 31 26:
Old : 36: 3 1 2 28 23 31 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 : 28.5 39.2 49.2 61.0 26.0 29.2 41.4 44.0
Old : 28.5 39.2 49.2 61.0 26.0 29.2 41.4 44.0
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 26, 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 : 63,004: 0 6,279 853 46,466 50,540 47,319 57,672: 15,685 5,332
Old : 63,004: 0 6,279 853 46,466 50,540 47,319 57,672: 15,685 5,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 1,568: 0 120 46 1,486 1,340 1,532 1,506: 36 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.0 1.4 73.8 80.2 75.1 91.5: 24.9 8.5
Old : 100.0: 0.0 10.0 1.4 73.8 80.2 75.1 91.5: 24.9 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 : 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 : 39.2 45.6 58.6 73.5 38.4 43.4 56.7 70.7
Old : 39.2 45.6 58.6 73.5 38.4 43.4 56.7 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 39,552: 4,104 0 236 34,176 36,905 38,516 37,141: 1,036 2,411
Old : 39,552: 4,104 0 236 34,176 36,905 38,516 37,141: 1,036 2,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.0 0.6 86.4 93.3 97.4 93.9: 2.6 6.1
Old : 100.0: 10.4 0.0 0.6 86.4 93.3 97.4 93.9: 2.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 0 1 11 16 17 17:
Old : 28: 6 0 1 11 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.1 74.9 89.7 86.9 49.8 40.2 55.6 51.3
Old : 81.1 74.9 89.7 86.9 49.8 40.2 55.6 51.3
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 26, 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 : 25,849: 1,240 1,061 0 24,051 23,796 25,291 24,857: 558 992
Old : 25,849: 1,240 1,061 0 24,051 23,796 25,291 24,857: 558 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 1,302: 620 0 0 744 806 1,364 806: -62 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.1 0.0 93.0 92.1 97.8 96.2: 2.2 3.8
Old : 100.0: 4.8 4.1 0.0 93.0 92.1 97.8 96.2: 2.2 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 : 28: 3 2 0 15 14 18 16:
Old : 28: 3 2 0 15 14 18 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 : 58.5 71.7 80.3 85.0 57.0 63.0 71.9 73.2
Old : 58.5 71.7 80.3 85.0 57.0 63.0 71.9 73.2
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 26, 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 : 198,820: 4,558 12,334 22,328 155,943 156,638 182,829 191,300: 15,991 7,520
Old : 198,820: 4,558 12,334 22,328 155,943 156,638 182,829 191,300: 15,991 7,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 2,764: 525 1,224 -196 2,132 1,583 2,461 2,611: 303 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 6.2 11.2 78.4 78.8 92.0 96.2: 8.0 3.8
Old : 100.0: 2.3 6.2 11.2 78.4 78.8 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 : 33.8 36.1 53.1 53.4 29.1 20.9 39.3 32.1
Old : 33.8 36.1 53.1 53.4 29.1 20.9 39.3 32.1
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 26, 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 : 88,808: 4,604 1,644 2,608 72,257 76,578 79,469 80,830: 9,339 7,978
Old : 88,808: 4,604 1,644 2,608 72,257 76,578 79,469 80,830: 9,339 7,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 2,304: 1,741 0 362 41 2,872 2,144 3,234: 160 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.9 2.9 81.4 86.2 89.5 91.0: 10.5 9.0
Old : 100.0: 5.2 1.9 2.9 81.4 86.2 89.5 91.0: 10.5 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 : 37: 3 1 3 25 25 29 28:
Old : 37: 3 1 3 25 25 29 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 : 43.8 48.3 62.0 64.2 40.9 48.1 56.2 61.3
Old : 43.8 48.3 62.0 64.2 40.9 48.1 56.2 61.3
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 26, 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 : 61,465: 4,475 0 0 54,976 54,763 59,451 54,763: 2,014 6,702
Old : 61,465: 4,475 0 0 54,976 54,763 59,451 54,763: 2,014 6,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 3,447: 2,728 -248 0 1,023 4,061 3,751 3,813: -304 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 0.0 89.4 89.1 96.7 89.1: 3.3 10.9
Old : 100.0: 7.3 0.0 0.0 89.4 89.1 96.7 89.1: 3.3 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 : 35: 6 0 0 14 24 20 24:
Old : 35: 6 0 0 14 24 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 : 79.3 41.9 88.9 63.6 61.8 35.9 67.8 50.1
Old : 79.3 41.9 88.9 63.6 61.8 35.9 67.8 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 293,850: 14,124 1,696 6,693 263,057 278,251 283,874 286,640: 9,976 7,210
Old : 293,850: 14,124 1,696 6,693 263,057 278,251 283,874 286,640: 9,976 7,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 3,736: 1,309 0 271 3,997 4,386 5,577 4,657: -1,841 -921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.6 2.3 89.5 94.7 96.6 97.5: 3.4 2.5
Old : 100.0: 4.8 0.6 2.3 89.5 94.7 96.6 97.5: 3.4 2.5
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 : 58: 6 1 6 43 43 50 49:
Old : 58: 6 1 6 43 43 50 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 48.4 57.9 64.1 38.1 45.5 51.9 59.3
Old : 42.0 48.4 57.9 64.1 38.1 45.5 51.9 59.3
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 26, 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 : 162,444: 10,941 7,505 12,622 127,523 136,497 151,086 156,624: 11,358 5,820
Old : 162,444: 10,941 7,505 12,622 127,523 136,497 151,086 156,624: 11,358 5,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -5,346: -3,210 1,234 -3,111 3,454 -1,493 -2,867 -3,370: -2,479 -1,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 4.6 7.8 78.5 84.0 93.0 96.4: 7.0 3.6
Old : 100.0: 6.7 4.6 7.8 78.5 84.0 93.0 96.4: 7.0 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 : 46: 2 4 4 37 34 41 40:
Old : 46: 2 4 4 37 34 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 43.9 49.1 60.1 26.9 37.4 37.3 46.1
Old : 31.4 43.9 49.1 60.1 26.9 37.4 37.3 46.1
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 26, 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 : 173,289: 0 4,989 4,789 155,077 149,905 159,866 159,683: 13,423 13,606
Old : 173,289: 0 4,989 4,789 155,077 149,905 159,866 159,683: 13,423 13,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 576: -909 -927 266 3,547 4,429 2,904 3,768: -2,328 -3,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 2.8 89.5 86.5 92.3 92.1: 7.7 7.9
Old : 100.0: 0.0 2.9 2.8 89.5 86.5 92.3 92.1: 7.7 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 0 4 2 38 35 40 39:
Old : 48: 0 4 2 38 35 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 46.0 51.0 63.2 31.8 45.0 49.8 58.9
Old : 32.5 46.0 51.0 63.2 31.8 45.0 49.8 58.9
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 26, 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 : 234,687: 60,722 1,862 12,533 147,363 208,023 220,618 222,418: 14,069 12,269
Old : 234,687: 60,722 1,862 12,533 147,363 208,023 220,618 222,418: 14,069 12,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 5,057: 3,344 162 601 490 3,056 4,435 3,819: 622 1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 0.8 5.3 62.8 88.6 94.0 94.8: 6.0 5.2
Old : 100.0: 25.9 0.8 5.3 62.8 88.6 94.0 94.8: 6.0 5.2
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 : 50: 8 2 7 34 38 43 46:
Old : 50: 8 2 7 34 38 43 46:
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 : 35.0 40.3 49.6 59.1 29.7 32.5 41.2 41.6
Old : 35.0 40.3 49.6 59.1 29.7 32.5 41.2 41.6
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 26, 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 : 54,917: 0 2,089 0 47,382 44,359 47,382 46,448: 7,535 8,469
Old : 54,917: 0 2,089 0 47,382 44,359 47,382 46,448: 7,535 8,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 1,408: 0 0 0 412 1,960 412 1,960: 996 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 0.0 86.3 80.8 86.3 84.6: 13.7 15.4
Old : 100.0: 0.0 3.8 0.0 86.3 80.8 86.3 84.6: 13.7 15.4
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 : 29: 0 1 0 23 22 23 23:
Old : 29: 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 : 44.9 33.6 62.6 52.4 42.6 24.6 55.5 38.5
Old : 44.9 33.6 62.6 52.4 42.6 24.6 55.5 38.5
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 26, 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 : 3,085,595: 153,335 182,362 1,121,192 1,788,364 1,771,286 3,062,891 3,074,840: 22,704 10,755
Old : 3,085,595: 153,335 182,362 1,121,192 1,788,364 1,771,286 3,062,891 3,074,840: 22,704 10,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 8,431: 4,887 3,183 -998 14,852 8,809 18,741 10,994: -10,310 -2,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.9 36.3 58.0 57.4 99.3 99.7: 0.7 0.3
Old : 100.0: 5.0 5.9 36.3 58.0 57.4 99.3 99.7: 0.7 0.3
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 : 171: 26 27 49 115 95 168 146:
Old : 171: 26 27 49 115 95 168 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 45.5 49.9 57.8 10.7 16.6 13.8 19.8
Old : 37.1 45.5 49.9 57.8 10.7 16.6 13.8 19.8
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 26, 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 : 844,213: 168,540 70,616 198,806 467,676 564,495 835,022 833,917: 9,191 10,296
Old : 844,213: 168,540 70,616 198,806 467,676 564,495 835,022 833,917: 9,191 10,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 9,931: -14,728 422 561 18,741 3,616 4,574 4,599: 5,357 5,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 8.4 23.5 55.4 66.9 98.9 98.8: 1.1 1.2
Old : 100.0: 20.0 8.4 23.5 55.4 66.9 98.9 98.8: 1.1 1.2
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 : 70: 16 13 25 40 38 68 64:
Old : 70: 16 13 25 40 38 68 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 41.1 65.6 61.5 19.8 20.1 28.6 27.3
Old : 44.9 41.1 65.6 61.5 19.8 20.1 28.6 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 84,694: 3,426 1,480 3,102 77,238 79,567 83,766 84,149: 927 545
Old : 84,694: 3,426 1,480 3,102 77,238 79,567 83,766 84,149: 927 545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 2,266: -37 140 6 2,408 2,234 2,377 2,380: -111 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.7 3.7 91.2 93.9 98.9 99.4: 1.1 0.6
Old : 100.0: 4.0 1.7 3.7 91.2 93.9 98.9 99.4: 1.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 5 5 39 38 48 45:
Old : 55: 6 5 5 39 38 48 45:
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 : 45.5 46.4 67.1 69.2 19.3 21.4 24.3 30.3
Old : 45.5 46.4 67.1 69.2 19.3 21.4 24.3 30.3
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 26, 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 : 22,153: 778 382 758 20,577 20,698 22,113 21,838: 40 315
Old : 22,153: 778 382 758 20,577 20,698 22,113 21,838: 40 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 38: 0 0 0 38 38 38 38: 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 : 65.7 72.8 86.7 87.7 43.3 55.2 57.3 61.5
Old : 65.7 72.8 86.7 87.7 43.3 55.2 57.3 61.5
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 26, 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 19, 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 26, 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 19, 2006 :
: 0: 0 0 0 0 0 0 0: 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 26, 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 : 19,570: 60 1,152 776 18,438 17,602 19,274 19,530: 296 40
Old : 19,570: 60 1,152 776 18,438 17,602 19,274 19,530: 296 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : 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 : 31: 1 3 1 21 22 23 25:
Old : 31: 1 3 1 21 22 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 50.1 81.8 73.7 47.4 41.3 61.6 55.4
Old : 63.7 50.1 81.8 73.7 47.4 41.3 61.6 55.4
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 26, 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: 0 902 224 14,350 14,218 14,574 15,344: 1,060 290
Old : 15,634: 0 902 224 14,350 14,218 14,574 15,344: 1,060 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 0: -60 420 60 0 -480 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.8 1.4 91.8 90.9 93.2 98.1: 6.8 1.9
Old : 100.0: 0.0 5.8 1.4 91.8 90.9 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: 0 2 2 16 15 18 17:
Old : 22: 0 2 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 79.5 73.0 91.1 48.2 73.8 67.0 83.1
Old : 52.1 79.5 73.0 91.1 48.2 73.8 67.0 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 25,954: 1,740 80 300 22,539 24,672 24,579 25,052: 1,375 902
Old : 25,954: 1,740 80 300 22,539 24,672 24,579 25,052: 1,375 902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 40: 0 0 0 40 40 40 40: 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 50.1 61.3 76.3 28.8 40.3 44.4 54.8
Old : 39.5 50.1 61.3 76.3 28.8 40.3 44.4 54.8
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 26, 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 : 25,894: 60 1,312 1,780 23,330 22,600 25,170 25,692: 724 202
Old : 25,894: 60 1,312 1,780 23,330 22,600 25,170 25,692: 724 202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -240: 0 0 0 -378 -240 -378 -240: 138 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.1 6.9 90.1 87.3 97.2 99.2: 2.8 0.8
Old : 100.0: 0.2 5.1 6.9 90.1 87.3 97.2 99.2: 2.8 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 : 23: 1 2 1 16 14 18 16:
Old : 23: 1 2 1 16 14 18 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 : 62.7 57.4 82.5 81.2 42.6 47.6 54.3 58.3
Old : 62.7 57.4 82.5 81.2 42.6 47.6 54.3 58.3
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 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,014: 100 596 636 11,064 10,450 11,800 11,682: 214 332
Old : 12,014: 100 596 636 11,064 10,450 11,800 11,682: 214 332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 166: 100 0 20 58 236 178 256: -12 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 5.0 5.3 92.1 87.0 98.2 97.2: 1.8 2.8
Old : 100.0: 0.8 5.0 5.3 92.1 87.0 98.2 97.2: 1.8 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 : 22: 1 1 2 18 14 20 16:
Old : 22: 1 1 2 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 : 62.3 62.1 82.0 83.8 56.2 51.2 66.4 63.7
Old : 62.3 62.1 82.0 83.8 56.2 51.2 66.4 63.7
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 26, 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 : 1,866,730: 173,180 134,075 493,751 1,130,525 1,154,446 1,797,456 1,782,271: 69,274 84,459
Old : 1,866,730: 173,180 134,075 493,751 1,130,525 1,154,446 1,797,456 1,782,271: 69,274 84,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 40,740: 3,700 5,408 9,452 23,899 23,586 37,051 38,447: 3,689 2,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.2 26.5 60.6 61.8 96.3 95.5: 3.7 4.5
Old : 100.0: 9.3 7.2 26.5 60.6 61.8 96.3 95.5: 3.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 103 97 137 90 93 263 275:
Old : 323: 103 97 137 90 93 263 275:
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 : 22.4 22.5 32.7 32.2 7.1 4.6 10.6 7.0
Old : 22.4 22.5 32.7 32.2 7.1 4.6 10.6 7.0
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 26, 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 : 31,445: 2,502 9,003 5,270 19,123 11,142 26,895 25,415: 4,550 6,030
Old : 31,445: 2,502 9,003 5,270 19,123 11,142 26,895 25,415: 4,550 6,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 719: 64 151 5 488 474 557 630: 162 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 28.6 16.8 60.8 35.4 85.5 80.8: 14.5 19.2
Old : 100.0: 8.0 28.6 16.8 60.8 35.4 85.5 80.8: 14.5 19.2
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: 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 : 32.5 32.7 53.7 48.9 23.5 26.2 34.6 35.5
Old : 32.5 32.7 53.7 48.9 23.5 26.2 34.6 35.5
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 26, 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 : 11,332: 4,545 2,684 10 4,341 8,224 8,896 10,918: 2,436 414
Old : 11,332: 4,545 2,684 10 4,341 8,224 8,896 10,918: 2,436 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 147: 41 84 -38 103 104 106 150: 41 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 23.7 0.1 38.3 72.6 78.5 96.3: 21.5 3.7
Old : 100.0: 40.1 23.7 0.1 38.3 72.6 78.5 96.3: 21.5 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 : 91: 44 10 2 15 23 61 33:
Old : 91: 44 10 2 15 23 61 33:
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 : 40.8 40.1 49.3 65.8 40.8 40.1 49.3 65.8
Old : 40.8 40.1 49.3 65.8 40.8 40.1 49.3 65.8
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 26, 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 : 8,549: 2,743 1,031 426 2,581 5,959 5,750 7,416: 2,799 1,133
Old : 8,549: 2,743 1,031 426 2,581 5,959 5,750 7,416: 2,799 1,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 382: -234 83 137 285 249 188 469: 194 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 12.1 5.0 30.2 69.7 67.3 86.7: 32.7 13.3
Old : 100.0: 32.1 12.1 5.0 30.2 69.7 67.3 86.7: 32.7 13.3
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 : 64: 20 6 4 17 23 41 32:
Old : 64: 20 6 4 17 23 41 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 : 19.6 33.6 33.5 53.0 19.6 33.5 33.5 52.9
Old : 19.6 33.6 33.5 53.0 19.6 33.5 33.5 52.9
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 26, 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 : 154,602: 25,378 14,450 7,620 101,847 117,999 134,845 140,070: 19,757 14,532
Old : 154,602: 25,378 14,450 7,620 101,847 117,999 134,845 140,070: 19,757 14,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 6,299: -125 5,159 -988 7,598 1,233 6,486 5,403: -187 895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 9.3 4.9 65.9 76.3 87.2 90.6: 12.8 9.4
Old : 100.0: 16.4 9.3 4.9 65.9 76.3 87.2 90.6: 12.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 37 20 17 74 79 120 110:
Old : 148: 37 20 17 74 79 120 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 20.5 37.3 34.0 19.9 16.7 28.3 25.5
Old : 27.0 20.5 37.3 34.0 19.9 16.7 28.3 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2006