GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,710: 0 0 100 2,435 2,265 2,535 2,365: 175 345
Old : 2,710: 0 0 100 2,435 2,265 2,535 2,365: 175 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -802: 0 0 0 -715 -987 -715 -987: -87 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 3.7 89.9 83.6 93.5 87.3: 6.5 12.7
Old : 100.0: 0.0 0.0 3.7 89.9 83.6 93.5 87.3: 6.5 12.7
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 2 14 16 16 18:
Old : 24: 0 0 2 14 16 16 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 : 65.5 51.7 80.6 68.3 63.7 48.0 76.4 61.8
Old : 65.5 51.7 80.6 68.3 63.7 48.0 76.4 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,513: 25 322 473 6,835 6,448 7,333 7,243: 180 270
Old : 7,513: 25 322 473 6,835 6,448 7,333 7,243: 180 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -1,078: -328 0 -25 -573 -1,074 -926 -1,099: -152 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 4.3 6.3 91.0 85.8 97.6 96.4: 2.4 3.6
Old : 100.0: 0.3 4.3 6.3 91.0 85.8 97.6 96.4: 2.4 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: 1 1 1 29 28 31 29:
Old : 39: 1 1 1 29 28 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 41.2 59.2 59.4 32.1 29.0 42.9 42.9
Old : 37.2 41.2 59.2 59.4 32.1 29.0 42.9 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 - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 219,119: 29,981 39,095 15,888 143,145 131,635 189,014 186,618: 30,105 32,501
Old : 219,119: 29,981 39,095 15,888 143,145 131,635 189,014 186,618: 30,105 32,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -512: 251 6,038 -1,198 1,089 -7,388 142 -2,548: -654 2,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 17.8 7.3 65.3 60.1 86.3 85.2: 13.7 14.8
Old : 100.0: 13.7 17.8 7.3 65.3 60.1 86.3 85.2: 13.7 14.8
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 : 143: 30 41 33 59 63 104 125:
Old : 143: 30 41 33 59 63 104 125:
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 23.4 45.7 33.3 21.2 12.3 29.6 18.7
Old : 32.4 23.4 45.7 33.3 21.2 12.3 29.6 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 875,621: 110,386 97,986 342,828 359,028 397,590 812,242 838,404: 63,379 37,217
Old : 875,621: 110,386 97,986 342,828 359,028 397,590 812,242 838,404: 63,379 37,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -1,201: 4,484 1,559 5,224 -3,131 -12,242 6,577 -5,459: -7,778 4,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.2 39.2 41.0 45.4 92.8 95.7: 7.2 4.3
Old : 100.0: 12.6 11.2 39.2 41.0 45.4 92.8 95.7: 7.2 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 51 69 72 80 68 172 172:
Old : 210: 51 69 72 80 68 172 172:
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 34.2 51.1 50.3 13.0 11.8 16.5 16.6
Old : 39.5 34.2 51.1 50.3 13.0 11.8 16.5 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 90,260: 1,208 11,365 3,729 75,428 64,865 80,365 79,959: 9,895 10,301
Old : 90,260: 1,208 11,365 3,729 75,428 64,865 80,365 79,959: 9,895 10,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -3,796: -285 806 -546 -3,305 -4,176 -4,136 -3,916: 340 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 12.6 4.1 83.6 71.9 89.0 88.6: 11.0 11.4
Old : 100.0: 1.3 12.6 4.1 83.6 71.9 89.0 88.6: 11.0 11.4
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 : 26: 1 1 2 21 22 23 24:
Old : 26: 1 1 2 21 22 23 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 : 48.1 40.2 67.3 62.8 41.2 37.4 51.3 50.8
Old : 48.1 40.2 67.3 62.8 41.2 37.4 51.3 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,219: 430 2,245 813 29,275 24,879 30,518 27,937: 8,701 11,282
Old : 39,219: 430 2,245 813 29,275 24,879 30,518 27,937: 8,701 11,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -4,754: -230 1,148 -847 -3,010 -5,506 -4,087 -5,205: -667 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.7 2.1 74.6 63.4 77.8 71.2: 22.2 28.8
Old : 100.0: 1.1 5.7 2.1 74.6 63.4 77.8 71.2: 22.2 28.8
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 : 26: 1 1 1 18 18 20 19:
Old : 26: 1 1 1 18 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 35.8 57.4 55.3 38.6 30.3 55.6 47.6
Old : 38.9 35.8 57.4 55.3 38.6 30.3 55.6 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 121,431: 4,823 0 1,754 108,737 110,686 115,314 112,440: 6,117 8,991
Old : 121,431: 4,823 0 1,754 108,737 110,686 115,314 112,440: 6,117 8,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -9,066: -868 -496 -124 -8,639 -8,657 -9,631 -9,277: 565 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 1.4 89.5 91.2 95.0 92.6: 5.0 7.4
Old : 100.0: 4.0 0.0 1.4 89.5 91.2 95.0 92.6: 5.0 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 0 1 27 30 29 31:
Old : 42: 2 0 1 27 30 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 57.3 74.4 71.3 55.4 56.1 71.7 70.1
Old : 56.6 57.3 74.4 71.3 55.4 56.1 71.7 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 67,431: 17,422 0 0 37,161 55,143 54,583 55,143: 12,848 12,288
Old : 67,431: 17,422 0 0 37,161 55,143 54,583 55,143: 12,848 12,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -3,580: 0 0 0 -4,145 -4,654 -4,145 -4,654: 565 1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 0.0 0.0 55.1 81.8 80.9 81.8: 19.1 18.2
Old : 100.0: 25.8 0.0 0.0 55.1 81.8 80.9 81.8: 19.1 18.2
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 : 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 : 50.2 54.9 69.6 73.1 49.1 53.5 67.8 67.1
Old : 50.2 54.9 69.6 73.1 49.1 53.5 67.8 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,530: 8,012 2,121 3,340 54,673 62,490 66,025 67,951: 6,505 4,579
Old : 72,530: 8,012 2,121 3,340 54,673 62,490 66,025 67,951: 6,505 4,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -3,570: 2,580 -6 -1,671 -4,510 -1,664 -3,601 -3,341: 31 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 2.9 4.6 75.4 86.2 91.0 93.7: 9.0 6.3
Old : 100.0: 11.0 2.9 4.6 75.4 86.2 91.0 93.7: 9.0 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 : 25: 2 2 4 18 18 22 22:
Old : 25: 2 2 4 18 18 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 : 60.0 47.8 77.8 71.5 48.9 41.2 59.4 57.2
Old : 60.0 47.8 77.8 71.5 48.9 41.2 59.4 57.2
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 - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 59,189: 3,912 206 1,708 46,811 47,631 52,431 49,545: 6,758 9,644
Old : 59,189: 3,912 206 1,708 46,811 47,631 52,431 49,545: 6,758 9,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -5,565: -1,181 206 -621 -3,226 -5,112 -5,028 -5,527: -537 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.3 2.9 79.1 80.5 88.6 83.7: 11.4 16.3
Old : 100.0: 6.6 0.3 2.9 79.1 80.5 88.6 83.7: 11.4 16.3
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 : 24: 1 1 2 16 18 18 20:
Old : 24: 1 1 2 16 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 37.0 79.4 57.5 61.2 33.9 67.7 49.9
Old : 65.8 37.0 79.4 57.5 61.2 33.9 67.7 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 92,593: 3,468 4,079 2,764 78,643 78,076 84,875 84,919: 7,718 7,674
Old : 92,593: 3,468 4,079 2,764 78,643 78,076 84,875 84,919: 7,718 7,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -8,007: -310 -427 -930 -5,440 -6,615 -6,680 -7,972: -1,327 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 4.4 3.0 84.9 84.3 91.7 91.7: 8.3 8.3
Old : 100.0: 3.7 4.4 3.0 84.9 84.3 91.7 91.7: 8.3 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 : 40: 1 2 2 28 27 31 29:
Old : 40: 1 2 2 28 27 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 32.9 53.5 51.7 21.2 22.5 34.4 36.5
Old : 34.6 32.9 53.5 51.7 21.2 22.5 34.4 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 73,847: 0 5,538 1,250 60,150 59,397 61,400 66,185: 12,447 7,662
Old : 73,847: 0 5,538 1,250 60,150 59,397 61,400 66,185: 12,447 7,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -3,513: 0 846 -185 -4,363 -4,737 -4,548 -4,076: 1,035 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.5 1.7 81.5 80.4 83.1 89.6: 16.9 10.4
Old : 100.0: 0.0 7.5 1.7 81.5 80.4 83.1 89.6: 16.9 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 18 14 19 15:
Old : 23: 0 1 1 18 14 19 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 : 42.5 50.4 64.0 76.2 34.7 46.3 51.7 67.0
Old : 42.5 50.4 64.0 76.2 34.7 46.3 51.7 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,658: 6,364 3,542 0 47,655 52,896 54,019 56,438: 8,639 6,220
Old : 62,658: 6,364 3,542 0 47,655 52,896 54,019 56,438: 8,639 6,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -4,473: 372 -434 0 -4,503 -4,707 -4,131 -5,141: -342 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 5.7 0.0 76.1 84.4 86.2 90.1: 13.8 9.9
Old : 100.0: 10.2 5.7 0.0 76.1 84.4 86.2 90.1: 13.8 9.9
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 : 27: 2 1 0 19 18 21 19:
Old : 27: 2 1 0 19 18 21 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 : 50.9 47.1 66.2 70.2 40.0 43.2 50.9 57.4
Old : 50.9 47.1 66.2 70.2 40.0 43.2 50.9 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 89,414: 6,929 3,924 1,996 67,943 74,527 76,868 80,447: 12,546 8,967
Old : 89,414: 6,929 3,924 1,996 67,943 74,527 76,868 80,447: 12,546 8,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -3,518: 5,403 -757 -2,622 -6,402 -1,397 -3,621 -4,776: 103 1,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 4.4 2.2 76.0 83.4 86.0 90.0: 14.0 10.0
Old : 100.0: 7.7 4.4 2.2 76.0 83.4 86.0 90.0: 14.0 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 1 2 26 22 29 25:
Old : 35: 3 1 2 26 22 29 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 : 29.8 45.1 51.5 64.0 25.6 34.0 44.2 48.4
Old : 29.8 45.1 51.5 64.0 25.6 34.0 44.2 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,874: 0 6,242 873 43,418 47,130 44,291 54,245: 14,583 4,629
Old : 58,874: 0 6,242 873 43,418 47,130 44,291 54,245: 14,583 4,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -4,130: 0 -37 20 -3,048 -3,410 -3,028 -3,427: -1,102 -703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.6 1.5 73.7 80.1 75.2 92.1: 24.8 7.9
Old : 100.0: 0.0 10.6 1.5 73.7 80.1 75.2 92.1: 24.8 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 : 26: 0 2 1 16 15 17 17:
Old : 26: 0 2 1 16 15 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 46.7 59.2 74.4 38.9 44.3 57.5 71.4
Old : 39.9 46.7 59.2 74.4 38.9 44.3 57.5 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 183,078: 3,634 18,135 16,234 146,725 141,828 166,593 176,197: 16,485 6,881
Old : 183,078: 3,634 18,135 16,234 146,725 141,828 166,593 176,197: 16,485 6,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -15,742: -924 5,801 -6,094 -9,218 -14,810 -16,236 -15,103: 494 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 9.9 8.9 80.1 77.5 91.0 96.2: 9.0 3.8
Old : 100.0: 2.0 9.9 8.9 80.1 77.5 91.0 96.2: 9.0 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 : 47: 3 4 5 37 36 43 42:
Old : 47: 3 4 5 37 36 43 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 : 32.9 38.6 52.8 55.8 29.6 25.8 39.6 36.4
Old : 32.9 38.6 52.8 55.8 29.6 25.8 39.6 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 78,267: 2,944 9 1,143 64,201 62,696 68,288 63,848: 9,979 14,419
Old : 78,267: 2,944 9 1,143 64,201 62,696 68,288 63,848: 9,979 14,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -10,541: -1,660 -1,635 -1,465 -8,056 -13,882 -11,181 -16,982: 640 6,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 1.5 82.0 80.1 87.3 81.6: 12.7 18.4
Old : 100.0: 3.8 0.0 1.5 82.0 80.1 87.3 81.6: 12.7 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 2 19 18 21 20:
Old : 28: 1 1 2 19 18 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 51.8 65.8 67.3 45.3 51.6 62.8 64.8
Old : 47.4 51.8 65.8 67.3 45.3 51.6 62.8 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 278,526: 12,863 2,178 7,006 247,236 261,607 267,105 270,791: 11,421 7,735
Old : 278,526: 12,863 2,178 7,006 247,236 261,607 267,105 270,791: 11,421 7,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -15,324: -1,261 482 313 -15,821 -16,644 -16,769 -15,849: 1,445 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.8 2.5 88.8 93.9 95.9 97.2: 4.1 2.8
Old : 100.0: 4.6 0.8 2.5 88.8 93.9 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 : 56: 5 2 6 41 41 47 48:
Old : 56: 5 2 6 41 41 47 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 49.2 58.3 64.6 39.2 47.0 52.2 59.3
Old : 42.9 49.2 58.3 64.6 39.2 47.0 52.2 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 - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 155,318: 10,220 5,793 14,596 117,659 128,446 142,475 148,835: 12,843 6,483
Old : 155,318: 10,220 5,793 14,596 117,659 128,446 142,475 148,835: 12,843 6,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -7,126: -721 -1,712 1,974 -9,864 -8,051 -8,611 -7,789: 1,485 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 3.7 9.4 75.8 82.7 91.7 95.8: 8.3 4.2
Old : 100.0: 6.6 3.7 9.4 75.8 82.7 91.7 95.8: 8.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 4 6 33 31 39 38:
Old : 43: 3 4 6 33 31 39 38:
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 : 31.7 45.0 49.9 62.5 28.6 39.0 37.5 46.7
Old : 31.7 45.0 49.9 62.5 28.6 39.0 37.5 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 - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 161,346: 205 5,317 4,668 140,600 132,409 145,473 142,394: 15,873 18,952
Old : 161,346: 205 5,317 4,668 140,600 132,409 145,473 142,394: 15,873 18,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -11,943: 205 328 -121 -14,477 -17,496 -14,393 -17,289: 2,450 5,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 3.3 2.9 87.1 82.1 90.2 88.3: 9.8 11.7
Old : 100.0: 0.1 3.3 2.9 87.1 82.1 90.2 88.3: 9.8 11.7
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 33 28 36 32:
Old : 43: 1 3 3 33 28 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 47.1 51.0 64.1 31.6 46.0 49.9 59.9
Old : 32.2 47.1 51.0 64.1 31.6 46.0 49.9 59.9
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 - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 225,061: 57,694 3,919 12,716 142,360 196,253 212,770 212,888: 12,291 12,173
Old : 225,061: 57,694 3,919 12,716 142,360 196,253 212,770 212,888: 12,291 12,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -9,626: -3,028 2,057 183 -5,003 -11,770 -7,848 -9,530: -1,778 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 1.7 5.7 63.3 87.2 94.5 94.6: 5.5 5.4
Old : 100.0: 25.6 1.7 5.7 63.3 87.2 94.5 94.6: 5.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 3 6 36 36 44 43:
Old : 48: 6 3 6 36 36 44 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 : 36.4 41.6 50.8 60.1 31.2 33.5 42.1 42.9
Old : 36.4 41.6 50.8 60.1 31.2 33.5 42.1 42.9
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 - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,511: 0 644 0 44,368 42,467 44,368 43,111: 7,143 8,400
Old : 51,511: 0 644 0 44,368 42,467 44,368 43,111: 7,143 8,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -3,406: 0 -1,445 0 -3,014 -1,892 -3,014 -3,337: -392 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 86.1 82.4 86.1 83.7: 13.9 16.3
Old : 100.0: 0.0 1.3 0.0 86.1 82.4 86.1 83.7: 13.9 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 20 20 20 21:
Old : 27: 0 1 0 20 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 35.4 62.8 54.1 44.9 26.0 55.4 39.1
Old : 45.8 35.4 62.8 54.1 44.9 26.0 55.4 39.1
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 - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 2,925,837: 138,689 127,070 1,096,348 1,655,179 1,684,615 2,890,216 2,908,033: 35,621 17,804
Old : 2,925,837: 138,689 127,070 1,096,348 1,655,179 1,684,615 2,890,216 2,908,033: 35,621 17,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -159,758: -14,646 -55,292 -24,844 -133,185 -86,671 -172,675 -166,807: 12,917 7,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 4.3 37.5 56.6 57.6 98.8 99.4: 1.2 0.6
Old : 100.0: 4.7 4.3 37.5 56.6 57.6 98.8 99.4: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 20 27 45 102 90 148 137:
Old : 151: 20 27 45 102 90 148 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 46.3 49.6 57.2 9.5 15.2 12.6 18.5
Old : 37.5 46.3 49.6 57.2 9.5 15.2 12.6 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 760,314: 165,343 85,545 141,108 449,993 529,462 756,444 756,115: 3,870 4,199
Old : 760,314: 165,343 85,545 141,108 449,993 529,462 756,444 756,115: 3,870 4,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -83,899: -3,197 14,929 -57,698 -17,683 -35,033 -78,578 -77,802: -5,321 -6,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 11.3 18.6 59.2 69.6 99.5 99.4: 0.5 0.6
Old : 100.0: 21.7 11.3 18.6 59.2 69.6 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 : 67: 13 16 24 38 37 65 63:
Old : 67: 13 16 24 38 37 65 63:
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 42.8 67.1 63.5 19.8 25.4 32.1 33.2
Old : 43.7 42.8 67.1 63.5 19.8 25.4 32.1 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,743: 2,541 1,580 1,670 33,723 35,085 37,934 38,335: 809 408
Old : 38,743: 2,541 1,580 1,670 33,723 35,085 37,934 38,335: 809 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -2,348: -26 9 -347 -1,925 -1,960 -2,298 -2,298: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 4.1 4.3 87.0 90.6 97.9 98.9: 2.1 1.1
Old : 100.0: 6.6 4.1 4.3 87.0 90.6 97.9 98.9: 2.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 2 6 5 36 34 42 41:
Old : 51: 2 6 5 36 34 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 48.3 61.2 69.6 40.5 45.3 50.1 61.4
Old : 47.6 48.3 61.2 69.6 40.5 45.3 50.1 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,575: 938 0 598 18,910 19,554 20,446 20,152: 129 423
Old : 20,575: 938 0 598 18,910 19,554 20,446 20,152: 129 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -1,578: 160 -382 -160 -1,667 -1,144 -1,667 -1,686: 89 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 2.9 91.9 95.0 99.4 97.9: 0.6 2.1
Old : 100.0: 4.6 0.0 2.9 91.9 95.0 99.4 97.9: 0.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 15 16 16 17:
Old : 25: 1 0 1 15 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 76.9 88.4 92.1 42.2 57.9 58.3 63.0
Old : 65.8 76.9 88.4 92.1 42.2 57.9 58.3 63.0
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 - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,474: 0 1,108 720 17,488 16,546 18,208 18,374: 266 100
Old : 18,474: 0 1,108 720 17,488 16,546 18,208 18,374: 266 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -1,096: -60 -44 -56 -950 -1,056 -1,066 -1,156: -30 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.0 3.9 94.7 89.6 98.6 99.5: 1.4 0.5
Old : 100.0: 0.0 6.0 3.9 94.7 89.6 98.6 99.5: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 18 21 19 23:
Old : 28: 0 2 1 18 21 19 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 : 64.8 51.6 83.2 73.7 49.4 41.5 64.1 57.9
Old : 64.8 51.6 83.2 73.7 49.4 41.5 64.1 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,434: 0 1,032 84 14,056 14,038 14,140 15,154: 1,294 280
Old : 15,434: 0 1,032 84 14,056 14,038 14,140 15,154: 1,294 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -200: 0 130 -140 -294 -180 -434 -190: 234 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.5 91.1 91.0 91.6 98.2: 8.4 1.8
Old : 100.0: 0.0 6.7 0.5 91.1 91.0 91.6 98.2: 8.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 2 15 13 17 15:
Old : 21: 0 2 2 15 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 78.7 74.4 91.3 49.0 73.4 67.7 83.2
Old : 52.7 78.7 74.4 91.3 49.0 73.4 67.7 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,080: 1,630 60 300 21,822 23,874 23,752 24,234: 1,328 846
Old : 25,080: 1,630 60 300 21,822 23,874 23,752 24,234: 1,328 846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -874: -110 -20 0 -717 -798 -827 -818: -47 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.2 1.2 87.0 95.2 94.7 96.6: 5.3 3.4
Old : 100.0: 6.5 0.2 1.2 87.0 95.2 94.7 96.6: 5.3 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 1 23 16 24 18:
Old : 30: 1 1 1 23 16 24 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 : 39.9 51.4 62.4 78.1 29.5 41.5 45.5 55.8
Old : 39.9 51.4 62.4 78.1 29.5 41.5 45.5 55.8
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 - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,804: 60 1,378 1,680 23,340 22,564 25,080 25,622: 724 182
Old : 25,804: 60 1,378 1,680 23,340 22,564 25,080 25,622: 724 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -90: 0 66 -100 10 -36 -90 -70: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.3 6.5 90.5 87.4 97.2 99.3: 2.8 0.7
Old : 100.0: 0.2 5.3 6.5 90.5 87.4 97.2 99.3: 2.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 1 15 14 17 16:
Old : 23: 1 2 1 15 14 17 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 : 63.0 57.3 83.7 81.4 43.3 49.7 56.5 60.7
Old : 63.0 57.3 83.7 81.4 43.3 49.7 56.5 60.7
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 - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,600: 120 652 560 10,602 10,058 11,282 11,270: 318 330
Old : 11,600: 120 652 560 10,602 10,058 11,282 11,270: 318 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -414: 20 56 -76 -462 -392 -518 -412: 104 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.6 4.8 91.4 86.7 97.3 97.2: 2.7 2.8
Old : 100.0: 1.0 5.6 4.8 91.4 86.7 97.3 97.2: 2.7 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 : 21: 1 1 1 16 13 18 14:
Old : 21: 1 1 1 16 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 : 64.4 63.5 83.9 85.9 58.2 52.6 68.7 67.5
Old : 64.4 63.5 83.9 85.9 58.2 52.6 68.7 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,226,641: 167,725 165,531 236,762 754,040 744,275 1,158,527 1,146,568: 68,114 80,073
Old : 1,226,641: 167,725 165,531 236,762 754,040 744,275 1,158,527 1,146,568: 68,114 80,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 46,748: 7,416 25,070 6,176 29,965 16,445 43,557 47,691: 3,191 -943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 13.5 19.3 61.5 60.7 94.4 93.5: 5.6 6.5
Old : 100.0: 13.7 13.5 19.3 61.5 60.7 94.4 93.5: 5.6 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 75 113 113 92 89 247 256:
Old : 315: 75 113 113 92 89 247 256:
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 : 24.8 21.5 36.9 31.1 12.0 7.0 17.6 11.1
Old : 24.8 21.5 36.9 31.1 12.0 7.0 17.6 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,601: 2,502 9,121 5,270 19,023 11,104 26,795 25,495: 4,806 6,106
Old : 31,601: 2,502 9,121 5,270 19,023 11,104 26,795 25,495: 4,806 6,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 156: 0 118 0 -100 -38 -100 80: 256 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 28.9 16.7 60.2 35.1 84.8 80.7: 15.2 19.3
Old : 100.0: 7.9 28.9 16.7 60.2 35.1 84.8 80.7: 15.2 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 : 32.2 32.9 53.1 49.0 23.4 26.7 34.5 35.9
Old : 32.2 32.9 53.1 49.0 23.4 26.7 34.5 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,459: 5,736 2,838 46 4,277 9,197 10,059 12,081: 2,400 378
Old : 12,459: 5,736 2,838 46 4,277 9,197 10,059 12,081: 2,400 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 1,127: 1,191 154 36 -64 973 1,163 1,163: -36 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 22.8 0.4 34.3 73.8 80.7 97.0: 19.3 3.0
Old : 100.0: 46.0 22.8 0.4 34.3 73.8 80.7 97.0: 19.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 53 9 2 15 26 69 36:
Old : 102: 53 9 2 15 26 69 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 : 37.2 39.1 48.9 63.3 37.2 39.1 48.9 63.2
Old : 37.2 39.1 48.9 63.3 37.2 39.1 48.9 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,383: 3,715 1,143 36 2,347 6,216 6,098 7,395: 2,285 988
Old : 8,383: 3,715 1,143 36 2,347 6,216 6,098 7,395: 2,285 988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -166: 972 112 -390 -234 257 348 -21: -514 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 13.6 0.4 28.0 74.2 72.7 88.2: 27.3 11.8
Old : 100.0: 44.3 13.6 0.4 28.0 74.2 72.7 88.2: 27.3 11.8
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 : 64: 26 6 2 14 22 41 29:
Old : 64: 26 6 2 14 22 41 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 36.4 35.3 56.7 21.0 36.2 35.3 56.5
Old : 21.0 36.4 35.3 56.7 21.0 36.2 35.3 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 147,462: 29,021 17,892 3,267 99,013 113,253 131,301 134,412: 16,161 13,050
Old : 147,462: 29,021 17,892 3,267 99,013 113,253 131,301 134,412: 16,161 13,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 3,880: 3,411 3,720 901 987 -1,027 5,299 3,594: -1,419 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 12.1 2.2 67.1 76.8 89.0 91.2: 11.0 8.8
Old : 100.0: 19.7 12.1 2.2 67.1 76.8 89.0 91.2: 11.0 8.8
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 : 150: 38 18 16 73 79 118 111:
Old : 150: 38 18 16 73 79 118 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 21.3 38.7 34.4 22.0 19.8 32.1 28.6
Old : 25.3 21.3 38.7 34.4 22.0 19.8 32.1 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2007