GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, January 9, 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 : 4,210: 300 0 100 3,635 3,765 4,035 3,865: 175 345
Old : 4,210: 300 0 100 3,635 3,765 4,035 3,865: 175 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 1,500: 300 0 0 1,200 1,500 1,500 1,500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 2.4 86.3 89.4 95.8 91.8: 4.2 8.2
Old : 100.0: 7.1 0.0 2.4 86.3 89.4 95.8 91.8: 4.2 8.2
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 : 24: 1 0 2 15 17 17 19:
Old : 24: 1 0 2 15 17 17 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 : 65.9 54.0 83.6 77.2 54.6 44.5 64.0 56.4
Old : 65.9 54.0 83.6 77.2 54.6 44.5 64.0 56.4
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 9, 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 : 14,427: 275 6,844 159 13,813 7,194 14,247 14,197: 180 230
Old : 14,427: 275 6,844 159 13,813 7,194 14,247 14,197: 180 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 6,914: 250 6,522 -314 6,978 746 6,914 6,954: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 47.4 1.1 95.7 49.9 98.8 98.4: 1.2 1.6
Old : 100.0: 1.9 47.4 1.1 95.7 49.9 98.8 98.4: 1.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 1 1 32 29 36 30:
Old : 42: 3 1 1 32 29 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 65.7 73.8 76.4 59.8 60.7 66.5 68.7
Old : 60.8 65.7 73.8 76.4 59.8 60.7 66.5 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, January 9, 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 METRIC TONS) :
: : :
All : 2,482: 0 0 0 1,822 1,962 1,822 1,962: 660 520
Old : 2,482: 0 0 0 1,822 1,962 1,822 1,962: 660 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -593: 0 0 0 -578 -597 -578 -597: -15 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 73.4 79.0 73.4 79.0: 26.6 21.0
Old : 100.0: 0.0 0.0 0.0 73.4 79.0 73.4 79.0: 26.6 21.0
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 : 21: 0 0 0 20 19 20 19:
Old : 21: 0 0 0 20 19 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 : 37.1 35.5 53.5 61.1 29.3 32.8 38.4 43.7
Old : 37.1 35.5 53.5 61.1 29.3 32.8 38.4 43.7
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 9, 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 : 221,033: 27,193 37,592 16,240 143,787 129,607 187,220 183,439: 33,813 37,594
Old : 221,033: 27,193 37,592 16,240 143,787 129,607 187,220 183,439: 33,813 37,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 1,914: -2,788 -1,503 352 642 -2,028 -1,794 -3,179: 3,708 5,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 17.0 7.3 65.1 58.6 84.7 83.0: 15.3 17.0
Old : 100.0: 12.3 17.0 7.3 65.1 58.6 84.7 83.0: 15.3 17.0
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 : 142: 27 41 27 62 63 105 118:
Old : 142: 27 41 27 62 63 105 118:
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 : 31.2 21.6 43.9 31.0 21.1 11.3 28.9 17.9
Old : 31.2 21.6 43.9 31.0 21.1 11.3 28.9 17.9
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 9, 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 : 887,510: 109,091 106,216 349,413 370,544 396,841 829,048 852,470: 58,462 35,040
Old : 887,510: 109,091 106,216 349,413 370,544 396,841 829,048 852,470: 58,462 35,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 11,889: -1,295 8,230 6,585 11,516 -749 16,806 14,066: -4,917 -2,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 12.0 39.4 41.8 44.7 93.4 96.1: 6.6 3.9
Old : 100.0: 12.3 12.0 39.4 41.8 44.7 93.4 96.1: 6.6 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 48 83 77 83 68 182 181:
Old : 222: 48 83 77 83 68 182 181:
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 : 39.3 34.5 50.8 50.5 12.7 12.1 16.4 16.7
Old : 39.3 34.5 50.8 50.5 12.7 12.1 16.4 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, January 9, 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 : 91,259: 1,798 11,365 3,631 74,674 65,734 80,103 80,730: 11,156 10,529
Old : 91,259: 1,798 11,365 3,631 74,674 65,734 80,103 80,730: 11,156 10,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 999: 590 0 -98 -754 869 -262 771: 1,261 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 12.5 4.0 81.8 72.0 87.8 88.5: 12.2 11.5
Old : 100.0: 2.0 12.5 4.0 81.8 72.0 87.8 88.5: 12.2 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 20 21 22 23:
Old : 25: 1 1 2 20 21 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 : 47.5 39.6 68.1 63.6 41.9 36.8 51.8 51.7
Old : 47.5 39.6 68.1 63.6 41.9 36.8 51.8 51.7
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 9, 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 : 43,276: 430 503 2,507 32,130 27,952 35,067 30,962: 8,209 12,314
Old : 43,276: 430 503 2,507 32,130 27,952 35,067 30,962: 8,209 12,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 4,057: 0 -1,742 1,694 2,855 3,073 4,549 3,025: -492 1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.2 5.8 74.2 64.6 81.0 71.5: 19.0 28.5
Old : 100.0: 1.0 1.2 5.8 74.2 64.6 81.0 71.5: 19.0 28.5
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: 1 1 1 20 20 22 21:
Old : 28: 1 1 1 20 20 22 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 : 33.3 34.3 56.7 51.5 31.8 30.5 48.3 43.1
Old : 33.3 34.3 56.7 51.5 31.8 30.5 48.3 43.1
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 9, 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 : 123,523: 4,823 1,296 1,754 112,227 113,584 118,804 116,634: 4,719 6,889
Old : 123,523: 4,823 1,296 1,754 112,227 113,584 118,804 116,634: 4,719 6,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 2,092: 0 1,296 0 3,490 2,898 3,490 4,194: -1,398 -2,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.0 1.4 90.9 92.0 96.2 94.4: 3.8 5.6
Old : 100.0: 3.9 1.0 1.4 90.9 92.0 96.2 94.4: 3.8 5.6
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 : 45: 2 1 1 28 32 30 34:
Old : 45: 2 1 1 28 32 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 56.4 72.7 70.2 53.9 55.2 69.8 69.0
Old : 55.0 56.4 72.7 70.2 53.9 55.2 69.8 69.0
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 9, 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 : 70,322: 17,422 0 0 42,749 59,284 60,171 59,284: 10,151 11,038
Old : 70,322: 17,422 0 0 42,749 59,284 60,171 59,284: 10,151 11,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 2,891: 0 0 0 5,588 4,141 5,588 4,141: -2,697 -1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 0.0 0.0 60.8 84.3 85.6 84.3: 14.4 15.7
Old : 100.0: 24.8 0.0 0.0 60.8 84.3 85.6 84.3: 14.4 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 0 17 16 19 16:
Old : 25: 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 : 48.6 57.8 67.9 74.2 48.0 56.9 65.9 67.5
Old : 48.6 57.8 67.9 74.2 48.0 56.9 65.9 67.5
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 9, 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 : 75,169: 5,349 2,105 4,015 59,717 63,000 69,081 69,120: 6,088 6,049
Old : 75,169: 5,349 2,105 4,015 59,717 63,000 69,081 69,120: 6,088 6,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 2,639: -2,663 -16 675 5,044 510 3,056 1,169: -417 1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 2.8 5.3 79.4 83.8 91.9 92.0: 8.1 8.0
Old : 100.0: 7.1 2.8 5.3 79.4 83.8 91.9 92.0: 8.1 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 4 19 18 23 22:
Old : 26: 2 2 4 19 18 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 : 55.6 45.5 74.8 68.6 46.3 38.7 59.2 56.1
Old : 55.6 45.5 74.8 68.6 46.3 38.7 59.2 56.1
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 9, 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 : 61,657: 5,214 206 2,564 46,715 50,783 54,493 53,553: 7,164 8,104
Old : 61,657: 5,214 206 2,564 46,715 50,783 54,493 53,553: 7,164 8,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 2,468: 1,302 0 856 -96 3,152 2,062 4,008: 406 -1,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.3 4.2 75.8 82.4 88.4 86.9: 11.6 13.1
Old : 100.0: 8.5 0.3 4.2 75.8 82.4 88.4 86.9: 11.6 13.1
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 1 2 18 19 20 21:
Old : 25: 1 1 2 18 19 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 : 66.7 38.2 80.0 58.3 60.6 36.8 66.1 51.5
Old : 66.7 38.2 80.0 58.3 60.6 36.8 66.1 51.5
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 9, 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 : 97,023: 4,106 5,164 3,810 80,810 80,336 88,726 89,310: 8,297 7,713
Old : 97,023: 4,106 5,164 3,810 80,810 80,336 88,726 89,310: 8,297 7,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 4,430: 638 1,085 1,046 2,167 2,260 3,851 4,391: 579 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.3 3.9 83.3 82.8 91.4 92.1: 8.6 7.9
Old : 100.0: 4.2 5.3 3.9 83.3 82.8 91.4 92.1: 8.6 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 : 41: 2 2 3 29 27 33 30:
Old : 41: 2 2 3 29 27 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 34.1 54.0 53.2 22.3 21.5 35.5 36.6
Old : 34.8 34.1 54.0 53.2 22.3 21.5 35.5 36.6
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 9, 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 : 75,479: 0 5,520 1,338 61,191 62,554 62,529 69,412: 12,950 6,067
Old : 75,479: 0 5,520 1,338 61,191 62,554 62,529 69,412: 12,950 6,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 1,632: 0 -18 88 1,041 3,157 1,129 3,227: 503 -1,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 1.8 81.1 82.9 82.8 92.0: 17.2 8.0
Old : 100.0: 0.0 7.3 1.8 81.1 82.9 82.8 92.0: 17.2 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 19 16 20 17:
Old : 24: 0 1 1 19 16 20 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 : 42.2 49.4 64.9 75.3 33.9 45.3 51.8 65.7
Old : 42.2 49.4 64.9 75.3 33.9 45.3 51.8 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, January 9, 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 : 63,853: 6,674 3,542 0 48,744 54,091 55,418 57,633: 8,435 6,220
Old : 63,853: 6,674 3,542 0 48,744 54,091 55,418 57,633: 8,435 6,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 1,195: 310 0 0 1,089 1,195 1,399 1,195: -204 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 5.5 0.0 76.3 84.7 86.8 90.3: 13.2 9.7
Old : 100.0: 10.5 5.5 0.0 76.3 84.7 86.8 90.3: 13.2 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 0 20 21 22 22:
Old : 29: 2 1 0 20 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 : 48.2 46.1 64.7 65.5 40.2 43.4 52.8 56.7
Old : 48.2 46.1 64.7 65.5 40.2 43.4 52.8 56.7
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 - Futures Only, January 9, 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 : 92,399: 1,731 4,139 3,958 69,809 68,825 75,498 76,922: 16,901 15,477
Old : 92,399: 1,731 4,139 3,958 69,809 68,825 75,498 76,922: 16,901 15,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 2,985: -5,198 215 1,962 1,866 -5,702 -1,370 -3,525: 4,355 6,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 4.5 4.3 75.6 74.5 81.7 83.2: 18.3 16.8
Old : 100.0: 1.9 4.5 4.3 75.6 74.5 81.7 83.2: 18.3 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 : 33: 2 2 1 25 20 28 22:
Old : 33: 2 2 1 25 20 28 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 : 25.7 40.4 46.5 59.2 23.5 31.0 37.8 43.5
Old : 25.7 40.4 46.5 59.2 23.5 31.0 37.8 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, January 9, 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 : 59,851: 0 5,196 1,435 44,058 48,900 45,493 55,531: 14,358 4,320
Old : 59,851: 0 5,196 1,435 44,058 48,900 45,493 55,531: 14,358 4,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 977: 0 -1,046 562 640 1,770 1,202 1,286: -225 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.7 2.4 73.6 81.7 76.0 92.8: 24.0 7.2
Old : 100.0: 0.0 8.7 2.4 73.6 81.7 76.0 92.8: 24.0 7.2
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 : 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 45.1 58.9 73.6 38.6 41.9 57.3 69.8
Old : 39.9 45.1 58.9 73.6 38.6 41.9 57.3 69.8
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 9, 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 : 188,799: 1,978 20,062 17,829 152,866 144,143 172,673 182,034: 16,126 6,765
Old : 188,799: 1,978 20,062 17,829 152,866 144,143 172,673 182,034: 16,126 6,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 5,721: -1,656 1,927 1,595 6,141 2,315 6,080 5,837: -359 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 10.6 9.4 81.0 76.3 91.5 96.4: 8.5 3.6
Old : 100.0: 1.0 10.6 9.4 81.0 76.3 91.5 96.4: 8.5 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 : 47: 2 5 5 37 36 43 42:
Old : 47: 2 5 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 : 31.8 38.3 52.0 54.4 28.3 26.7 39.0 36.4
Old : 31.8 38.3 52.0 54.4 28.3 26.7 39.0 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 9, 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 : 80,119: 1,369 2,317 3,495 65,385 62,295 70,249 68,107: 9,870 12,012
Old : 80,119: 1,369 2,317 3,495 65,385 62,295 70,249 68,107: 9,870 12,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 1,852: -1,575 2,308 2,352 1,184 -401 1,961 4,259: -109 -2,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.9 4.4 81.6 77.8 87.7 85.0: 12.3 15.0
Old : 100.0: 1.7 2.9 4.4 81.6 77.8 87.7 85.0: 12.3 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 : 30: 2 2 3 19 19 22 23:
Old : 30: 2 2 3 19 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 : 47.9 48.7 65.3 65.4 45.8 48.1 61.9 64.2
Old : 47.9 48.7 65.3 65.4 45.8 48.1 61.9 64.2
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 9, 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 : 285,742: 9,668 3,118 8,907 254,844 265,823 273,419 277,848: 12,323 7,894
Old : 285,742: 9,668 3,118 8,907 254,844 265,823 273,419 277,848: 12,323 7,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 7,216: -3,195 940 1,901 7,608 4,216 6,314 7,057: 902 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.1 3.1 89.2 93.0 95.7 97.2: 4.3 2.8
Old : 100.0: 3.4 1.1 3.1 89.2 93.0 95.7 97.2: 4.3 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 : 58: 5 3 6 43 41 49 49:
Old : 58: 5 3 6 43 41 49 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 49.6 57.8 64.5 39.5 47.1 52.0 59.3
Old : 42.0 49.6 57.8 64.5 39.5 47.1 52.0 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 9, 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 : 161,507: 8,597 5,384 18,205 123,167 133,920 149,969 157,509: 11,538 3,998
Old : 161,507: 8,597 5,384 18,205 123,167 133,920 149,969 157,509: 11,538 3,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 6,189: -1,623 -409 3,609 5,508 5,474 7,494 8,674: -1,305 -2,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 3.3 11.3 76.3 82.9 92.9 97.5: 7.1 2.5
Old : 100.0: 5.3 3.3 11.3 76.3 82.9 92.9 97.5: 7.1 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 : 44: 2 5 6 35 32 41 39:
Old : 44: 2 5 6 35 32 41 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 : 31.8 45.2 49.9 62.6 26.8 38.3 36.7 45.1
Old : 31.8 45.2 49.9 62.6 26.8 38.3 36.7 45.1
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 - Futures Only, January 9, 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 : 163,248: 2,834 3,983 7,476 140,884 136,998 151,194 148,457: 12,054 14,791
Old : 163,248: 2,834 3,983 7,476 140,884 136,998 151,194 148,457: 12,054 14,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 1,902: 2,629 -1,334 2,808 284 4,589 5,721 6,063: -3,819 -4,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.4 4.6 86.3 83.9 92.6 90.9: 7.4 9.1
Old : 100.0: 1.7 2.4 4.6 86.3 83.9 92.6 90.9: 7.4 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 2 3 33 30 37 34:
Old : 44: 3 2 3 33 30 37 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 49.0 50.7 65.6 30.0 47.7 48.2 61.0
Old : 30.7 49.0 50.7 65.6 30.0 47.7 48.2 61.0
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 9, 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 : 229,612: 59,222 6,131 14,928 142,521 196,940 216,671 217,999: 12,941 11,613
Old : 229,612: 59,222 6,131 14,928 142,521 196,940 216,671 217,999: 12,941 11,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 4,551: 1,528 2,212 2,212 161 687 3,901 5,111: 650 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 2.7 6.5 62.1 85.8 94.4 94.9: 5.6 5.1
Old : 100.0: 25.8 2.7 6.5 62.1 85.8 94.4 94.9: 5.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 3 5 36 35 43 41:
Old : 47: 5 3 5 36 35 43 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 : 36.7 40.6 51.3 61.6 32.1 32.9 43.3 41.8
Old : 36.7 40.6 51.3 61.6 32.1 32.9 43.3 41.8
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 9, 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 : 55,884: 434 644 0 46,570 45,779 47,004 46,423: 8,880 9,461
Old : 55,884: 434 644 0 46,570 45,779 47,004 46,423: 8,880 9,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 4,373: 434 0 0 2,202 3,312 2,636 3,312: 1,737 1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.2 0.0 83.3 81.9 84.1 83.1: 15.9 16.9
Old : 100.0: 0.8 1.2 0.0 83.3 81.9 84.1 83.1: 15.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 0 23 21 24 22:
Old : 29: 1 1 0 23 21 24 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 : 43.0 33.2 58.4 52.8 42.0 25.8 52.4 39.9
Old : 43.0 33.2 58.4 52.8 42.0 25.8 52.4 39.9
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 9, 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 : 3,055,026: 147,141 145,137 1,137,716 1,741,077 1,759,501 3,025,934 3,042,354: 29,092 12,672
Old : 3,055,026: 147,141 145,137 1,137,716 1,741,077 1,759,501 3,025,934 3,042,354: 29,092 12,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 129,189: 8,452 18,067 41,368 85,898 74,886 135,718 134,321: -6,529 -5,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.8 37.2 57.0 57.6 99.0 99.6: 1.0 0.4
Old : 100.0: 4.8 4.8 37.2 57.0 57.6 99.0 99.6: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 23 24 46 103 90 150 138:
Old : 153: 23 24 46 103 90 150 138:
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 : 36.8 45.9 50.8 58.5 9.2 15.1 12.2 18.4
Old : 36.8 45.9 50.8 58.5 9.2 15.1 12.2 18.4
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 9, 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 : 840,937: 197,054 83,460 159,430 480,059 591,611 836,543 834,501: 4,394 6,436
Old : 840,937: 197,054 83,460 159,430 480,059 591,611 836,543 834,501: 4,394 6,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 80,623: 31,711 -2,085 18,322 30,066 62,149 80,099 78,386: 524 2,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 9.9 19.0 57.1 70.4 99.5 99.2: 0.5 0.8
Old : 100.0: 23.4 9.9 19.0 57.1 70.4 99.5 99.2: 0.5 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 : 68: 15 15 26 38 38 66 66:
Old : 68: 15 15 26 38 38 66 66:
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 45.4 67.2 63.1 23.4 25.0 34.9 32.7
Old : 39.6 45.4 67.2 63.1 23.4 25.0 34.9 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, January 9, 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 : 39,070: 1,961 1,280 1,750 34,509 35,611 38,220 38,641: 850 429
Old : 39,070: 1,961 1,280 1,750 34,509 35,611 38,220 38,641: 850 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 327: -580 -300 80 786 526 286 306: 41 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 3.3 4.5 88.3 91.1 97.8 98.9: 2.2 1.1
Old : 100.0: 5.0 3.3 4.5 88.3 91.1 97.8 98.9: 2.2 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 : 50: 2 5 5 36 34 42 40:
Old : 50: 2 5 5 36 34 42 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 : 44.2 47.9 58.6 70.3 36.9 44.9 46.9 59.5
Old : 44.2 47.9 58.6 70.3 36.9 44.9 46.9 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, January 9, 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 : 20,227: 938 0 598 18,562 19,206 20,098 19,804: 129 423
Old : 20,227: 938 0 598 18,562 19,206 20,098 19,804: 129 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -348: 0 0 0 -348 -348 -348 -348: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 3.0 91.8 95.0 99.4 97.9: 0.6 2.1
Old : 100.0: 4.6 0.0 3.0 91.8 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 14 17 15 18:
Old : 25: 1 0 1 14 17 15 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 : 66.5 75.9 89.5 91.3 42.5 58.9 59.4 64.1
Old : 66.5 75.9 89.5 91.3 42.5 58.9 59.4 64.1
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 9, 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 : 18,980: 0 628 1,200 17,488 16,788 18,688 18,616: 292 364
Old : 18,980: 0 628 1,200 17,488 16,788 18,688 18,616: 292 364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 506: 0 -480 480 0 242 480 242: 26 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 6.3 92.1 88.5 98.5 98.1: 1.5 1.9
Old : 100.0: 0.0 3.3 6.3 92.1 88.5 98.5 98.1: 1.5 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 : 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 : 64.1 50.3 83.6 72.1 48.1 39.2 62.4 53.8
Old : 64.1 50.3 83.6 72.1 48.1 39.2 62.4 53.8
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 9, 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 : 15,390: 0 1,032 84 14,004 13,894 14,088 15,010: 1,302 380
Old : 15,390: 0 1,032 84 14,004 13,894 14,088 15,010: 1,302 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -44: 0 0 0 -52 -144 -52 -144: 8 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.5 91.0 90.3 91.5 97.5: 8.5 2.5
Old : 100.0: 0.0 6.7 0.5 91.0 90.3 91.5 97.5: 8.5 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 : 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 : 52.5 78.0 74.3 90.7 49.1 72.7 67.5 82.5
Old : 52.5 78.0 74.3 90.7 49.1 72.7 67.5 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, January 9, 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 : 25,214: 1,630 60 300 21,666 24,398 23,596 24,758: 1,618 456
Old : 25,214: 1,630 60 300 21,666 24,398 23,596 24,758: 1,618 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 134: 0 0 0 -156 524 -156 524: 290 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.2 1.2 85.9 96.8 93.6 98.2: 6.4 1.8
Old : 100.0: 6.5 0.2 1.2 85.9 96.8 93.6 98.2: 6.4 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 : 31: 1 1 1 24 17 25 19:
Old : 31: 1 1 1 24 17 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 51.0 63.4 77.7 29.6 44.1 46.8 58.6
Old : 40.0 51.0 63.4 77.7 29.6 44.1 46.8 58.6
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 9, 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 : 28,550: 60 1,138 1,920 26,032 25,318 28,012 28,376: 538 174
Old : 28,550: 60 1,138 1,920 26,032 25,318 28,012 28,376: 538 174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 2,746: 0 -240 240 2,692 2,754 2,932 2,754: -186 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.0 6.7 91.2 88.7 98.1 99.4: 1.9 0.6
Old : 100.0: 0.2 4.0 6.7 91.2 88.7 98.1 99.4: 1.9 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 : 25: 1 2 1 16 15 18 17:
Old : 25: 1 2 1 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 : 63.2 60.0 83.8 82.6 40.1 45.9 52.5 56.4
Old : 63.2 60.0 83.8 82.6 40.1 45.9 52.5 56.4
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 9, 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 : 11,768: 120 652 560 10,718 10,106 11,398 11,318: 370 450
Old : 11,768: 120 652 560 10,718 10,106 11,398 11,318: 370 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 168: 0 0 0 116 48 116 48: 52 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.5 4.8 91.1 85.9 96.9 96.2: 3.1 3.8
Old : 100.0: 1.0 5.5 4.8 91.1 85.9 96.9 96.2: 3.1 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 : 20: 1 1 1 15 12 17 13:
Old : 20: 1 1 1 15 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 62.5 83.7 85.9 57.3 51.3 70.9 68.7
Old : 63.4 62.5 83.7 85.9 57.3 51.3 70.9 68.7
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 - Futures Only, January 9, 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 : 1,280,292: 164,334 186,692 252,168 787,948 763,322 1,204,450 1,202,182: 75,842 78,110
Old : 1,280,292: 164,334 186,692 252,168 787,948 763,322 1,204,450 1,202,182: 75,842 78,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 53,651: -3,391 21,161 15,406 33,908 19,047 45,923 55,614: 7,728 -1,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 14.6 19.7 61.5 59.6 94.1 93.9: 5.9 6.1
Old : 100.0: 12.8 14.6 19.7 61.5 59.6 94.1 93.9: 5.9 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 : 329: 72 123 120 95 95 254 277:
Old : 329: 72 123 120 95 95 254 277:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 23.4 38.8 31.3 12.5 6.9 19.0 10.6
Old : 26.3 23.4 38.8 31.3 12.5 6.9 19.0 10.6
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 9, 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 : 34,839: 2,707 9,875 5,808 20,753 12,443 29,268 28,126: 5,571 6,713
Old : 34,839: 2,707 9,875 5,808 20,753 12,443 29,268 28,126: 5,571 6,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 3,238: 205 754 538 1,730 1,339 2,473 2,631: 765 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 28.3 16.7 59.6 35.7 84.0 80.7: 16.0 19.3
Old : 100.0: 7.8 28.3 16.7 59.6 35.7 84.0 80.7: 16.0 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 : 26: 5 7 11 14 13 26 24:
Old : 26: 5 7 11 14 13 26 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 : 29.0 32.9 48.5 48.7 21.7 25.4 33.0 35.2
Old : 29.0 32.9 48.5 48.7 21.7 25.4 33.0 35.2
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 9, 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 : 12,873: 6,375 2,881 151 3,922 9,562 10,448 12,594: 2,425 279
Old : 12,873: 6,375 2,881 151 3,922 9,562 10,448 12,594: 2,425 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 414: 639 43 105 -355 365 389 513: 25 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 22.4 1.2 30.5 74.3 81.2 97.8: 18.8 2.2
Old : 100.0: 49.5 22.4 1.2 30.5 74.3 81.2 97.8: 18.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 52 9 2 14 27 68 38:
Old : 103: 52 9 2 14 27 68 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 : 37.1 37.7 48.2 61.5 37.1 37.7 48.2 61.5
Old : 37.1 37.7 48.2 61.5 37.1 37.7 48.2 61.5
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 9, 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 : 8,058: 3,357 1,295 10 2,358 5,523 5,725 6,828: 2,333 1,230
Old : 8,058: 3,357 1,295 10 2,358 5,523 5,725 6,828: 2,333 1,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -325: -358 152 -26 11 -693 -373 -567: 48 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 16.1 0.1 29.3 68.5 71.0 84.7: 29.0 15.3
Old : 100.0: 41.7 16.1 0.1 29.3 68.5 71.0 84.7: 29.0 15.3
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 : 59: 22 7 2 11 19 35 26:
Old : 59: 22 7 2 11 19 35 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 : 21.9 37.0 36.7 56.5 21.9 37.0 36.7 56.5
Old : 21.9 37.0 36.7 56.5 21.9 37.0 36.7 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 9, 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 : 159,514: 30,953 21,345 4,836 109,728 118,894 145,517 145,075: 13,997 14,439
Old : 159,514: 30,953 21,345 4,836 109,728 118,894 145,517 145,075: 13,997 14,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 12,052: 1,932 3,453 1,569 10,715 5,641 14,216 10,663: -2,164 1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 13.4 3.0 68.8 74.5 91.2 90.9: 8.8 9.1
Old : 100.0: 19.4 13.4 3.0 68.8 74.5 91.2 90.9: 8.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 42 24 22 75 80 128 121:
Old : 162: 42 24 22 75 80 128 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 23.1 39.0 35.0 20.9 20.4 30.8 28.3
Old : 26.2 23.1 39.0 35.0 20.9 20.4 30.8 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2007