GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, January 16, 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 : 4,962: 125 0 150 4,437 4,367 4,712 4,517: 250 445
Old : 4,962: 125 0 150 4,437 4,367 4,712 4,517: 250 445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 752: -175 0 50 802 602 677 652: 75 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 3.0 89.4 88.0 95.0 91.0: 5.0 9.0
Old : 100.0: 2.5 0.0 3.0 89.4 88.0 95.0 91.0: 5.0 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 2 16 17 18 19:
Old : 24: 1 0 2 16 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 55.9 82.0 74.9 53.9 43.8 62.4 55.4
Old : 64.0 55.9 82.0 74.9 53.9 43.8 62.4 55.4
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 16, 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 : 15,612: 275 6,844 159 14,998 8,319 15,432 15,322: 180 290
Old : 15,612: 275 6,844 159 14,998 8,319 15,432 15,322: 180 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 1,185: 0 0 0 1,185 1,125 1,185 1,125: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 43.8 1.0 96.1 53.3 98.8 98.1: 1.2 1.9
Old : 100.0: 1.8 43.8 1.0 96.1 53.3 98.8 98.1: 1.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 59.7 67.4 75.2 77.4 58.7 62.8 68.0 70.7
Old : 59.7 67.4 75.2 77.4 58.7 62.8 68.0 70.7
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 16, 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 : 2,791: 0 0 0 1,961 2,121 1,961 2,121: 830 670
Old : 2,791: 0 0 0 1,961 2,121 1,961 2,121: 830 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 309: 0 0 0 139 159 139 159: 170 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 70.3 76.0 70.3 76.0: 29.7 24.0
Old : 100.0: 0.0 0.0 0.0 70.3 76.0 70.3 76.0: 29.7 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 20 20 20 20:
Old : 22: 0 0 0 20 20 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 33.3 49.6 57.0 27.3 28.7 37.0 41.0
Old : 34.7 33.3 49.6 57.0 27.3 28.7 37.0 41.0
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 16, 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 : 224,592: 25,613 36,450 21,736 143,396 129,018 190,745 187,204: 33,847 37,388
Old : 224,592: 25,613 36,450 21,736 143,396 129,018 190,745 187,204: 33,847 37,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 3,559: -1,580 -1,142 5,496 -391 -589 3,525 3,765: 34 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 16.2 9.7 63.8 57.4 84.9 83.4: 15.1 16.6
Old : 100.0: 11.4 16.2 9.7 63.8 57.4 84.9 83.4: 15.1 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 28 43 35 63 68 111 131:
Old : 147: 28 43 35 63 68 111 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 20.1 40.0 30.3 20.7 11.5 28.1 17.9
Old : 28.7 20.1 40.0 30.3 20.7 11.5 28.1 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 16, 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 : 918,053: 108,687 113,676 357,562 388,274 407,866 854,523 879,104: 63,530 38,949
Old : 918,053: 108,687 113,676 357,562 388,274 407,866 854,523 879,104: 63,530 38,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 30,543: -404 7,460 8,149 17,730 11,025 25,475 26,634: 5,068 3,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 12.4 38.9 42.3 44.4 93.1 95.8: 6.9 4.2
Old : 100.0: 11.8 12.4 38.9 42.3 44.4 93.1 95.8: 6.9 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 : 219: 45 83 79 81 70 178 186:
Old : 219: 45 83 79 81 70 178 186:
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 : 38.6 34.1 50.7 49.7 13.2 11.9 17.1 16.4
Old : 38.6 34.1 50.7 49.7 13.2 11.9 17.1 16.4
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 16, 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 : 92,745: 2,934 11,365 3,147 73,997 67,133 80,078 81,645: 12,667 11,100
Old : 92,745: 2,934 11,365 3,147 73,997 67,133 80,078 81,645: 12,667 11,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 1,486: 1,136 0 -484 -677 1,399 -25 915: 1,511 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 12.3 3.4 79.8 72.4 86.3 88.0: 13.7 12.0
Old : 100.0: 3.2 12.3 3.4 79.8 72.4 86.3 88.0: 13.7 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 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 : 46.6 39.0 67.1 62.9 41.4 36.4 51.7 50.9
Old : 46.6 39.0 67.1 62.9 41.4 36.4 51.7 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, January 16, 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 : 44,380: 2,357 833 1,747 32,298 29,728 36,402 32,308: 7,978 12,072
Old : 44,380: 2,357 833 1,747 32,298 29,728 36,402 32,308: 7,978 12,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 1,104: 1,927 330 -760 168 1,776 1,335 1,346: -231 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 1.9 3.9 72.8 67.0 82.0 72.8: 18.0 27.2
Old : 100.0: 5.3 1.9 3.9 72.8 67.0 82.0 72.8: 18.0 27.2
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 : 29: 2 1 2 20 21 23 23:
Old : 29: 2 1 2 20 21 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 32.7 56.2 50.0 30.6 29.8 47.6 42.7
Old : 34.4 32.7 56.2 50.0 30.6 29.8 47.6 42.7
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 16, 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 : 123,235: 4,823 1,426 1,810 111,757 113,226 118,390 116,462: 4,845 6,773
Old : 123,235: 4,823 1,426 1,810 111,757 113,226 118,390 116,462: 4,845 6,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: -288: 0 130 56 -470 -358 -414 -172: 126 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.2 1.5 90.7 91.9 96.1 94.5: 3.9 5.5
Old : 100.0: 3.9 1.2 1.5 90.7 91.9 96.1 94.5: 3.9 5.5
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 : 45: 2 1 2 29 32 32 34:
Old : 45: 2 1 2 29 32 32 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 : 55.8 56.5 73.0 70.0 55.7 55.1 70.4 68.6
Old : 55.8 56.5 73.0 70.0 55.7 55.1 70.4 68.6
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 16, 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 : 71,774: 17,422 0 0 44,627 61,363 62,049 61,363: 9,725 10,411
Old : 71,774: 17,422 0 0 44,627 61,363 62,049 61,363: 9,725 10,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 1,452: 0 0 0 1,878 2,079 1,878 2,079: -426 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 0.0 0.0 62.2 85.5 86.5 85.5: 13.5 14.5
Old : 100.0: 24.3 0.0 0.0 62.2 85.5 86.5 85.5: 13.5 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 0 19 17 21 17:
Old : 27: 2 0 0 19 17 21 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 : 47.6 57.7 67.1 73.8 47.0 56.9 65.4 67.3
Old : 47.6 57.7 67.1 73.8 47.0 56.9 65.4 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, January 16, 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 : 73,061: 2,841 1,696 5,121 61,313 61,978 69,275 68,795: 3,786 4,266
Old : 73,061: 2,841 1,696 5,121 61,313 61,978 69,275 68,795: 3,786 4,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: -2,108: -2,508 -409 1,106 1,596 -1,022 194 -325: -2,302 -1,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.3 7.0 83.9 84.8 94.8 94.2: 5.2 5.8
Old : 100.0: 3.9 2.3 7.0 83.9 84.8 94.8 94.2: 5.2 5.8
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: 2 2 4 20 17 24 21:
Old : 26: 2 2 4 20 17 24 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 : 54.5 44.3 76.6 68.7 45.9 37.3 59.1 55.7
Old : 54.5 44.3 76.6 68.7 45.9 37.3 59.1 55.7
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 16, 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 : 64,386: 1,766 206 4,022 50,988 52,991 56,776 57,219: 7,610 7,167
Old : 64,386: 1,766 206 4,022 50,988 52,991 56,776 57,219: 7,610 7,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 2,729: -3,448 0 1,458 4,273 2,208 2,283 3,666: 446 -937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.3 6.2 79.2 82.3 88.2 88.9: 11.8 11.1
Old : 100.0: 2.7 0.3 6.2 79.2 82.3 88.2 88.9: 11.8 11.1
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 : 27: 1 1 2 20 21 22 23:
Old : 27: 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 : 61.0 37.1 76.2 57.6 53.9 35.8 60.4 49.9
Old : 61.0 37.1 76.2 57.6 53.9 35.8 60.4 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 16, 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 : 97,223: 4,130 5,773 3,882 80,173 79,706 88,185 89,361: 9,038 7,862
Old : 97,223: 4,130 5,773 3,882 80,173 79,706 88,185 89,361: 9,038 7,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 200: 24 609 72 -637 -630 -541 51: 741 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.9 4.0 82.5 82.0 90.7 91.9: 9.3 8.1
Old : 100.0: 4.2 5.9 4.0 82.5 82.0 90.7 91.9: 9.3 8.1
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 : 41: 2 2 2 29 27 32 30:
Old : 41: 2 2 2 29 27 32 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 : 35.7 34.4 54.6 53.1 23.3 21.9 36.3 37.0
Old : 35.7 34.4 54.6 53.1 23.3 21.9 36.3 37.0
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 16, 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 : 77,595: 0 4,638 1,572 61,462 63,184 63,034 69,394: 14,561 8,201
Old : 77,595: 0 4,638 1,572 61,462 63,184 63,034 69,394: 14,561 8,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 2,116: 0 -882 234 271 630 505 -18: 1,611 2,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.0 2.0 79.2 81.4 81.2 89.4: 18.8 10.6
Old : 100.0: 0.0 6.0 2.0 79.2 81.4 81.2 89.4: 18.8 10.6
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 : 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 : 41.6 46.3 63.7 71.8 33.6 42.6 51.0 63.1
Old : 41.6 46.3 63.7 71.8 33.6 42.6 51.0 63.1
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 16, 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 : 62,784: 4,354 3,542 0 50,786 52,693 55,140 56,235: 7,644 6,549
Old : 62,784: 4,354 3,542 0 50,786 52,693 55,140 56,235: 7,644 6,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: -1,069: -2,320 0 0 2,042 -1,398 -278 -1,398: -791 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 5.6 0.0 80.9 83.9 87.8 89.6: 12.2 10.4
Old : 100.0: 6.9 5.6 0.0 80.9 83.9 87.8 89.6: 12.2 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 : 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 : 45.8 46.4 61.3 65.6 41.5 42.2 54.8 59.8
Old : 45.8 46.4 61.3 65.6 41.5 42.2 54.8 59.8
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 16, 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 : 95,910: 3,483 3,924 5,151 73,588 75,830 82,222 84,905: 13,688 11,005
Old : 95,910: 3,483 3,924 5,151 73,588 75,830 82,222 84,905: 13,688 11,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 3,511: 1,752 -215 1,193 3,779 7,005 6,724 7,983: -3,213 -4,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 4.1 5.4 76.7 79.1 85.7 88.5: 14.3 11.5
Old : 100.0: 3.6 4.1 5.4 76.7 79.1 85.7 88.5: 14.3 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 : 36: 3 1 2 26 25 29 28:
Old : 36: 3 1 2 26 25 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 39.2 47.7 58.0 22.7 31.5 37.0 45.0
Old : 25.5 39.2 47.7 58.0 22.7 31.5 37.0 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, January 16, 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 : 60,434: 0 5,428 1,447 42,626 49,012 44,073 55,887: 16,361 4,547
Old : 60,434: 0 5,428 1,447 42,626 49,012 44,073 55,887: 16,361 4,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 583: 0 232 12 -1,432 112 -1,420 356: 2,003 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.0 2.4 70.5 81.1 72.9 92.5: 27.1 7.5
Old : 100.0: 0.0 9.0 2.4 70.5 81.1 72.9 92.5: 27.1 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 1 15 15 16 17:
Old : 25: 0 2 1 15 15 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 : 40.1 45.1 58.9 73.5 38.8 41.9 57.3 69.7
Old : 40.1 45.1 58.9 73.5 38.8 41.9 57.3 69.7
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 16, 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 : 190,019: 2,008 17,227 17,840 154,195 146,601 174,043 181,668: 15,976 8,351
Old : 190,019: 2,008 17,227 17,840 154,195 146,601 174,043 181,668: 15,976 8,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 1,220: 30 -2,835 11 1,329 2,458 1,370 -366: -150 1,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 9.1 9.4 81.1 77.2 91.6 95.6: 8.4 4.4
Old : 100.0: 1.1 9.1 9.4 81.1 77.2 91.6 95.6: 8.4 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 33.3 36.4 53.8 52.8 29.8 25.8 40.9 36.1
Old : 33.3 36.4 53.8 52.8 29.8 25.8 40.9 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, January 16, 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 : 83,143: 1,781 2,593 2,655 70,710 65,763 75,146 71,011: 7,997 12,132
Old : 83,143: 1,781 2,593 2,655 70,710 65,763 75,146 71,011: 7,997 12,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 3,024: 412 276 -840 5,325 3,468 4,897 2,904: -1,873 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.1 3.2 85.0 79.1 90.4 85.4: 9.6 14.6
Old : 100.0: 2.1 3.1 3.2 85.0 79.1 90.4 85.4: 9.6 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 2 20 21 23 24:
Old : 31: 2 2 2 20 21 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 : 48.9 47.6 65.7 65.4 46.9 47.0 61.5 64.2
Old : 48.9 47.6 65.7 65.4 46.9 47.0 61.5 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, January 16, 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 : 52,654: 336 0 0 50,697 46,275 51,033 46,275: 1,621 6,379
Old : 52,654: 336 0 0 50,697 46,275 51,033 46,275: 1,621 6,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 96.3 87.9 96.9 87.9: 3.1 12.1
Old : 100.0: 0.6 0.0 0.0 96.3 87.9 96.9 87.9: 3.1 12.1
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 : 20: 1 0 0 9 16 10 16:
Old : 20: 1 0 0 9 16 10 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 : 88.2 47.6 96.0 72.0 68.7 40.1 71.2 54.9
Old : 88.2 47.6 96.0 72.0 68.7 40.1 71.2 54.9
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 16, 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 : 287,774: 9,892 2,690 8,632 257,311 269,084 275,835 280,406: 11,939 7,368
Old : 287,774: 9,892 2,690 8,632 257,311 269,084 275,835 280,406: 11,939 7,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 2,032: 224 -428 -275 2,467 3,261 2,416 2,558: -384 -526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.9 3.0 89.4 93.5 95.9 97.4: 4.1 2.6
Old : 100.0: 3.4 0.9 3.0 89.4 93.5 95.9 97.4: 4.1 2.6
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 : 57: 4 3 6 44 41 50 48:
Old : 57: 4 3 6 44 41 50 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 : 41.2 49.7 56.8 64.8 38.8 47.0 51.6 59.6
Old : 41.2 49.7 56.8 64.8 38.8 47.0 51.6 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, January 16, 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 : 168,523: 10,404 5,575 17,512 127,127 139,710 155,043 162,797: 13,480 5,726
Old : 168,523: 10,404 5,575 17,512 127,127 139,710 155,043 162,797: 13,480 5,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 7,016: 1,807 191 -693 3,960 5,790 5,074 5,288: 1,942 1,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 3.3 10.4 75.4 82.9 92.0 96.6: 8.0 3.4
Old : 100.0: 6.2 3.3 10.4 75.4 82.9 92.0 96.6: 8.0 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 : 44: 3 4 6 35 33 41 40:
Old : 44: 3 4 6 35 33 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 43.8 49.8 60.9 26.7 36.8 36.0 43.2
Old : 32.0 43.8 49.8 60.9 26.7 36.8 36.0 43.2
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 16, 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 : 170,493: 7,166 3,961 7,388 142,409 141,792 156,963 153,141: 13,530 17,352
Old : 170,493: 7,166 3,961 7,388 142,409 141,792 156,963 153,141: 13,530 17,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 7,245: 4,332 -22 -88 1,525 4,794 5,769 4,684: 1,476 2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.3 4.3 83.5 83.2 92.1 89.8: 7.9 10.2
Old : 100.0: 4.2 2.3 4.3 83.5 83.2 92.1 89.8: 7.9 10.2
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 : 47: 3 2 3 35 34 39 38:
Old : 47: 3 2 3 35 34 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 : 28.4 46.6 46.8 62.5 27.9 45.8 45.1 58.1
Old : 28.4 46.6 46.8 62.5 27.9 45.8 45.1 58.1
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 16, 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 : 236,484: 55,700 2,170 19,097 146,916 202,926 221,713 224,193: 14,771 12,291
Old : 236,484: 55,700 2,170 19,097 146,916 202,926 221,713 224,193: 14,771 12,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 6,872: -3,522 -3,961 4,169 4,395 5,986 5,042 6,194: 1,830 678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 0.9 8.1 62.1 85.8 93.8 94.8: 6.2 5.2
Old : 100.0: 23.6 0.9 8.1 62.1 85.8 93.8 94.8: 6.2 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 6 2 6 36 36 43 43:
Old : 47: 6 2 6 36 36 43 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 : 35.9 39.2 51.4 58.2 32.2 31.9 43.1 41.0
Old : 35.9 39.2 51.4 58.2 32.2 31.9 43.1 41.0
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 16, 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 : 58,150: 390 644 416 46,153 47,244 46,959 48,304: 11,191 9,846
Old : 58,150: 390 644 416 46,153 47,244 46,959 48,304: 11,191 9,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 2,266: -44 0 416 -417 1,465 -45 1,881: 2,311 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.1 0.7 79.4 81.2 80.8 83.1: 19.2 16.9
Old : 100.0: 0.7 1.1 0.7 79.4 81.2 80.8 83.1: 19.2 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 1 21 21 22 23:
Old : 28: 1 1 1 21 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 : 44.9 36.1 59.8 56.4 42.9 28.8 54.9 44.4
Old : 44.9 36.1 59.8 56.4 42.9 28.8 54.9 44.4
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 16, 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 : 3,110,099: 154,838 170,265 1,151,967 1,766,389 1,765,973 3,073,194 3,088,205: 36,905 21,894
Old : 3,110,099: 154,838 170,265 1,151,967 1,766,389 1,765,973 3,073,194 3,088,205: 36,905 21,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 55,073: 7,697 25,128 14,251 25,312 6,472 47,260 45,851: 7,813 9,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.5 37.0 56.8 56.8 98.8 99.3: 1.2 0.7
Old : 100.0: 5.0 5.5 37.0 56.8 56.8 98.8 99.3: 1.2 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 : 156: 22 24 46 107 90 153 138:
Old : 156: 22 24 46 107 90 153 138:
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 : 37.2 46.5 51.1 58.8 9.0 15.8 12.0 18.7
Old : 37.2 46.5 51.1 58.8 9.0 15.8 12.0 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, January 16, 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 : 904,626: 213,263 97,157 163,434 520,806 637,694 897,503 898,285: 7,123 6,341
Old : 904,626: 213,263 97,157 163,434 520,806 637,694 897,503 898,285: 7,123 6,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 63,689: 16,209 13,697 4,004 40,747 46,083 60,960 63,784: 2,729 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 10.7 18.1 57.6 70.5 99.2 99.3: 0.8 0.7
Old : 100.0: 23.6 10.7 18.1 57.6 70.5 99.2 99.3: 0.8 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 : 67: 16 16 25 35 35 64 63:
Old : 67: 16 16 25 35 35 64 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 : 40.6 45.8 66.6 63.9 21.8 24.0 34.7 32.0
Old : 40.6 45.8 66.6 63.9 21.8 24.0 34.7 32.0
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 16, 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 : 38,759: 1,961 1,280 1,750 34,199 35,301 37,910 38,331: 849 428
Old : 38,759: 1,961 1,280 1,750 34,199 35,301 37,910 38,331: 849 428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: -311: 0 0 0 -310 -310 -310 -310: -1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 3.3 4.5 88.2 91.1 97.8 98.9: 2.2 1.1
Old : 100.0: 5.1 3.3 4.5 88.2 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 35 42 41:
Old : 50: 2 5 5 36 35 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 : 43.8 47.4 58.3 69.6 36.5 45.2 46.5 59.4
Old : 43.8 47.4 58.3 69.6 36.5 45.2 46.5 59.4
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 16, 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 : 20,271: 938 0 598 18,606 19,250 20,142 19,848: 129 423
Old : 20,271: 938 0 598 18,606 19,250 20,142 19,848: 129 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 44: 0 0 0 44 44 44 44: 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 : 66.3 75.7 89.3 91.1 42.4 58.7 59.2 64.1
Old : 66.3 75.7 89.3 91.1 42.4 58.7 59.2 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 16, 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 : 19,096: 0 628 1,200 17,604 16,904 18,804 18,732: 292 364
Old : 19,096: 0 628 1,200 17,604 16,904 18,804 18,732: 292 364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 116: 0 0 0 116 116 116 116: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 6.3 92.2 88.5 98.5 98.1: 1.5 1.9
Old : 100.0: 0.0 3.3 6.3 92.2 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 : 29: 0 2 1 18 22 19 24:
Old : 29: 0 2 1 18 22 19 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 : 64.3 49.9 83.6 72.3 48.3 38.8 62.5 53.8
Old : 64.3 49.9 83.6 72.3 48.3 38.8 62.5 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 16, 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 : 15,420: 0 560 60 14,264 14,004 14,324 14,624: 1,096 796
Old : 15,420: 0 560 60 14,264 14,004 14,324 14,624: 1,096 796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 30: 0 -472 -24 260 110 236 -386: -206 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.4 92.5 90.8 92.9 94.8: 7.1 5.2
Old : 100.0: 0.0 3.6 0.4 92.5 90.8 92.9 94.8: 7.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 16 13 17 14:
Old : 21: 0 1 1 16 13 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 : 52.4 76.6 74.1 89.2 49.0 71.1 67.3 77.9
Old : 52.4 76.6 74.1 89.2 49.0 71.1 67.3 77.9
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 16, 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 : 25,994: 1,630 60 300 22,510 25,194 24,440 25,554: 1,554 440
Old : 25,994: 1,630 60 300 22,510 25,194 24,440 25,554: 1,554 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 780: 0 0 0 844 796 844 796: -64 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.2 1.2 86.6 96.9 94.0 98.3: 6.0 1.7
Old : 100.0: 6.3 0.2 1.2 86.6 96.9 94.0 98.3: 6.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 1 25 18 26 20:
Old : 32: 1 1 1 25 18 26 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 : 39.8 51.3 63.4 77.2 29.6 41.8 46.1 57.1
Old : 39.8 51.3 63.4 77.2 29.6 41.8 46.1 57.1
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 16, 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 : 28,590: 60 1,138 1,920 26,072 25,358 28,052 28,416: 538 174
Old : 28,590: 60 1,138 1,920 26,072 25,358 28,052 28,416: 538 174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 40: 0 0 0 40 40 40 40: 0 0
: : :
: : 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 : 63.1 60.1 83.8 82.7 39.9 45.8 52.4 56.4
Old : 63.1 60.1 83.8 82.7 39.9 45.8 52.4 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 16, 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 : 11,808: 120 652 560 10,758 10,146 11,438 11,358: 370 450
Old : 11,808: 120 652 560 10,758 10,146 11,438 11,358: 370 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 40: 0 0 0 40 40 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.5 4.7 91.1 85.9 96.9 96.2: 3.1 3.8
Old : 100.0: 1.0 5.5 4.7 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 : 63.2 62.3 83.1 85.6 57.1 51.0 70.5 68.3
Old : 63.2 62.3 83.1 85.6 57.1 51.0 70.5 68.3
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 16, 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 : 1,317,380: 176,223 178,255 265,867 799,360 797,050 1,241,450 1,241,172: 75,930 76,208
Old : 1,317,380: 176,223 178,255 265,867 799,360 797,050 1,241,450 1,241,172: 75,930 76,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 37,088: 11,889 -8,437 13,699 11,412 33,728 37,000 38,990: 88 -1,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 13.5 20.2 60.7 60.5 94.2 94.2: 5.8 5.8
Old : 100.0: 13.4 13.5 20.2 60.7 60.5 94.2 94.2: 5.8 5.8
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 : 338: 88 118 124 97 97 269 274:
Old : 338: 88 118 124 97 97 269 274:
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 : 24.5 24.0 36.7 31.5 11.8 7.7 18.1 11.2
Old : 24.5 24.0 36.7 31.5 11.8 7.7 18.1 11.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
Commitments of Traders - Futures Only, January 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500 BARRELS) :
: : :
All : 24,796: 4,068 16,445 1,730 2,774 1,689 8,572 19,864: 16,224 4,932
Old : 24,796: 4,068 16,445 1,730 2,774 1,689 8,572 19,864: 16,224 4,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 66.3 7.0 11.2 6.8 34.6 80.1: 65.4 19.9
Old : 100.0: 16.4 66.3 7.0 11.2 6.8 34.6 80.1: 65.4 19.9
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 : 20: 9 7 5 2 2 14 12:
Old : 20: 9 7 5 2 2 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 56.9 27.9 74.4 17.1 56.8 23.9 73.0
Old : 20.3 56.9 27.9 74.4 17.1 56.8 23.9 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, January 16, 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 : 35,900: 2,547 10,088 5,820 21,377 12,378 29,744 28,286: 6,156 7,614
Old : 35,900: 2,547 10,088 5,820 21,377 12,378 29,744 28,286: 6,156 7,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 1,061: -160 213 12 624 -65 476 160: 585 901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 28.1 16.2 59.5 34.5 82.9 78.8: 17.1 21.2
Old : 100.0: 7.1 28.1 16.2 59.5 34.5 82.9 78.8: 17.1 21.2
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 : 27: 5 8 12 14 13 27 25:
Old : 27: 5 8 12 14 13 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 32.2 48.7 47.7 22.6 25.2 33.0 34.9
Old : 29.0 32.2 48.7 47.7 22.6 25.2 33.0 34.9
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 16, 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 : 12,924: 6,479 2,769 110 3,788 9,809 10,377 12,688: 2,547 236
Old : 12,924: 6,479 2,769 110 3,788 9,809 10,377 12,688: 2,547 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 51: 104 -112 -41 -134 247 -71 94: 122 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 21.4 0.9 29.3 75.9 80.3 98.2: 19.7 1.8
Old : 100.0: 50.1 21.4 0.9 29.3 75.9 80.3 98.2: 19.7 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 : 99: 51 9 3 12 26 66 37:
Old : 99: 51 9 3 12 26 66 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 38.3 49.3 61.1 36.7 38.3 49.3 61.1
Old : 36.7 38.3 49.3 61.1 36.7 38.3 49.3 61.1
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 16, 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 : 8,504: 3,646 1,141 13 2,540 6,340 6,199 7,494: 2,305 1,010
Old : 8,504: 3,646 1,141 13 2,540 6,340 6,199 7,494: 2,305 1,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 446: 289 -154 3 182 817 474 666: -28 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 13.4 0.2 29.9 74.6 72.9 88.1: 27.1 11.9
Old : 100.0: 42.9 13.4 0.2 29.9 74.6 72.9 88.1: 27.1 11.9
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 : 59: 23 6 2 11 20 35 27:
Old : 59: 23 6 2 11 20 35 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 39.7 35.6 59.0 21.2 39.7 35.6 59.0
Old : 21.2 39.7 35.6 59.0 21.2 39.7 35.6 59.0
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 16, 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 : 166,779: 31,489 22,349 6,634 113,154 120,520 151,277 149,503: 15,502 17,276
Old : 166,779: 31,489 22,349 6,634 113,154 120,520 151,277 149,503: 15,502 17,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2007 :
: 7,265: 536 1,004 1,798 3,426 1,626 5,760 4,428: 1,505 2,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 13.4 4.0 67.8 72.3 90.7 89.6: 9.3 10.4
Old : 100.0: 18.9 13.4 4.0 67.8 72.3 90.7 89.6: 9.3 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 : 163: 43 26 24 81 79 135 122:
Old : 163: 43 26 24 81 79 135 122:
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 21.5 38.4 33.1 20.9 17.6 31.1 24.8
Old : 25.3 21.5 38.4 33.1 20.9 17.6 31.1 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2007