GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, January 30, 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 : 6,312: 125 218 150 4,637 5,474 4,912 5,842: 1,400 470
Old : 6,312: 125 218 150 4,637 5,474 4,912 5,842: 1,400 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 1,500: 0 50 0 300 1,425 300 1,475: 1,200 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 3.5 2.4 73.5 86.7 77.8 92.6: 22.2 7.4
Old : 100.0: 2.0 3.5 2.4 73.5 86.7 77.8 92.6: 22.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 2 17 19 19 22:
Old : 27: 1 2 2 17 19 19 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 : 52.3 48.7 66.1 69.3 40.4 45.2 47.4 56.9
Old : 52.3 48.7 66.1 69.3 40.4 45.2 47.4 56.9
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 30, 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 : 17,705: 578 6,844 159 16,848 9,272 17,585 16,275: 120 1,430
Old : 17,705: 578 6,844 159 16,848 9,272 17,585 16,275: 120 1,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 810: 0 0 0 810 -390 810 -390: 0 1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 38.7 0.9 95.2 52.4 99.3 91.9: 0.7 8.1
Old : 100.0: 3.3 38.7 0.9 95.2 52.4 99.3 91.9: 0.7 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 : 45: 4 1 1 35 31 40 32:
Old : 45: 4 1 1 35 31 40 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 58.0 71.4 69.1 55.5 52.4 65.3 60.4
Old : 55.8 58.0 71.4 69.1 55.5 52.4 65.3 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, January 30, 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 : 3,225: 30 90 0 2,295 2,380 2,325 2,470: 900 755
Old : 3,225: 30 90 0 2,295 2,380 2,325 2,470: 900 755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 252: 0 90 0 137 97 137 187: 115 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.8 0.0 71.2 73.8 72.1 76.6: 27.9 23.4
Old : 100.0: 0.9 2.8 0.0 71.2 73.8 72.1 76.6: 27.9 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 23 22 24 23:
Old : 26: 1 1 0 23 22 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 27.3 50.0 48.7 22.7 23.6 30.8 36.1
Old : 33.1 27.3 50.0 48.7 22.7 23.6 30.8 36.1
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 30, 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 : 213,808: 24,947 34,248 20,923 137,064 122,581 182,934 177,752: 30,874 36,056
Old : 213,808: 24,947 34,248 20,923 137,064 122,581 182,934 177,752: 30,874 36,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -5,389: 410 -4,490 -845 -1,851 1,569 -2,286 -3,766: -3,103 -1,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 16.0 9.8 64.1 57.3 85.6 83.1: 14.4 16.9
Old : 100.0: 11.7 16.0 9.8 64.1 57.3 85.6 83.1: 14.4 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 : 147: 28 40 39 62 66 115 126:
Old : 147: 28 40 39 62 66 115 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 19.1 39.6 29.1 21.2 10.2 29.9 16.4
Old : 26.8 19.1 39.6 29.1 21.2 10.2 29.9 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, January 30, 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 : 904,938: 90,373 91,797 375,285 377,453 401,103 843,111 868,185: 61,827 36,753
Old : 904,938: 90,373 91,797 375,285 377,453 401,103 843,111 868,185: 61,827 36,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -19,460: -7,837 -10,334 2,918 -11,736 -10,042 -16,655 -17,458: -2,805 -2,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.1 41.5 41.7 44.3 93.2 95.9: 6.8 4.1
Old : 100.0: 10.0 10.1 41.5 41.7 44.3 93.2 95.9: 6.8 4.1
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 : 206: 52 66 80 79 66 183 167:
Old : 206: 52 66 80 79 66 183 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 35.1 50.5 50.9 11.5 12.1 14.8 15.9
Old : 38.3 35.1 50.5 50.9 11.5 12.1 14.8 15.9
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 30, 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 : 99,527: 3,290 11,365 4,228 80,838 75,290 88,356 90,883: 11,171 8,644
Old : 99,527: 3,290 11,365 4,228 80,838 75,290 88,356 90,883: 11,171 8,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 5,952: 550 0 538 3,489 4,916 4,577 5,454: 1,375 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 11.4 4.2 81.2 75.6 88.8 91.3: 11.2 8.7
Old : 100.0: 3.3 11.4 4.2 81.2 75.6 88.8 91.3: 11.2 8.7
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 : 30: 2 1 3 24 24 27 27:
Old : 30: 2 1 3 24 24 27 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 : 47.4 40.0 64.7 62.8 44.4 35.6 53.8 51.4
Old : 47.4 40.0 64.7 62.8 44.4 35.6 53.8 51.4
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 30, 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 : 45,444: 430 2,592 3,212 33,572 29,636 37,214 35,440: 8,230 10,004
Old : 45,444: 430 2,592 3,212 33,572 29,636 37,214 35,440: 8,230 10,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -628: 0 276 290 -1,445 1,434 -1,155 2,000: 527 -2,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 5.7 7.1 73.9 65.2 81.9 78.0: 18.1 22.0
Old : 100.0: 0.9 5.7 7.1 73.9 65.2 81.9 78.0: 18.1 22.0
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 : 32: 1 2 2 23 22 26 24:
Old : 32: 1 2 2 23 22 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 : 32.9 34.2 53.5 51.8 30.4 28.2 47.3 41.5
Old : 32.9 34.2 53.5 51.8 30.4 28.2 47.3 41.5
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 30, 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 : 131,968: 9,839 1,268 2,375 117,220 122,830 129,434 126,473: 2,534 5,495
Old : 131,968: 9,839 1,268 2,375 117,220 122,830 129,434 126,473: 2,534 5,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 3,817: 3,434 -1,380 261 851 6,338 4,546 5,219: -729 -1,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 1.0 1.8 88.8 93.1 98.1 95.8: 1.9 4.2
Old : 100.0: 7.5 1.0 1.8 88.8 93.1 98.1 95.8: 1.9 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 : 50: 3 2 3 34 34 38 38:
Old : 50: 3 2 3 34 34 38 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 : 50.8 52.4 69.6 67.4 49.5 50.9 66.3 65.1
Old : 50.8 52.4 69.6 67.4 49.5 50.9 66.3 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, January 30, 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 : 76,490: 18,256 0 0 45,559 63,939 63,815 63,939: 12,675 12,551
Old : 76,490: 18,256 0 0 45,559 63,939 63,815 63,939: 12,675 12,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -63: 0 0 0 -63 -277 -63 -277: 0 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 0.0 0.0 59.6 83.6 83.4 83.6: 16.6 16.4
Old : 100.0: 23.9 0.0 0.0 59.6 83.6 83.4 83.6: 16.6 16.4
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 : 27: 2 0 0 19 18 21 18:
Old : 27: 2 0 0 19 18 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 54.5 63.4 69.6 41.4 53.4 60.2 63.6
Old : 42.0 54.5 63.4 69.6 41.4 53.4 60.2 63.6
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 30, 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 : 82,990: 187 1,375 8,255 70,063 67,384 78,505 77,014: 4,485 5,976
Old : 82,990: 187 1,375 8,255 70,063 67,384 78,505 77,014: 4,485 5,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 4,020: -2,996 265 1,984 4,540 1,219 3,528 3,468: 492 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.7 9.9 84.4 81.2 94.6 92.8: 5.4 7.2
Old : 100.0: 0.2 1.7 9.9 84.4 81.2 94.6 92.8: 5.4 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 : 28: 1 3 4 21 20 25 24:
Old : 28: 1 3 4 21 20 25 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 : 54.9 44.3 74.0 69.3 49.0 37.9 59.4 54.8
Old : 54.9 44.3 74.0 69.3 49.0 37.9 59.4 54.8
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 30, 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 : 70,799: 2,596 326 5,078 52,963 59,049 60,637 64,453: 10,162 6,346
Old : 70,799: 2,596 326 5,078 52,963 59,049 60,637 64,453: 10,162 6,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 2,584: -22 0 701 1,536 2,614 2,215 3,315: 369 -731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.5 7.2 74.8 83.4 85.6 91.0: 14.4 9.0
Old : 100.0: 3.7 0.5 7.2 74.8 83.4 85.6 91.0: 14.4 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 : 26: 1 1 2 19 20 21 22:
Old : 26: 1 1 2 19 20 21 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 : 62.3 43.0 76.6 64.4 53.5 41.2 60.3 56.7
Old : 62.3 43.0 76.6 64.4 53.5 41.2 60.3 56.7
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 30, 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 : 94,946: 3,944 380 5,697 73,541 79,087 83,182 85,164: 11,764 9,782
Old : 94,946: 3,944 380 5,697 73,541 79,087 83,182 85,164: 11,764 9,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 395: -186 -2,110 834 -3,197 831 -2,549 -445: 2,944 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.4 6.0 77.5 83.3 87.6 89.7: 12.4 10.3
Old : 100.0: 4.2 0.4 6.0 77.5 83.3 87.6 89.7: 12.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 1 2 28 28 31 30:
Old : 39: 2 1 2 28 28 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 28.8 55.9 50.7 28.1 25.2 42.0 40.6
Old : 37.4 28.8 55.9 50.7 28.1 25.2 42.0 40.6
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 30, 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 : 80,169: 280 8,861 1,339 65,947 62,543 67,566 72,743: 12,603 7,426
Old : 80,169: 280 8,861 1,339 65,947 62,543 67,566 72,743: 12,603 7,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 875: 280 -5 -96 1,393 -619 1,577 -720: -702 1,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 11.1 1.7 82.3 78.0 84.3 90.7: 15.7 9.3
Old : 100.0: 0.3 11.1 1.7 82.3 78.0 84.3 90.7: 15.7 9.3
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 : 30: 1 2 1 23 20 25 22:
Old : 30: 1 2 1 23 20 25 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 : 39.6 47.3 60.2 67.9 34.5 44.6 51.7 62.3
Old : 39.6 47.3 60.2 67.9 34.5 44.6 51.7 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,590: 3,646 3,542 832 56,171 56,872 60,649 61,246: 6,941 6,344
Old : 67,590: 3,646 3,542 832 56,171 56,872 60,649 61,246: 6,941 6,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 2,274: -956 0 832 3,437 1,714 3,313 2,546: -1,039 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.2 1.2 83.1 84.1 89.7 90.6: 10.3 9.4
Old : 100.0: 5.4 5.2 1.2 83.1 84.1 89.7 90.6: 10.3 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 1 23 22 25 24:
Old : 31: 2 1 1 23 22 25 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 : 44.3 39.0 59.8 58.6 36.8 37.0 51.3 52.1
Old : 44.3 39.0 59.8 58.6 36.8 37.0 51.3 52.1
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 30, 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 : 107,600: 6,018 3,924 3,898 84,382 90,723 94,298 98,545: 13,302 9,055
Old : 107,600: 6,018 3,924 3,898 84,382 90,723 94,298 98,545: 13,302 9,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 8,336: 4,151 -745 -1,012 4,936 12,109 8,075 10,352: 261 -2,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 3.6 3.6 78.4 84.3 87.6 91.6: 12.4 8.4
Old : 100.0: 5.6 3.6 3.6 78.4 84.3 87.6 91.6: 12.4 8.4
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 : 37: 2 1 2 26 28 28 31:
Old : 37: 2 1 2 26 28 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 38.4 47.5 58.0 21.5 33.7 36.6 47.0
Old : 27.2 38.4 47.5 58.0 21.5 33.7 36.6 47.0
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 30, 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 : 61,593: 0 3,914 1,636 43,716 51,509 45,352 57,059: 16,241 4,534
Old : 61,593: 0 3,914 1,636 43,716 51,509 45,352 57,059: 16,241 4,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 348: 0 92 -66 416 549 350 575: -2 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 2.7 71.0 83.6 73.6 92.6: 26.4 7.4
Old : 100.0: 0.0 6.4 2.7 71.0 83.6 73.6 92.6: 26.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 1 15 16 16 18:
Old : 26: 0 2 1 15 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 43.8 59.4 71.6 39.5 43.0 57.7 67.6
Old : 40.8 43.8 59.4 71.6 39.5 43.0 57.7 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders - Futures Only, January 30, 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 : 38,301: 2,860 0 124 34,117 36,431 37,101 36,555: 1,200 1,746
Old : 38,301: 2,860 0 124 34,117 36,431 37,101 36,555: 1,200 1,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 0.3 89.1 95.1 96.9 95.4: 3.1 4.6
Old : 100.0: 7.5 0.0 0.3 89.1 95.1 96.9 95.4: 3.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 0 1 12 20 16 21:
Old : 31: 4 0 1 12 20 16 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 : 81.2 74.2 88.8 84.8 50.5 39.7 56.1 49.9
Old : 81.2 74.2 88.8 84.8 50.5 39.7 56.1 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
Commitments of Traders - Futures Only, January 30, 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 : 24,736: 0 2,912 0 24,072 20,154 24,072 23,066: 664 1,670
Old : 24,736: 0 2,912 0 24,072 20,154 24,072 23,066: 664 1,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 3,268: 0 1,712 0 3,324 1,428 3,324 3,140: -56 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.8 0.0 97.3 81.5 97.3 93.2: 2.7 6.8
Old : 100.0: 0.0 11.8 0.0 97.3 81.5 97.3 93.2: 2.7 6.8
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: 0 2 0 15 14 15 16:
Old : 26: 0 2 0 15 14 15 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 : 64.2 64.2 85.1 81.3 54.6 60.3 74.7 70.8
Old : 64.2 64.2 85.1 81.3 54.6 60.3 74.7 70.8
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 30, 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 : 192,167: 1,172 16,631 19,244 156,008 149,003 176,424 184,878: 15,743 7,289
Old : 192,167: 1,172 16,631 19,244 156,008 149,003 176,424 184,878: 15,743 7,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 2,443: 204 31 677 1,388 1,869 2,269 2,577: 174 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 8.7 10.0 81.2 77.5 91.8 96.2: 8.2 3.8
Old : 100.0: 0.6 8.7 10.0 81.2 77.5 91.8 96.2: 8.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 5 6 37 37 43 44:
Old : 47: 2 5 6 37 37 43 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 32.7 55.1 49.7 30.9 22.5 44.0 33.8
Old : 35.0 32.7 55.1 49.7 30.9 22.5 44.0 33.8
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 30, 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 : 87,588: 3,105 3,922 3,215 72,672 68,995 78,992 76,132: 8,596 11,456
Old : 87,588: 3,105 3,922 3,215 72,672 68,995 78,992 76,132: 8,596 11,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 3,283: 1,076 1,757 960 1,312 -842 3,348 1,875: -65 1,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 4.5 3.7 83.0 78.8 90.2 86.9: 9.8 13.1
Old : 100.0: 3.5 4.5 3.7 83.0 78.8 90.2 86.9: 9.8 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 : 32: 1 3 3 20 21 23 25:
Old : 32: 1 3 3 20 21 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 47.3 65.4 65.4 46.5 46.6 61.1 64.2
Old : 48.4 47.3 65.4 65.4 46.5 46.6 61.1 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 30, 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 : 59,026: 3,047 0 0 54,465 55,921 57,512 55,921: 1,514 3,105
Old : 59,026: 3,047 0 0 54,465 55,921 57,512 55,921: 1,514 3,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 5,272: 2,711 0 0 2,550 4,964 5,261 4,964: 11 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.0 0.0 92.3 94.7 97.4 94.7: 2.6 5.3
Old : 100.0: 5.2 0.0 0.0 92.3 94.7 97.4 94.7: 2.6 5.3
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 : 37: 4 0 0 16 26 20 26:
Old : 37: 4 0 0 16 26 20 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 : 78.8 41.6 89.4 63.3 60.8 34.7 67.4 52.5
Old : 78.8 41.6 89.4 63.3 60.8 34.7 67.4 52.5
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 30, 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 : 297,486: 11,354 314 10,669 264,583 278,167 286,606 289,150: 10,880 8,336
Old : 297,486: 11,354 314 10,669 264,583 278,167 286,606 289,150: 10,880 8,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 4,643: -3,442 -168 1,561 6,593 1,926 4,712 3,319: -69 1,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.1 3.6 88.9 93.5 96.3 97.2: 3.7 2.8
Old : 100.0: 3.8 0.1 3.6 88.9 93.5 96.3 97.2: 3.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 6 1 6 45 41 51 48:
Old : 58: 6 1 6 45 41 51 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 47.8 57.1 62.7 38.5 46.0 50.1 57.2
Old : 41.2 47.8 57.1 62.7 38.5 46.0 50.1 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, January 30, 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 : 175,271: 11,380 9,792 15,745 139,040 145,821 166,165 171,358: 9,106 3,913
Old : 175,271: 11,380 9,792 15,745 139,040 145,821 166,165 171,358: 9,106 3,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 2,700: -966 845 655 4,644 1,508 4,333 3,008: -1,633 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 5.6 9.0 79.3 83.2 94.8 97.8: 5.2 2.2
Old : 100.0: 6.5 5.6 9.0 79.3 83.2 94.8 97.8: 5.2 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 : 49: 2 4 4 41 38 46 43:
Old : 49: 2 4 4 41 38 46 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 : 31.7 40.8 48.2 58.4 25.9 32.4 34.7 41.9
Old : 31.7 40.8 48.2 58.4 25.9 32.4 34.7 41.9
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 30, 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 : 184,056: 8,605 5,950 7,993 148,867 149,640 165,465 163,583: 18,591 20,473
Old : 184,056: 8,605 5,950 7,993 148,867 149,640 165,465 163,583: 18,591 20,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 6,654: -761 859 -1,122 7,933 4,742 6,050 4,479: 604 2,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 3.2 4.3 80.9 81.3 89.9 88.9: 10.1 11.1
Old : 100.0: 4.7 3.2 4.3 80.9 81.3 89.9 88.9: 10.1 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 : 46: 2 3 3 35 34 39 38:
Old : 46: 2 3 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 : 31.3 45.5 47.4 60.5 30.9 44.3 45.6 55.6
Old : 31.3 45.5 47.4 60.5 30.9 44.3 45.6 55.6
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 30, 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 : 247,458: 34,625 4,152 22,343 171,812 205,176 228,780 231,671: 18,678 15,787
Old : 247,458: 34,625 4,152 22,343 171,812 205,176 228,780 231,671: 18,678 15,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 3,584: -6,633 681 2,135 5,545 927 1,047 3,743: 2,537 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 1.7 9.0 69.4 82.9 92.5 93.6: 7.5 6.4
Old : 100.0: 14.0 1.7 9.0 69.4 82.9 92.5 93.6: 7.5 6.4
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: 3 5 6 36 35 43 42:
Old : 47: 3 5 6 36 35 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 41.0 47.3 57.4 25.2 34.8 37.5 41.7
Old : 32.9 41.0 47.3 57.4 25.2 34.8 37.5 41.7
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 30, 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 : 60,583: 0 7,166 664 52,714 42,163 53,378 49,993: 7,205 10,590
Old : 60,583: 0 7,166 664 52,714 42,163 53,378 49,993: 7,205 10,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -279: -182 4,762 -128 1,877 -5,859 1,567 -1,225: -1,846 946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.8 1.1 87.0 69.6 88.1 82.5: 11.9 17.5
Old : 100.0: 0.0 11.8 1.1 87.0 69.6 88.1 82.5: 11.9 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 3 2 26 24 28 27:
Old : 33: 0 3 2 26 24 28 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 : 40.8 32.2 59.7 52.3 40.1 26.8 56.9 42.3
Old : 40.8 32.2 59.7 52.3 40.1 26.8 56.9 42.3
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 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 2,976,430: 178,338 44,710 1,168,374 1,588,098 1,739,334 2,934,810 2,952,418: 41,620 24,012
Old : 2,976,430: 178,338 44,710 1,168,374 1,588,098 1,739,334 2,934,810 2,952,418: 41,620 24,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -184,023: 21,437 -75,224 -48,147 -167,778 -67,446 -194,488 -190,817: 10,465 6,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.5 39.3 53.4 58.4 98.6 99.2: 1.4 0.8
Old : 100.0: 6.0 1.5 39.3 53.4 58.4 98.6 99.2: 1.4 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 : 154: 27 23 45 103 89 151 137:
Old : 154: 27 23 45 103 89 151 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 45.3 51.8 58.3 9.0 16.7 12.2 20.4
Old : 38.4 45.3 51.8 58.3 9.0 16.7 12.2 20.4
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 30, 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 : 845,919: 123,483 121,568 175,645 536,650 542,669 835,778 839,882: 10,141 6,037
Old : 845,919: 123,483 121,568 175,645 536,650 542,669 835,778 839,882: 10,141 6,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -71,120: -42,809 3,497 -10,222 -20,265 -64,219 -73,296 -70,944: 2,176 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 14.4 20.8 63.4 64.2 98.8 99.3: 1.2 0.7
Old : 100.0: 14.6 14.4 20.8 63.4 64.2 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 : 69: 21 14 27 33 33 64 64:
Old : 69: 21 14 27 33 33 64 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 40.7 63.6 64.2 24.2 25.2 34.6 33.3
Old : 39.8 40.7 63.6 64.2 24.2 25.2 34.6 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, January 30, 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 : 39,871: 2,328 1,235 1,591 35,162 36,676 39,081 39,502: 790 369
Old : 39,871: 2,328 1,235 1,591 35,162 36,676 39,081 39,502: 790 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 1,414: 347 -45 -179 1,265 1,657 1,433 1,433: -19 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 3.1 4.0 88.2 92.0 98.0 99.1: 2.0 0.9
Old : 100.0: 5.8 3.1 4.0 88.2 92.0 98.0 99.1: 2.0 0.9
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 : 52: 4 5 6 37 35 45 42:
Old : 52: 4 5 6 37 35 45 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 : 44.0 45.2 57.5 69.0 36.8 42.6 45.6 58.8
Old : 44.0 45.2 57.5 69.0 36.8 42.6 45.6 58.8
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 30, 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 : 20,644: 858 0 678 18,979 19,543 20,515 20,221: 129 423
Old : 20,644: 858 0 678 18,979 19,543 20,515 20,221: 129 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 373: -80 0 80 373 293 373 373: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 3.3 91.9 94.7 99.4 98.0: 0.6 2.0
Old : 100.0: 4.2 0.0 3.3 91.9 94.7 99.4 98.0: 0.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 65.5 75.6 88.3 91.3 42.1 58.9 58.3 63.2
Old : 65.5 75.6 88.3 91.3 42.1 58.9 58.3 63.2
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 30, 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 : 19,504: 0 668 1,200 18,012 17,272 19,212 19,140: 292 364
Old : 19,504: 0 668 1,200 18,012 17,272 19,212 19,140: 292 364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 260: 0 40 0 260 220 260 260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 6.2 92.4 88.6 98.5 98.1: 1.5 1.9
Old : 100.0: 0.0 3.4 6.2 92.4 88.6 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 : 63.4 49.1 82.3 71.4 47.8 39.6 61.8 54.5
Old : 63.4 49.1 82.3 71.4 47.8 39.6 61.8 54.5
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 30, 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 : 15,602: 52 520 60 14,474 14,270 14,586 14,850: 1,016 752
Old : 15,602: 52 520 60 14,474 14,270 14,586 14,850: 1,016 752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -264: 6 -40 0 -30 -224 -24 -264: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 3.3 0.4 92.8 91.5 93.5 95.2: 6.5 4.8
Old : 100.0: 0.3 3.3 0.4 92.8 91.5 93.5 95.2: 6.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 16 13 18 14:
Old : 22: 1 1 1 16 13 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 77.0 74.6 89.7 49.7 71.6 67.9 78.4
Old : 53.0 77.0 74.6 89.7 49.7 71.6 67.9 78.4
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 30, 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 : 26,274: 1,778 170 460 23,220 25,218 25,458 25,848: 816 426
Old : 26,274: 1,778 170 460 23,220 25,218 25,458 25,848: 816 426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 220: 148 0 160 650 74 958 234: -738 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.6 1.8 88.4 96.0 96.9 98.4: 3.1 1.6
Old : 100.0: 6.8 0.6 1.8 88.4 96.0 96.9 98.4: 3.1 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 : 34: 2 1 1 26 19 28 21:
Old : 34: 2 1 1 26 19 28 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 : 40.2 50.8 63.7 76.4 29.5 41.3 46.0 56.7
Old : 40.2 50.8 63.7 76.4 29.5 41.3 46.0 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, January 30, 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 : 29,490: 0 1,138 1,920 27,032 26,198 28,952 29,256: 538 234
Old : 29,490: 0 1,138 1,920 27,032 26,198 28,952 29,256: 538 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 188: 0 0 0 188 188 188 188: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 6.5 91.7 88.8 98.2 99.2: 1.8 0.8
Old : 100.0: 0.0 3.9 6.5 91.7 88.8 98.2 99.2: 1.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 1 17 16 18 18:
Old : 25: 0 2 1 17 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 58.2 80.7 81.2 36.4 42.6 49.1 52.7
Old : 59.7 58.2 80.7 81.2 36.4 42.6 49.1 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, January 30, 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 : 11,810: 120 652 560 10,760 10,148 11,440 11,360: 370 450
Old : 11,810: 120 652 560 10,760 10,148 11,440 11,360: 370 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 0: 0 0 0 0 0 0 0: 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 : 62.8 62.1 82.8 85.2 56.7 50.6 70.0 67.8
Old : 62.8 62.1 82.8 85.2 56.7 50.6 70.0 67.8
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 30, 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 : 1,306,996: 166,578 180,920 244,747 818,277 798,053 1,229,602 1,223,720: 77,394 83,276
Old : 1,306,996: 166,578 180,920 244,747 818,277 798,053 1,229,602 1,223,720: 77,394 83,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 37,398: -4,714 1,129 5,051 34,495 23,422 34,832 29,602: 2,566 7,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 13.8 18.7 62.6 61.1 94.1 93.6: 5.9 6.4
Old : 100.0: 12.7 13.8 18.7 62.6 61.1 94.1 93.6: 5.9 6.4
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 : 320: 75 111 123 96 99 263 262:
Old : 320: 75 111 123 96 99 263 262:
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 : 25.2 24.6 39.0 32.5 12.6 7.7 19.0 11.4
Old : 25.2 24.6 39.0 32.5 12.6 7.7 19.0 11.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, January 30, 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 : 22,433: 0 0 0 22,433 22,383 22,433 22,383: 0 50
Old : 22,433: 0 0 0 22,433 22,383 22,433 22,383: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.8 100.0 99.8: 0.0 0.2
Old : 100.0: 0.0 0.0 0.0 100.0 99.8 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 17 15 17 15:
Old : 20: 0 0 0 17 15 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 : 64.6 71.9 89.2 91.0 9.1 11.4 13.1 14.1
Old : 64.6 71.9 89.2 91.0 9.1 11.4 13.1 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, January 30, 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 : 48,705: 3,029 9,509 14,873 26,166 19,270 44,068 43,652: 4,637 5,053
Old : 48,705: 3,029 9,509 14,873 26,166 19,270 44,068 43,652: 4,637 5,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 3,913: 671 286 3,320 718 1,935 4,709 5,541: -796 -1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 19.5 30.5 53.7 39.6 90.5 89.6: 9.5 10.4
Old : 100.0: 6.2 19.5 30.5 53.7 39.6 90.5 89.6: 9.5 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 : 31: 7 9 15 15 14 31 29:
Old : 31: 7 9 15 15 14 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 39.2 54.4 54.8 13.5 18.6 19.7 23.5
Old : 38.7 39.2 54.4 54.8 13.5 18.6 19.7 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, January 30, 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 : 15,607: 9,125 2,615 121 3,518 12,450 12,764 15,186: 2,843 421
Old : 15,607: 9,125 2,615 121 3,518 12,450 12,764 15,186: 2,843 421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 1,128: 800 -290 120 -106 1,169 814 999: 314 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 16.8 0.8 22.5 79.8 81.8 97.3: 18.2 2.7
Old : 100.0: 58.5 16.8 0.8 22.5 79.8 81.8 97.3: 18.2 2.7
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 : 114: 65 8 2 15 26 82 36:
Old : 114: 65 8 2 15 26 82 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 36.4 46.9 59.2 31.7 36.4 46.9 59.2
Old : 31.7 36.4 46.9 59.2 31.7 36.4 46.9 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, January 30, 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 : 9,811: 5,187 1,241 0 2,231 7,654 7,418 8,895: 2,393 916
Old : 9,811: 5,187 1,241 0 2,231 7,654 7,418 8,895: 2,393 916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 709: 660 123 -3 93 631 750 751: -41 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 12.6 0.0 22.7 78.0 75.6 90.7: 24.4 9.3
Old : 100.0: 52.9 12.6 0.0 22.7 78.0 75.6 90.7: 24.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 27 8 0 8 21 35 29:
Old : 64: 27 8 0 8 21 35 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 37.4 36.5 56.4 22.6 37.4 36.5 56.4
Old : 22.6 37.4 36.5 56.4 22.6 37.4 36.5 56.4
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 30, 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 : 160,062: 35,224 19,647 7,485 104,062 119,319 146,771 146,451: 13,291 13,611
Old : 160,062: 35,224 19,647 7,485 104,062 119,319 146,771 146,451: 13,291 13,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -6,945: 2,364 -5,729 393 -9,145 -283 -6,388 -5,619: -557 -1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 12.3 4.7 65.0 74.5 91.7 91.5: 8.3 8.5
Old : 100.0: 22.0 12.3 4.7 65.0 74.5 91.7 91.5: 8.3 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 47 24 23 74 77 129 119:
Old : 161: 47 24 23 74 77 129 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 18.8 40.5 31.4 21.5 14.2 31.9 23.4
Old : 26.8 18.8 40.5 31.4 21.5 14.2 31.9 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 2, 2007