GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, February 6, 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 : 5,387: 125 268 100 3,862 4,944 4,087 5,312: 1,300 75
Old : 5,387: 125 268 100 3,862 4,944 4,087 5,312: 1,300 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -925: 0 50 -50 -775 -530 -825 -530: -100 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 5.0 1.9 71.7 91.8 75.9 98.6: 24.1 1.4
Old : 100.0: 2.3 5.0 1.9 71.7 91.8 75.9 98.6: 24.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 1 16 18 17 21:
Old : 27: 1 2 1 16 18 17 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 : 53.9 48.3 66.8 73.7 38.3 45.9 45.4 62.1
Old : 53.9 48.3 66.8 73.7 38.3 45.9 45.4 62.1
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, February 6, 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 : 16,137: 553 6,790 159 15,255 7,776 15,967 14,725: 170 1,412
Old : 16,137: 553 6,790 159 15,255 7,776 15,967 14,725: 170 1,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -1,568: -25 -54 0 -1,593 -1,496 -1,618 -1,550: 50 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 42.1 1.0 94.5 48.2 98.9 91.2: 1.1 8.8
Old : 100.0: 3.4 42.1 1.0 94.5 48.2 98.9 91.2: 1.1 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 1 1 28 31 32 32:
Old : 40: 3 1 1 28 31 32 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 : 59.2 60.1 72.9 71.8 58.7 53.9 65.7 61.7
Old : 59.2 60.1 72.9 71.8 58.7 53.9 65.7 61.7
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, February 6, 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 : 2,757: 30 80 0 2,087 2,047 2,117 2,127: 640 630
Old : 2,757: 30 80 0 2,087 2,047 2,117 2,127: 640 630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -468: 0 -10 0 -208 -333 -208 -343: -260 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.9 0.0 75.7 74.2 76.8 77.1: 23.2 22.9
Old : 100.0: 1.1 2.9 0.0 75.7 74.2 76.8 77.1: 23.2 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 20 23 21 24:
Old : 27: 1 1 0 20 23 21 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 : 31.4 33.0 48.0 52.3 19.6 29.7 30.3 40.3
Old : 31.4 33.0 48.0 52.3 19.6 29.7 30.3 40.3
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, February 6, 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 : 217,665: 22,833 30,793 18,165 146,172 134,324 187,170 183,282: 30,495 34,383
Old : 217,665: 22,833 30,793 18,165 146,172 134,324 187,170 183,282: 30,495 34,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 3,857: -2,114 -3,455 -2,758 9,108 11,743 4,236 5,530: -379 -1,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 14.1 8.3 67.2 61.7 86.0 84.2: 14.0 15.8
Old : 100.0: 10.5 14.1 8.3 67.2 61.7 86.0 84.2: 14.0 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 28 40 39 62 66 113 125:
Old : 143: 28 40 39 62 66 113 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 21.4 42.2 30.4 21.4 9.5 30.1 15.8
Old : 28.4 21.4 42.2 30.4 21.4 9.5 30.1 15.8
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, February 6, 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 : 865,279: 89,807 92,364 335,658 371,934 398,134 797,399 826,156: 67,880 39,123
Old : 865,279: 89,807 92,364 335,658 371,934 398,134 797,399 826,156: 67,880 39,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -39,659: -566 567 -39,627 -5,519 -2,969 -45,712 -42,029: 6,053 2,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 10.7 38.8 43.0 46.0 92.2 95.5: 7.8 4.5
Old : 100.0: 10.4 10.7 38.8 43.0 46.0 92.2 95.5: 7.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 49 60 77 78 64 174 159:
Old : 193: 49 60 77 78 64 174 159:
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 : 35.8 31.4 48.2 47.7 11.9 12.7 15.6 16.8
Old : 35.8 31.4 48.2 47.7 11.9 12.7 15.6 16.8
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, February 6, 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 : 94,231: 4,208 12,261 2,694 76,153 70,616 83,055 85,571: 11,176 8,660
Old : 94,231: 4,208 12,261 2,694 76,153 70,616 83,055 85,571: 11,176 8,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -5,296: 918 896 -1,534 -4,685 -4,674 -5,301 -5,312: 5 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 13.0 2.9 80.8 74.9 88.1 90.8: 11.9 9.2
Old : 100.0: 4.5 13.0 2.9 80.8 74.9 88.1 90.8: 11.9 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 3 21 21 24 24:
Old : 27: 2 1 3 21 21 24 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 : 49.4 41.7 66.7 64.3 46.7 38.7 55.5 54.3
Old : 49.4 41.7 66.7 64.3 46.7 38.7 55.5 54.3
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, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 43,123: 2,290 1,594 2,440 30,970 26,164 35,700 30,198: 7,423 12,925
Old : 43,123: 2,290 1,594 2,440 30,970 26,164 35,700 30,198: 7,423 12,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -2,321: 1,860 -998 -772 -2,602 -3,472 -1,514 -5,242: -807 2,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 3.7 5.7 71.8 60.7 82.8 70.0: 17.2 30.0
Old : 100.0: 5.3 3.7 5.7 71.8 60.7 82.8 70.0: 17.2 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 1 22 22 24 24:
Old : 30: 2 1 1 22 22 24 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 : 36.1 29.5 55.0 48.0 29.4 26.6 44.2 41.0
Old : 36.1 29.5 55.0 48.0 29.4 26.6 44.2 41.0
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, February 6, 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 : 131,065: 10,002 620 4,515 113,146 119,251 127,663 124,386: 3,402 6,679
Old : 131,065: 10,002 620 4,515 113,146 119,251 127,663 124,386: 3,402 6,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -903: 163 -648 2,140 -4,074 -3,579 -1,771 -2,087: 868 1,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.5 3.4 86.3 91.0 97.4 94.9: 2.6 5.1
Old : 100.0: 7.6 0.5 3.4 86.3 91.0 97.4 94.9: 2.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 1 3 32 31 36 34:
Old : 45: 3 1 3 32 31 36 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 : 51.8 50.2 71.5 65.6 47.3 48.8 65.2 62.4
Old : 51.8 50.2 71.5 65.6 47.3 48.8 65.2 62.4
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, February 6, 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 : 73,544: 18,256 0 0 41,719 60,609 59,975 60,609: 13,569 12,935
Old : 73,544: 18,256 0 0 41,719 60,609 59,975 60,609: 13,569 12,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -2,946: 0 0 0 -3,840 -3,330 -3,840 -3,330: 894 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 0.0 0.0 56.7 82.4 81.5 82.4: 18.5 17.6
Old : 100.0: 24.8 0.0 0.0 56.7 82.4 81.5 82.4: 18.5 17.6
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 : 26: 2 0 0 17 16 19 16:
Old : 26: 2 0 0 17 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 55.8 63.9 71.3 40.3 54.7 61.0 65.3
Old : 40.9 55.8 63.9 71.3 40.3 54.7 61.0 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, February 6, 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 : 77,122: 1,149 879 7,368 63,530 62,884 72,047 71,131: 5,075 5,991
Old : 77,122: 1,149 879 7,368 63,530 62,884 72,047 71,131: 5,075 5,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -5,868: 962 -496 -887 -6,533 -4,500 -6,458 -5,883: 590 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.1 9.6 82.4 81.5 93.4 92.2: 6.6 7.8
Old : 100.0: 1.5 1.1 9.6 82.4 81.5 93.4 92.2: 6.6 7.8
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 : 27: 2 2 4 18 19 22 23:
Old : 27: 2 2 4 18 19 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 45.9 75.8 68.8 50.0 40.0 58.6 55.8
Old : 55.8 45.9 75.8 68.8 50.0 40.0 58.6 55.8
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, February 6, 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 : 67,338: 3,460 326 4,670 51,654 54,388 59,784 59,384: 7,554 7,954
Old : 67,338: 3,460 326 4,670 51,654 54,388 59,784 59,384: 7,554 7,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -3,461: 864 0 -408 -1,309 -4,661 -853 -5,069: -2,608 1,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.5 6.9 76.7 80.8 88.8 88.2: 11.2 11.8
Old : 100.0: 5.1 0.5 6.9 76.7 80.8 88.8 88.2: 11.2 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 20 19 22 21:
Old : 25: 1 1 2 20 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 43.5 77.4 63.8 56.3 41.6 63.1 56.1
Old : 63.2 43.5 77.4 63.8 56.3 41.6 63.1 56.1
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, February 6, 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 : 92,267: 3,369 710 6,920 73,129 76,841 83,418 84,471: 8,849 7,796
Old : 92,267: 3,369 710 6,920 73,129 76,841 83,418 84,471: 8,849 7,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -2,679: -575 330 1,223 -412 -2,246 236 -693: -2,915 -1,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.8 7.5 79.3 83.3 90.4 91.6: 9.6 8.4
Old : 100.0: 3.7 0.8 7.5 79.3 83.3 90.4 91.6: 9.6 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 : 41: 2 2 3 27 26 31 29:
Old : 41: 2 2 3 27 26 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 : 41.4 29.9 59.8 52.1 29.2 26.4 41.9 42.6
Old : 41.4 29.9 59.8 52.1 29.2 26.4 41.9 42.6
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, February 6, 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 : 76,503: 0 11,365 1,930 61,186 57,578 63,116 70,873: 13,387 5,630
Old : 76,503: 0 11,365 1,930 61,186 57,578 63,116 70,873: 13,387 5,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -3,666: -280 2,504 591 -4,761 -4,965 -4,450 -1,870: 784 -1,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.9 2.5 80.0 75.3 82.5 92.6: 17.5 7.4
Old : 100.0: 0.0 14.9 2.5 80.0 75.3 82.5 92.6: 17.5 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 : 28: 0 2 1 21 17 22 19:
Old : 28: 0 2 1 21 17 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 49.5 59.7 69.3 34.0 45.7 52.2 62.6
Old : 38.6 49.5 59.7 69.3 34.0 45.7 52.2 62.6
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, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,834: 4,174 3,150 608 51,262 54,293 56,044 58,051: 7,790 5,783
Old : 63,834: 4,174 3,150 608 51,262 54,293 56,044 58,051: 7,790 5,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -3,756: 528 -392 -224 -4,909 -2,579 -4,605 -3,195: 849 -561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 4.9 1.0 80.3 85.1 87.8 90.9: 12.2 9.1
Old : 100.0: 6.5 4.9 1.0 80.3 85.1 87.8 90.9: 12.2 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 1 22 23 24 25:
Old : 30: 2 1 1 22 23 24 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 : 44.9 39.0 62.0 59.7 36.3 37.2 49.4 52.0
Old : 44.9 39.0 62.0 59.7 36.3 37.2 49.4 52.0
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, February 6, 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 : 106,225: 7,345 6,908 3,254 82,452 86,703 93,051 96,865: 13,174 9,360
Old : 106,225: 7,345 6,908 3,254 82,452 86,703 93,051 96,865: 13,174 9,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -1,375: 1,327 2,984 -644 -1,930 -4,020 -1,247 -1,680: -128 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 6.5 3.1 77.6 81.6 87.6 91.2: 12.4 8.8
Old : 100.0: 6.9 6.5 3.1 77.6 81.6 87.6 91.2: 12.4 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 3 25 26 28 30:
Old : 35: 2 2 3 25 26 28 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 : 29.2 37.8 49.8 56.5 24.7 32.2 40.3 45.9
Old : 29.2 37.8 49.8 56.5 24.7 32.2 40.3 45.9
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, February 6, 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 : 57,495: 0 4,154 1,440 37,900 45,823 39,340 51,417: 18,155 6,078
Old : 57,495: 0 4,154 1,440 37,900 45,823 39,340 51,417: 18,155 6,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -4,098: 0 240 -196 -5,816 -5,686 -6,012 -5,642: 1,914 1,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 2.5 65.9 79.7 68.4 89.4: 31.6 10.6
Old : 100.0: 0.0 7.2 2.5 65.9 79.7 68.4 89.4: 31.6 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 : 23: 0 2 1 13 13 14 15:
Old : 23: 0 2 1 13 13 14 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 : 40.5 46.3 59.0 73.6 39.8 44.4 57.2 69.6
Old : 40.5 46.3 59.0 73.6 39.8 44.4 57.2 69.6
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, February 6, 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 : 19,620: 0 1,960 0 19,124 16,242 19,124 18,202: 496 1,418
Old : 19,620: 0 1,960 0 19,124 16,242 19,124 18,202: 496 1,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -5,116: 0 -952 0 -4,948 -3,912 -4,948 -4,864: -168 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.0 0.0 97.5 82.8 97.5 92.8: 2.5 7.2
Old : 100.0: 0.0 10.0 0.0 97.5 82.8 97.5 92.8: 2.5 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 : 20: 0 2 0 11 10 11 12:
Old : 20: 0 2 0 11 10 11 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 : 70.2 70.4 94.0 87.7 68.9 70.1 91.8 85.9
Old : 70.2 70.4 94.0 87.7 68.9 70.1 91.8 85.9
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, February 6, 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 : 181,012: 2,758 17,753 16,716 148,071 139,484 167,545 173,953: 13,467 7,059
Old : 181,012: 2,758 17,753 16,716 148,071 139,484 167,545 173,953: 13,467 7,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -11,155: 1,586 1,122 -2,528 -7,937 -9,519 -8,879 -10,925: -2,276 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 9.8 9.2 81.8 77.1 92.6 96.1: 7.4 3.9
Old : 100.0: 1.5 9.8 9.2 81.8 77.1 92.6 96.1: 7.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 4 6 37 38 43 45:
Old : 48: 3 4 6 37 38 43 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 34.3 54.0 52.5 32.0 25.4 44.2 36.7
Old : 35.6 34.3 54.0 52.5 32.0 25.4 44.2 36.7
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, February 6, 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 : 79,273: 2,584 4,697 1,527 66,698 59,560 70,809 65,784: 8,464 13,489
Old : 79,273: 2,584 4,697 1,527 66,698 59,560 70,809 65,784: 8,464 13,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -8,315: -521 775 -1,688 -5,974 -9,435 -8,183 -10,348: -132 2,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 5.9 1.9 84.1 75.1 89.3 83.0: 10.7 17.0
Old : 100.0: 3.3 5.9 1.9 84.1 75.1 89.3 83.0: 10.7 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 2 19 19 21 22:
Old : 30: 1 2 2 19 19 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 : 51.9 48.2 69.1 67.0 50.7 48.0 65.9 66.3
Old : 51.9 48.2 69.1 67.0 50.7 48.0 65.9 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,361: 0 17,120 0 61,975 43,424 61,975 60,544: 1,386 2,817
Old : 63,361: 0 17,120 0 61,975 43,424 61,975 60,544: 1,386 2,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 4,335: -3,047 17,120 0 7,510 -12,497 4,463 4,623: -128 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 27.0 0.0 97.8 68.5 97.8 95.6: 2.2 4.4
Old : 100.0: 0.0 27.0 0.0 97.8 68.5 97.8 95.6: 2.2 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 : 22: 0 2 0 10 17 10 19:
Old : 22: 0 2 0 10 17 10 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 : 90.6 48.8 97.0 70.9 83.9 47.9 85.3 68.5
Old : 90.6 48.8 97.0 70.9 83.9 47.9 85.3 68.5
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, February 6, 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 : 286,529: 9,903 0 8,610 252,091 268,846 270,604 277,456: 15,925 9,073
Old : 286,529: 9,903 0 8,610 252,091 268,846 270,604 277,456: 15,925 9,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -10,957: -1,451 -314 -2,059 -12,492 -9,321 -16,002 -11,694: 5,045 737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 3.0 88.0 93.8 94.4 96.8: 5.6 3.2
Old : 100.0: 3.5 0.0 3.0 88.0 93.8 94.4 96.8: 5.6 3.2
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 : 54: 4 0 4 43 40 47 44:
Old : 54: 4 0 4 43 40 47 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 : 42.3 49.8 58.4 63.6 39.4 48.2 52.4 58.6
Old : 42.3 49.8 58.4 63.6 39.4 48.2 52.4 58.6
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, February 6, 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 : 167,902: 11,006 15,885 13,042 133,630 132,981 157,678 161,908: 10,224 5,994
Old : 167,902: 11,006 15,885 13,042 133,630 132,981 157,678 161,908: 10,224 5,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -7,369: -374 6,093 -2,703 -5,410 -12,840 -8,487 -9,450: 1,118 2,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 9.5 7.8 79.6 79.2 93.9 96.4: 6.1 3.6
Old : 100.0: 6.6 9.5 7.8 79.6 79.2 93.9 96.4: 6.1 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 4 3 38 35 42 40:
Old : 47: 2 4 3 38 35 42 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 42.0 49.5 61.2 27.5 33.8 36.9 44.3
Old : 33.1 42.0 49.5 61.2 27.5 33.8 36.9 44.3
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, February 6, 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 : 181,222: 14,633 7,570 5,808 145,207 148,308 165,648 161,686: 15,574 19,536
Old : 181,222: 14,633 7,570 5,808 145,207 148,308 165,648 161,686: 15,574 19,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -2,834: 6,028 1,620 -2,185 -3,660 -1,332 183 -1,897: -3,017 -937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 4.2 3.2 80.1 81.8 91.4 89.2: 8.6 10.8
Old : 100.0: 8.1 4.2 3.2 80.1 81.8 91.4 89.2: 8.6 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 3 4 33 31 38 36:
Old : 45: 3 3 4 33 31 38 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 : 32.4 47.5 49.5 61.6 31.4 46.9 46.9 57.9
Old : 32.4 47.5 49.5 61.6 31.4 46.9 46.9 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, February 6, 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 : 239,355: 32,346 5,712 19,204 172,126 201,626 223,676 226,542: 15,679 12,813
Old : 239,355: 32,346 5,712 19,204 172,126 201,626 223,676 226,542: 15,679 12,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -8,103: -2,279 1,560 -3,139 314 -3,550 -5,104 -5,129: -2,999 -2,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 2.4 8.0 71.9 84.2 93.4 94.6: 6.6 5.4
Old : 100.0: 13.5 2.4 8.0 71.9 84.2 93.4 94.6: 6.6 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 5 6 36 36 43 43:
Old : 48: 3 5 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 : 32.7 40.8 47.6 57.6 25.7 35.2 38.4 43.5
Old : 32.7 40.8 47.6 57.6 25.7 35.2 38.4 43.5
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, February 6, 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 : 62,757: 0 7,616 2,754 53,967 42,805 56,721 53,175: 6,036 9,582
Old : 62,757: 0 7,616 2,754 53,967 42,805 56,721 53,175: 6,036 9,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 2,174: 0 450 2,090 1,253 642 3,343 3,182: -1,169 -1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.1 4.4 86.0 68.2 90.4 84.7: 9.6 15.3
Old : 100.0: 0.0 12.1 4.4 86.0 68.2 90.4 84.7: 9.6 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 2 2 25 23 27 25:
Old : 31: 0 2 2 25 23 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 33.4 58.6 53.3 39.0 27.2 53.1 41.3
Old : 39.9 33.4 58.6 53.3 39.0 27.2 53.1 41.3
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, February 6, 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 : 2,856,529: 182,677 41,888 1,033,579 1,602,351 1,759,281 2,818,607 2,834,748: 37,922 21,781
Old : 2,856,529: 182,677 41,888 1,033,579 1,602,351 1,759,281 2,818,607 2,834,748: 37,922 21,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -119,901: 4,339 -2,822 -134,795 14,253 19,947 -116,203 -117,670: -3,698 -2,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 1.5 36.2 56.1 61.6 98.7 99.2: 1.3 0.8
Old : 100.0: 6.4 1.5 36.2 56.1 61.6 98.7 99.2: 1.3 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 : 156: 29 21 45 105 90 153 138:
Old : 156: 29 21 45 105 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 : 35.6 42.4 49.5 56.1 9.2 17.4 12.4 21.3
Old : 35.6 42.4 49.5 56.1 9.2 17.4 12.4 21.3
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, February 6, 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 : 863,072: 133,242 139,761 167,965 551,678 547,067 852,885 854,793: 10,187 8,279
Old : 863,072: 133,242 139,761 167,965 551,678 547,067 852,885 854,793: 10,187 8,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 17,153: 9,759 18,193 -7,680 15,028 4,398 17,107 14,911: 46 2,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 16.2 19.5 63.9 63.4 98.8 99.0: 1.2 1.0
Old : 100.0: 15.4 16.2 19.5 63.9 63.4 98.8 99.0: 1.2 1.0
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 : 70: 21 13 26 35 34 65 64:
Old : 70: 21 13 26 35 34 65 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 : 38.6 40.1 61.4 62.4 24.3 22.7 34.3 31.4
Old : 38.6 40.1 61.4 62.4 24.3 22.7 34.3 31.4
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, February 6, 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 : 37,727: 3,637 939 1,144 32,441 35,260 37,222 37,343: 505 384
Old : 37,727: 3,637 939 1,144 32,441 35,260 37,222 37,343: 505 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -2,144: 1,309 -296 -447 -2,721 -1,416 -1,859 -2,159: -285 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 2.5 3.0 86.0 93.5 98.7 99.0: 1.3 1.0
Old : 100.0: 9.6 2.5 3.0 86.0 93.5 98.7 99.0: 1.3 1.0
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 : 52: 6 2 6 39 33 47 39:
Old : 52: 6 2 6 39 33 47 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 49.0 60.1 70.8 39.9 46.1 47.8 59.7
Old : 46.3 49.0 60.1 70.8 39.9 46.1 47.8 59.7
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, February 6, 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 : 19,588: 516 0 1,020 17,923 18,190 19,459 19,210: 129 378
Old : 19,588: 516 0 1,020 17,923 18,190 19,459 19,210: 129 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -1,056: -342 0 342 -1,056 -1,353 -1,056 -1,011: 0 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 5.2 91.5 92.9 99.3 98.1: 0.7 1.9
Old : 100.0: 2.6 0.0 5.2 91.5 92.9 99.3 98.1: 0.7 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 : 24: 1 0 1 14 15 15 16:
Old : 24: 1 0 1 14 15 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 : 67.3 74.7 90.0 92.2 42.7 58.7 59.0 64.1
Old : 67.3 74.7 90.0 92.2 42.7 58.7 59.0 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, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 18,459: 1,246 40 812 16,139 17,251 18,197 18,103: 262 356
Old : 18,459: 1,246 40 812 16,139 17,251 18,197 18,103: 262 356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -1,045: 1,246 -628 -388 -1,873 -21 -1,015 -1,037: -30 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.2 4.4 87.4 93.5 98.6 98.1: 1.4 1.9
Old : 100.0: 6.8 0.2 4.4 87.4 93.5 98.6 98.1: 1.4 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: 1 1 1 18 22 19 24:
Old : 29: 1 1 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 : 63.5 50.9 82.8 72.4 45.4 39.7 60.0 55.9
Old : 63.5 50.9 82.8 72.4 45.4 39.7 60.0 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, February 6, 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 : 15,977: 1,856 0 150 12,963 15,117 14,969 15,267: 1,008 710
Old : 15,977: 1,856 0 150 12,963 15,117 14,969 15,267: 1,008 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 375: 1,804 -520 90 -1,511 847 383 417: -8 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.0 0.9 81.1 94.6 93.7 95.6: 6.3 4.4
Old : 100.0: 11.6 0.0 0.9 81.1 94.6 93.7 95.6: 6.3 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 : 22: 2 0 1 16 13 18 14:
Old : 22: 2 0 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 : 49.1 78.8 71.6 90.5 46.1 67.6 63.2 73.0
Old : 49.1 78.8 71.6 90.5 46.1 67.6 63.2 73.0
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, February 6, 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 : 26,022: 1,326 140 478 23,462 25,010 25,266 25,628: 756 394
Old : 26,022: 1,326 140 478 23,462 25,010 25,266 25,628: 756 394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -252: -452 -30 18 242 -208 -192 -220: -60 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.5 1.8 90.2 96.1 97.1 98.5: 2.9 1.5
Old : 100.0: 5.1 0.5 1.8 90.2 96.1 97.1 98.5: 2.9 1.5
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 : 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 : 43.2 50.6 65.5 75.0 32.1 40.5 47.4 55.7
Old : 43.2 50.6 65.5 75.0 32.1 40.5 47.4 55.7
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, February 6, 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 : 28,226: 0 972 1,840 25,872 25,180 27,712 27,992: 514 234
Old : 28,226: 0 972 1,840 25,872 25,180 27,712 27,992: 514 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -1,264: 0 -166 -80 -1,160 -1,018 -1,240 -1,264: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 6.5 91.7 89.2 98.2 99.2: 1.8 0.8
Old : 100.0: 0.0 3.4 6.5 91.7 89.2 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 : 61.6 56.3 81.2 80.3 39.9 45.2 52.4 55.2
Old : 61.6 56.3 81.2 80.3 39.9 45.2 52.4 55.2
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, February 6, 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 : 11,304: 60 526 560 10,354 9,830 10,974 10,916: 330 388
Old : 11,304: 60 526 560 10,354 9,830 10,974 10,916: 330 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -506: -60 -126 0 -406 -318 -466 -444: -40 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 4.7 5.0 91.6 87.0 97.1 96.6: 2.9 3.4
Old : 100.0: 0.5 4.7 5.0 91.6 87.0 97.1 96.6: 2.9 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 : 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 61.6 83.5 85.2 56.8 49.9 69.2 66.7
Old : 63.2 61.6 83.5 85.2 56.8 49.9 69.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, February 6, 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 : 1,298,456: 152,746 174,070 259,980 822,984 784,268 1,235,710 1,218,318: 62,746 80,138
Old : 1,298,456: 152,746 174,070 259,980 822,984 784,268 1,235,710 1,218,318: 62,746 80,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -8,540: -13,832 -6,850 15,233 4,707 -13,785 6,108 -5,402: -14,648 -3,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 13.4 20.0 63.4 60.4 95.2 93.8: 4.8 6.2
Old : 100.0: 11.8 13.4 20.0 63.4 60.4 95.2 93.8: 4.8 6.2
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 : 323: 72 114 125 95 102 256 275:
Old : 323: 72 114 125 95 102 256 275:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 24.2 40.1 32.3 12.6 7.7 19.0 10.9
Old : 26.4 24.2 40.1 32.3 12.6 7.7 19.0 10.9
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, February 6, 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 : 23,543: 0 0 0 23,543 23,493 23,543 23,493: 0 50
Old : 23,543: 0 0 0 23,543 23,493 23,543 23,493: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,110: 0 0 0 1,110 1,110 1,110 1,110: 0 0
: : :
: : 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 : 70.4 70.5 91.3 92.0 12.9 14.5 16.3 16.8
Old : 70.4 70.5 91.3 92.0 12.9 14.5 16.3 16.8
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, February 6, 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 : 51,671: 3,574 9,213 15,747 27,069 21,432 46,390 46,392: 5,281 5,279
Old : 51,671: 3,574 9,213 15,747 27,069 21,432 46,390 46,392: 5,281 5,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 2,966: 545 -296 874 903 2,162 2,322 2,740: 644 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 17.8 30.5 52.4 41.5 89.8 89.8: 10.2 10.2
Old : 100.0: 6.9 17.8 30.5 52.4 41.5 89.8 89.8: 10.2 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 : 31: 8 8 15 15 14 31 29:
Old : 31: 8 8 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 : 38.9 38.0 54.1 54.5 13.1 18.1 19.4 23.0
Old : 38.9 38.0 54.1 54.5 13.1 18.1 19.4 23.0
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, February 6, 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 : 15,654: 9,154 2,543 136 3,557 12,685 12,847 15,364: 2,807 290
Old : 15,654: 9,154 2,543 136 3,557 12,685 12,847 15,364: 2,807 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 47: 29 -72 15 39 235 83 178: -36 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 16.2 0.9 22.7 81.0 82.1 98.1: 17.9 1.9
Old : 100.0: 58.5 16.2 0.9 22.7 81.0 82.1 98.1: 17.9 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 : 114: 64 7 3 17 27 84 37:
Old : 114: 64 7 3 17 27 84 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 : 30.6 36.6 46.3 59.3 30.6 36.6 46.3 59.3
Old : 30.6 36.6 46.3 59.3 30.6 36.6 46.3 59.3
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, February 6, 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 : 10,354: 5,118 1,199 53 2,320 7,780 7,491 9,032: 2,863 1,322
Old : 10,354: 5,118 1,199 53 2,320 7,780 7,491 9,032: 2,863 1,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 543: -69 -42 53 89 126 73 137: 470 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 11.6 0.5 22.4 75.1 72.3 87.2: 27.7 12.8
Old : 100.0: 49.4 11.6 0.5 22.4 75.1 72.3 87.2: 27.7 12.8
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 : 67: 29 7 1 10 22 40 30:
Old : 67: 29 7 1 10 22 40 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 : 19.5 38.4 31.9 56.4 19.5 38.2 31.9 56.2
Old : 19.5 38.4 31.9 56.4 19.5 38.2 31.9 56.2
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, February 6, 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 : 156,578: 34,869 17,849 8,728 99,960 117,155 143,557 143,732: 13,021 12,846
Old : 156,578: 34,869 17,849 8,728 99,960 117,155 143,557 143,732: 13,021 12,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -3,484: -355 -1,798 1,243 -4,102 -2,164 -3,214 -2,719: -270 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 11.4 5.6 63.8 74.8 91.7 91.8: 8.3 8.2
Old : 100.0: 22.3 11.4 5.6 63.8 74.8 91.7 91.8: 8.3 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 44 29 28 72 78 130 127:
Old : 166: 44 29 28 72 78 130 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 16.7 40.4 28.5 22.0 13.0 32.5 22.4
Old : 27.0 16.7 40.4 28.5 22.0 13.0 32.5 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 9, 2007