GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, February 13, 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 : 5,887: 125 268 325 4,137 5,219 4,587 5,812: 1,300 75
Old : 5,887: 125 268 325 4,137 5,219 4,587 5,812: 1,300 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 500: 0 0 225 275 275 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 4.6 5.5 70.3 88.7 77.9 98.7: 22.1 1.3
Old : 100.0: 2.1 4.6 5.5 70.3 88.7 77.9 98.7: 22.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 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 : 52.6 50.5 67.9 73.4 38.4 45.4 44.9 60.2
Old : 52.6 50.5 67.9 73.4 38.4 45.4 44.9 60.2
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 13, 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 : 16,372: 553 6,790 159 15,490 8,021 16,202 14,970: 170 1,402
Old : 16,372: 553 6,790 159 15,490 8,021 16,202 14,970: 170 1,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 235: 0 0 0 235 245 235 245: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 41.5 1.0 94.6 49.0 99.0 91.4: 1.0 8.6
Old : 100.0: 3.4 41.5 1.0 94.6 49.0 99.0 91.4: 1.0 8.6
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 : 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 : 58.7 59.1 72.3 70.9 57.8 53.0 64.9 60.8
Old : 58.7 59.1 72.3 70.9 57.8 53.0 64.9 60.8
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 13, 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 : 2,847: 0 80 0 2,142 2,112 2,142 2,192: 705 655
Old : 2,847: 0 80 0 2,142 2,112 2,142 2,192: 705 655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 90: -30 0 0 55 65 25 65: 65 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.0 75.2 74.2 75.2 77.0: 24.8 23.0
Old : 100.0: 0.0 2.8 0.0 75.2 74.2 75.2 77.0: 24.8 23.0
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 : 27: 0 1 0 22 22 22 23:
Old : 27: 0 1 0 22 22 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 : 30.3 30.9 48.1 50.9 18.5 29.3 29.5 41.1
Old : 30.3 30.9 48.1 50.9 18.5 29.3 29.5 41.1
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, February 13, 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 : 226,880: 21,856 27,245 24,280 152,858 144,337 198,994 195,862: 27,886 31,018
Old : 226,880: 21,856 27,245 24,280 152,858 144,337 198,994 195,862: 27,886 31,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 9,215: -977 -3,548 6,115 6,686 10,013 11,824 12,580: -2,609 -3,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 12.0 10.7 67.4 63.6 87.7 86.3: 12.3 13.7
Old : 100.0: 9.6 12.0 10.7 67.4 63.6 87.7 86.3: 12.3 13.7
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 : 152: 31 40 40 66 73 119 135:
Old : 152: 31 40 40 66 73 119 135:
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 : 26.7 22.5 39.0 31.9 19.9 8.8 27.9 14.3
Old : 26.7 22.5 39.0 31.9 19.9 8.8 27.9 14.3
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 13, 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 : 854,696: 89,588 95,858 320,904 381,391 402,473 791,883 819,235: 62,813 35,461
Old : 854,696: 89,588 95,858 320,904 381,391 402,473 791,883 819,235: 62,813 35,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -10,583: -219 3,494 -14,754 9,457 4,339 -5,516 -6,921: -5,067 -3,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 11.2 37.5 44.6 47.1 92.7 95.9: 7.3 4.1
Old : 100.0: 10.5 11.2 37.5 44.6 47.1 92.7 95.9: 7.3 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 : 213: 52 68 86 80 67 192 172:
Old : 213: 52 68 86 80 67 192 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 28.6 46.4 44.8 11.7 13.0 16.3 17.2
Old : 33.9 28.6 46.4 44.8 11.7 13.0 16.3 17.2
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 13, 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 : 94,004: 3,116 12,261 2,695 77,261 70,388 83,072 85,344: 10,932 8,660
Old : 94,004: 3,116 12,261 2,695 77,261 70,388 83,072 85,344: 10,932 8,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -227: -1,092 0 1 1,108 -228 17 -227: -244 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 13.0 2.9 82.2 74.9 88.4 90.8: 11.6 9.2
Old : 100.0: 3.3 13.0 2.9 82.2 74.9 88.4 90.8: 11.6 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 : 50.1 41.0 67.4 63.7 47.4 38.0 55.4 53.6
Old : 50.1 41.0 67.4 63.7 47.4 38.0 55.4 53.6
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 13, 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 : 47,009: 4,922 2,450 1,361 30,949 29,569 37,232 33,380: 9,777 13,629
Old : 47,009: 4,922 2,450 1,361 30,949 29,569 37,232 33,380: 9,777 13,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 3,886: 2,632 856 -1,079 -21 3,405 1,532 3,182: 2,354 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 5.2 2.9 65.8 62.9 79.2 71.0: 20.8 29.0
Old : 100.0: 10.5 5.2 2.9 65.8 62.9 79.2 71.0: 20.8 29.0
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 : 36.8 32.8 54.6 49.0 33.0 31.5 45.1 47.2
Old : 36.8 32.8 54.6 49.0 33.0 31.5 45.1 47.2
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 13, 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 : 130,101: 10,002 558 5,799 110,257 118,043 126,058 124,400: 4,043 5,701
Old : 130,101: 10,002 558 5,799 110,257 118,043 126,058 124,400: 4,043 5,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -964: 0 -62 1,284 -2,889 -1,208 -1,605 14: 641 -978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.4 4.5 84.7 90.7 96.9 95.6: 3.1 4.4
Old : 100.0: 7.7 0.4 4.5 84.7 90.7 96.9 95.6: 3.1 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 : 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 : 50.1 48.7 69.4 64.3 46.5 47.9 63.0 61.6
Old : 50.1 48.7 69.4 64.3 46.5 47.9 63.0 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 72,213: 18,256 0 0 41,244 60,134 59,500 60,134: 12,713 12,079
Old : 72,213: 18,256 0 0 41,244 60,134 59,500 60,134: 12,713 12,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -1,331: 0 0 0 -475 -475 -475 -475: -856 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 0.0 0.0 57.1 83.3 82.4 83.3: 17.6 16.7
Old : 100.0: 25.3 0.0 0.0 57.1 83.3 82.4 83.3: 17.6 16.7
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 : 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 : 40.7 56.7 61.5 72.0 39.6 53.0 57.5 63.2
Old : 40.7 56.7 61.5 72.0 39.6 53.0 57.5 63.2
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 13, 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 : 79,968: 2,716 4,425 5,259 67,561 64,107 75,536 73,791: 4,432 6,177
Old : 79,968: 2,716 4,425 5,259 67,561 64,107 75,536 73,791: 4,432 6,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 2,846: 1,567 3,546 -2,109 4,031 1,223 3,489 2,660: -643 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 5.5 6.6 84.5 80.2 94.5 92.3: 5.5 7.7
Old : 100.0: 3.4 5.5 6.6 84.5 80.2 94.5 92.3: 5.5 7.7
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 : 27: 2 2 3 19 19 22 23:
Old : 27: 2 2 3 19 19 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 44.5 75.2 65.4 49.4 38.0 61.8 55.4
Old : 55.2 44.5 75.2 65.4 49.4 38.0 61.8 55.4
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 13, 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 : 68,578: 3,134 326 4,345 53,219 56,536 60,698 61,207: 7,880 7,371
Old : 68,578: 3,134 326 4,345 53,219 56,536 60,698 61,207: 7,880 7,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 1,240: -326 0 -325 1,565 2,148 914 1,823: 326 -583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.5 6.3 77.6 82.4 88.5 89.3: 11.5 10.7
Old : 100.0: 4.6 0.5 6.3 77.6 82.4 88.5 89.3: 11.5 10.7
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 : 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 : 63.9 41.1 78.4 61.6 56.6 39.2 63.0 53.6
Old : 63.9 41.1 78.4 61.6 56.6 39.2 63.0 53.6
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 13, 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 : 87,524: 3,244 1,138 5,025 69,811 73,010 78,080 79,173: 9,444 8,351
Old : 87,524: 3,244 1,138 5,025 69,811 73,010 78,080 79,173: 9,444 8,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -4,743: -125 428 -1,895 -3,318 -3,831 -5,338 -5,298: 595 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.3 5.7 79.8 83.4 89.2 90.5: 10.8 9.5
Old : 100.0: 3.7 1.3 5.7 79.8 83.4 89.2 90.5: 10.8 9.5
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 : 40: 1 3 3 25 26 29 29:
Old : 40: 1 3 3 25 26 29 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 : 46.0 29.5 64.6 50.4 33.8 26.2 49.2 42.6
Old : 46.0 29.5 64.6 50.4 33.8 26.2 49.2 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 13, 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 : 79,623: 0 5,144 2,920 63,744 65,591 66,664 73,655: 12,959 5,968
Old : 79,623: 0 5,144 2,920 63,744 65,591 66,664 73,655: 12,959 5,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 3,120: 0 -6,221 990 2,558 8,013 3,548 2,782: -428 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 3.7 80.1 82.4 83.7 92.5: 16.3 7.5
Old : 100.0: 0.0 6.5 3.7 80.1 82.4 83.7 92.5: 16.3 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 21 18 22 20:
Old : 28: 0 2 1 21 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 47.4 59.7 68.7 35.2 44.2 52.0 60.0
Old : 40.8 47.4 59.7 68.7 35.2 44.2 52.0 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, February 13, 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 : 62,546: 2,710 3,150 974 51,442 52,060 55,126 56,184: 7,420 6,362
Old : 62,546: 2,710 3,150 974 51,442 52,060 55,126 56,184: 7,420 6,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -1,288: -1,464 0 366 180 -2,233 -918 -1,867: -370 579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 5.0 1.6 82.2 83.2 88.1 89.8: 11.9 10.2
Old : 100.0: 4.3 5.0 1.6 82.2 83.2 88.1 89.8: 11.9 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 1 23 24 25 26:
Old : 32: 2 1 1 23 24 25 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 : 44.8 36.0 61.4 57.1 35.9 34.3 47.9 48.8
Old : 44.8 36.0 61.4 57.1 35.9 34.3 47.9 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, February 13, 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 : 108,943: 7,497 7,702 3,588 86,359 86,346 97,444 97,636: 11,499 11,307
Old : 108,943: 7,497 7,702 3,588 86,359 86,346 97,444 97,636: 11,499 11,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 2,718: 152 794 334 3,907 -357 4,393 771: -1,675 1,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 7.1 3.3 79.3 79.3 89.4 89.6: 10.6 10.4
Old : 100.0: 6.9 7.1 3.3 79.3 79.3 89.4 89.6: 10.6 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 : 36: 3 2 4 26 24 30 29:
Old : 36: 3 2 4 26 24 30 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 : 28.4 39.0 48.5 56.6 24.4 30.3 38.5 42.8
Old : 28.4 39.0 48.5 56.6 24.4 30.3 38.5 42.8
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 13, 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 : 61,016: 0 7,945 1,205 43,663 46,107 44,868 55,257: 16,148 5,759
Old : 61,016: 0 7,945 1,205 43,663 46,107 44,868 55,257: 16,148 5,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 3,521: 0 3,791 -235 5,763 284 5,528 3,840: -2,007 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.0 2.0 71.6 75.6 73.5 90.6: 26.5 9.4
Old : 100.0: 0.0 13.0 2.0 71.6 75.6 73.5 90.6: 26.5 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 : 25: 0 2 1 15 14 16 16:
Old : 25: 0 2 1 15 14 16 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 : 43.6 49.4 60.7 75.2 43.0 47.5 59.4 71.8
Old : 43.6 49.4 60.7 75.2 43.0 47.5 59.4 71.8
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 13, 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 : 21,108: 1,240 2,332 0 19,868 17,854 21,108 20,186: 0 922
Old : 21,108: 1,240 2,332 0 19,868 17,854 21,108 20,186: 0 922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 1,488: 1,240 372 0 744 1,612 1,984 1,984: -496 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 11.0 0.0 94.1 84.6 100.0 95.6: 0.0 4.4
Old : 100.0: 5.9 11.0 0.0 94.1 84.6 100.0 95.6: 0.0 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: 1 3 0 11 10 12 13:
Old : 22: 1 3 0 11 10 12 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 : 67.0 72.0 93.5 89.2 65.8 71.1 92.4 87.5
Old : 67.0 72.0 93.5 89.2 65.8 71.1 92.4 87.5
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 13, 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 : 186,912: 4,262 17,569 17,165 152,095 145,716 173,522 180,450: 13,390 6,462
Old : 186,912: 4,262 17,569 17,165 152,095 145,716 173,522 180,450: 13,390 6,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 5,900: 1,504 -184 449 4,024 6,232 5,977 6,497: -77 -597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 9.4 9.2 81.4 78.0 92.8 96.5: 7.2 3.5
Old : 100.0: 2.3 9.4 9.2 81.4 78.0 92.8 96.5: 7.2 3.5
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 : 48: 3 4 6 36 38 42 45:
Old : 48: 3 4 6 36 38 42 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 : 36.0 32.3 54.5 51.8 32.1 23.7 43.2 35.3
Old : 36.0 32.3 54.5 51.8 32.1 23.7 43.2 35.3
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 13, 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 : 86,338: 3,949 4,697 1,695 73,267 67,844 78,911 74,236: 7,427 12,102
Old : 86,338: 3,949 4,697 1,695 73,267 67,844 78,911 74,236: 7,427 12,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 7,065: 1,365 0 168 6,569 8,284 8,102 8,452: -1,037 -1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 5.4 2.0 84.9 78.6 91.4 86.0: 8.6 14.0
Old : 100.0: 4.6 5.4 2.0 84.9 78.6 91.4 86.0: 8.6 14.0
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 : 31: 2 2 3 19 19 22 23:
Old : 31: 2 2 3 19 19 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 52.5 71.4 69.8 52.3 52.3 68.5 69.2
Old : 54.0 52.5 71.4 69.8 52.3 52.3 68.5 69.2
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, February 13, 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 : 62,469: 0 17,008 0 61,119 42,568 61,119 59,576: 1,350 2,893
Old : 62,469: 0 17,008 0 61,119 42,568 61,119 59,576: 1,350 2,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -892: 0 -112 0 -856 -856 -856 -968: -36 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 27.2 0.0 97.8 68.1 97.8 95.4: 2.2 4.6
Old : 100.0: 0.0 27.2 0.0 97.8 68.1 97.8 95.4: 2.2 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 : 23: 0 2 0 10 17 10 19:
Old : 23: 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 : 93.3 49.3 97.2 71.7 87.8 48.4 88.4 69.3
Old : 93.3 49.3 97.2 71.7 87.8 48.4 88.4 69.3
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 13, 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 : 291,366: 12,305 240 9,343 255,338 272,922 276,986 282,505: 14,380 8,861
Old : 291,366: 12,305 240 9,343 255,338 272,922 276,986 282,505: 14,380 8,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 4,837: 2,402 240 733 3,247 4,076 6,382 5,049: -1,545 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.1 3.2 87.6 93.7 95.1 97.0: 4.9 3.0
Old : 100.0: 4.2 0.1 3.2 87.6 93.7 95.1 97.0: 4.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 5 1 5 42 41 47 47:
Old : 55: 5 1 5 42 41 47 47:
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 : 40.4 49.5 56.1 62.8 37.1 48.7 50.0 58.8
Old : 40.4 49.5 56.1 62.8 37.1 48.7 50.0 58.8
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 13, 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 : 169,965: 11,618 11,507 16,803 131,252 135,993 159,673 164,303: 10,292 5,662
Old : 169,965: 11,618 11,507 16,803 131,252 135,993 159,673 164,303: 10,292 5,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 2,063: 612 -4,378 3,761 -2,378 3,012 1,995 2,395: 68 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 6.8 9.9 77.2 80.0 93.9 96.7: 6.1 3.3
Old : 100.0: 6.8 6.8 9.9 77.2 80.0 93.9 96.7: 6.1 3.3
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 : 47: 3 3 3 38 35 42 40:
Old : 47: 3 3 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 : 32.3 42.3 49.4 59.8 26.7 33.0 36.4 42.9
Old : 32.3 42.3 49.4 59.8 26.7 33.0 36.4 42.9
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, February 13, 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 : 180,785: 12,958 7,570 6,734 148,715 151,327 168,407 165,631: 12,378 15,154
Old : 180,785: 12,958 7,570 6,734 148,715 151,327 168,407 165,631: 12,378 15,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -437: -1,675 0 926 3,508 3,019 2,759 3,945: -3,196 -4,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 4.2 3.7 82.3 83.7 93.2 91.6: 6.8 8.4
Old : 100.0: 7.2 4.2 3.7 82.3 83.7 93.2 91.6: 6.8 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 : 46: 3 3 4 34 32 39 37:
Old : 46: 3 3 4 34 32 39 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 : 34.1 47.9 51.2 62.7 33.2 47.3 47.9 58.7
Old : 34.1 47.9 51.2 62.7 33.2 47.3 47.9 58.7
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 13, 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 : 240,310: 27,368 7,579 18,225 183,823 204,192 229,416 229,996: 10,894 10,314
Old : 240,310: 27,368 7,579 18,225 183,823 204,192 229,416 229,996: 10,894 10,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 955: -4,978 1,867 -979 11,697 2,566 5,740 3,454: -4,785 -2,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 3.2 7.6 76.5 85.0 95.5 95.7: 4.5 4.3
Old : 100.0: 11.4 3.2 7.6 76.5 85.0 95.5 95.7: 4.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 4 7 38 39 46 47:
Old : 51: 5 4 7 38 39 46 47:
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 40.9 48.0 57.7 25.1 35.5 37.3 43.9
Old : 32.9 40.9 48.0 57.7 25.1 35.5 37.3 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, February 13, 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 : 63,864: 0 7,740 2,630 55,806 44,278 58,436 54,648: 5,428 9,216
Old : 63,864: 0 7,740 2,630 55,806 44,278 58,436 54,648: 5,428 9,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 1,107: 0 124 -124 1,839 1,473 1,715 1,473: -608 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.1 4.1 87.4 69.3 91.5 85.6: 8.5 14.4
Old : 100.0: 0.0 12.1 4.1 87.4 69.3 91.5 85.6: 8.5 14.4
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 : 32: 0 2 1 27 24 28 26:
Old : 32: 0 2 1 27 24 28 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 : 40.8 33.3 58.7 52.5 39.8 27.7 52.4 40.8
Old : 40.8 33.3 58.7 52.5 39.8 27.7 52.4 40.8
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 13, 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 : 2,858,210: 193,275 33,596 1,022,299 1,612,081 1,788,359 2,827,655 2,844,254: 30,555 13,956
Old : 2,858,210: 193,275 33,596 1,022,299 1,612,081 1,788,359 2,827,655 2,844,254: 30,555 13,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 1,681: 10,598 -8,292 -11,280 9,730 29,078 9,048 9,506: -7,367 -7,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.2 35.8 56.4 62.6 98.9 99.5: 1.1 0.5
Old : 100.0: 6.8 1.2 35.8 56.4 62.6 98.9 99.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 31 22 47 108 92 160 141:
Old : 162: 31 22 47 108 92 160 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 41.7 48.6 55.7 9.1 17.6 12.5 21.6
Old : 34.7 41.7 48.6 55.7 9.1 17.6 12.5 21.6
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 13, 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 : 877,479: 139,899 132,575 166,555 564,208 573,293 870,662 872,423: 6,817 5,056
Old : 877,479: 139,899 132,575 166,555 564,208 573,293 870,662 872,423: 6,817 5,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 14,407: 6,657 -7,186 -1,410 12,530 26,226 17,777 17,630: -3,370 -3,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 15.1 19.0 64.3 65.3 99.2 99.4: 0.8 0.6
Old : 100.0: 15.9 15.1 19.0 64.3 65.3 99.2 99.4: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 21 14 27 36 35 67 66:
Old : 72: 21 14 27 36 35 67 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 43.0 62.1 61.3 21.2 22.4 31.1 30.2
Old : 38.1 43.0 62.1 61.3 21.2 22.4 31.1 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 38,165: 2,596 767 1,631 33,433 35,423 37,660 37,821: 505 344
Old : 38,165: 2,596 767 1,631 33,433 35,423 37,660 37,821: 505 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 438: -1,041 -172 487 992 163 438 478: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.0 4.3 87.6 92.8 98.7 99.1: 1.3 0.9
Old : 100.0: 6.8 2.0 4.3 87.6 92.8 98.7 99.1: 1.3 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: 6 2 6 39 36 47 42:
Old : 52: 6 2 6 39 36 47 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 : 44.1 46.1 58.8 69.0 33.9 44.4 41.7 55.4
Old : 44.1 46.1 58.8 69.0 33.9 44.4 41.7 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, February 13, 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: February 6, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, February 13, 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 : 16,234: 932 0 0 15,239 16,001 16,171 16,001: 63 233
Old : 16,234: 932 0 0 15,239 16,001 16,171 16,001: 63 233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.0 0.0 93.9 98.6 99.6 98.6: 0.4 1.4
Old : 100.0: 5.7 0.0 0.0 93.9 98.6 99.6 98.6: 0.4 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 : 20: 2 0 0 11 11 13 11:
Old : 20: 2 0 0 11 11 13 11:
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 : 86.0 81.3 97.4 94.9 55.7 52.9 64.8 63.8
Old : 86.0 81.3 97.4 94.9 55.7 52.9 64.8 63.8
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 13, 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 : 18,503: 1,202 40 856 16,183 17,251 18,241 18,147: 262 356
Old : 18,503: 1,202 40 856 16,183 17,251 18,241 18,147: 262 356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 44: -44 0 44 44 0 44 44: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.2 4.6 87.5 93.2 98.6 98.1: 1.4 1.9
Old : 100.0: 6.5 0.2 4.6 87.5 93.2 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 : 63.6 50.8 82.9 72.3 45.1 39.6 59.6 55.8
Old : 63.6 50.8 82.9 72.3 45.1 39.6 59.6 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, February 13, 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 : 15,937: 1,856 0 150 12,963 15,077 14,969 15,227: 968 710
Old : 15,937: 1,856 0 150 12,963 15,077 14,969 15,227: 968 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -40: 0 0 0 0 -40 0 -40: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.0 0.9 81.3 94.6 93.9 95.5: 6.1 4.5
Old : 100.0: 11.6 0.0 0.9 81.3 94.6 93.9 95.5: 6.1 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 : 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 : 49.2 79.0 71.8 90.7 46.2 67.8 63.4 73.2
Old : 49.2 79.0 71.8 90.7 46.2 67.8 63.4 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, February 13, 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 : 26,898: 682 140 1,042 24,456 25,360 26,180 26,542: 718 356
Old : 26,898: 682 140 1,042 24,456 25,360 26,180 26,542: 718 356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 876: -644 0 564 994 350 914 914: -38 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.5 3.9 90.9 94.3 97.3 98.7: 2.7 1.3
Old : 100.0: 2.5 0.5 3.9 90.9 94.3 97.3 98.7: 2.7 1.3
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 : 34: 2 1 1 26 22 28 24:
Old : 34: 2 1 1 26 22 28 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 : 44.7 49.0 66.5 73.6 33.2 39.2 46.4 53.3
Old : 44.7 49.0 66.5 73.6 33.2 39.2 46.4 53.3
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 13, 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 : 27,944: 0 972 1,840 25,610 24,898 27,450 27,710: 494 234
Old : 27,944: 0 972 1,840 25,610 24,898 27,450 27,710: 494 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -282: 0 0 0 -262 -282 -262 -282: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 6.6 91.6 89.1 98.2 99.2: 1.8 0.8
Old : 100.0: 0.0 3.5 6.6 91.6 89.1 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 : 26: 0 2 1 18 17 19 19:
Old : 26: 0 2 1 18 17 19 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 : 61.9 55.5 82.4 81.4 42.2 47.9 55.6 57.7
Old : 61.9 55.5 82.4 81.4 42.2 47.9 55.6 57.7
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, February 13, 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 : 11,342: 60 570 560 10,392 9,844 11,012 10,974: 330 368
Old : 11,342: 60 570 560 10,392 9,844 11,012 10,974: 330 368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 38: 0 44 0 38 14 38 58: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.0 4.9 91.6 86.8 97.1 96.8: 2.9 3.2
Old : 100.0: 0.5 5.0 4.9 91.6 86.8 97.1 96.8: 2.9 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 : 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 : 63.0 61.8 83.2 85.3 56.7 49.7 68.8 66.5
Old : 63.0 61.8 83.2 85.3 56.7 49.7 68.8 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, February 13, 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 : 1,322,794: 172,152 179,365 243,777 846,255 824,808 1,262,184 1,247,950: 60,610 74,844
Old : 1,322,794: 172,152 179,365 243,777 846,255 824,808 1,262,184 1,247,950: 60,610 74,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 24,338: 19,406 5,295 -16,203 23,271 40,540 26,474 29,632: -2,136 -5,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 13.6 18.4 64.0 62.4 95.4 94.3: 4.6 5.7
Old : 100.0: 13.0 13.6 18.4 64.0 62.4 95.4 94.3: 4.6 5.7
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 : 323: 77 117 128 90 102 257 274:
Old : 323: 77 117 128 90 102 257 274:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 24.3 39.6 32.3 12.9 8.1 19.1 11.5
Old : 26.6 24.3 39.6 32.3 12.9 8.1 19.1 11.5
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 13, 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 : 23,743: 0 0 0 23,743 23,743 23,743 23,743: 0 0
Old : 23,743: 0 0 0 23,743 23,743 23,743 23,743: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 200: 0 0 0 200 250 200 250: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 18 17 18 17:
Old : 22: 0 0 0 18 17 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 70.3 91.0 91.7 12.8 14.4 16.1 16.6
Old : 70.3 70.3 91.0 91.7 12.8 14.4 16.1 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, February 13, 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 : 55,921: 3,508 8,784 17,144 29,473 23,828 50,125 49,756: 5,796 6,165
Old : 55,921: 3,508 8,784 17,144 29,473 23,828 50,125 49,756: 5,796 6,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 4,250: -66 -429 1,397 2,404 2,396 3,735 3,364: 515 886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 15.7 30.7 52.7 42.6 89.6 89.0: 10.4 11.0
Old : 100.0: 6.3 15.7 30.7 52.7 42.6 89.6 89.0: 10.4 11.0
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: 8 7 14 15 14 30 28:
Old : 30: 8 7 14 15 14 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 38.6 56.3 56.8 11.9 16.7 17.7 21.2
Old : 38.8 38.6 56.3 56.8 11.9 16.7 17.7 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, February 13, 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 : 16,358: 8,930 2,666 469 3,962 12,783 13,361 15,918: 2,997 440
Old : 16,358: 8,930 2,666 469 3,962 12,783 13,361 15,918: 2,997 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 704: -224 123 333 405 98 514 554: 190 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 16.3 2.9 24.2 78.1 81.7 97.3: 18.3 2.7
Old : 100.0: 54.6 16.3 2.9 24.2 78.1 81.7 97.3: 18.3 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 : 115: 65 8 3 17 28 84 39:
Old : 115: 65 8 3 17 28 84 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 : 32.3 36.1 45.1 58.0 32.3 36.1 45.1 58.0
Old : 32.3 36.1 45.1 58.0 32.3 36.1 45.1 58.0
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 13, 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 : 10,571: 5,599 1,404 66 2,325 7,842 7,990 9,312: 2,581 1,259
Old : 10,571: 5,599 1,404 66 2,325 7,842 7,990 9,312: 2,581 1,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 217: 481 205 13 5 62 499 280: -282 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 13.3 0.6 22.0 74.2 75.6 88.1: 24.4 11.9
Old : 100.0: 53.0 13.3 0.6 22.0 74.2 75.6 88.1: 24.4 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 32 7 1 11 20 44 28:
Old : 69: 32 7 1 11 20 44 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 39.1 31.9 56.6 18.9 38.7 31.9 56.3
Old : 18.9 39.1 31.9 56.6 18.9 38.7 31.9 56.3
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 13, 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 : 160,196: 34,252 16,422 10,984 104,485 122,573 149,721 149,979: 10,475 10,217
Old : 160,196: 34,252 16,422 10,984 104,485 122,573 149,721 149,979: 10,475 10,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 3,618: -617 -1,427 2,256 4,525 5,418 6,164 6,247: -2,546 -2,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 10.3 6.9 65.2 76.5 93.5 93.6: 6.5 6.4
Old : 100.0: 21.4 10.3 6.9 65.2 76.5 93.5 93.6: 6.5 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 : 166: 49 24 27 75 80 137 123:
Old : 166: 49 24 27 75 80 137 123:
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 : 26.5 17.2 39.8 28.6 22.1 13.1 31.6 21.3
Old : 26.5 17.2 39.8 28.6 22.1 13.1 31.6 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 16, 2007