GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, February 20, 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: 275 268 325 4,012 5,219 4,612 5,812: 1,275 75
Old : 5,887: 275 268 325 4,012 5,219 4,612 5,812: 1,275 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 0: 150 0 0 -125 0 25 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 4.6 5.5 68.2 88.7 78.3 98.7: 21.7 1.3
Old : 100.0: 4.7 4.6 5.5 68.2 88.7 78.3 98.7: 21.7 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 : 28: 1 2 1 17 19 18 22:
Old : 28: 1 2 1 17 19 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 49.7 67.9 72.1 37.6 44.5 44.9 57.7
Old : 52.6 49.7 67.9 72.1 37.6 44.5 44.9 57.7
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 20, 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 : 16,512: 628 6,790 159 15,555 8,151 16,342 15,100: 170 1,412
Old : 16,512: 628 6,790 159 15,555 8,151 16,342 15,100: 170 1,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 140: 75 0 0 65 130 140 130: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 41.1 1.0 94.2 49.4 99.0 91.4: 1.0 8.6
Old : 100.0: 3.8 41.1 1.0 94.2 49.4 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 29 31 33 32:
Old : 40: 3 1 1 29 31 33 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 : 58.2 59.3 71.7 71.0 57.4 53.1 64.6 60.9
Old : 58.2 59.3 71.7 71.0 57.4 53.1 64.6 60.9
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 20, 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 : 2,988: 0 90 0 2,318 2,213 2,318 2,303: 670 685
Old : 2,988: 0 90 0 2,318 2,213 2,318 2,303: 670 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 141: 0 10 0 176 101 176 111: -35 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 77.6 74.1 77.6 77.1: 22.4 22.9
Old : 100.0: 0.0 3.0 0.0 77.6 74.1 77.6 77.1: 22.4 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 : 30: 0 1 0 25 25 25 26:
Old : 30: 0 1 0 25 25 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 : 28.7 30.7 46.8 50.2 17.9 29.1 29.3 41.5
Old : 28.7 30.7 46.8 50.2 17.9 29.1 29.3 41.5
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 20, 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 : 222,756: 22,266 26,778 21,673 154,019 145,688 197,958 194,139: 24,798 28,617
Old : 222,756: 22,266 26,778 21,673 154,019 145,688 197,958 194,139: 24,798 28,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -4,124: 410 -467 -2,607 1,161 1,351 -1,036 -1,723: -3,088 -2,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 12.0 9.7 69.1 65.4 88.9 87.2: 11.1 12.8
Old : 100.0: 10.0 12.0 9.7 69.1 65.4 88.9 87.2: 11.1 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 : 153: 28 38 35 70 79 120 135:
Old : 153: 28 38 35 70 79 120 135:
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 : 26.6 21.5 38.4 32.1 20.0 9.5 27.7 14.7
Old : 26.6 21.5 38.4 32.1 20.0 9.5 27.7 14.7
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 20, 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 : 847,260: 88,047 93,621 318,489 379,504 401,263 786,040 813,373: 61,220 33,887
Old : 847,260: 88,047 93,621 318,489 379,504 401,263 786,040 813,373: 61,220 33,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -7,436: -1,541 -2,237 -2,415 -1,887 -1,210 -5,843 -5,862: -1,593 -1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 11.0 37.6 44.8 47.4 92.8 96.0: 7.2 4.0
Old : 100.0: 10.4 11.0 37.6 44.8 47.4 92.8 96.0: 7.2 4.0
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 : 213: 52 70 86 83 68 194 172:
Old : 213: 52 70 86 83 68 194 172:
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 : 33.7 28.4 45.8 44.4 11.8 13.2 16.5 17.5
Old : 33.7 28.4 45.8 44.4 11.8 13.2 16.5 17.5
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 20, 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 : 94,941: 2,595 13,973 3,020 78,028 69,288 83,643 86,281: 11,298 8,660
Old : 94,941: 2,595 13,973 3,020 78,028 69,288 83,643 86,281: 11,298 8,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 937: -521 1,712 325 767 -1,100 571 937: 366 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 14.7 3.2 82.2 73.0 88.1 90.9: 11.9 9.1
Old : 100.0: 2.7 14.7 3.2 82.2 73.0 88.1 90.9: 11.9 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 : 28: 2 2 3 21 21 24 25:
Old : 28: 2 2 3 21 21 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 : 49.6 40.8 67.0 62.2 47.0 37.7 54.2 52.5
Old : 49.6 40.8 67.0 62.2 47.0 37.7 54.2 52.5
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 20, 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 : 48,229: 1,262 2,450 3,151 33,917 28,634 38,330 34,235: 9,899 13,994
Old : 48,229: 1,262 2,450 3,151 33,917 28,634 38,330 34,235: 9,899 13,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,220: -3,660 0 1,790 2,968 -935 1,098 855: 122 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 5.1 6.5 70.3 59.4 79.5 71.0: 20.5 29.0
Old : 100.0: 2.6 5.1 6.5 70.3 59.4 79.5 71.0: 20.5 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 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 : 32.9 31.3 50.8 49.0 27.4 28.4 39.0 42.1
Old : 32.9 31.3 50.8 49.0 27.4 28.4 39.0 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, February 20, 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 : 125,459: 9,146 558 5,799 105,491 111,261 120,436 117,618: 5,023 7,841
Old : 125,459: 9,146 558 5,799 105,491 111,261 120,436 117,618: 5,023 7,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -4,642: -856 0 0 -4,766 -6,782 -5,622 -6,782: 980 2,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.4 4.6 84.1 88.7 96.0 93.8: 4.0 6.2
Old : 100.0: 7.3 0.4 4.6 84.1 88.7 96.0 93.8: 4.0 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 : 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 : 50.4 45.7 65.9 61.8 48.2 44.9 59.4 59.6
Old : 50.4 45.7 65.9 61.8 48.2 44.9 59.4 59.6
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,723: 18,256 0 0 41,100 57,296 59,356 57,296: 11,367 13,427
Old : 70,723: 18,256 0 0 41,100 57,296 59,356 57,296: 11,367 13,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -1,490: 0 0 0 -144 -2,838 -144 -2,838: -1,346 1,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 0.0 0.0 58.1 81.0 83.9 81.0: 16.1 19.0
Old : 100.0: 25.8 0.0 0.0 58.1 81.0 83.9 81.0: 16.1 19.0
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: 2 0 0 19 17 21 17:
Old : 27: 2 0 0 19 17 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 57.9 58.7 72.8 40.5 54.5 55.3 62.3
Old : 40.7 57.9 58.7 72.8 40.5 54.5 55.3 62.3
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 82,218: 3,332 3,373 5,883 68,873 67,030 78,088 76,286: 4,130 5,932
Old : 82,218: 3,332 3,373 5,883 68,873 67,030 78,088 76,286: 4,130 5,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 2,250: 616 -1,052 624 1,312 2,923 2,552 2,495: -302 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 4.1 7.2 83.8 81.5 95.0 92.8: 5.0 7.2
Old : 100.0: 4.1 4.1 7.2 83.8 81.5 95.0 92.8: 5.0 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 3 20 21 23 25:
Old : 28: 3 1 3 20 21 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 43.3 74.3 64.1 49.2 37.5 60.6 54.4
Old : 55.4 43.3 74.3 64.1 49.2 37.5 60.6 54.4
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 71,024: 3,167 326 4,755 55,346 57,066 63,268 62,147: 7,756 8,877
Old : 71,024: 3,167 326 4,755 55,346 57,066 63,268 62,147: 7,756 8,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 2,446: 33 0 410 2,127 530 2,570 940: -124 1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.5 6.7 77.9 80.3 89.1 87.5: 10.9 12.5
Old : 100.0: 4.5 0.5 6.7 77.9 80.3 89.1 87.5: 10.9 12.5
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 : 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 : 65.3 39.6 79.1 60.2 57.1 37.7 63.0 51.7
Old : 65.3 39.6 79.1 60.2 57.1 37.7 63.0 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, February 20, 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 : 87,653: 3,244 3,076 4,009 70,571 72,130 77,824 79,215: 9,829 8,438
Old : 87,653: 3,244 3,076 4,009 70,571 72,130 77,824 79,215: 9,829 8,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 129: 0 1,938 -1,016 760 -880 -256 42: 385 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 3.5 4.6 80.5 82.3 88.8 90.4: 11.2 9.6
Old : 100.0: 3.7 3.5 4.6 80.5 82.3 88.8 90.4: 11.2 9.6
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 : 39: 1 3 3 25 26 29 29:
Old : 39: 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 : 46.8 30.5 64.6 51.0 34.8 24.2 49.9 40.5
Old : 46.8 30.5 64.6 51.0 34.8 24.2 49.9 40.5
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 20, 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 : 81,612: 0 7,469 1,223 66,637 65,948 67,860 74,640: 13,752 6,972
Old : 81,612: 0 7,469 1,223 66,637 65,948 67,860 74,640: 13,752 6,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,989: 0 2,325 -1,697 2,893 357 1,196 985: 793 1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.2 1.5 81.7 80.8 83.1 91.5: 16.9 8.5
Old : 100.0: 0.0 9.2 1.5 81.7 80.8 83.1 91.5: 16.9 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 21 18 22 19:
Old : 27: 0 1 1 21 18 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 : 43.3 48.8 61.8 70.3 37.6 46.9 53.4 63.6
Old : 43.3 48.8 61.8 70.3 37.6 46.9 53.4 63.6
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,490: 4,534 3,150 974 51,316 53,820 56,824 57,944: 7,666 6,546
Old : 64,490: 4,534 3,150 974 51,316 53,820 56,824 57,944: 7,666 6,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,944: 1,824 0 0 -126 1,760 1,698 1,760: 246 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 4.9 1.5 79.6 83.5 88.1 89.8: 11.9 10.2
Old : 100.0: 7.0 4.9 1.5 79.6 83.5 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 : 42.8 34.9 62.5 55.4 31.9 33.2 47.0 47.3
Old : 42.8 34.9 62.5 55.4 31.9 33.2 47.0 47.3
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 20, 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 : 112,010: 9,959 7,702 2,808 88,575 92,642 101,342 103,152: 10,668 8,858
Old : 112,010: 9,959 7,702 2,808 88,575 92,642 101,342 103,152: 10,668 8,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 3,067: 2,462 0 -780 2,216 6,296 3,898 5,516: -831 -2,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 6.9 2.5 79.1 82.7 90.5 92.1: 9.5 7.9
Old : 100.0: 8.9 6.9 2.5 79.1 82.7 90.5 92.1: 9.5 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 2 4 27 27 31 32:
Old : 39: 3 2 4 27 27 31 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 : 29.8 39.1 49.5 56.2 25.4 30.7 41.1 43.3
Old : 29.8 39.1 49.5 56.2 25.4 30.7 41.1 43.3
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 20, 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 : 62,047: 0 7,796 1,143 46,355 47,312 47,498 56,251: 14,549 5,796
Old : 62,047: 0 7,796 1,143 46,355 47,312 47,498 56,251: 14,549 5,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,031: 0 -149 -62 2,692 1,205 2,630 994: -1,599 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.6 1.8 74.7 76.3 76.6 90.7: 23.4 9.3
Old : 100.0: 0.0 12.6 1.8 74.7 76.3 76.6 90.7: 23.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 1 16 14 17 16:
Old : 26: 0 2 1 16 14 17 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 : 42.9 48.3 60.5 74.1 42.2 46.4 59.0 71.1
Old : 42.9 48.3 60.5 74.1 42.2 46.4 59.0 71.1
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 20, 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 : 21,790: 1,612 1,960 372 19,744 18,110 21,728 20,442: 62 1,348
Old : 21,790: 1,612 1,960 372 19,744 18,110 21,728 20,442: 62 1,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 682: 372 -372 372 -124 256 620 256: 62 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 9.0 1.7 90.6 83.1 99.7 93.8: 0.3 6.2
Old : 100.0: 7.4 9.0 1.7 90.6 83.1 99.7 93.8: 0.3 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 : 22: 1 3 1 10 9 12 12:
Old : 22: 1 3 1 10 9 12 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 : 64.9 74.6 94.0 89.3 63.8 74.6 92.9 87.6
Old : 64.9 74.6 94.0 89.3 63.8 74.6 92.9 87.6
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 20, 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 : 185,298: 4,324 18,724 15,428 154,166 144,870 173,918 179,022: 11,380 6,276
Old : 185,298: 4,324 18,724 15,428 154,166 144,870 173,918 179,022: 11,380 6,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -1,614: 62 1,155 -1,737 2,071 -846 396 -1,428: -2,010 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 10.1 8.3 83.2 78.2 93.9 96.6: 6.1 3.4
Old : 100.0: 2.3 10.1 8.3 83.2 78.2 93.9 96.6: 6.1 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 : 50: 3 4 6 37 39 43 46:
Old : 50: 3 4 6 37 39 43 46:
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 : 36.9 31.5 55.2 51.0 33.3 24.3 44.1 36.5
Old : 36.9 31.5 55.2 51.0 33.3 24.3 44.1 36.5
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 20, 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 : 87,676: 5,175 4,697 1,715 72,435 68,744 79,325 75,156: 8,351 12,520
Old : 87,676: 5,175 4,697 1,715 72,435 68,744 79,325 75,156: 8,351 12,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,338: 1,226 0 20 -832 900 414 920: 924 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 5.4 2.0 82.6 78.4 90.5 85.7: 9.5 14.3
Old : 100.0: 5.9 5.4 2.0 82.6 78.4 90.5 85.7: 9.5 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 2 20 19 22 22:
Old : 30: 1 2 2 20 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 51.5 71.1 67.4 47.9 51.0 65.6 66.6
Old : 51.6 51.5 71.1 67.4 47.9 51.0 65.6 66.6
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,881: 0 15,408 0 59,531 42,444 59,531 57,852: 1,350 3,029
Old : 60,881: 0 15,408 0 59,531 42,444 59,531 57,852: 1,350 3,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -1,588: 0 -1,600 0 -1,588 -124 -1,588 -1,724: 0 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.3 0.0 97.8 69.7 97.8 95.0: 2.2 5.0
Old : 100.0: 0.0 25.3 0.0 97.8 69.7 97.8 95.0: 2.2 5.0
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 : 23: 0 2 0 11 16 11 18:
Old : 23: 0 2 0 11 16 11 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 : 89.4 49.8 96.5 71.5 85.4 48.8 88.1 68.3
Old : 89.4 49.8 96.5 71.5 85.4 48.8 88.1 68.3
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 287,762: 12,012 240 10,010 253,567 269,622 275,589 279,872: 12,173 7,890
Old : 287,762: 12,012 240 10,010 253,567 269,622 275,589 279,872: 12,173 7,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -3,604: -293 0 667 -1,771 -3,300 -1,397 -2,633: -2,207 -971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.1 3.5 88.1 93.7 95.8 97.3: 4.2 2.7
Old : 100.0: 4.2 0.1 3.5 88.1 93.7 95.8 97.3: 4.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 6 1 6 42 41 48 48:
Old : 57: 6 1 6 42 41 48 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 49.5 56.2 63.3 37.5 48.5 50.4 58.5
Old : 40.7 49.5 56.2 63.3 37.5 48.5 50.4 58.5
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 20, 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 : 171,523: 11,370 11,959 16,016 133,408 137,734 160,794 165,709: 10,729 5,814
Old : 171,523: 11,370 11,959 16,016 133,408 137,734 160,794 165,709: 10,729 5,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,558: -248 452 -787 2,156 1,741 1,121 1,406: 437 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 7.0 9.3 77.8 80.3 93.7 96.6: 6.3 3.4
Old : 100.0: 6.6 7.0 9.3 77.8 80.3 93.7 96.6: 6.3 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 : 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 : 31.1 41.6 48.2 59.7 25.8 33.2 36.6 43.5
Old : 31.1 41.6 48.2 59.7 25.8 33.2 36.6 43.5
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 20, 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 : 183,015: 11,379 10,418 6,306 150,335 152,086 168,020 168,810: 14,995 14,205
Old : 183,015: 11,379 10,418 6,306 150,335 152,086 168,020 168,810: 14,995 14,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 2,230: -1,579 2,848 -428 1,620 759 -387 3,179: 2,617 -949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.7 3.4 82.1 83.1 91.8 92.2: 8.2 7.8
Old : 100.0: 6.2 5.7 3.4 82.1 83.1 91.8 92.2: 8.2 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 : 49: 2 5 3 36 33 41 38:
Old : 49: 2 5 3 36 33 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 46.2 50.6 61.8 32.3 45.5 46.6 56.8
Old : 33.1 46.2 50.6 61.8 32.3 45.5 46.6 56.8
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 247,624: 28,257 6,233 20,280 184,715 209,319 233,252 235,832: 14,372 11,792
Old : 247,624: 28,257 6,233 20,280 184,715 209,319 233,252 235,832: 14,372 11,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 7,314: 889 -1,346 2,055 892 5,127 3,836 5,836: 3,478 1,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 2.5 8.2 74.6 84.5 94.2 95.2: 5.8 4.8
Old : 100.0: 11.4 2.5 8.2 74.6 84.5 94.2 95.2: 5.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 4 6 39 39 46 46:
Old : 51: 4 4 6 39 39 46 46:
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 : 31.6 39.4 46.6 56.3 24.6 34.1 37.3 42.5
Old : 31.6 39.4 46.6 56.3 24.6 34.1 37.3 42.5
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 20, 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 : 65,457: 0 7,548 1,778 56,880 47,980 58,658 57,306: 6,799 8,151
Old : 65,457: 0 7,548 1,778 56,880 47,980 58,658 57,306: 6,799 8,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,593: 0 -192 -852 1,074 3,702 222 2,658: 1,371 -1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.5 2.7 86.9 73.3 89.6 87.5: 10.4 12.5
Old : 100.0: 0.0 11.5 2.7 86.9 73.3 89.6 87.5: 10.4 12.5
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 : 31: 0 2 1 26 24 27 26:
Old : 31: 0 2 1 26 24 27 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 : 40.5 32.4 55.4 52.5 39.1 27.6 51.2 41.2
Old : 40.5 32.4 55.4 52.5 39.1 27.6 51.2 41.2
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 20, 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 : 2,862,694: 202,847 39,835 1,005,976 1,624,599 1,800,515 2,833,422 2,846,326: 29,272 16,368
Old : 2,862,694: 202,847 39,835 1,005,976 1,624,599 1,800,515 2,833,422 2,846,326: 29,272 16,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 4,484: 9,572 6,239 -16,323 12,518 12,156 5,767 2,072: -1,283 2,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 1.4 35.1 56.8 62.9 99.0 99.4: 1.0 0.6
Old : 100.0: 7.1 1.4 35.1 56.8 62.9 99.0 99.4: 1.0 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 : 165: 33 21 45 111 94 162 142:
Old : 165: 33 21 45 111 94 162 142:
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 41.3 47.6 55.4 9.0 17.5 12.5 21.4
Old : 34.1 41.3 47.6 55.4 9.0 17.5 12.5 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, February 20, 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 : 899,594: 157,343 121,444 169,787 567,384 604,955 894,514 896,186: 5,080 3,408
Old : 899,594: 157,343 121,444 169,787 567,384 604,955 894,514 896,186: 5,080 3,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 22,115: 17,444 -11,131 3,232 3,176 31,662 23,852 23,763: -1,737 -1,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 13.5 18.9 63.1 67.2 99.4 99.6: 0.6 0.4
Old : 100.0: 17.5 13.5 18.9 63.1 67.2 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 22 14 27 37 36 68 68:
Old : 74: 22 14 27 37 36 68 68:
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 : 39.1 44.3 62.9 61.4 22.2 21.7 33.1 30.8
Old : 39.1 44.3 62.9 61.4 22.2 21.7 33.1 30.8
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 20, 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 : 38,530: 2,596 767 1,771 33,658 35,648 38,025 38,186: 505 344
Old : 38,530: 2,596 767 1,771 33,658 35,648 38,025 38,186: 505 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 365: 0 0 140 225 225 365 365: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 2.0 4.6 87.4 92.5 98.7 99.1: 1.3 0.9
Old : 100.0: 6.7 2.0 4.6 87.4 92.5 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 : 43.6 45.7 58.2 68.4 33.5 44.5 41.3 55.4
Old : 43.6 45.7 58.2 68.4 33.5 44.5 41.3 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 20, 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 : 19,610: 516 0 1,020 17,945 18,212 19,481 19,232: 129 378
Old : 19,610: 516 0 1,020 17,945 18,212 19,481 19,232: 129 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 22: 0 0 0 22 22 22 22: 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 : 67.1 74.6 90.0 92.1 42.5 58.7 59.0 64.0
Old : 67.1 74.6 90.0 92.1 42.5 58.7 59.0 64.0
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 20, 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 16,023 16,171 16,023: 63 211
Old : 16,234: 932 0 0 15,239 16,023 16,171 16,023: 63 211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 0: 0 0 0 0 22 0 22: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.0 0.0 93.9 98.7 99.6 98.7: 0.4 1.3
Old : 100.0: 5.7 0.0 0.0 93.9 98.7 99.6 98.7: 0.4 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 : 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 95.0 55.7 52.9 64.8 64.0
Old : 86.0 81.3 97.4 95.0 55.7 52.9 64.8 64.0
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 20, 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 : 18,513: 1,202 0 856 16,193 17,301 18,251 18,157: 262 356
Old : 18,513: 1,202 0 856 16,193 17,301 18,251 18,157: 262 356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 10: 0 -40 0 10 50 10 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 4.6 87.5 93.5 98.6 98.1: 1.4 1.9
Old : 100.0: 6.5 0.0 4.6 87.5 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 0 1 18 23 19 24:
Old : 29: 1 0 1 18 23 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 82.8 72.2 45.0 39.5 59.6 55.7
Old : 63.6 50.8 82.8 72.2 45.0 39.5 59.6 55.7
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 20, 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 : 16,037: 1,856 0 150 13,063 15,177 15,069 15,327: 968 710
Old : 16,037: 1,856 0 150 13,063 15,177 15,069 15,327: 968 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.0 0.9 81.5 94.6 94.0 95.6: 6.0 4.4
Old : 100.0: 11.6 0.0 0.9 81.5 94.6 94.0 95.6: 6.0 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: 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 : 49.5 81.2 72.0 91.5 47.8 70.1 65.7 75.5
Old : 49.5 81.2 72.0 91.5 47.8 70.1 65.7 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, February 20, 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 : 26,936: 722 0 1,002 24,456 25,540 26,180 26,542: 756 394
Old : 26,936: 722 0 1,002 24,456 25,540 26,180 26,542: 756 394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 38: 40 -140 -40 0 180 0 0: 38 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 3.7 90.8 94.8 97.2 98.5: 2.8 1.5
Old : 100.0: 2.7 0.0 3.7 90.8 94.8 97.2 98.5: 2.8 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 0 1 26 23 28 24:
Old : 34: 2 0 1 26 23 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 : 44.6 49.0 66.4 73.7 33.1 39.3 46.4 53.4
Old : 44.6 49.0 66.4 73.7 33.1 39.3 46.4 53.4
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 20, 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 : 27,992: 0 1,052 1,840 25,658 24,866 27,498 27,758: 494 234
Old : 27,992: 0 1,052 1,840 25,658 24,866 27,498 27,758: 494 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 48: 0 80 0 48 -32 48 48: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 6.6 91.7 88.8 98.2 99.2: 1.8 0.8
Old : 100.0: 0.0 3.8 6.6 91.7 88.8 98.2 99.2: 1.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 63.1 56.1 83.6 82.2 44.6 49.6 57.9 59.7
Old : 63.1 56.1 83.6 82.2 44.6 49.6 57.9 59.7
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 20, 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: 0 570 560 10,452 9,844 11,012 10,974: 330 368
Old : 11,342: 0 570 560 10,452 9,844 11,012 10,974: 330 368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 0: -60 0 0 60 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 4.9 92.2 86.8 97.1 96.8: 2.9 3.2
Old : 100.0: 0.0 5.0 4.9 92.2 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: 0 1 1 17 13 18 14:
Old : 22: 0 1 1 17 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 20, 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 : 1,227,487: 168,334 160,472 208,557 791,297 783,167 1,168,188 1,152,196: 59,299 75,291
Old : 1,227,487: 168,334 160,472 208,557 791,297 783,167 1,168,188 1,152,196: 59,299 75,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -95,307: -3,818 -18,893 -35,220 -54,958 -41,641 -93,996 -95,754: -1,311 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 13.1 17.0 64.5 63.8 95.2 93.9: 4.8 6.1
Old : 100.0: 13.7 13.1 17.0 64.5 63.8 95.2 93.9: 4.8 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 72 108 113 80 99 229 259:
Old : 300: 72 108 113 80 99 229 259:
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 : 27.1 25.5 40.4 34.1 13.8 8.8 20.4 12.8
Old : 27.1 25.5 40.4 34.1 13.8 8.8 20.4 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, February 20, 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 : 87,253: 26,032 0 2,839 30,784 56,209 59,655 59,048: 27,598 28,205
Old : 87,253: 26,032 0 2,839 30,784 56,209 59,655 59,048: 27,598 28,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 0.0 3.3 35.3 64.4 68.4 67.7: 31.6 32.3
Old : 100.0: 29.8 0.0 3.3 35.3 64.4 68.4 67.7: 31.6 32.3
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 : 20: 6 0 5 13 13 19 18:
Old : 20: 6 0 5 13 13 19 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 : 44.2 39.3 56.5 59.1 42.2 36.2 51.9 52.8
Old : 44.2 39.3 56.5 59.1 42.2 36.2 51.9 52.8
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 20, 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 : 23,668: 0 0 0 23,668 23,618 23,668 23,618: 0 50
Old : 23,668: 0 0 0 23,668 23,618 23,668 23,618: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -75: 0 0 0 -75 -125 -75 -125: 0 50
: : :
: : 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 : 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 : 70.5 70.2 90.9 91.4 12.8 14.3 16.2 16.5
Old : 70.5 70.2 90.9 91.4 12.8 14.3 16.2 16.5
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 20, 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 : 54,377: 3,698 8,884 16,999 28,294 23,501 48,991 49,384: 5,386 4,993
Old : 54,377: 3,698 8,884 16,999 28,294 23,501 48,991 49,384: 5,386 4,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -1,544: 190 100 -145 -1,179 -327 -1,134 -372: -410 -1,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 16.3 31.3 52.0 43.2 90.1 90.8: 9.9 9.2
Old : 100.0: 6.8 16.3 31.3 52.0 43.2 90.1 90.8: 9.9 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 : 30: 9 6 14 15 14 30 28:
Old : 30: 9 6 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 : 40.4 39.4 57.6 58.0 11.8 17.5 17.7 22.3
Old : 40.4 39.4 57.6 58.0 11.8 17.5 17.7 22.3
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 20, 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 : 15,572: 8,260 2,475 259 4,180 12,472 12,699 15,206: 2,873 366
Old : 15,572: 8,260 2,475 259 4,180 12,472 12,699 15,206: 2,873 366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -786: -670 -191 -210 218 -311 -662 -712: -124 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 15.9 1.7 26.8 80.1 81.6 97.6: 18.4 2.4
Old : 100.0: 53.0 15.9 1.7 26.8 80.1 81.6 97.6: 18.4 2.4
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 : 115: 64 8 3 19 27 86 38:
Old : 115: 64 8 3 19 27 86 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 37.7 43.5 59.3 31.6 37.7 43.5 59.3
Old : 31.6 37.7 43.5 59.3 31.6 37.7 43.5 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 20, 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 : 10,908: 5,911 1,367 257 2,463 8,283 8,631 9,907: 2,277 1,001
Old : 10,908: 5,911 1,367 257 2,463 8,283 8,631 9,907: 2,277 1,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 337: 312 -37 191 138 441 641 595: -304 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 12.5 2.4 22.6 75.9 79.1 90.8: 20.9 9.2
Old : 100.0: 54.2 12.5 2.4 22.6 75.9 79.1 90.8: 20.9 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 : 73: 32 9 3 11 21 46 32:
Old : 73: 32 9 3 11 21 46 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 : 18.4 38.8 31.2 57.4 18.4 38.5 31.2 57.0
Old : 18.4 38.8 31.2 57.4 18.4 38.5 31.2 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, February 20, 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 : 165,247: 34,243 15,867 9,920 108,156 126,983 152,319 152,770: 12,928 12,477
Old : 165,247: 34,243 15,867 9,920 108,156 126,983 152,319 152,770: 12,928 12,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 5,051: -9 -555 -1,064 3,671 4,410 2,598 2,791: 2,453 2,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 9.6 6.0 65.5 76.8 92.2 92.4: 7.8 7.6
Old : 100.0: 20.7 9.6 6.0 65.5 76.8 92.2 92.4: 7.8 7.6
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 : 165: 48 22 26 76 80 134 123:
Old : 165: 48 22 26 76 80 134 123:
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 : 25.6 17.5 38.7 29.4 21.2 11.8 28.9 19.1
Old : 25.6 17.5 38.7 29.4 21.2 11.8 28.9 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 23, 2007