GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, February 27, 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 : 5,987: 275 268 325 4,112 5,344 4,712 5,937: 1,275 50
Old : 5,987: 275 268 325 4,112 5,344 4,712 5,937: 1,275 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 100: 0 0 0 100 125 100 125: 0 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 4.5 5.4 68.7 89.3 78.7 99.2: 21.3 0.8
Old : 100.0: 4.6 4.5 5.4 68.7 89.3 78.7 99.2: 21.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 1 16 19 17 22:
Old : 27: 1 2 1 16 19 17 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 : 51.3 50.5 66.4 72.6 37.8 44.3 45.6 58.0
Old : 51.3 50.5 66.4 72.6 37.8 44.3 45.6 58.0
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 27, 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 : 16,632: 678 6,815 159 15,385 8,026 16,222 15,000: 410 1,632
Old : 16,632: 678 6,815 159 15,385 8,026 16,222 15,000: 410 1,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 120: 50 25 0 -170 -125 -120 -100: 240 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 41.0 1.0 92.5 48.3 97.5 90.2: 2.5 9.8
Old : 100.0: 4.1 41.0 1.0 92.5 48.3 97.5 90.2: 2.5 9.8
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 : 42: 4 2 1 29 30 34 32:
Old : 42: 4 2 1 29 30 34 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 : 57.0 58.9 70.6 69.8 55.7 52.0 63.0 59.2
Old : 57.0 58.9 70.6 69.8 55.7 52.0 63.0 59.2
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,100: 0 90 0 2,385 2,240 2,385 2,330: 715 770
Old : 3,100: 0 90 0 2,385 2,240 2,385 2,330: 715 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 112: 0 0 0 67 27 67 27: 45 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.0 76.9 72.3 76.9 75.2: 23.1 24.8
Old : 100.0: 0.0 2.9 0.0 76.9 72.3 76.9 75.2: 23.1 24.8
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 : 30: 0 1 0 24 25 24 26:
Old : 30: 0 1 0 24 25 24 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 : 27.7 29.8 45.6 48.7 17.9 28.9 29.3 41.0
Old : 27.7 29.8 45.6 48.7 17.9 28.9 29.3 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, February 27, 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 : 212,627: 22,757 22,937 18,727 142,811 141,181 184,295 182,845: 28,332 29,782
Old : 212,627: 22,757 22,937 18,727 142,811 141,181 184,295 182,845: 28,332 29,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -10,129: 491 -3,841 -2,946 -11,208 -4,507 -13,663 -11,294: 3,534 1,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 10.8 8.8 67.2 66.4 86.7 86.0: 13.3 14.0
Old : 100.0: 10.7 10.8 8.8 67.2 66.4 86.7 86.0: 13.3 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 : 142: 25 33 28 68 74 112 121:
Old : 142: 25 33 28 68 74 112 121:
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 : 26.9 23.6 39.8 33.6 20.1 9.7 27.9 14.9
Old : 26.9 23.6 39.8 33.6 20.1 9.7 27.9 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, February 27, 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 : 752,461: 80,167 72,522 267,424 344,647 381,773 692,238 721,719: 60,223 30,742
Old : 752,461: 80,167 72,522 267,424 344,647 381,773 692,238 721,719: 60,223 30,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -94,799: -7,880 -21,099 -51,065 -34,857 -19,490 -93,802 -91,654: -997 -3,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 9.6 35.5 45.8 50.7 92.0 95.9: 8.0 4.1
Old : 100.0: 10.7 9.6 35.5 45.8 50.7 92.0 95.9: 8.0 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 : 195: 47 63 73 76 67 173 160:
Old : 195: 47 63 73 76 67 173 160:
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 : 32.1 26.9 45.1 44.1 13.4 13.7 17.6 18.9
Old : 32.1 26.9 45.1 44.1 13.4 13.7 17.6 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, February 27, 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 : 96,081: 2,080 14,829 3,363 79,915 68,166 85,358 86,358: 10,723 9,723
Old : 96,081: 2,080 14,829 3,363 79,915 68,166 85,358 86,358: 10,723 9,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 1,140: -515 856 343 1,887 -1,122 1,715 77: -575 1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 15.4 3.5 83.2 70.9 88.8 89.9: 11.2 10.1
Old : 100.0: 2.2 15.4 3.5 83.2 70.9 88.8 89.9: 11.2 10.1
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 20 24 24:
Old : 28: 2 2 3 21 20 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 : 50.2 40.8 67.0 61.5 48.0 38.0 56.5 53.3
Old : 50.2 40.8 67.0 61.5 48.0 38.0 56.5 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, February 27, 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 : 50,746: 230 3,654 2,091 39,153 31,636 41,474 37,381: 9,272 13,365
Old : 50,746: 230 3,654 2,091 39,153 31,636 41,474 37,381: 9,272 13,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 2,517: -1,032 1,204 -1,060 5,236 3,002 3,144 3,146: -627 -629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 7.2 4.1 77.2 62.3 81.7 73.7: 18.3 26.3
Old : 100.0: 0.5 7.2 4.1 77.2 62.3 81.7 73.7: 18.3 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 1 24 23 26 25:
Old : 31: 1 2 1 24 23 26 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 : 31.0 29.7 49.8 49.6 30.2 26.2 43.8 39.1
Old : 31.0 29.7 49.8 49.6 30.2 26.2 43.8 39.1
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 27, 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 : 128,429: 10,002 874 6,407 106,543 113,246 122,952 120,527: 5,477 7,902
Old : 128,429: 10,002 874 6,407 106,543 113,246 122,952 120,527: 5,477 7,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 2,970: 856 316 608 1,052 1,985 2,516 2,909: 454 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.7 5.0 83.0 88.2 95.7 93.8: 4.3 6.2
Old : 100.0: 7.8 0.7 5.0 83.0 88.2 95.7 93.8: 4.3 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 : 46: 3 2 4 32 32 37 36:
Old : 46: 3 2 4 32 32 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 46.8 64.4 62.0 47.6 44.3 59.8 58.3
Old : 49.7 46.8 64.4 62.0 47.6 44.3 59.8 58.3
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 27, 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 : 71,054: 18,256 494 0 42,377 58,626 60,633 59,120: 10,421 11,934
Old : 71,054: 18,256 494 0 42,377 58,626 60,633 59,120: 10,421 11,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 331: 0 494 0 1,277 1,330 1,277 1,824: -946 -1,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 0.7 0.0 59.6 82.5 85.3 83.2: 14.7 16.8
Old : 100.0: 25.7 0.7 0.0 59.6 82.5 85.3 83.2: 14.7 16.8
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 : 28: 2 1 0 20 17 22 18:
Old : 28: 2 1 0 20 17 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 57.8 59.9 73.2 40.3 54.0 56.9 62.3
Old : 40.5 57.8 59.9 73.2 40.3 54.0 56.9 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 27, 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 : 82,953: 3,235 3,605 5,934 70,022 68,860 79,191 78,399: 3,762 4,554
Old : 82,953: 3,235 3,605 5,934 70,022 68,860 79,191 78,399: 3,762 4,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 735: -97 232 51 1,149 1,830 1,103 2,113: -368 -1,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.3 7.2 84.4 83.0 95.5 94.5: 4.5 5.5
Old : 100.0: 3.9 4.3 7.2 84.4 83.0 95.5 94.5: 4.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 3 21 23 24 27:
Old : 30: 2 2 3 21 23 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 39.1 74.5 59.3 49.1 36.4 60.3 51.1
Old : 56.0 39.1 74.5 59.3 49.1 36.4 60.3 51.1
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 27, 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 : 71,587: 4,008 326 4,478 55,339 59,085 63,825 63,889: 7,762 7,698
Old : 71,587: 4,008 326 4,478 55,339 59,085 63,825 63,889: 7,762 7,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 563: 841 0 -277 -7 2,019 557 1,742: 6 -1,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.5 6.3 77.3 82.5 89.2 89.2: 10.8 10.8
Old : 100.0: 5.6 0.5 6.3 77.3 82.5 89.2 89.2: 10.8 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 19 21 21 23:
Old : 27: 1 1 2 19 21 21 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 : 66.0 39.3 79.6 59.4 58.0 37.3 63.6 51.0
Old : 66.0 39.3 79.6 59.4 58.0 37.3 63.6 51.0
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 27, 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 : 91,617: 3,244 3,709 3,382 75,653 76,218 82,279 83,309: 9,338 8,308
Old : 91,617: 3,244 3,709 3,382 75,653 76,218 82,279 83,309: 9,338 8,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 3,964: 0 633 -627 5,082 4,088 4,455 4,094: -491 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 4.0 3.7 82.6 83.2 89.8 90.9: 10.2 9.1
Old : 100.0: 3.5 4.0 3.7 82.6 83.2 89.8 90.9: 10.2 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 3 2 27 29 30 32:
Old : 41: 1 3 2 27 29 30 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 : 45.4 31.4 63.9 51.0 31.8 22.3 47.5 38.2
Old : 45.4 31.4 63.9 51.0 31.8 22.3 47.5 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, February 27, 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 : 30,034: 2,126 3,277 1,843 17,995 22,122 21,964 27,242: 8,070 2,792
Old : 30,034: 2,126 3,277 1,843 17,995 22,122 21,964 27,242: 8,070 2,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 10.9 6.1 59.9 73.7 73.1 90.7: 26.9 9.3
Old : 100.0: 7.1 10.9 6.1 59.9 73.7 73.1 90.7: 26.9 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 : 20: 1 2 3 13 13 16 16:
Old : 20: 1 2 3 13 13 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 : 45.8 59.7 62.6 81.8 36.9 56.4 48.0 66.8
Old : 45.8 59.7 62.6 81.8 36.9 56.4 48.0 66.8
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,076: 0 6,401 1,591 67,549 67,897 69,140 75,889: 13,936 7,187
Old : 83,076: 0 6,401 1,591 67,549 67,897 69,140 75,889: 13,936 7,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 1,464: 0 -1,068 368 912 1,949 1,280 1,249: 184 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.7 1.9 81.3 81.7 83.2 91.3: 16.8 8.7
Old : 100.0: 0.0 7.7 1.9 81.3 81.7 83.2 91.3: 16.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 43.8 47.9 61.8 69.9 38.7 45.1 53.6 63.1
Old : 43.8 47.9 61.8 69.9 38.7 45.1 53.6 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, February 27, 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 : 65,916: 4,696 6,382 310 52,662 52,344 57,668 59,036: 8,248 6,880
Old : 65,916: 4,696 6,382 310 52,662 52,344 57,668 59,036: 8,248 6,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 1,426: 162 3,232 -664 1,346 -1,476 844 1,092: 582 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 9.7 0.5 79.9 79.4 87.5 89.6: 12.5 10.4
Old : 100.0: 7.1 9.7 0.5 79.9 79.4 87.5 89.6: 12.5 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 3 1 24 23 26 26:
Old : 33: 1 3 1 24 23 26 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 : 41.9 34.6 62.0 54.9 33.1 32.7 48.0 47.5
Old : 41.9 34.6 62.0 54.9 33.1 32.7 48.0 47.5
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 27, 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 : 112,865: 9,304 7,094 3,584 90,161 93,848 103,049 104,526: 9,816 8,339
Old : 112,865: 9,304 7,094 3,584 90,161 93,848 103,049 104,526: 9,816 8,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 855: -655 -608 776 1,586 1,206 1,707 1,374: -852 -519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 6.3 3.2 79.9 83.2 91.3 92.6: 8.7 7.4
Old : 100.0: 8.2 6.3 3.2 79.9 83.2 91.3 92.6: 8.7 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 2 4 28 26 32 31:
Old : 40: 3 2 4 28 26 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 38.7 50.3 56.9 24.7 31.9 40.1 43.8
Old : 29.8 38.7 50.3 56.9 24.7 31.9 40.1 43.8
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 27, 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 : 62,679: 0 8,087 1,137 45,600 47,567 46,737 56,791: 15,942 5,888
Old : 62,679: 0 8,087 1,137 45,600 47,567 46,737 56,791: 15,942 5,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 632: 0 291 -6 -755 255 -761 540: 1,393 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.9 1.8 72.8 75.9 74.6 90.6: 25.4 9.4
Old : 100.0: 0.0 12.9 1.8 72.8 75.9 74.6 90.6: 25.4 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 : 42.7 49.0 60.5 74.3 42.1 47.2 59.2 71.3
Old : 42.7 49.0 60.5 74.3 42.1 47.2 59.2 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders - Futures Only, February 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 43,778: 3,834 16,617 372 38,518 25,801 42,724 42,790: 1,054 988
Old : 43,778: 3,834 16,617 372 38,518 25,801 42,724 42,790: 1,054 988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 38.0 0.8 88.0 58.9 97.6 97.7: 2.4 2.3
Old : 100.0: 8.8 38.0 0.8 88.0 58.9 97.6 97.7: 2.4 2.3
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 : 35: 5 4 1 13 17 19 21:
Old : 35: 5 4 1 13 17 19 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 : 77.1 67.8 87.7 86.8 69.7 57.4 77.3 73.5
Old : 77.1 67.8 87.7 86.8 69.7 57.4 77.3 73.5
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 27, 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 : 26,868: 1,302 1,712 372 24,977 22,698 26,651 24,782: 217 2,086
Old : 26,868: 1,302 1,712 372 24,977 22,698 26,651 24,782: 217 2,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 5,078: -310 -248 0 5,233 4,588 4,923 4,340: 155 738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.4 1.4 93.0 84.5 99.2 92.2: 0.8 7.8
Old : 100.0: 4.8 6.4 1.4 93.0 84.5 99.2 92.2: 0.8 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 : 26: 1 2 1 13 12 15 14:
Old : 26: 1 2 1 13 12 15 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 : 59.7 67.4 84.9 84.9 58.8 65.2 84.0 81.3
Old : 59.7 67.4 84.9 84.9 58.8 65.2 84.0 81.3
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 27, 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 : 185,129: 5,396 16,748 14,324 154,643 147,659 174,363 178,731: 10,766 6,398
Old : 185,129: 5,396 16,748 14,324 154,643 147,659 174,363 178,731: 10,766 6,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -169: 1,072 -1,976 -1,104 477 2,789 445 -291: -614 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 9.0 7.7 83.5 79.8 94.2 96.5: 5.8 3.5
Old : 100.0: 2.9 9.0 7.7 83.5 79.8 94.2 96.5: 5.8 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 : 51: 3 4 6 38 40 44 47:
Old : 51: 3 4 6 38 40 44 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 : 33.7 32.1 52.4 51.3 32.6 24.4 41.8 35.4
Old : 33.7 32.1 52.4 51.3 32.6 24.4 41.8 35.4
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 27, 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 : 89,550: 5,513 5,125 2,134 77,162 72,658 84,809 79,917: 4,741 9,633
Old : 89,550: 5,513 5,125 2,134 77,162 72,658 84,809 79,917: 4,741 9,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 1,874: 338 428 419 4,727 3,914 5,484 4,761: -3,610 -2,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.7 2.4 86.2 81.1 94.7 89.2: 5.3 10.8
Old : 100.0: 6.2 5.7 2.4 86.2 81.1 94.7 89.2: 5.3 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 2 3 22 21 26 25:
Old : 34: 3 2 3 22 21 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 50.3 69.2 67.3 46.2 49.9 62.5 66.1
Old : 48.4 50.3 69.2 67.3 46.2 49.9 62.5 66.1
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 27, 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 : 71,570: 3,412 16,581 284 66,524 53,198 70,220 70,063: 1,350 1,507
Old : 71,570: 3,412 16,581 284 66,524 53,198 70,220 70,063: 1,350 1,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 10,689: 3,412 1,173 284 6,993 10,754 10,689 12,211: 0 -1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 23.2 0.4 92.9 74.3 98.1 97.9: 1.9 2.1
Old : 100.0: 4.8 23.2 0.4 92.9 74.3 98.1 97.9: 1.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 4 1 17 28 22 32:
Old : 43: 4 4 1 17 28 22 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 : 74.1 45.1 87.9 63.8 69.7 44.3 81.0 60.9
Old : 74.1 45.1 87.9 63.8 69.7 44.3 81.0 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, February 27, 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 : 295,740: 6,822 668 13,321 265,695 275,117 285,838 289,106: 9,902 6,634
Old : 295,740: 6,822 668 13,321 265,695 275,117 285,838 289,106: 9,902 6,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 7,978: -5,190 428 3,311 12,128 5,495 10,249 9,234: -2,271 -1,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.2 4.5 89.8 93.0 96.7 97.8: 3.3 2.2
Old : 100.0: 2.3 0.2 4.5 89.8 93.0 96.7 97.8: 3.3 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 6 1 6 44 44 51 50:
Old : 59: 6 1 6 44 44 51 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 49.2 57.3 62.8 38.0 48.3 51.3 59.1
Old : 39.9 49.2 57.3 62.8 38.0 48.3 51.3 59.1
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 27, 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 : 176,742: 13,062 13,081 16,325 137,092 143,138 166,479 172,544: 10,263 4,198
Old : 176,742: 13,062 13,081 16,325 137,092 143,138 166,479 172,544: 10,263 4,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 5,219: 1,692 1,122 309 3,684 5,404 5,685 6,835: -466 -1,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 7.4 9.2 77.6 81.0 94.2 97.6: 5.8 2.4
Old : 100.0: 7.4 7.4 9.2 77.6 81.0 94.2 97.6: 5.8 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 : 48: 3 3 3 41 36 45 41:
Old : 48: 3 3 3 41 36 45 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 40.3 49.0 58.2 25.1 33.2 36.3 42.8
Old : 31.9 40.3 49.0 58.2 25.1 33.2 36.3 42.8
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 27, 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 : 191,136: 10,675 8,921 8,913 156,455 160,089 176,043 177,923: 15,093 13,213
Old : 191,136: 10,675 8,921 8,913 156,455 160,089 176,043 177,923: 15,093 13,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 8,121: -704 -1,497 2,607 6,120 8,003 8,023 9,113: 98 -992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 4.7 4.7 81.9 83.8 92.1 93.1: 7.9 6.9
Old : 100.0: 5.6 4.7 4.7 81.9 83.8 92.1 93.1: 7.9 6.9
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 : 51: 2 5 6 38 36 44 43:
Old : 51: 2 5 6 38 36 44 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 46.0 51.4 61.1 34.4 45.3 48.8 55.9
Old : 35.2 46.0 51.4 61.1 34.4 45.3 48.8 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, February 27, 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 : 247,125: 25,986 9,120 19,661 186,701 206,395 232,348 235,176: 14,777 11,949
Old : 247,125: 25,986 9,120 19,661 186,701 206,395 232,348 235,176: 14,777 11,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -499: -2,271 2,887 -619 1,986 -2,924 -904 -656: 405 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 3.7 8.0 75.5 83.5 94.0 95.2: 6.0 4.8
Old : 100.0: 10.5 3.7 8.0 75.5 83.5 94.0 95.2: 6.0 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 : 32.6 39.2 47.7 56.6 24.4 33.6 35.8 42.0
Old : 32.6 39.2 47.7 56.6 24.4 33.6 35.8 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, February 27, 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 : 65,489: 0 9,452 1,592 57,584 46,573 59,176 57,617: 6,313 7,872
Old : 65,489: 0 9,452 1,592 57,584 46,573 59,176 57,617: 6,313 7,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 32: 0 1,904 -186 704 -1,407 518 311: -486 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.4 2.4 87.9 71.1 90.4 88.0: 9.6 12.0
Old : 100.0: 0.0 14.4 2.4 87.9 71.1 90.4 88.0: 9.6 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 2 1 27 25 28 27:
Old : 33: 0 2 1 27 25 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 34.9 54.8 54.3 39.2 29.8 50.0 42.5
Old : 40.7 34.9 54.8 54.3 39.2 29.8 50.0 42.5
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 27, 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 : 2,690,554: 247,414 108,619 858,813 1,550,370 1,710,029 2,656,597 2,677,461: 33,957 13,093
Old : 2,690,554: 247,414 108,619 858,813 1,550,370 1,710,029 2,656,597 2,677,461: 33,957 13,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -172,140: 44,567 68,784 -147,163 -74,229 -90,486 -176,825 -168,865: 4,685 -3,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 4.0 31.9 57.6 63.6 98.7 99.5: 1.3 0.5
Old : 100.0: 9.2 4.0 31.9 57.6 63.6 98.7 99.5: 1.3 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 : 153: 31 17 41 104 90 150 134:
Old : 153: 31 17 41 104 90 150 134:
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 : 32.6 41.8 46.5 55.6 11.8 20.7 16.5 25.0
Old : 32.6 41.8 46.5 55.6 11.8 20.7 16.5 25.0
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 27, 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 : 775,328: 114,923 188,205 104,296 551,041 479,448 770,260 771,949: 5,068 3,379
Old : 775,328: 114,923 188,205 104,296 551,041 479,448 770,260 771,949: 5,068 3,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -124,266: -42,420 66,761 -65,491 -16,343 -125,507 -124,254 -124,237: -12 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 24.3 13.5 71.1 61.8 99.3 99.6: 0.7 0.4
Old : 100.0: 14.8 24.3 13.5 71.1 61.8 99.3 99.6: 0.7 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 : 67: 19 13 23 35 32 62 60:
Old : 67: 19 13 23 35 32 62 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 45.9 64.4 64.9 26.2 29.3 36.2 37.2
Old : 43.8 45.9 64.4 64.9 26.2 29.3 36.2 37.2
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 27, 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 : 38,959: 2,646 779 1,751 34,056 35,964 38,453 38,494: 506 465
Old : 38,959: 2,646 779 1,751 34,056 35,964 38,453 38,494: 506 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 429: 50 12 -20 398 316 428 308: 1 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.0 4.5 87.4 92.3 98.7 98.8: 1.3 1.2
Old : 100.0: 6.8 2.0 4.5 87.4 92.3 98.7 98.8: 1.3 1.2
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 : 51: 5 2 6 40 36 47 42:
Old : 51: 5 2 6 40 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 : 43.7 45.6 59.0 66.3 34.3 44.4 41.6 54.6
Old : 43.7 45.6 59.0 66.3 34.3 44.4 41.6 54.6
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 27, 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 : 19,652: 516 0 1,020 17,987 18,254 19,523 19,274: 129 378
Old : 19,652: 516 0 1,020 17,987 18,254 19,523 19,274: 129 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 42: 0 0 0 42 42 42 42: 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 : 25: 1 0 1 14 16 15 17:
Old : 25: 1 0 1 14 16 15 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 : 66.8 74.2 90.0 91.6 42.2 58.3 59.1 63.7
Old : 66.8 74.2 90.0 91.6 42.2 58.3 59.1 63.7
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 27, 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 : 15,960: 932 0 0 15,028 15,749 15,960 15,749: 0 211
Old : 15,960: 932 0 0 15,028 15,749 15,960 15,749: 0 211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -274: 0 0 0 -211 -274 -211 -274: -63 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.0 0.0 94.2 98.7 100.0 98.7: 0.0 1.3
Old : 100.0: 5.8 0.0 0.0 94.2 98.7 100.0 98.7: 0.0 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 : 21: 2 0 0 13 12 15 12:
Old : 21: 2 0 0 13 12 15 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 : 84.0 82.7 95.6 95.5 53.2 53.8 62.5 62.3
Old : 84.0 82.7 95.6 95.5 53.2 53.8 62.5 62.3
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 27, 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 : 18,543: 1,192 0 866 16,203 17,561 18,261 18,427: 282 116
Old : 18,543: 1,192 0 866 16,203 17,561 18,261 18,427: 282 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 30: -10 0 10 10 260 10 270: 20 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.0 4.7 87.4 94.7 98.5 99.4: 1.5 0.6
Old : 100.0: 6.4 0.0 4.7 87.4 94.7 98.5 99.4: 1.5 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 : 30: 1 0 1 18 24 19 25:
Old : 30: 1 0 1 18 24 19 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 : 63.1 51.9 82.4 73.1 43.6 38.7 58.4 54.1
Old : 63.1 51.9 82.4 73.1 43.6 38.7 58.4 54.1
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 27, 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 : 15,942: 1,856 40 150 12,888 14,922 14,894 15,112: 1,048 830
Old : 15,942: 1,856 40 150 12,888 14,922 14,894 15,112: 1,048 830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -95: 0 40 0 -175 -255 -175 -215: 80 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.3 0.9 80.8 93.6 93.4 94.8: 6.6 5.2
Old : 100.0: 11.6 0.3 0.9 80.8 93.6 93.4 94.8: 6.6 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 1 16 13 18 15:
Old : 23: 2 1 1 16 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 79.8 72.2 90.5 48.3 67.6 65.7 73.3
Old : 50.0 79.8 72.2 90.5 48.3 67.6 65.7 73.3
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 27, 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 : 26,976: 712 0 1,002 24,506 25,580 26,220 26,582: 756 394
Old : 26,976: 712 0 1,002 24,506 25,580 26,220 26,582: 756 394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 40: -10 0 0 50 40 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 3.7 90.8 94.8 97.2 98.5: 2.8 1.5
Old : 100.0: 2.6 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 27 23 29 24:
Old : 34: 2 0 1 27 23 29 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 : 44.5 48.1 66.2 72.6 33.0 38.9 46.2 52.9
Old : 44.5 48.1 66.2 72.6 33.0 38.9 46.2 52.9
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 28,126: 0 1,052 1,840 25,792 25,000 27,632 27,892: 494 234
Old : 28,126: 0 1,052 1,840 25,792 25,000 27,632 27,892: 494 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 134: 0 0 0 134 134 134 134: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 6.5 91.7 88.9 98.2 99.2: 1.8 0.8
Old : 100.0: 0.0 3.7 6.5 91.7 88.9 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 18 19 20:
Old : 26: 0 2 1 18 18 19 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 : 63.2 55.8 83.4 81.8 44.3 49.1 57.4 59.1
Old : 63.2 55.8 83.4 81.8 44.3 49.1 57.4 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A OFF PK LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465P
Commitments of Traders - Futures Only, February 27, 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 : 5,774: 0 40 20 5,484 5,056 5,504 5,116: 270 658
Old : 5,774: 0 40 20 5,484 5,056 5,504 5,116: 270 658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.3 95.0 87.6 95.3 88.6: 4.7 11.4
Old : 100.0: 0.0 0.7 0.3 95.0 87.6 95.3 88.6: 4.7 11.4
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: 0 1 1 15 13 16 14:
Old : 20: 0 1 1 15 13 16 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 : 64.3 64.7 85.0 82.1 55.0 48.1 69.8 63.6
Old : 64.3 64.7 85.0 82.1 55.0 48.1 69.8 63.6
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 27, 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 : 11,314: 0 570 560 10,544 9,824 11,104 10,954: 210 360
Old : 11,314: 0 570 560 10,544 9,824 11,104 10,954: 210 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -28: 0 0 0 92 -20 92 -20: -120 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 4.9 93.2 86.8 98.1 96.8: 1.9 3.2
Old : 100.0: 0.0 5.0 4.9 93.2 86.8 98.1 96.8: 1.9 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 : 23: 0 1 1 18 14 19 15:
Old : 23: 0 1 1 18 14 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 61.8 83.2 85.0 56.7 49.3 68.7 66.1
Old : 63.0 61.8 83.2 85.0 56.7 49.3 68.7 66.1
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 27, 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 : 1,269,208: 178,043 152,004 212,742 809,294 819,492 1,200,079 1,184,238: 69,129 84,970
Old : 1,269,208: 178,043 152,004 212,742 809,294 819,492 1,200,079 1,184,238: 69,129 84,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 41,721: 9,709 -8,468 4,185 17,997 36,325 31,891 32,042: 9,830 9,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 12.0 16.8 63.8 64.6 94.6 93.3: 5.4 6.7
Old : 100.0: 14.0 12.0 16.8 63.8 64.6 94.6 93.3: 5.4 6.7
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 : 300: 73 112 120 84 94 240 256:
Old : 300: 73 112 120 84 94 240 256:
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 : 26.1 24.9 39.3 34.2 12.9 8.8 19.0 12.8
Old : 26.1 24.9 39.3 34.2 12.9 8.8 19.0 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 27, 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 : 90,507: 25,244 14 3,791 32,292 59,609 61,327 63,414: 29,180 27,093
Old : 90,507: 25,244 14 3,791 32,292 59,609 61,327 63,414: 29,180 27,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 3,254: -788 14 952 1,508 3,400 1,672 4,366: 1,582 -1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 0.0 4.2 35.7 65.9 67.8 70.1: 32.2 29.9
Old : 100.0: 27.9 0.0 4.2 35.7 65.9 67.8 70.1: 32.2 29.9
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 : 21: 5 1 5 14 14 20 19:
Old : 21: 5 1 5 14 14 20 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 : 42.8 38.6 55.2 57.6 40.7 35.2 50.1 51.2
Old : 42.8 38.6 55.2 57.6 40.7 35.2 50.1 51.2
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 27, 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 : 26,385: 0 0 0 26,385 26,335 26,385 26,335: 0 50
Old : 26,385: 0 0 0 26,385 26,335 26,385 26,335: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 2,717: 0 0 0 2,717 2,717 2,717 2,717: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.8 100.0 99.8: 0.0 0.2
Old : 100.0: 0.0 0.0 0.0 100.0 99.8 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 72.8 67.0 91.1 92.1 15.7 17.4 18.7 19.4
Old : 72.8 67.0 91.1 92.1 15.7 17.4 18.7 19.4
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 27, 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 : 55,210: 3,450 8,494 17,193 28,851 23,656 49,494 49,343: 5,716 5,867
Old : 55,210: 3,450 8,494 17,193 28,851 23,656 49,494 49,343: 5,716 5,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 833: -248 -390 194 557 155 503 -41: 330 874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 15.4 31.1 52.3 42.8 89.6 89.4: 10.4 10.6
Old : 100.0: 6.2 15.4 31.1 52.3 42.8 89.6 89.4: 10.4 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 9 6 14 15 15 30 29:
Old : 30: 9 6 14 15 15 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 : 40.1 38.5 57.4 56.8 11.5 16.8 17.3 21.3
Old : 40.1 38.5 57.4 56.8 11.5 16.8 17.3 21.3
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 27, 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 : 17,344: 9,147 2,500 265 5,124 14,014 14,536 16,779: 2,808 565
Old : 17,344: 9,147 2,500 265 5,124 14,014 14,536 16,779: 2,808 565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 1,772: 887 25 6 944 1,542 1,837 1,573: -65 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 14.4 1.5 29.5 80.8 83.8 96.7: 16.2 3.3
Old : 100.0: 52.7 14.4 1.5 29.5 80.8 83.8 96.7: 16.2 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 : 121: 72 8 3 21 27 96 36:
Old : 121: 72 8 3 21 27 96 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 38.6 40.1 61.6 28.8 35.1 39.2 55.6
Old : 28.8 38.6 40.1 61.6 28.8 35.1 39.2 55.6
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 27, 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 : 12,289: 6,781 1,435 396 2,445 9,192 9,622 11,023: 2,667 1,266
Old : 12,289: 6,781 1,435 396 2,445 9,192 9,622 11,023: 2,667 1,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 1,381: 870 68 139 -18 909 991 1,116: 390 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 11.7 3.2 19.9 74.8 78.3 89.7: 21.7 10.3
Old : 100.0: 55.2 11.7 3.2 19.9 74.8 78.3 89.7: 21.7 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 33 8 3 12 23 48 34:
Old : 75: 33 8 3 12 23 48 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 : 17.5 38.1 29.5 53.1 17.5 37.9 29.5 52.8
Old : 17.5 38.1 29.5 53.1 17.5 37.9 29.5 52.8
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 27, 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 : 161,259: 31,850 9,985 9,717 104,233 130,891 145,800 150,593: 15,459 10,666
Old : 161,259: 31,850 9,985 9,717 104,233 130,891 145,800 150,593: 15,459 10,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -3,988: -2,393 -5,882 -203 -3,923 3,908 -6,519 -2,177: 2,531 -1,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 6.2 6.0 64.6 81.2 90.4 93.4: 9.6 6.6
Old : 100.0: 19.8 6.2 6.0 64.6 81.2 90.4 93.4: 9.6 6.6
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 : 161: 49 17 25 74 80 131 117:
Old : 161: 49 17 25 74 80 131 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 19.7 36.9 31.2 20.3 12.9 27.6 22.4
Old : 24.9 19.7 36.9 31.2 20.3 12.9 27.6 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2007