GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, March 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 : 5,745: 625 159 275 3,695 4,925 4,595 5,359: 1,150 386
Old : 5,745: 625 159 275 3,695 4,925 4,595 5,359: 1,150 386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 125: 0 -84 0 125 118 125 34: 0 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 2.8 4.8 64.3 85.7 80.0 93.3: 20.0 6.7
Old : 100.0: 10.9 2.8 4.8 64.3 85.7 80.0 93.3: 20.0 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 : 25: 1 2 1 17 14 18 17:
Old : 25: 1 2 1 17 14 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 : 46.7 60.1 66.4 77.9 31.7 44.0 40.3 51.3
Old : 46.7 60.1 66.4 77.9 31.7 44.0 40.3 51.3
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, March 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 : 14,972: 319 7,010 89 14,083 6,220 14,491 13,319: 481 1,653
Old : 14,972: 319 7,010 89 14,083 6,220 14,491 13,319: 481 1,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 0: -134 0 0 68 -60 -66 -60: 66 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 46.8 0.6 94.1 41.5 96.8 89.0: 3.2 11.0
Old : 100.0: 2.1 46.8 0.6 94.1 41.5 96.8 89.0: 3.2 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 4 1 26 27 29 31:
Old : 37: 2 4 1 26 27 29 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 : 60.8 64.3 75.2 74.1 59.4 57.3 67.7 62.1
Old : 60.8 64.3 75.2 74.1 59.4 57.3 67.7 62.1
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, March 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 : 2,744: 0 75 0 2,124 2,029 2,124 2,104: 620 640
Old : 2,744: 0 75 0 2,124 2,029 2,124 2,104: 620 640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 313: 0 0 0 328 313 328 313: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.0 77.4 73.9 77.4 76.7: 22.6 23.3
Old : 100.0: 0.0 2.7 0.0 77.4 73.9 77.4 76.7: 22.6 23.3
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: 0 1 0 22 27 22 28:
Old : 30: 0 1 0 22 27 22 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 : 28.4 29.2 46.2 45.2 22.7 26.1 35.8 37.4
Old : 28.4 29.2 46.2 45.2 22.7 26.1 35.8 37.4
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, March 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 : 211,193: 24,913 28,231 19,667 137,952 133,951 182,532 181,849: 28,661 29,344
Old : 211,193: 24,913 28,231 19,667 137,952 133,951 182,532 181,849: 28,661 29,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -1,599: 3,515 3,288 -403 -5,971 -5,227 -2,859 -2,342: 1,260 743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 13.4 9.3 65.3 63.4 86.4 86.1: 13.6 13.9
Old : 100.0: 11.8 13.4 9.3 65.3 63.4 86.4 86.1: 13.6 13.9
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 : 135: 32 26 32 62 70 107 117:
Old : 135: 32 26 32 62 70 107 117:
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 23.2 36.3 35.7 18.2 11.2 26.2 18.2
Old : 24.9 23.2 36.3 35.7 18.2 11.2 26.2 18.2
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, March 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 : 775,465: 85,424 109,286 264,934 360,453 368,631 710,811 742,851: 64,654 32,614
Old : 775,465: 85,424 109,286 264,934 360,453 368,631 710,811 742,851: 64,654 32,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 6,543: 4,759 13,990 -2,661 6,969 -1,474 9,067 9,855: -2,524 -3,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 14.1 34.2 46.5 47.5 91.7 95.8: 8.3 4.2
Old : 100.0: 11.0 14.1 34.2 46.5 47.5 91.7 95.8: 8.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 51 72 77 84 72 186 177:
Old : 217: 51 72 77 84 72 186 177:
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 : 31.2 27.9 44.2 43.8 13.2 11.7 17.8 18.1
Old : 31.2 27.9 44.2 43.8 13.2 11.7 17.8 18.1
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, March 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 : 91,866: 1,157 15,372 3,571 74,383 62,372 79,111 81,315: 12,755 10,551
Old : 91,866: 1,157 15,372 3,571 74,383 62,372 79,111 81,315: 12,755 10,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -3: -1,523 332 762 544 -703 -217 391: 214 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 16.7 3.9 81.0 67.9 86.1 88.5: 13.9 11.5
Old : 100.0: 1.3 16.7 3.9 81.0 67.9 86.1 88.5: 13.9 11.5
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 : 24: 1 3 3 18 16 21 20:
Old : 24: 1 3 3 18 16 21 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 : 51.5 44.1 69.9 63.4 50.0 42.7 59.5 57.5
Old : 51.5 44.1 69.9 63.4 50.0 42.7 59.5 57.5
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, March 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 : 56,387: 0 2,409 2,293 43,206 39,031 45,499 43,733: 10,888 12,654
Old : 56,387: 0 2,409 2,293 43,206 39,031 45,499 43,733: 10,888 12,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 1,585: 0 -1,572 -20 1,019 3,421 999 1,829: 586 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 4.1 76.6 69.2 80.7 77.6: 19.3 22.4
Old : 100.0: 0.0 4.3 4.1 76.6 69.2 80.7 77.6: 19.3 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 21 19 23 21:
Old : 27: 0 2 2 21 19 23 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 : 34.0 36.1 54.1 54.9 29.9 30.7 45.8 42.9
Old : 34.0 36.1 54.1 54.9 29.9 30.7 45.8 42.9
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, March 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 : 118,556: 9,071 490 5,676 89,139 103,535 103,886 109,701: 14,670 8,855
Old : 118,556: 9,071 490 5,676 89,139 103,535 103,886 109,701: 14,670 8,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -1,249: 0 -186 0 -659 193 -659 7: -590 -1,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.4 4.8 75.2 87.3 87.6 92.5: 12.4 7.5
Old : 100.0: 7.7 0.4 4.8 75.2 87.3 87.6 92.5: 12.4 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 3 19 25 22 28:
Old : 31: 2 1 3 19 25 22 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 : 51.4 51.2 68.2 66.4 49.1 49.0 64.4 62.5
Old : 51.4 51.2 68.2 66.4 49.1 49.0 64.4 62.5
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, March 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 : 71,002: 18,256 2,686 0 43,664 56,119 61,920 58,805: 9,082 12,197
Old : 71,002: 18,256 2,686 0 43,664 56,119 61,920 58,805: 9,082 12,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 4,516: 0 2,686 0 4,458 694 4,458 3,380: 58 1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 3.8 0.0 61.5 79.0 87.2 82.8: 12.8 17.2
Old : 100.0: 25.7 3.8 0.0 61.5 79.0 87.2 82.8: 12.8 17.2
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 : 25: 2 1 0 18 16 20 17:
Old : 25: 2 1 0 18 16 20 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 : 39.4 56.5 59.7 72.0 38.7 52.9 55.6 64.6
Old : 39.4 56.5 59.7 72.0 38.7 52.9 55.6 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, March 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 : 78,395: 0 3,171 5,751 66,770 62,086 72,521 71,008: 5,874 7,387
Old : 78,395: 0 3,171 5,751 66,770 62,086 72,521 71,008: 5,874 7,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -809: -1,638 95 616 213 -1,700 -809 -989: 0 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 7.3 85.2 79.2 92.5 90.6: 7.5 9.4
Old : 100.0: 0.0 4.0 7.3 85.2 79.2 92.5 90.6: 7.5 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 4 3 17 19 20 23:
Old : 27: 0 4 3 17 19 20 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 : 58.3 41.2 76.0 61.9 51.8 40.8 61.9 56.1
Old : 58.3 41.2 76.0 61.9 51.8 40.8 61.9 56.1
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, March 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 : 69,078: 4,902 822 2,856 53,859 57,862 61,617 61,540: 7,461 7,538
Old : 69,078: 4,902 822 2,856 53,859 57,862 61,617 61,540: 7,461 7,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 727: -709 -184 173 1,336 626 800 615: -73 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 1.2 4.1 78.0 83.8 89.2 89.1: 10.8 10.9
Old : 100.0: 7.1 1.2 4.1 78.0 83.8 89.2 89.1: 10.8 10.9
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 : 26: 1 1 1 16 20 17 22:
Old : 26: 1 1 1 16 20 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 : 67.4 40.7 80.5 60.8 62.3 39.9 68.9 56.7
Old : 67.4 40.7 80.5 60.8 62.3 39.9 68.9 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, March 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 : 87,239: 3,200 2,372 4,203 69,767 72,373 77,170 78,948: 10,069 8,291
Old : 87,239: 3,200 2,372 4,203 69,767 72,373 77,170 78,948: 10,069 8,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 1,727: -60 353 306 1,678 1,687 1,924 2,346: -197 -619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 2.7 4.8 80.0 83.0 88.5 90.5: 11.5 9.5
Old : 100.0: 3.7 2.7 4.8 80.0 83.0 88.5 90.5: 11.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 3 20 28 24 31:
Old : 35: 2 2 3 20 28 24 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 : 45.5 29.6 65.9 49.5 33.4 21.7 49.7 37.2
Old : 45.5 29.6 65.9 49.5 33.4 21.7 49.7 37.2
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, March 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 : 89,482: 0 7,553 3,756 73,380 68,294 77,136 79,603: 12,346 9,879
Old : 89,482: 0 7,553 3,756 73,380 68,294 77,136 79,603: 12,346 9,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 223: 0 1,152 49 1,638 -152 1,687 1,049: -1,464 -826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 4.2 82.0 76.3 86.2 89.0: 13.8 11.0
Old : 100.0: 0.0 8.4 4.2 82.0 76.3 86.2 89.0: 13.8 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 3 2 19 18 21 21:
Old : 29: 0 3 2 19 18 21 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 : 42.4 42.4 61.8 63.0 38.6 40.1 55.2 56.6
Old : 42.4 42.4 61.8 63.0 38.6 40.1 55.2 56.6
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, March 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 : 57,768: 4,696 2,325 589 43,274 45,897 48,559 48,811: 9,209 8,957
Old : 57,768: 4,696 2,325 589 43,274 45,897 48,559 48,811: 9,209 8,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -1,820: 0 0 0 -1,874 -1,184 -1,874 -1,184: 54 -636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 4.0 1.0 74.9 79.5 84.1 84.5: 15.9 15.5
Old : 100.0: 8.1 4.0 1.0 74.9 79.5 84.1 84.5: 15.9 15.5
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 : 25: 1 1 1 20 18 22 19:
Old : 25: 1 1 1 20 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 : 44.7 37.8 64.1 58.5 36.7 35.1 53.4 50.2
Old : 44.7 37.8 64.1 58.5 36.7 35.1 53.4 50.2
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, March 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 : 117,246: 3,818 7,234 6,496 97,916 90,867 108,230 104,597: 9,016 12,649
Old : 117,246: 3,818 7,234 6,496 97,916 90,867 108,230 104,597: 9,016 12,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 2,291: -2,180 -180 1,211 3,265 1,189 2,296 2,220: -5 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 6.2 5.5 83.5 77.5 92.3 89.2: 7.7 10.8
Old : 100.0: 3.3 6.2 5.5 83.5 77.5 92.3 89.2: 7.7 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 : 37: 3 2 4 24 20 28 25:
Old : 37: 3 2 4 24 20 28 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 : 36.4 34.1 56.4 54.0 32.2 30.3 46.3 45.6
Old : 36.4 34.1 56.4 54.0 32.2 30.3 46.3 45.6
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, March 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 : 61,019: 0 10,194 735 42,424 42,138 43,159 53,067: 17,860 7,952
Old : 61,019: 0 10,194 735 42,424 42,138 43,159 53,067: 17,860 7,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 1,136: 0 475 91 1,003 828 1,094 1,394: 42 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.7 1.2 69.5 69.1 70.7 87.0: 29.3 13.0
Old : 100.0: 0.0 16.7 1.2 69.5 69.1 70.7 87.0: 29.3 13.0
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 1 13 13 14 15:
Old : 23: 0 2 1 13 13 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 53.5 60.0 76.7 39.9 52.3 58.7 74.1
Old : 40.2 53.5 60.0 76.7 39.9 52.3 58.7 74.1
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, March 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 : 171,939: 3,852 23,005 9,856 143,949 131,522 157,657 164,383: 14,282 7,556
Old : 171,939: 3,852 23,005 9,856 143,949 131,522 157,657 164,383: 14,282 7,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 138: 0 1,893 -620 1,582 -2,019 962 -746: -824 884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 13.4 5.7 83.7 76.5 91.7 95.6: 8.3 4.4
Old : 100.0: 2.2 13.4 5.7 83.7 76.5 91.7 95.6: 8.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 5 6 36 34 42 41:
Old : 47: 2 5 6 36 34 42 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 : 36.8 36.7 54.1 53.9 35.9 33.6 43.8 44.9
Old : 36.8 36.7 54.1 53.9 35.9 33.6 43.8 44.9
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, March 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 : 80,879: 1,935 4,426 2,394 66,011 59,040 70,340 65,860: 10,539 15,019
Old : 80,879: 1,935 4,426 2,394 66,011 59,040 70,340 65,860: 10,539 15,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -365: 694 -318 497 -3,296 -3,356 -2,105 -3,177: 1,740 2,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 5.5 3.0 81.6 73.0 87.0 81.4: 13.0 18.6
Old : 100.0: 2.4 5.5 3.0 81.6 73.0 87.0 81.4: 13.0 18.6
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 : 24: 2 1 2 16 14 18 17:
Old : 24: 2 1 2 16 14 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 : 52.3 47.9 70.5 68.0 50.2 47.1 64.5 64.2
Old : 52.3 47.9 70.5 68.0 50.2 47.1 64.5 64.2
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, March 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 : 286,881: 11,387 723 8,831 251,300 266,138 271,518 275,692: 15,363 11,189
Old : 286,881: 11,387 723 8,831 251,300 266,138 271,518 275,692: 15,363 11,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 4,051: -2,789 0 623 5,940 3,764 3,774 4,387: 277 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.3 3.1 87.6 92.8 94.6 96.1: 5.4 3.9
Old : 100.0: 4.0 0.3 3.1 87.6 92.8 94.6 96.1: 5.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 2 5 36 39 41 45:
Old : 51: 4 2 5 36 39 41 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 49.2 58.8 62.4 38.8 46.8 52.1 57.3
Old : 41.2 49.2 58.8 62.4 38.8 46.8 52.1 57.3
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, March 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 : 171,405: 10,377 14,519 16,647 131,111 135,839 158,135 167,005: 13,270 4,400
Old : 171,405: 10,377 14,519 16,647 131,111 135,839 158,135 167,005: 13,270 4,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 1,106: 0 402 850 1,414 1,713 2,264 2,965: -1,158 -1,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 8.5 9.7 76.5 79.3 92.3 97.4: 7.7 2.6
Old : 100.0: 6.1 8.5 9.7 76.5 79.3 92.3 97.4: 7.7 2.6
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 : 46: 1 5 4 38 32 42 38:
Old : 46: 1 5 4 38 32 42 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 : 31.9 38.3 50.8 57.1 26.0 29.7 40.2 40.4
Old : 31.9 38.3 50.8 57.1 26.0 29.7 40.2 40.4
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, March 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 : 183,321: 11,207 13,386 7,772 146,010 144,588 164,989 165,746: 18,332 17,575
Old : 183,321: 11,207 13,386 7,772 146,010 144,588 164,989 165,746: 18,332 17,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 631: -913 2,515 -49 440 -1,569 -522 897: 1,153 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.3 4.2 79.6 78.9 90.0 90.4: 10.0 9.6
Old : 100.0: 6.1 7.3 4.2 79.6 78.9 90.0 90.4: 10.0 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 : 43: 2 5 5 29 32 35 38:
Old : 43: 2 5 5 29 32 35 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 : 36.9 48.9 54.6 63.6 36.7 47.2 51.4 58.2
Old : 36.9 48.9 54.6 63.6 36.7 47.2 51.4 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders - Futures Only, March 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 : 50,115: 0 2,668 2,407 36,982 33,056 39,389 38,131: 10,726 11,984
Old : 50,115: 0 2,668 2,407 36,982 33,056 39,389 38,131: 10,726 11,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 2,513: 0 24 -52 3,048 2,294 2,996 2,266: -483 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 4.8 73.8 66.0 78.6 76.1: 21.4 23.9
Old : 100.0: 0.0 5.3 4.8 73.8 66.0 78.6 76.1: 21.4 23.9
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 : 22: 0 1 1 16 15 17 16:
Old : 22: 0 1 1 16 15 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 : 41.2 33.8 62.8 56.7 40.0 28.5 58.7 48.2
Old : 41.2 33.8 62.8 56.7 40.0 28.5 58.7 48.2
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, March 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 : 249,462: 17,458 6,442 22,276 193,219 200,917 232,953 229,635: 16,509 19,827
Old : 249,462: 17,458 6,442 22,276 193,219 200,917 232,953 229,635: 16,509 19,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 6,507: -1,806 1,460 -147 6,924 3,354 4,971 4,667: 1,536 1,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 2.6 8.9 77.5 80.5 93.4 92.1: 6.6 7.9
Old : 100.0: 7.0 2.6 8.9 77.5 80.5 93.4 92.1: 6.6 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 : 47: 3 3 6 38 35 44 41:
Old : 47: 3 3 6 38 35 44 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 : 32.1 37.4 48.5 54.6 23.8 31.2 36.3 41.0
Old : 32.1 37.4 48.5 54.6 23.8 31.2 36.3 41.0
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, March 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 : 62,251: 0 6,066 2,540 53,080 43,949 55,620 52,555: 6,631 9,696
Old : 62,251: 0 6,066 2,540 53,080 43,949 55,620 52,555: 6,631 9,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 541: -190 110 -292 1,327 2,731 845 2,549: -304 -2,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.7 4.1 85.3 70.6 89.3 84.4: 10.7 15.6
Old : 100.0: 0.0 9.7 4.1 85.3 70.6 89.3 84.4: 10.7 15.6
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 : 29: 0 2 2 24 21 26 23:
Old : 29: 0 2 2 24 21 26 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 : 41.6 32.5 58.8 53.8 39.6 27.5 52.5 41.4
Old : 41.6 32.5 58.8 53.8 39.6 27.5 52.5 41.4
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, March 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 : 2,730,107: 249,138 123,413 884,013 1,565,243 1,708,819 2,698,394 2,716,245: 31,713 13,862
Old : 2,730,107: 249,138 123,413 884,013 1,565,243 1,708,819 2,698,394 2,716,245: 31,713 13,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 19,703: -18,045 8,197 23,332 17,071 -9,396 22,358 22,133: -2,655 -2,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 4.5 32.4 57.3 62.6 98.8 99.5: 1.2 0.5
Old : 100.0: 9.1 4.5 32.4 57.3 62.6 98.8 99.5: 1.2 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 : 156: 32 17 41 107 91 151 137:
Old : 156: 32 17 41 107 91 151 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 42.4 46.0 55.2 11.6 20.4 15.8 24.6
Old : 31.7 42.4 46.0 55.2 11.6 20.4 15.8 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, March 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 : 901,215: 136,646 321,236 103,890 653,647 468,953 894,183 894,079: 7,032 7,136
Old : 901,215: 136,646 321,236 103,890 653,647 468,953 894,183 894,079: 7,032 7,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 40,450: 2,235 14,212 15,903 20,624 7,947 38,762 38,062: 1,688 2,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 35.6 11.5 72.5 52.0 99.2 99.2: 0.8 0.8
Old : 100.0: 15.2 35.6 11.5 72.5 52.0 99.2 99.2: 0.8 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 : 72: 19 16 26 37 35 68 65:
Old : 72: 19 16 26 37 35 68 65:
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 : 45.9 46.2 65.6 64.5 36.4 37.5 45.9 46.1
Old : 45.9 46.2 65.6 64.5 36.4 37.5 45.9 46.1
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, March 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 : 36,164: 2,567 964 1,147 31,979 33,773 35,693 35,884: 471 280
Old : 36,164: 2,567 964 1,147 31,979 33,773 35,693 35,884: 471 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 52: -40 -20 0 72 72 32 52: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 2.7 3.2 88.4 93.4 98.7 99.2: 1.3 0.8
Old : 100.0: 7.1 2.7 3.2 88.4 93.4 98.7 99.2: 1.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 3 4 37 35 43 40:
Old : 50: 4 3 4 37 35 43 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 : 44.4 46.6 61.6 65.2 36.0 44.7 45.3 54.3
Old : 44.4 46.6 61.6 65.2 36.0 44.7 45.3 54.3
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, March 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 : 19,316: 596 42 940 17,715 18,081 19,251 19,063: 65 253
Old : 19,316: 596 42 940 17,715 18,081 19,251 19,063: 65 253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 104: 0 42 0 39 43 39 85: 65 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.2 4.9 91.7 93.6 99.7 98.7: 0.3 1.3
Old : 100.0: 3.1 0.2 4.9 91.7 93.6 99.7 98.7: 0.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 1 14 17 15 19:
Old : 27: 1 1 1 14 17 15 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 : 64.3 75.6 87.4 92.0 39.4 59.5 57.6 63.0
Old : 64.3 75.6 87.4 92.0 39.4 59.5 57.6 63.0
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, March 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 : 15,056: 852 0 0 14,161 14,865 15,013 14,865: 43 191
Old : 15,056: 852 0 0 14,161 14,865 15,013 14,865: 43 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.0 0.0 94.1 98.7 99.7 98.7: 0.3 1.3
Old : 100.0: 5.7 0.0 0.0 94.1 98.7 99.7 98.7: 0.3 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 : 84.5 82.6 95.8 95.6 53.4 53.8 62.5 62.6
Old : 84.5 82.6 95.8 95.6 53.4 53.8 62.5 62.6
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, March 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 : 18,194: 1,590 0 468 15,823 17,530 17,881 17,998: 313 196
Old : 18,194: 1,590 0 468 15,823 17,530 17,881 17,998: 313 196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 411: 0 0 0 408 351 408 351: 3 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.0 2.6 87.0 96.4 98.3 98.9: 1.7 1.1
Old : 100.0: 8.7 0.0 2.6 87.0 96.4 98.3 98.9: 1.7 1.1
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: 1 0 1 17 20 18 21:
Old : 28: 1 0 1 17 20 18 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 : 60.6 52.0 79.9 72.8 45.5 38.1 60.9 53.7
Old : 60.6 52.0 79.9 72.8 45.5 38.1 60.9 53.7
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, March 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 : 14,967: 1,595 40 100 12,202 14,121 13,897 14,261: 1,070 706
Old : 14,967: 1,595 40 100 12,202 14,121 13,897 14,261: 1,070 706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 64: 0 0 0 64 40 64 40: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.3 0.7 81.5 94.3 92.9 95.3: 7.1 4.7
Old : 100.0: 10.7 0.3 0.7 81.5 94.3 92.9 95.3: 7.1 4.7
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 : 21: 1 1 1 15 13 16 15:
Old : 21: 1 1 1 15 13 16 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 : 50.7 80.5 73.9 91.7 49.6 69.2 64.4 74.4
Old : 50.7 80.5 73.9 91.7 49.6 69.2 64.4 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, March 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 : 26,190: 888 0 802 23,794 25,046 25,484 25,848: 706 342
Old : 26,190: 888 0 802 23,794 25,046 25,484 25,848: 706 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 142: 0 0 0 152 142 152 142: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 3.1 90.9 95.6 97.3 98.7: 2.7 1.3
Old : 100.0: 3.4 0.0 3.1 90.9 95.6 97.3 98.7: 2.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 0 1 24 23 26 24:
Old : 33: 2 0 1 24 23 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 47.9 66.9 71.9 32.9 37.9 47.0 52.1
Old : 45.4 47.9 66.9 71.9 32.9 37.9 47.0 52.1
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, March 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 : 27,160: 60 896 1,760 24,870 24,070 26,690 26,726: 470 434
Old : 27,160: 60 896 1,760 24,870 24,070 26,690 26,726: 470 434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 150: 60 0 0 90 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.3 6.5 91.6 88.6 98.3 98.4: 1.7 1.6
Old : 100.0: 0.2 3.3 6.5 91.6 88.6 98.3 98.4: 1.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 1 18 16 20 18:
Old : 25: 1 2 1 18 16 20 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 : 62.4 55.3 82.2 81.4 42.9 47.9 55.7 58.0
Old : 62.4 55.3 82.2 81.4 42.9 47.9 55.7 58.0
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, March 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 : 11,046: 0 440 560 10,306 9,978 10,866 10,978: 180 68
Old : 11,046: 0 440 560 10,306 9,978 10,866 10,978: 180 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 320: 0 0 0 292 372 292 372: 28 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 5.1 93.3 90.3 98.4 99.4: 1.6 0.6
Old : 100.0: 0.0 4.0 5.1 93.3 90.3 98.4 99.4: 1.6 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 : 23: 0 1 1 18 16 19 17:
Old : 23: 0 1 1 18 16 19 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 : 62.0 60.0 84.6 82.5 55.5 47.3 67.6 62.8
Old : 62.0 60.0 84.6 82.5 55.5 47.3 67.6 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, March 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 : 1,312,508: 170,982 126,616 223,708 851,705 883,689 1,246,395 1,234,013: 66,113 78,495
Old : 1,312,508: 170,982 126,616 223,708 851,705 883,689 1,246,395 1,234,013: 66,113 78,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -9,734: -1,405 -8,657 -12,566 9,763 20,431 -4,208 -792: -5,526 -8,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 9.6 17.0 64.9 67.3 95.0 94.0: 5.0 6.0
Old : 100.0: 13.0 9.6 17.0 64.9 67.3 95.0 94.0: 5.0 6.0
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 : 308: 81 105 113 88 94 242 257:
Old : 308: 81 105 113 88 94 242 257:
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 28.3 40.4 37.4 11.5 9.0 16.7 12.9
Old : 27.7 28.3 40.4 37.4 11.5 9.0 16.7 12.9
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, March 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 : 93,779: 26,438 2,438 3,787 32,876 58,101 63,101 64,326: 30,678 29,453
Old : 93,779: 26,438 2,438 3,787 32,876 58,101 63,101 64,326: 30,678 29,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 3,026: 802 300 222 -4,549 1,921 -3,525 2,443: 6,551 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 2.6 4.0 35.1 62.0 67.3 68.6: 32.7 31.4
Old : 100.0: 28.2 2.6 4.0 35.1 62.0 67.3 68.6: 32.7 31.4
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: 4 2 4 13 13 19 17:
Old : 20: 4 2 4 13 13 19 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 : 43.6 39.7 56.8 56.0 41.0 36.4 51.3 49.1
Old : 43.6 39.7 56.8 56.0 41.0 36.4 51.3 49.1
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, March 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 : 23,660: 0 0 0 23,660 23,610 23,660 23,610: 0 50
Old : 23,660: 0 0 0 23,660 23,610 23,660 23,610: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 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: 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 : 21: 0 0 0 18 16 18 16:
Old : 21: 0 0 0 18 16 18 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 : 71.6 65.2 90.8 93.1 15.2 18.2 19.1 20.2
Old : 71.6 65.2 90.8 93.1 15.2 18.2 19.1 20.2
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, March 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 : 54,498: 2,735 9,579 17,271 30,585 22,826 50,591 49,676: 3,907 4,822
Old : 54,498: 2,735 9,579 17,271 30,585 22,826 50,591 49,676: 3,907 4,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -2,448: -224 659 -1,286 598 -828 -912 -1,455: -1,536 -993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 17.6 31.7 56.1 41.9 92.8 91.2: 7.2 8.8
Old : 100.0: 5.0 17.6 31.7 56.1 41.9 92.8 91.2: 7.2 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 8 9 17 15 14 32 32:
Old : 33: 8 9 17 15 14 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 36.6 60.6 55.3 14.1 14.0 20.6 19.8
Old : 39.6 36.6 60.6 55.3 14.1 14.0 20.6 19.8
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, March 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 : 15,320: 8,715 1,928 2 4,345 13,154 13,062 15,084: 2,258 236
Old : 15,320: 8,715 1,928 2 4,345 13,154 13,062 15,084: 2,258 236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -182: -258 -25 0 82 -81 -176 -106: -6 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 12.6 0.0 28.4 85.9 85.3 98.5: 14.7 1.5
Old : 100.0: 56.9 12.6 0.0 28.4 85.9 85.3 98.5: 14.7 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 : 113: 63 8 1 18 27 82 35:
Old : 113: 63 8 1 18 27 82 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 43.6 47.5 67.0 35.6 43.6 47.5 66.9
Old : 35.6 43.6 47.5 67.0 35.6 43.6 47.5 66.9
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, March 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 : 11,339: 6,292 1,106 523 2,216 8,806 9,031 10,435: 2,308 904
Old : 11,339: 6,292 1,106 523 2,216 8,806 9,031 10,435: 2,308 904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 635: 568 396 173 -180 112 561 681: 74 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 9.8 4.6 19.5 77.7 79.6 92.0: 20.4 8.0
Old : 100.0: 55.5 9.8 4.6 19.5 77.7 79.6 92.0: 20.4 8.0
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 : 69: 32 6 4 8 23 43 32:
Old : 69: 32 6 4 8 23 43 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 : 18.5 41.5 31.4 56.4 18.2 41.2 31.1 56.2
Old : 18.5 41.5 31.4 56.4 18.2 41.2 31.1 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, March 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 : 168,222: 35,149 6,380 11,514 104,879 137,760 151,542 155,654: 16,680 12,568
Old : 168,222: 35,149 6,380 11,514 104,879 137,760 151,542 155,654: 16,680 12,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 542: -627 -1,900 172 1,333 2,960 878 1,232: -336 -690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 3.8 6.8 62.3 81.9 90.1 92.5: 9.9 7.5
Old : 100.0: 20.9 3.8 6.8 62.3 81.9 90.1 92.5: 9.9 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 48 13 32 81 88 139 127:
Old : 163: 48 13 32 81 88 139 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 17.8 35.3 30.0 21.0 12.9 27.9 22.0
Old : 24.5 17.8 35.3 30.0 21.0 12.9 27.9 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2007