NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, April 3, 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 : 14,277: 150 7,103 21 13,641 5,539 13,812 12,663: 465 1,614
Old : 14,277: 150 7,103 21 13,641 5,539 13,812 12,663: 465 1,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -1,045: -144 93 -68 -817 -1,031 -1,029 -1,006: -16 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 49.8 0.1 95.5 38.8 96.7 88.7: 3.3 11.3
Old : 100.0: 1.1 49.8 0.1 95.5 38.8 96.7 88.7: 3.3 11.3
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: 1 4 1 24 25 26 29:
Old : 35: 1 4 1 24 25 26 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 : 63.3 67.4 78.5 76.5 62.0 60.5 71.2 64.7
Old : 63.3 67.4 78.5 76.5 62.0 60.5 71.2 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, April 3, 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 : 2,461: 0 35 0 1,966 1,948 1,966 1,983: 495 478
Old : 2,461: 0 35 0 1,966 1,948 1,966 1,983: 495 478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -793: 0 -40 0 -623 -541 -623 -581: -170 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 79.9 79.2 79.9 80.6: 20.1 19.4
Old : 100.0: 0.0 1.4 0.0 79.9 79.2 79.9 80.6: 20.1 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 23 25 23 26:
Old : 28: 0 1 0 23 25 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 28.6 43.8 48.2 17.6 27.2 28.6 40.2
Old : 28.2 28.6 43.8 48.2 17.6 27.2 28.6 40.2
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, April 3, 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 : 203,506: 34,190 21,022 21,098 118,651 134,999 173,939 177,119: 29,567 26,387
Old : 203,506: 34,190 21,022 21,098 118,651 134,999 173,939 177,119: 29,567 26,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -2,142: 8,878 -2,410 -316 -12,145 929 -3,583 -1,797: 1,441 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 10.3 10.4 58.3 66.3 85.5 87.0: 14.5 13.0
Old : 100.0: 16.8 10.3 10.4 58.3 66.3 85.5 87.0: 14.5 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 : 141: 33 29 24 67 72 114 111:
Old : 141: 33 29 24 67 72 114 111:
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 : 23.3 24.6 33.6 36.0 17.7 17.0 26.1 23.6
Old : 23.3 24.6 33.6 36.0 17.7 17.0 26.1 23.6
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, April 3, 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 : 739,152: 72,245 93,234 255,886 346,433 359,925 674,564 709,045: 64,588 30,107
Old : 739,152: 72,245 93,234 255,886 346,433 359,925 674,564 709,045: 64,588 30,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -15,467: 1,394 -7,106 -4,712 -8,628 651 -11,946 -11,167: -3,521 -4,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 12.6 34.6 46.9 48.7 91.3 95.9: 8.7 4.1
Old : 100.0: 9.8 12.6 34.6 46.9 48.7 91.3 95.9: 8.7 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 : 202: 44 67 73 79 69 175 166:
Old : 202: 44 67 73 79 69 175 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 28.8 44.0 45.2 13.1 12.4 17.9 17.9
Old : 30.4 28.8 44.0 45.2 13.1 12.4 17.9 17.9
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, April 3, 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 : 91,219: 3,484 14,668 2,996 73,653 63,077 80,133 80,741: 11,086 10,478
Old : 91,219: 3,484 14,668 2,996 73,653 63,077 80,133 80,741: 11,086 10,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -816: 3,484 -557 -1,578 -1,318 2,275 588 140: -1,404 -956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 16.1 3.3 80.7 69.1 87.8 88.5: 12.2 11.5
Old : 100.0: 3.8 16.1 3.3 80.7 69.1 87.8 88.5: 12.2 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 : 26: 2 2 2 18 17 20 21:
Old : 26: 2 2 2 18 17 20 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 : 48.1 42.7 68.6 61.0 45.3 41.2 57.3 56.3
Old : 48.1 42.7 68.6 61.0 45.3 41.2 57.3 56.3
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, April 3, 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 : 53,335: 455 1,096 2,430 42,208 39,729 45,093 43,255: 8,242 10,080
Old : 53,335: 455 1,096 2,430 42,208 39,729 45,093 43,255: 8,242 10,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -4,835: -1,160 -192 122 -2,719 -1,882 -3,757 -1,952: -1,078 -2,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.1 4.6 79.1 74.5 84.5 81.1: 15.5 18.9
Old : 100.0: 0.9 2.1 4.6 79.1 74.5 84.5 81.1: 15.5 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 2 23 19 25 21:
Old : 29: 1 1 2 23 19 25 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 : 33.4 40.0 53.0 56.1 28.4 35.1 44.0 47.7
Old : 33.4 40.0 53.0 56.1 28.4 35.1 44.0 47.7
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, April 3, 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 : 120,926: 7,542 3,698 8,118 94,431 101,311 110,091 113,127: 10,835 7,799
Old : 120,926: 7,542 3,698 8,118 94,431 101,311 110,091 113,127: 10,835 7,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -1,305: -1,529 618 2,442 333 -4,714 1,246 -1,654: -2,551 349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 3.1 6.7 78.1 83.8 91.0 93.6: 9.0 6.4
Old : 100.0: 6.2 3.1 6.7 78.1 83.8 91.0 93.6: 9.0 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 3 21 24 24 27:
Old : 34: 2 1 3 21 24 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 : 48.2 49.7 67.5 68.9 46.0 46.3 62.7 60.3
Old : 48.2 49.7 67.5 68.9 46.0 46.3 62.7 60.3
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, April 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 79,733: 26,431 11,134 428 42,778 58,210 69,637 69,772: 10,096 9,961
Old : 79,733: 26,431 11,134 428 42,778 58,210 69,637 69,772: 10,096 9,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 3,069: 2,183 3,732 428 -958 -1,205 1,653 2,955: 1,416 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 14.0 0.5 53.7 73.0 87.3 87.5: 12.7 12.5
Old : 100.0: 33.1 14.0 0.5 53.7 73.0 87.3 87.5: 12.7 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 1 17 15 20 17:
Old : 25: 2 2 1 17 15 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 : 48.7 59.0 67.5 75.5 45.6 55.5 63.9 70.5
Old : 48.7 59.0 67.5 75.5 45.6 55.5 63.9 70.5
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, April 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 73,092: 1,135 3,686 4,881 63,046 57,526 69,062 66,093: 4,030 6,999
Old : 73,092: 1,135 3,686 4,881 63,046 57,526 69,062 66,093: 4,030 6,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -5,739: -177 -513 20 -3,930 -5,290 -4,087 -5,783: -1,652 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 5.0 6.7 86.3 78.7 94.5 90.4: 5.5 9.6
Old : 100.0: 1.6 5.0 6.7 86.3 78.7 94.5 90.4: 5.5 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 : 27: 1 3 3 17 18 20 22:
Old : 27: 1 3 3 17 18 20 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 : 58.6 43.2 77.2 63.1 51.5 41.8 62.3 57.2
Old : 58.6 43.2 77.2 63.1 51.5 41.8 62.3 57.2
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, April 3, 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 : 65,386: 5,983 0 1,883 52,112 56,239 59,978 58,122: 5,408 7,264
Old : 65,386: 5,983 0 1,883 52,112 56,239 59,978 58,122: 5,408 7,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -4,510: 2,779 0 -2,367 -3,093 -1,473 -2,681 -3,840: -1,829 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 2.9 79.7 86.0 91.7 88.9: 8.3 11.1
Old : 100.0: 9.2 0.0 2.9 79.7 86.0 91.7 88.9: 8.3 11.1
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 : 25: 1 0 1 16 19 17 20:
Old : 25: 1 0 1 16 19 17 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 : 66.5 39.6 80.7 61.2 62.9 38.1 70.9 54.2
Old : 66.5 39.6 80.7 61.2 62.9 38.1 70.9 54.2
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, April 3, 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 : 85,170: 2,576 1,302 6,016 65,814 68,109 74,406 75,427: 10,764 9,743
Old : 85,170: 2,576 1,302 6,016 65,814 68,109 74,406 75,427: 10,764 9,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -5,140: -868 -1,833 1,157 -5,829 -6,110 -5,540 -6,786: 400 1,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.5 7.1 77.3 80.0 87.4 88.6: 12.6 11.4
Old : 100.0: 3.0 1.5 7.1 77.3 80.0 87.4 88.6: 12.6 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 : 33: 1 3 3 20 26 24 29:
Old : 33: 1 3 3 20 26 24 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 : 43.7 29.3 66.6 48.5 31.2 21.4 46.2 35.2
Old : 43.7 29.3 66.6 48.5 31.2 21.4 46.2 35.2
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, April 3, 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 : 84,643: 0 5,623 2,769 68,496 65,602 71,265 73,994: 13,378 10,649
Old : 84,643: 0 5,623 2,769 68,496 65,602 71,265 73,994: 13,378 10,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -4,694: 0 -676 -252 -5,354 -2,794 -5,606 -3,722: 912 -972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.6 3.3 80.9 77.5 84.2 87.4: 15.8 12.6
Old : 100.0: 0.0 6.6 3.3 80.9 77.5 84.2 87.4: 15.8 12.6
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 : 27: 0 2 2 19 17 21 19:
Old : 27: 0 2 2 19 17 21 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 : 42.1 42.8 61.8 65.2 39.6 40.9 54.8 59.8
Old : 42.1 42.8 61.8 65.2 39.6 40.9 54.8 59.8
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, April 3, 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 : 56,964: 4,336 1,877 3,045 42,098 43,607 49,479 48,529: 7,485 8,435
Old : 56,964: 4,336 1,877 3,045 42,098 43,607 49,479 48,529: 7,485 8,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -3,662: -2,264 -138 806 -1,578 -4,658 -3,036 -3,990: -626 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 3.3 5.3 73.9 76.6 86.9 85.2: 13.1 14.8
Old : 100.0: 7.6 3.3 5.3 73.9 76.6 86.9 85.2: 13.1 14.8
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 2 22 18 25 20:
Old : 26: 1 2 2 22 18 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 32.7 60.6 51.5 33.0 25.9 46.8 38.8
Old : 40.0 32.7 60.6 51.5 33.0 25.9 46.8 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, April 3, 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 : 114,136: 6,936 9,998 6,344 91,801 81,338 105,081 97,680: 9,055 16,456
Old : 114,136: 6,936 9,998 6,344 91,801 81,338 105,081 97,680: 9,055 16,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -6,427: 4,105 570 -1,553 -8,753 -9,112 -6,201 -10,095: -226 3,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 8.8 5.6 80.4 71.3 92.1 85.6: 7.9 14.4
Old : 100.0: 6.1 8.8 5.6 80.4 71.3 92.1 85.6: 7.9 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 3 3 22 21 25 26:
Old : 34: 2 3 3 22 21 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 32.6 60.3 50.7 33.6 28.6 51.7 43.3
Old : 39.3 32.6 60.3 50.7 33.6 28.6 51.7 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, April 3, 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 : 59,819: 0 8,850 1,165 43,018 42,054 44,183 52,069: 15,636 7,750
Old : 59,819: 0 8,850 1,165 43,018 42,054 44,183 52,069: 15,636 7,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -5,263: 0 -699 -360 -1,938 -3,652 -2,298 -4,711: -2,965 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.8 1.9 71.9 70.3 73.9 87.0: 26.1 13.0
Old : 100.0: 0.0 14.8 1.9 71.9 70.3 73.9 87.0: 26.1 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 2 15 14 17 16:
Old : 23: 0 2 2 15 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 50.0 59.8 74.8 41.2 48.3 57.7 71.6
Old : 42.8 50.0 59.8 74.8 41.2 48.3 57.7 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, April 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 169,302: 5,029 20,609 12,763 139,515 129,692 157,307 163,064: 11,995 6,238
Old : 169,302: 5,029 20,609 12,763 139,515 129,692 157,307 163,064: 11,995 6,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -8,832: -1,516 -4,568 2,508 -9,002 -5,968 -8,010 -8,028: -822 -804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 12.2 7.5 82.4 76.6 92.9 96.3: 7.1 3.7
Old : 100.0: 3.0 12.2 7.5 82.4 76.6 92.9 96.3: 7.1 3.7
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 : 48: 3 6 7 35 33 42 42:
Old : 48: 3 6 7 35 33 42 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 : 35.5 36.7 51.9 55.5 34.4 33.2 42.9 42.9
Old : 35.5 36.7 51.9 55.5 34.4 33.2 42.9 42.9
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, April 3, 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 : 83,154: 1,140 7,139 3,729 69,995 58,292 74,864 69,160: 8,290 13,994
Old : 83,154: 1,140 7,139 3,729 69,995 58,292 74,864 69,160: 8,290 13,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -1,648: 383 1,327 610 -2,675 -4,113 -1,682 -2,176: 34 528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 8.6 4.5 84.2 70.1 90.0 83.2: 10.0 16.8
Old : 100.0: 1.4 8.6 4.5 84.2 70.1 90.0 83.2: 10.0 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 : 27: 2 3 3 17 14 20 19:
Old : 27: 2 3 3 17 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 : 50.9 45.9 69.2 64.2 49.4 43.0 62.6 56.9
Old : 50.9 45.9 69.2 64.2 49.4 43.0 62.6 56.9
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, April 3, 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 : 279,446: 13,738 1,096 8,007 242,689 257,087 264,434 266,190: 15,012 13,256
Old : 279,446: 13,738 1,096 8,007 242,689 257,087 264,434 266,190: 15,012 13,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -14,487: 2,277 -648 -2,856 -12,760 -11,139 -13,339 -14,643: -1,148 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.4 2.9 86.8 92.0 94.6 95.3: 5.4 4.7
Old : 100.0: 4.9 0.4 2.9 86.8 92.0 94.6 95.3: 5.4 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 : 51: 3 3 5 36 39 41 45:
Old : 51: 3 3 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 : 40.5 50.9 59.0 63.9 38.0 46.0 52.7 57.0
Old : 40.5 50.9 59.0 63.9 38.0 46.0 52.7 57.0
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, April 3, 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 : 170,441: 8,475 10,945 16,200 128,357 138,119 153,032 165,264: 17,409 5,177
Old : 170,441: 8,475 10,945 16,200 128,357 138,119 153,032 165,264: 17,409 5,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -8,483: 263 -1,535 -1,213 -11,433 -6,887 -12,383 -9,635: 3,900 1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 6.4 9.5 75.3 81.0 89.8 97.0: 10.2 3.0
Old : 100.0: 5.0 6.4 9.5 75.3 81.0 89.8 97.0: 10.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 2 5 34 31 39 36:
Old : 44: 2 2 5 34 31 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 40.5 49.8 60.4 26.6 31.1 40.2 44.8
Old : 32.0 40.5 49.8 60.4 26.6 31.1 40.2 44.8
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, April 3, 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 : 172,366: 10,164 5,188 9,700 129,349 142,040 149,213 156,928: 23,153 15,438
Old : 172,366: 10,164 5,188 9,700 129,349 142,040 149,213 156,928: 23,153 15,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -8,418: 444 -7,794 625 -13,158 -2,261 -12,089 -9,430: 3,671 1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 3.0 5.6 75.0 82.4 86.6 91.0: 13.4 9.0
Old : 100.0: 5.9 3.0 5.6 75.0 82.4 86.6 91.0: 13.4 9.0
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 : 40: 2 4 4 26 30 31 35:
Old : 40: 2 4 4 26 30 31 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 47.9 52.3 64.2 34.2 46.6 48.9 57.0
Old : 35.6 47.9 52.3 64.2 34.2 46.6 48.9 57.0
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, April 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 48,285: 0 2,446 2,323 35,245 33,629 37,568 38,398: 10,717 9,887
Old : 48,285: 0 2,446 2,323 35,245 33,629 37,568 38,398: 10,717 9,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -3,563: 0 377 -392 -2,304 -2,238 -2,696 -2,253: -867 -1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 4.8 73.0 69.6 77.8 79.5: 22.2 20.5
Old : 100.0: 0.0 5.1 4.8 73.0 69.6 77.8 79.5: 22.2 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 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 : 42.1 35.4 61.7 59.9 41.8 30.5 58.1 51.3
Old : 42.1 35.4 61.7 59.9 41.8 30.5 58.1 51.3
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, April 3, 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 : 243,816: 26,406 5,992 18,354 184,469 202,347 229,229 226,693: 14,587 17,123
Old : 243,816: 26,406 5,992 18,354 184,469 202,347 229,229 226,693: 14,587 17,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -12,515: 4 2,531 -4,002 -7,946 -7,541 -11,944 -9,012: -571 -3,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 2.5 7.5 75.7 83.0 94.0 93.0: 6.0 7.0
Old : 100.0: 10.8 2.5 7.5 75.7 83.0 94.0 93.0: 6.0 7.0
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 : 50: 4 3 5 38 37 45 42:
Old : 50: 4 3 5 38 37 45 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 : 30.2 38.2 46.2 55.5 22.9 31.8 33.6 41.8
Old : 30.2 38.2 46.2 55.5 22.9 31.8 33.6 41.8
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, April 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,859: 0 6,178 1,746 53,241 41,283 54,987 49,207: 5,872 11,652
Old : 60,859: 0 6,178 1,746 53,241 41,283 54,987 49,207: 5,872 11,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -2,550: 0 54 -856 -935 -4,132 -1,791 -4,934: -759 2,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.2 2.9 87.5 67.8 90.4 80.9: 9.6 19.1
Old : 100.0: 0.0 10.2 2.9 87.5 67.8 90.4 80.9: 9.6 19.1
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: 0 2 2 23 21 25 23:
Old : 28: 0 2 2 23 21 25 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 : 41.2 29.9 62.2 50.3 39.4 25.2 52.2 38.4
Old : 41.2 29.9 62.2 50.3 39.4 25.2 52.2 38.4
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, April 3, 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 : 2,541,479: 195,758 44,518 826,396 1,492,374 1,657,072 2,514,528 2,527,986: 26,951 13,493
Old : 2,541,479: 195,758 44,518 826,396 1,492,374 1,657,072 2,514,528 2,527,986: 26,951 13,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -209,032: -30,717 -107,764 -19,437 -161,200 -85,272 -211,354 -212,473: 2,322 3,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.8 32.5 58.7 65.2 98.9 99.5: 1.1 0.5
Old : 100.0: 7.7 1.8 32.5 58.7 65.2 98.9 99.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 28 19 42 106 93 152 137:
Old : 156: 28 19 42 106 93 152 137:
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 : 31.6 40.0 45.5 53.2 9.1 18.1 13.6 22.2
Old : 31.6 40.0 45.5 53.2 9.1 18.1 13.6 22.2
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, April 3, 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 : 887,673: 141,435 308,316 97,989 643,071 477,649 882,495 883,954: 5,178 3,719
Old : 887,673: 141,435 308,316 97,989 643,071 477,649 882,495 883,954: 5,178 3,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -49,691: 3,905 8,654 -32,991 -21,216 -21,201 -50,302 -45,538: 611 -4,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 34.7 11.0 72.4 53.8 99.4 99.6: 0.6 0.4
Old : 100.0: 15.9 34.7 11.0 72.4 53.8 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 16 11 23 37 35 62 60:
Old : 64: 16 11 23 37 35 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 : 49.6 47.8 65.6 66.5 38.3 38.2 46.9 47.0
Old : 49.6 47.8 65.6 66.5 38.3 38.2 46.9 47.0
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, April 3, 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 : 34,834: 2,445 988 1,113 30,955 32,453 34,513 34,554: 321 280
Old : 34,834: 2,445 988 1,113 30,955 32,453 34,513 34,554: 321 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -1,270: -122 0 -34 -964 -1,236 -1,120 -1,270: -150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 2.8 3.2 88.9 93.2 99.1 99.2: 0.9 0.8
Old : 100.0: 7.0 2.8 3.2 88.9 93.2 99.1 99.2: 0.9 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 : 51: 5 3 6 38 34 46 40:
Old : 51: 5 3 6 38 34 46 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 : 45.2 48.0 64.0 67.4 37.4 46.6 47.7 57.2
Old : 45.2 48.0 64.0 67.4 37.4 46.6 47.7 57.2
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, April 3, 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 : 18,302: 684 42 852 16,701 17,177 18,237 18,071: 65 231
Old : 18,302: 684 42 852 16,701 17,177 18,237 18,071: 65 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -1,056: 88 0 -88 -1,056 -946 -1,056 -1,034: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.2 4.7 91.3 93.9 99.6 98.7: 0.4 1.3
Old : 100.0: 3.7 0.2 4.7 91.3 93.9 99.6 98.7: 0.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 1 14 17 15 19:
Old : 26: 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 : 64.1 76.5 87.1 92.3 39.7 60.5 58.1 64.0
Old : 64.1 76.5 87.1 92.3 39.7 60.5 58.1 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, April 3, 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 : 17,376: 1,768 0 290 15,011 16,668 17,069 16,958: 307 418
Old : 17,376: 1,768 0 290 15,011 16,668 17,069 16,958: 307 418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -818: 178 0 -178 -812 -862 -812 -1,040: -6 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 1.7 86.4 95.9 98.2 97.6: 1.8 2.4
Old : 100.0: 10.2 0.0 1.7 86.4 95.9 98.2 97.6: 1.8 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 : 26: 1 0 1 16 19 17 20:
Old : 26: 1 0 1 16 19 17 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 : 61.7 53.4 81.1 74.0 46.9 38.4 62.0 54.3
Old : 61.7 53.4 81.1 74.0 46.9 38.4 62.0 54.3
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, April 3, 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 : 14,282: 1,147 60 90 11,939 13,390 13,176 13,540: 1,106 742
Old : 14,282: 1,147 60 90 11,939 13,390 13,176 13,540: 1,106 742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -681: -168 20 -10 -579 -747 -757 -737: 76 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.4 0.6 83.6 93.8 92.3 94.8: 7.7 5.2
Old : 100.0: 8.0 0.4 0.6 83.6 93.8 92.3 94.8: 7.7 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 : 22: 1 1 1 16 13 17 15:
Old : 22: 1 1 1 16 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 79.9 69.6 90.5 44.5 69.3 59.9 73.7
Old : 46.0 79.9 69.6 90.5 44.5 69.3 59.9 73.7
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, April 3, 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 : 25,208: 814 0 622 23,144 24,294 24,580 24,916: 628 292
Old : 25,208: 814 0 622 23,144 24,294 24,580 24,916: 628 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -1,042: -74 0 -180 -710 -812 -964 -992: -78 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 2.5 91.8 96.4 97.5 98.8: 2.5 1.2
Old : 100.0: 3.2 0.0 2.5 91.8 96.4 97.5 98.8: 2.5 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 : 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 : 44.8 49.9 65.7 73.7 32.7 38.5 45.9 52.6
Old : 44.8 49.9 65.7 73.7 32.7 38.5 45.9 52.6
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, April 3, 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 : 27,214: 120 720 1,660 25,008 24,420 26,788 26,800: 426 414
Old : 27,214: 120 720 1,660 25,008 24,420 26,788 26,800: 426 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -356: 20 -176 -100 -232 -60 -312 -336: -44 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.6 6.1 91.9 89.7 98.4 98.5: 1.6 1.5
Old : 100.0: 0.4 2.6 6.1 91.9 89.7 98.4 98.5: 1.6 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 : 25: 2 1 1 18 16 20 18:
Old : 25: 2 1 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 : 60.7 55.6 80.2 80.4 40.4 44.8 52.3 56.3
Old : 60.7 55.6 80.2 80.4 40.4 44.8 52.3 56.3
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, April 3, 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 : 10,690: 0 420 560 9,774 9,568 10,334 10,548: 356 142
Old : 10,690: 0 420 560 9,774 9,568 10,334 10,548: 356 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -356: 0 -20 0 -532 -410 -532 -430: 176 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 5.2 91.4 89.5 96.7 98.7: 3.3 1.3
Old : 100.0: 0.0 3.9 5.2 91.4 89.5 96.7 98.7: 3.3 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 : 21: 0 2 1 16 14 17 16:
Old : 21: 0 2 1 16 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 58.8 84.4 81.9 54.7 46.6 65.7 60.7
Old : 61.4 58.8 84.4 81.9 54.7 46.6 65.7 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, April 3, 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 : 1,358,053: 196,329 129,654 229,386 865,686 922,271 1,291,401 1,281,311: 66,652 76,742
Old : 1,358,053: 196,329 129,654 229,386 865,686 922,271 1,291,401 1,281,311: 66,652 76,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 27,574: 16,684 -9,812 2,687 8,537 38,143 27,908 31,018: -334 -3,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 9.5 16.9 63.7 67.9 95.1 94.3: 4.9 5.7
Old : 100.0: 14.5 9.5 16.9 63.7 67.9 95.1 94.3: 4.9 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 96 95 127 90 95 264 260:
Old : 317: 96 95 127 90 95 264 260:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 26.6 37.6 35.2 10.6 8.5 15.2 13.5
Old : 25.8 26.6 37.6 35.2 10.6 8.5 15.2 13.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, April 3, 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 : 21,310: 0 0 0 21,310 21,260 21,310 21,260: 0 50
Old : 21,310: 0 0 0 21,310 21,260 21,310 21,260: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -2,400: 0 0 0 -2,400 -2,350 -2,400 -2,350: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.8 100.0 99.8: 0.0 0.2
Old : 100.0: 0.0 0.0 0.0 100.0 99.8 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 17 16 17 16:
Old : 21: 0 0 0 17 16 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 : 77.1 71.6 92.0 93.4 14.4 17.9 18.8 20.2
Old : 77.1 71.6 92.0 93.4 14.4 17.9 18.8 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, April 3, 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 : 53,614: 2,157 10,713 14,643 31,200 21,934 48,000 47,290: 5,614 6,324
Old : 53,614: 2,157 10,713 14,643 31,200 21,934 48,000 47,290: 5,614 6,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -1,951: -672 335 -2,746 285 -856 -3,133 -3,267: 1,182 1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 20.0 27.3 58.2 40.9 89.5 88.2: 10.5 11.8
Old : 100.0: 4.0 20.0 27.3 58.2 40.9 89.5 88.2: 10.5 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 8 14 15 14 29 30:
Old : 31: 8 8 14 15 14 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 33.5 57.5 52.7 16.1 15.2 22.6 21.1
Old : 35.2 33.5 57.5 52.7 16.1 15.2 22.6 21.1
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, April 3, 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 : 15,692: 8,965 2,007 42 4,036 13,282 13,043 15,331: 2,649 361
Old : 15,692: 8,965 2,007 42 4,036 13,282 13,043 15,331: 2,649 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 19: 144 -164 -2 -148 175 -6 9: 25 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 12.8 0.3 25.7 84.6 83.1 97.7: 16.9 2.3
Old : 100.0: 57.1 12.8 0.3 25.7 84.6 83.1 97.7: 16.9 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 : 115: 65 10 1 14 26 80 37:
Old : 115: 65 10 1 14 26 80 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 44.6 48.0 67.4 36.1 44.6 48.0 67.4
Old : 36.1 44.6 48.0 67.4 36.1 44.6 48.0 67.4
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, April 3, 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 : 11,787: 7,215 1,509 128 2,069 9,382 9,412 11,019: 2,375 768
Old : 11,787: 7,215 1,509 128 2,069 9,382 9,412 11,019: 2,375 768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 467: 700 547 -82 -168 129 450 594: 17 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 12.8 1.1 17.6 79.6 79.9 93.5: 20.1 6.5
Old : 100.0: 61.2 12.8 1.1 17.6 79.6 79.9 93.5: 20.1 6.5
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 : 75: 36 9 1 9 23 46 32:
Old : 75: 36 9 1 9 23 46 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 38.7 30.4 54.6 17.9 38.4 30.4 54.3
Old : 17.9 38.7 30.4 54.6 17.9 38.4 30.4 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, April 3, 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 : 166,050: 42,708 7,902 10,790 95,686 135,005 149,184 153,697: 16,866 12,353
Old : 166,050: 42,708 7,902 10,790 95,686 135,005 149,184 153,697: 16,866 12,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 1,691: 1,735 600 -935 1,862 3,865 2,662 3,530: -971 -1,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 4.8 6.5 57.6 81.3 89.8 92.6: 10.2 7.4
Old : 100.0: 25.7 4.8 6.5 57.6 81.3 89.8 92.6: 10.2 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 : 168: 53 19 33 74 87 141 128:
Old : 168: 53 19 33 74 87 141 128:
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 : 23.2 18.3 35.0 29.9 18.4 14.3 25.7 23.9
Old : 23.2 18.3 35.0 29.9 18.4 14.3 25.7 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2007