GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, April 10, 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 : 7,335: 750 0 225 5,160 6,690 6,135 6,915: 1,200 420
Old : 7,335: 750 0 225 5,160 6,690 6,135 6,915: 1,200 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 1,125: 125 -159 -50 1,025 1,425 1,100 1,216: 25 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 3.1 70.3 91.2 83.6 94.3: 16.4 5.7
Old : 100.0: 10.2 0.0 3.1 70.3 91.2 83.6 94.3: 16.4 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 : 20: 1 0 1 16 15 17 16:
Old : 20: 1 0 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 : 63.1 66.5 76.1 84.2 23.4 34.9 27.7 38.7
Old : 63.1 66.5 76.1 84.2 23.4 34.9 27.7 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, April 10, 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 : 14,652: 325 7,078 21 13,841 5,939 14,187 13,038: 465 1,614
Old : 14,652: 325 7,078 21 13,841 5,939 14,187 13,038: 465 1,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 375: 175 -25 0 200 400 375 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 48.3 0.1 94.5 40.5 96.8 89.0: 3.2 11.0
Old : 100.0: 2.2 48.3 0.1 94.5 40.5 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 : 35: 2 3 1 24 26 27 29:
Old : 35: 2 3 1 24 26 27 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 : 61.7 66.4 77.4 75.9 60.6 60.0 69.4 64.0
Old : 61.7 66.4 77.4 75.9 60.6 60.0 69.4 64.0
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 10, 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 : 2,686: 0 45 25 2,122 2,089 2,147 2,159: 539 527
Old : 2,686: 0 45 25 2,122 2,089 2,147 2,159: 539 527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 225: 0 10 25 156 141 181 176: 44 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.9 79.0 77.8 79.9 80.4: 20.1 19.6
Old : 100.0: 0.0 1.7 0.9 79.0 77.8 79.9 80.4: 20.1 19.6
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 : 28: 0 1 1 23 23 24 24:
Old : 28: 0 1 1 23 23 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 30.7 43.9 49.0 17.8 27.4 29.2 40.4
Old : 28.1 30.7 43.9 49.0 17.8 27.4 29.2 40.4
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, April 10, 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 : 202,437: 35,642 21,238 22,169 113,952 132,218 171,763 175,625: 30,674 26,812
Old : 202,437: 35,642 21,238 22,169 113,952 132,218 171,763 175,625: 30,674 26,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -1,069: 1,452 216 1,071 -4,699 -2,781 -2,176 -1,494: 1,107 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 10.5 11.0 56.3 65.3 84.8 86.8: 15.2 13.2
Old : 100.0: 17.6 10.5 11.0 56.3 65.3 84.8 86.8: 15.2 13.2
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 : 142: 36 28 27 65 69 116 111:
Old : 142: 36 28 27 65 69 116 111:
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 : 23.2 25.9 33.7 36.2 17.9 17.8 26.2 25.1
Old : 23.2 25.9 33.7 36.2 17.9 17.8 26.2 25.1
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 10, 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 : 751,438: 84,560 103,102 256,883 339,325 359,162 680,768 719,147: 70,670 32,291
Old : 751,438: 84,560 103,102 256,883 339,325 359,162 680,768 719,147: 70,670 32,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 12,286: 12,315 9,868 997 -7,108 -763 6,204 10,102: 6,082 2,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 13.7 34.2 45.2 47.8 90.6 95.7: 9.4 4.3
Old : 100.0: 11.3 13.7 34.2 45.2 47.8 90.6 95.7: 9.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 60 62 70 80 69 190 158:
Old : 212: 60 62 70 80 69 190 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 28.7 43.1 44.9 12.9 12.7 17.5 18.1
Old : 29.8 28.7 43.1 44.9 12.9 12.7 17.5 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, April 10, 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 : 91,262: 2,755 15,291 3,051 74,738 62,442 80,544 80,784: 10,718 10,478
Old : 91,262: 2,755 15,291 3,051 74,738 62,442 80,544 80,784: 10,718 10,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 43: -729 623 55 1,085 -635 411 43: -368 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 16.8 3.3 81.9 68.4 88.3 88.5: 11.7 11.5
Old : 100.0: 3.0 16.8 3.3 81.9 68.4 88.3 88.5: 11.7 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: 1 3 2 18 17 20 21:
Old : 26: 1 3 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 : 48.2 42.7 69.4 61.0 45.4 41.2 59.1 56.3
Old : 48.2 42.7 69.4 61.0 45.4 41.2 59.1 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 10, 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 : 55,898: 1,003 1,096 2,855 43,126 42,475 46,984 46,426: 8,914 9,472
Old : 55,898: 1,003 1,096 2,855 43,126 42,475 46,984 46,426: 8,914 9,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 2,563: 548 0 425 918 2,746 1,891 3,171: 672 -608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.0 5.1 77.2 76.0 84.1 83.1: 15.9 16.9
Old : 100.0: 1.8 2.0 5.1 77.2 76.0 84.1 83.1: 15.9 16.9
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 : 34.3 41.3 53.9 57.6 28.3 36.2 42.3 48.2
Old : 34.3 41.3 53.9 57.6 28.3 36.2 42.3 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, April 10, 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 : 122,264: 8,078 3,696 8,554 95,405 102,517 112,037 114,767: 10,227 7,497
Old : 122,264: 8,078 3,696 8,554 95,405 102,517 112,037 114,767: 10,227 7,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 1,338: 536 -2 436 974 1,206 1,946 1,640: -608 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 3.0 7.0 78.0 83.8 91.6 93.9: 8.4 6.1
Old : 100.0: 6.6 3.0 7.0 78.0 83.8 91.6 93.9: 8.4 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 1 4 21 25 25 29:
Old : 35: 3 1 4 21 25 25 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 : 48.4 49.2 67.0 67.8 46.2 46.1 62.3 59.8
Old : 48.4 49.2 67.0 67.8 46.2 46.1 62.3 59.8
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 10, 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 : 79,767: 26,431 12,092 796 42,320 55,034 69,547 67,922: 10,220 11,845
Old : 79,767: 26,431 12,092 796 42,320 55,034 69,547 67,922: 10,220 11,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 34: 0 958 368 -458 -3,176 -90 -1,850: 124 1,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 15.2 1.0 53.1 69.0 87.2 85.2: 12.8 14.8
Old : 100.0: 33.1 15.2 1.0 53.1 69.0 87.2 85.2: 12.8 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 : 24: 2 3 2 16 13 20 16:
Old : 24: 2 3 2 16 13 20 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 : 48.7 58.2 67.7 74.5 45.6 54.5 63.9 68.6
Old : 48.7 58.2 67.7 74.5 45.6 54.5 63.9 68.6
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, April 10, 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 : 75,134: 2,425 3,378 4,933 63,836 59,490 71,194 67,801: 3,940 7,333
Old : 75,134: 2,425 3,378 4,933 63,836 59,490 71,194 67,801: 3,940 7,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 2,042: 1,290 -308 52 790 1,964 2,132 1,708: -90 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 4.5 6.6 85.0 79.2 94.8 90.2: 5.2 9.8
Old : 100.0: 3.2 4.5 6.6 85.0 79.2 94.8 90.2: 5.2 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 59.1 43.1 77.4 63.2 51.0 41.3 63.3 57.0
Old : 59.1 43.1 77.4 63.2 51.0 41.3 63.3 57.0
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 10, 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 : 66,882: 6,077 0 2,331 53,372 57,399 61,780 59,730: 5,102 7,152
Old : 66,882: 6,077 0 2,331 53,372 57,399 61,780 59,730: 5,102 7,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 1,496: 94 0 448 1,260 1,160 1,802 1,608: -306 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.0 3.5 79.8 85.8 92.4 89.3: 7.6 10.7
Old : 100.0: 9.1 0.0 3.5 79.8 85.8 92.4 89.3: 7.6 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 2 18 20 20 22:
Old : 28: 2 0 2 18 20 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 : 64.8 38.8 78.9 61.4 60.7 37.8 68.6 53.9
Old : 64.8 38.8 78.9 61.4 60.7 37.8 68.6 53.9
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 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 86,556: 2,576 976 6,407 67,113 69,034 76,096 76,417: 10,460 10,139
Old : 86,556: 2,576 976 6,407 67,113 69,034 76,096 76,417: 10,460 10,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 1,386: 0 -326 391 1,299 925 1,690 990: -304 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.1 7.4 77.5 79.8 87.9 88.3: 12.1 11.7
Old : 100.0: 3.0 1.1 7.4 77.5 79.8 87.9 88.3: 12.1 11.7
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 : 33: 1 4 4 19 25 24 29:
Old : 33: 1 4 4 19 25 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 : 43.2 28.9 67.6 47.7 31.1 21.1 46.0 35.0
Old : 43.2 28.9 67.6 47.7 31.1 21.1 46.0 35.0
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 10, 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 : 85,486: 0 6,887 2,831 69,153 64,904 71,984 74,622: 13,502 10,864
Old : 85,486: 0 6,887 2,831 69,153 64,904 71,984 74,622: 13,502 10,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 843: 0 1,264 62 657 -698 719 628: 124 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.1 3.3 80.9 75.9 84.2 87.3: 15.8 12.7
Old : 100.0: 0.0 8.1 3.3 80.9 75.9 84.2 87.3: 15.8 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 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 : 42.4 43.0 61.9 64.4 39.6 40.8 55.4 59.8
Old : 42.4 43.0 61.9 64.4 39.6 40.8 55.4 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 10, 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 : 57,130: 5,012 1,519 2,003 41,558 42,485 48,573 46,007: 8,557 11,123
Old : 57,130: 5,012 1,519 2,003 41,558 42,485 48,573 46,007: 8,557 11,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 166: 676 -358 -1,042 -540 -1,122 -906 -2,522: 1,072 2,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 2.7 3.5 72.7 74.4 85.0 80.5: 15.0 19.5
Old : 100.0: 8.8 2.7 3.5 72.7 74.4 85.0 80.5: 15.0 19.5
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 3 21 17 25 20:
Old : 26: 2 2 3 21 17 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 : 40.7 31.1 60.7 50.0 33.8 23.5 45.3 35.2
Old : 40.7 31.1 60.7 50.0 33.8 23.5 45.3 35.2
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, April 10, 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 : 116,588: 6,922 11,398 6,203 94,067 80,577 107,192 98,178: 9,396 18,410
Old : 116,588: 6,922 11,398 6,203 94,067 80,577 107,192 98,178: 9,396 18,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 2,452: -14 1,400 -141 2,266 -761 2,111 498: 341 1,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 9.8 5.3 80.7 69.1 91.9 84.2: 8.1 15.8
Old : 100.0: 5.9 9.8 5.3 80.7 69.1 91.9 84.2: 8.1 15.8
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 : 35: 3 3 3 22 21 26 26:
Old : 35: 3 3 3 22 21 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 32.0 61.2 50.1 35.3 27.4 52.7 43.0
Old : 40.7 32.0 61.2 50.1 35.3 27.4 52.7 43.0
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 10, 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 : 61,099: 0 8,050 1,453 44,454 41,237 45,907 50,740: 15,192 10,359
Old : 61,099: 0 8,050 1,453 44,454 41,237 45,907 50,740: 15,192 10,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 1,280: 0 -800 288 1,436 -817 1,724 -1,329: -444 2,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.2 2.4 72.8 67.5 75.1 83.0: 24.9 17.0
Old : 100.0: 0.0 13.2 2.4 72.8 67.5 75.1 83.0: 24.9 17.0
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 : 24: 0 2 2 16 15 18 17:
Old : 24: 0 2 2 16 15 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 : 41.9 48.5 59.7 71.2 40.3 46.3 57.4 67.9
Old : 41.9 48.5 59.7 71.2 40.3 46.3 57.4 67.9
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 10, 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 : 171,814: 5,937 24,830 12,269 141,793 128,417 159,999 165,516: 11,815 6,298
Old : 171,814: 5,937 24,830 12,269 141,793 128,417 159,999 165,516: 11,815 6,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 2,512: 908 4,221 -494 2,278 -1,275 2,692 2,452: -180 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 14.5 7.1 82.5 74.7 93.1 96.3: 6.9 3.7
Old : 100.0: 3.5 14.5 7.1 82.5 74.7 93.1 96.3: 6.9 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 : 49: 4 6 7 36 33 44 42:
Old : 49: 4 6 7 36 33 44 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 : 35.7 35.7 52.0 54.6 34.6 32.1 42.8 42.7
Old : 35.7 35.7 52.0 54.6 34.6 32.1 42.8 42.7
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 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 86,574: 2,027 8,745 4,023 72,234 59,812 78,284 72,580: 8,290 13,994
Old : 86,574: 2,027 8,745 4,023 72,234 59,812 78,284 72,580: 8,290 13,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 3,420: 887 1,606 294 2,239 1,520 3,420 3,420: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 10.1 4.6 83.4 69.1 90.4 83.8: 9.6 16.2
Old : 100.0: 2.3 10.1 4.6 83.4 69.1 90.4 83.8: 9.6 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 3 17 14 20 19:
Old : 27: 3 2 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 : 50.0 45.3 68.6 64.6 48.4 42.5 61.9 57.9
Old : 50.0 45.3 68.6 64.6 48.4 42.5 61.9 57.9
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 10, 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 : 280,459: 13,022 1,158 8,718 243,857 257,151 265,597 267,027: 14,862 13,432
Old : 280,459: 13,022 1,158 8,718 243,857 257,151 265,597 267,027: 14,862 13,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 1,013: -716 62 711 1,168 64 1,163 837: -150 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.4 3.1 86.9 91.7 94.7 95.2: 5.3 4.8
Old : 100.0: 4.6 0.4 3.1 86.9 91.7 94.7 95.2: 5.3 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 4 5 37 39 42 46:
Old : 52: 3 4 5 37 39 42 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 51.0 58.9 63.9 38.2 45.5 52.7 56.5
Old : 40.5 51.0 58.9 63.9 38.2 45.5 52.7 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, April 10, 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 : 175,510: 10,952 9,900 15,986 132,654 144,357 159,592 170,243: 15,918 5,267
Old : 175,510: 10,952 9,900 15,986 132,654 144,357 159,592 170,243: 15,918 5,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 5,069: 2,477 -1,045 -214 4,297 6,238 6,560 4,979: -1,491 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.6 9.1 75.6 82.3 90.9 97.0: 9.1 3.0
Old : 100.0: 6.2 5.6 9.1 75.6 82.3 90.9 97.0: 9.1 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: 3 2 5 34 31 39 36:
Old : 44: 3 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 : 32.5 40.3 50.1 60.8 26.6 30.8 39.6 44.8
Old : 32.5 40.3 50.1 60.8 26.6 30.8 39.6 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 10, 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 : 177,094: 9,069 3,276 9,821 134,190 146,892 153,080 159,989: 24,014 17,105
Old : 177,094: 9,069 3,276 9,821 134,190 146,892 153,080 159,989: 24,014 17,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 4,728: -1,095 -1,912 121 4,841 4,852 3,867 3,061: 861 1,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 1.8 5.5 75.8 82.9 86.4 90.3: 13.6 9.7
Old : 100.0: 5.1 1.8 5.5 75.8 82.9 86.4 90.3: 13.6 9.7
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 : 40: 5 1 3 26 30 31 34:
Old : 40: 5 1 3 26 30 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 46.3 52.4 62.9 33.1 45.4 48.6 55.8
Old : 35.3 46.3 52.4 62.9 33.1 45.4 48.6 55.8
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 10, 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 : 49,762: 0 5,102 1,873 37,172 32,716 39,045 39,691: 10,717 10,071
Old : 49,762: 0 5,102 1,873 37,172 32,716 39,045 39,691: 10,717 10,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 1,477: 0 2,656 -450 1,927 -913 1,477 1,293: 0 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.3 3.8 74.7 65.7 78.5 79.8: 21.5 20.2
Old : 100.0: 0.0 10.3 3.8 74.7 65.7 78.5 79.8: 21.5 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 16 16 17 17:
Old : 22: 0 1 1 16 16 17 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 : 43.0 38.7 63.2 61.0 41.6 33.4 57.4 54.1
Old : 43.0 38.7 63.2 61.0 41.6 33.4 57.4 54.1
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 10, 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 : 248,594: 26,415 7,052 20,394 188,295 205,094 235,104 232,540: 13,490 16,054
Old : 248,594: 26,415 7,052 20,394 188,295 205,094 235,104 232,540: 13,490 16,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 4,778: 9 1,060 2,040 3,826 2,747 5,875 5,847: -1,097 -1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 2.8 8.2 75.7 82.5 94.6 93.5: 5.4 6.5
Old : 100.0: 10.6 2.8 8.2 75.7 82.5 94.6 93.5: 5.4 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 : 52: 6 3 8 38 37 47 45:
Old : 52: 6 3 8 38 37 47 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 : 30.3 38.4 46.5 55.6 23.0 31.6 34.1 40.3
Old : 30.3 38.4 46.5 55.6 23.0 31.6 34.1 40.3
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 10, 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 : 61,169: 380 5,206 1,676 52,269 42,453 54,325 49,335: 6,844 11,834
Old : 61,169: 380 5,206 1,676 52,269 42,453 54,325 49,335: 6,844 11,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 310: 380 -972 -70 -972 1,170 -662 128: 972 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 8.5 2.7 85.5 69.4 88.8 80.7: 11.2 19.3
Old : 100.0: 0.6 8.5 2.7 85.5 69.4 88.8 80.7: 11.2 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 2 23 21 25 23:
Old : 28: 1 1 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 : 40.7 30.0 61.4 50.5 38.9 24.8 51.3 39.5
Old : 40.7 30.0 61.4 50.5 38.9 24.8 51.3 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, April 10, 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 : 2,566,506: 202,162 50,258 837,871 1,498,366 1,663,315 2,538,399 2,551,444: 28,107 15,062
Old : 2,566,506: 202,162 50,258 837,871 1,498,366 1,663,315 2,538,399 2,551,444: 28,107 15,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 25,027: 6,404 5,740 11,475 5,992 6,243 23,871 23,458: 1,156 1,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 2.0 32.6 58.4 64.8 98.9 99.4: 1.1 0.6
Old : 100.0: 7.9 2.0 32.6 58.4 64.8 98.9 99.4: 1.1 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 : 159: 28 19 42 109 94 155 138:
Old : 159: 28 19 42 109 94 155 138:
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 39.6 44.9 53.0 9.0 18.0 13.5 22.0
Old : 31.2 39.6 44.9 53.0 9.0 18.0 13.5 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, April 10, 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 : 922,492: 143,378 293,706 104,300 669,326 521,208 917,004 919,214: 5,488 3,278
Old : 922,492: 143,378 293,706 104,300 669,326 521,208 917,004 919,214: 5,488 3,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 34,819: 1,943 -14,610 6,311 26,255 43,559 34,509 35,260: 310 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 31.8 11.3 72.6 56.5 99.4 99.6: 0.6 0.4
Old : 100.0: 15.5 31.8 11.3 72.6 56.5 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 : 69: 18 14 25 37 35 66 63:
Old : 69: 18 14 25 37 35 66 63:
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 : 49.3 47.3 66.5 66.1 34.7 35.1 44.2 43.5
Old : 49.3 47.3 66.5 66.1 34.7 35.1 44.2 43.5
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 10, 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 : 35,054: 2,385 1,000 1,113 31,275 32,661 34,773 34,774: 281 280
Old : 35,054: 2,385 1,000 1,113 31,275 32,661 34,773 34,774: 281 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 220: -60 12 0 320 208 260 220: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.9 3.2 89.2 93.2 99.2 99.2: 0.8 0.8
Old : 100.0: 6.8 2.9 3.2 89.2 93.2 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 : 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 : 45.3 47.9 63.9 67.1 37.4 46.4 47.6 57.0
Old : 45.3 47.9 63.9 67.1 37.4 46.4 47.6 57.0
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 10, 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 : 18,340: 726 42 810 16,739 17,257 18,275 18,109: 65 231
Old : 18,340: 726 42 810 16,739 17,257 18,275 18,109: 65 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 38: 42 0 -42 38 80 38 38: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.2 4.4 91.3 94.1 99.6 98.7: 0.4 1.3
Old : 100.0: 4.0 0.2 4.4 91.3 94.1 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 18 15 20:
Old : 26: 1 1 1 14 18 15 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 : 64.0 76.4 87.2 91.9 39.6 60.4 58.4 63.8
Old : 64.0 76.4 87.2 91.9 39.6 60.4 58.4 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, April 10, 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 : 17,136: 1,528 0 290 15,011 16,348 16,829 16,638: 307 498
Old : 17,136: 1,528 0 290 15,011 16,348 16,829 16,638: 307 498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -240: -240 0 0 0 -320 -240 -320: 0 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 1.7 87.6 95.4 98.2 97.1: 1.8 2.9
Old : 100.0: 8.9 0.0 1.7 87.6 95.4 98.2 97.1: 1.8 2.9
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 : 27: 1 0 1 16 20 17 21:
Old : 27: 1 0 1 16 20 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 52.7 80.8 73.2 46.1 37.5 61.5 52.8
Old : 61.2 52.7 80.8 73.2 46.1 37.5 61.5 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, April 10, 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 : 14,300: 1,087 60 120 11,987 13,378 13,194 13,558: 1,106 742
Old : 14,300: 1,087 60 120 11,987 13,378 13,194 13,558: 1,106 742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 18: -60 0 30 48 -12 18 18: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.4 0.8 83.8 93.6 92.3 94.8: 7.7 5.2
Old : 100.0: 7.6 0.4 0.8 83.8 93.6 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 : 46.1 79.8 69.6 90.3 44.4 69.2 59.7 73.6
Old : 46.1 79.8 69.6 90.3 44.4 69.2 59.7 73.6
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 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 28,972: 838 0 622 26,884 28,058 28,344 28,680: 628 292
Old : 28,972: 838 0 622 26,884 28,058 28,344 28,680: 628 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 3,764: 24 0 0 3,740 3,764 3,764 3,764: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 2.1 92.8 96.8 97.8 99.0: 2.2 1.0
Old : 100.0: 2.9 0.0 2.1 92.8 96.8 97.8 99.0: 2.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 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 : 49.4 48.2 68.1 73.3 27.9 33.5 39.3 45.7
Old : 49.4 48.2 68.1 73.3 27.9 33.5 39.3 45.7
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 10, 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 : 27,274: 120 720 1,660 25,054 24,480 26,834 26,860: 440 414
Old : 27,274: 120 720 1,660 25,054 24,480 26,834 26,860: 440 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 60: 0 0 0 46 60 46 60: 14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.6 6.1 91.9 89.8 98.4 98.5: 1.6 1.5
Old : 100.0: 0.4 2.6 6.1 91.9 89.8 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 19 16 21 18:
Old : 25: 2 1 1 19 16 21 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 : 59.7 55.5 79.1 80.3 39.4 43.8 50.5 55.4
Old : 59.7 55.5 79.1 80.3 39.4 43.8 50.5 55.4
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 10, 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 : 10,720: 0 460 560 9,764 9,518 10,324 10,538: 396 182
Old : 10,720: 0 460 560 9,764 9,518 10,324 10,538: 396 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 30: 0 40 0 -10 -50 -10 -10: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 5.2 91.1 88.8 96.3 98.3: 3.7 1.7
Old : 100.0: 0.0 4.3 5.2 91.1 88.8 96.3 98.3: 3.7 1.7
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: 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 58.6 84.3 81.7 54.7 46.5 65.6 60.3
Old : 61.4 58.6 84.3 81.7 54.7 46.5 65.6 60.3
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 10, 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 : 1,326,403: 202,367 127,183 240,837 805,157 877,168 1,248,361 1,245,188: 78,042 81,215
Old : 1,326,403: 202,367 127,183 240,837 805,157 877,168 1,248,361 1,245,188: 78,042 81,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -31,650: 6,038 -2,471 11,451 -60,529 -45,103 -43,040 -36,123: 11,390 4,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 9.6 18.2 60.7 66.1 94.1 93.9: 5.9 6.1
Old : 100.0: 15.3 9.6 18.2 60.7 66.1 94.1 93.9: 5.9 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 99 90 133 95 92 273 262:
Old : 317: 99 90 133 95 92 273 262:
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 : 24.1 25.5 35.8 34.3 10.7 8.8 15.4 14.2
Old : 24.1 25.5 35.8 34.3 10.7 8.8 15.4 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, April 10, 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 : 21,585: 0 0 0 21,585 21,535 21,585 21,535: 0 50
Old : 21,585: 0 0 0 21,585 21,535 21,585 21,535: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 275: 0 0 0 275 275 275 275: 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 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 : 76.1 71.6 91.1 93.1 14.2 18.6 18.6 20.5
Old : 76.1 71.6 91.1 93.1 14.2 18.6 18.6 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, April 10, 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 : 54,781: 2,564 11,121 15,305 31,294 21,859 49,163 48,285: 5,618 6,496
Old : 54,781: 2,564 11,121 15,305 31,294 21,859 49,163 48,285: 5,618 6,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 1,167: 407 408 662 94 -75 1,163 995: 4 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 20.3 27.9 57.1 39.9 89.7 88.1: 10.3 11.9
Old : 100.0: 4.7 20.3 27.9 57.1 39.9 89.7 88.1: 10.3 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 34.2 32.8 54.7 52.9 15.2 15.5 21.4 21.0
Old : 34.2 32.8 54.7 52.9 15.2 15.5 21.4 21.0
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 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 16,337: 9,493 1,981 32 4,045 14,046 13,570 16,059: 2,767 278
Old : 16,337: 9,493 1,981 32 4,045 14,046 13,570 16,059: 2,767 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 645: 528 -26 -10 9 764 527 728: 118 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 12.1 0.2 24.8 86.0 83.1 98.3: 16.9 1.7
Old : 100.0: 58.1 12.1 0.2 24.8 86.0 83.1 98.3: 16.9 1.7
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 : 120: 72 8 1 14 26 87 35:
Old : 120: 72 8 1 14 26 87 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 : 34.5 43.4 46.7 68.8 34.5 43.4 46.7 68.8
Old : 34.5 43.4 46.7 68.8 34.5 43.4 46.7 68.8
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 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 12,684: 8,067 1,726 110 1,995 10,117 10,172 11,953: 2,512 731
Old : 12,684: 8,067 1,726 110 1,995 10,117 10,172 11,953: 2,512 731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 897: 852 217 -18 -74 735 760 934: 137 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 13.6 0.9 15.7 79.8 80.2 94.2: 19.8 5.8
Old : 100.0: 63.6 13.6 0.9 15.7 79.8 80.2 94.2: 19.8 5.8
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 : 78: 36 10 1 9 25 46 35:
Old : 78: 36 10 1 9 25 46 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 : 19.8 38.0 31.7 53.8 19.8 37.7 31.7 53.5
Old : 19.8 38.0 31.7 53.8 19.8 37.7 31.7 53.5
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 10, 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 : 164,313: 42,266 8,732 9,949 93,236 129,766 145,451 148,447: 18,862 15,866
Old : 164,313: 42,266 8,732 9,949 93,236 129,766 145,451 148,447: 18,862 15,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -1,737: -442 830 -841 -2,450 -5,239 -3,733 -5,250: 1,996 3,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 5.3 6.1 56.7 79.0 88.5 90.3: 11.5 9.7
Old : 100.0: 25.7 5.3 6.1 56.7 79.0 88.5 90.3: 11.5 9.7
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 : 179: 58 21 28 76 89 145 128:
Old : 179: 58 21 28 76 89 145 128:
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 : 24.6 18.0 35.9 30.0 19.6 14.7 27.6 24.7
Old : 24.6 18.0 35.9 30.0 19.6 14.7 27.6 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 13, 2007