GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, April 17, 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 : 8,235: 750 0 225 6,060 7,540 7,035 7,765: 1,200 470
Old : 8,235: 750 0 225 6,060 7,540 7,035 7,765: 1,200 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 900: 0 0 0 900 850 900 850: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.0 2.7 73.6 91.6 85.4 94.3: 14.6 5.7
Old : 100.0: 9.1 0.0 2.7 73.6 91.6 85.4 94.3: 14.6 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 : 21: 1 0 1 17 15 18 16:
Old : 21: 1 0 1 17 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 69.2 77.0 85.3 22.8 32.3 27.4 37.5
Old : 65.3 69.2 77.0 85.3 22.8 32.3 27.4 37.5
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 17, 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 : 15,537: 150 7,103 21 14,901 6,799 15,072 13,923: 465 1,614
Old : 15,537: 150 7,103 21 14,901 6,799 15,072 13,923: 465 1,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 885: -175 25 0 1,060 860 885 885: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 45.7 0.1 95.9 43.8 97.0 89.6: 3.0 10.4
Old : 100.0: 1.0 45.7 0.1 95.9 43.8 97.0 89.6: 3.0 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 4 1 24 26 26 30:
Old : 35: 1 4 1 24 26 26 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 : 60.6 62.5 77.3 75.0 58.2 56.1 66.7 60.4
Old : 60.6 62.5 77.3 75.0 58.2 56.1 66.7 60.4
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 17, 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 : 2,851: 0 85 30 2,202 2,159 2,232 2,274: 619 577
Old : 2,851: 0 85 30 2,202 2,159 2,232 2,274: 619 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 165: 0 40 5 80 70 85 115: 80 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 1.1 77.2 75.7 78.3 79.8: 21.7 20.2
Old : 100.0: 0.0 3.0 1.1 77.2 75.7 78.3 79.8: 21.7 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 : 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 : 25.8 29.8 42.5 47.4 15.7 25.4 26.2 39.1
Old : 25.8 29.8 42.5 47.4 15.7 25.4 26.2 39.1
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 17, 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 : 216,026: 29,039 22,683 27,263 130,846 139,626 187,148 189,572: 28,878 26,454
Old : 216,026: 29,039 22,683 27,263 130,846 139,626 187,148 189,572: 28,878 26,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 13,589: -6,603 1,445 5,094 16,894 7,408 15,385 13,947: -1,796 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 10.5 12.6 60.6 64.6 86.6 87.8: 13.4 12.2
Old : 100.0: 13.4 10.5 12.6 60.6 64.6 86.6 87.8: 13.4 12.2
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 : 147: 34 33 29 63 68 114 117:
Old : 147: 34 33 29 63 68 114 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 24.7 35.5 37.0 16.4 14.5 23.9 20.9
Old : 23.0 24.7 35.5 37.0 16.4 14.5 23.9 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, April 17, 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 : 755,276: 74,185 101,170 254,350 359,727 366,751 688,262 722,271: 67,014 33,005
Old : 755,276: 74,185 101,170 254,350 359,727 366,751 688,262 722,271: 67,014 33,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 3,838: -10,375 -1,932 -2,533 20,402 7,589 7,494 3,124: -3,656 714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 13.4 33.7 47.6 48.6 91.1 95.6: 8.9 4.4
Old : 100.0: 9.8 13.4 33.7 47.6 48.6 91.1 95.6: 8.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 48 64 72 80 70 178 164:
Old : 204: 48 64 72 80 70 178 164:
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 : 29.7 28.9 43.4 45.0 13.0 12.7 18.1 18.1
Old : 29.7 28.9 43.4 45.0 13.0 12.7 18.1 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 17, 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 : 91,380: 3,059 15,287 2,842 73,577 62,405 79,478 80,534: 11,902 10,846
Old : 91,380: 3,059 15,287 2,842 73,577 62,405 79,478 80,534: 11,902 10,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 118: 304 -4 -209 -1,161 -37 -1,066 -250: 1,184 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 16.7 3.1 80.5 68.3 87.0 88.1: 13.0 11.9
Old : 100.0: 3.3 16.7 3.1 80.5 68.3 87.0 88.1: 13.0 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 : 25: 1 3 2 17 16 19 20:
Old : 25: 1 3 2 17 16 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 42.3 69.9 60.7 45.2 41.1 59.4 56.5
Old : 48.4 42.3 69.9 60.7 45.2 41.1 59.4 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, April 17, 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 : 57,586: 1,771 1,860 2,977 43,481 40,139 48,229 44,976: 9,357 12,610
Old : 57,586: 1,771 1,860 2,977 43,481 40,139 48,229 44,976: 9,357 12,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 1,688: 768 764 122 355 -2,336 1,245 -1,450: 443 3,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 3.2 5.2 75.5 69.7 83.8 78.1: 16.2 21.9
Old : 100.0: 3.1 3.2 5.2 75.5 69.7 83.8 78.1: 16.2 21.9
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 : 28: 1 1 2 21 18 23 20:
Old : 28: 1 1 2 21 18 23 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 : 36.0 43.3 54.9 58.2 30.0 36.3 44.0 48.3
Old : 36.0 43.3 54.9 58.2 30.0 36.3 44.0 48.3
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 17, 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 : 121,464: 7,542 2,927 6,863 97,200 103,809 111,605 113,599: 9,859 7,865
Old : 121,464: 7,542 2,927 6,863 97,200 103,809 111,605 113,599: 9,859 7,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -800: -536 -769 -1,691 1,795 1,292 -432 -1,168: -368 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.4 5.7 80.0 85.5 91.9 93.5: 8.1 6.5
Old : 100.0: 6.2 2.4 5.7 80.0 85.5 91.9 93.5: 8.1 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 : 35: 2 2 4 21 25 25 29:
Old : 35: 2 2 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 : 48.8 49.1 66.3 66.3 46.6 46.5 62.8 60.3
Old : 48.8 49.1 66.3 66.3 46.6 46.5 62.8 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 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,758: 26,431 10,316 1,284 43,393 58,951 71,108 70,551: 10,650 11,207
Old : 81,758: 26,431 10,316 1,284 43,393 58,951 71,108 70,551: 10,650 11,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 1,991: 0 -1,776 488 1,073 3,917 1,561 2,629: 430 -638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 12.6 1.6 53.1 72.1 87.0 86.3: 13.0 13.7
Old : 100.0: 32.3 12.6 1.6 53.1 72.1 87.0 86.3: 13.0 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 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 : 47.5 56.8 66.3 73.3 44.5 52.1 62.6 67.5
Old : 47.5 56.8 66.3 73.3 44.5 52.1 62.6 67.5
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 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 78,358: 2,357 472 7,154 64,297 63,419 73,808 71,045: 4,550 7,313
Old : 78,358: 2,357 472 7,154 64,297 63,419 73,808 71,045: 4,550 7,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 3,224: -68 -2,906 2,221 461 3,929 2,614 3,244: 610 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.6 9.1 82.1 80.9 94.2 90.7: 5.8 9.3
Old : 100.0: 3.0 0.6 9.1 82.1 80.9 94.2 90.7: 5.8 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 4 16 18 20 22:
Old : 27: 2 2 4 16 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 : 56.1 46.5 74.5 65.7 49.0 42.6 61.4 57.2
Old : 56.1 46.5 74.5 65.7 49.0 42.6 61.4 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 17, 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 : 67,531: 5,670 0 2,693 50,992 58,070 59,355 60,763: 8,176 6,768
Old : 67,531: 5,670 0 2,693 50,992 58,070 59,355 60,763: 8,176 6,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 649: -407 0 362 -2,380 671 -2,425 1,033: 3,074 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.0 4.0 75.5 86.0 87.9 90.0: 12.1 10.0
Old : 100.0: 8.4 0.0 4.0 75.5 86.0 87.9 90.0: 12.1 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 2 19 21 21 23:
Old : 29: 2 0 2 19 21 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 38.6 76.3 60.8 57.1 37.3 64.2 54.0
Old : 64.5 38.6 76.3 60.8 57.1 37.3 64.2 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, April 17, 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 : 88,916: 2,576 4,820 5,102 70,049 66,457 77,727 76,379: 11,189 12,537
Old : 88,916: 2,576 4,820 5,102 70,049 66,457 77,727 76,379: 11,189 12,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 2,360: 0 3,844 -1,305 2,936 -2,577 1,631 -38: 729 2,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 5.4 5.7 78.8 74.7 87.4 85.9: 12.6 14.1
Old : 100.0: 2.9 5.4 5.7 78.8 74.7 87.4 85.9: 12.6 14.1
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 : 34: 1 4 4 20 25 25 29:
Old : 34: 1 4 4 20 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 : 43.8 29.2 67.9 46.3 31.3 20.5 47.3 34.3
Old : 43.8 29.2 67.9 46.3 31.3 20.5 47.3 34.3
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 17, 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 : 85,570: 0 7,619 2,390 66,148 62,626 68,538 72,635: 17,032 12,935
Old : 85,570: 0 7,619 2,390 66,148 62,626 68,538 72,635: 17,032 12,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 84: 0 732 -441 -3,005 -2,278 -3,446 -1,987: 3,530 2,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.9 2.8 77.3 73.2 80.1 84.9: 19.9 15.1
Old : 100.0: 0.0 8.9 2.8 77.3 73.2 80.1 84.9: 19.9 15.1
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 : 26: 0 2 2 18 16 20 18:
Old : 26: 0 2 2 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 : 42.8 43.2 61.3 64.2 39.9 41.1 56.6 60.6
Old : 42.8 43.2 61.3 64.2 39.9 41.1 56.6 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, April 17, 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 : 60,386: 7,444 1,822 1,452 44,957 46,965 53,853 50,239: 6,533 10,147
Old : 60,386: 7,444 1,822 1,452 44,957 46,965 53,853 50,239: 6,533 10,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 3,256: 2,432 303 -551 3,399 4,480 5,280 4,232: -2,024 -976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 3.0 2.4 74.4 77.8 89.2 83.2: 10.8 16.8
Old : 100.0: 12.3 3.0 2.4 74.4 77.8 89.2 83.2: 10.8 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 : 29: 2 2 2 24 19 28 21:
Old : 29: 2 2 2 24 19 28 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 : 38.5 31.7 58.3 49.8 32.5 24.5 48.4 37.9
Old : 38.5 31.7 58.3 49.8 32.5 24.5 48.4 37.9
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 17, 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 : 116,639: 5,223 11,035 7,074 94,485 79,166 106,782 97,275: 9,857 19,364
Old : 116,639: 5,223 11,035 7,074 94,485 79,166 106,782 97,275: 9,857 19,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 51: -1,699 -363 871 418 -1,411 -410 -903: 461 954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 9.5 6.1 81.0 67.9 91.5 83.4: 8.5 16.6
Old : 100.0: 4.5 9.5 6.1 81.0 67.9 91.5 83.4: 8.5 16.6
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 : 37: 3 3 3 23 21 27 26:
Old : 37: 3 3 3 23 21 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 31.9 60.1 51.0 35.7 28.2 51.5 43.3
Old : 39.5 31.9 60.1 51.0 35.7 28.2 51.5 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 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,696: 0 8,215 1,396 41,655 41,890 43,051 51,501: 19,645 11,195
Old : 62,696: 0 8,215 1,396 41,655 41,890 43,051 51,501: 19,645 11,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 1,597: 0 165 -57 -2,799 653 -2,856 761: 4,453 836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.1 2.2 66.4 66.8 68.7 82.1: 31.3 17.9
Old : 100.0: 0.0 13.1 2.2 66.4 66.8 68.7 82.1: 31.3 17.9
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 : 23: 0 2 2 15 16 17 18:
Old : 23: 0 2 2 15 16 17 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 : 41.5 46.4 57.1 71.0 40.1 44.3 55.4 67.9
Old : 41.5 46.4 57.1 71.0 40.1 44.3 55.4 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 17, 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 : 171,437: 4,566 23,118 12,349 139,681 129,402 156,596 164,869: 14,841 6,568
Old : 171,437: 4,566 23,118 12,349 139,681 129,402 156,596 164,869: 14,841 6,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -377: -1,371 -1,712 80 -2,112 985 -3,403 -647: 3,026 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 13.5 7.2 81.5 75.5 91.3 96.2: 8.7 3.8
Old : 100.0: 2.7 13.5 7.2 81.5 75.5 91.3 96.2: 8.7 3.8
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 : 47: 3 6 7 35 33 42 42:
Old : 47: 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 : 37.2 36.1 54.4 55.1 36.1 32.9 43.8 43.1
Old : 37.2 36.1 54.4 55.1 36.1 32.9 43.8 43.1
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 17, 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 : 90,496: 2,259 7,840 3,325 78,285 60,758 83,869 71,923: 6,627 18,573
Old : 90,496: 2,259 7,840 3,325 78,285 60,758 83,869 71,923: 6,627 18,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 3,922: 232 -905 -698 6,051 946 5,585 -657: -1,663 4,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 8.7 3.7 86.5 67.1 92.7 79.5: 7.3 20.5
Old : 100.0: 2.5 8.7 3.7 86.5 67.1 92.7 79.5: 7.3 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 : 29: 2 3 3 19 16 22 21:
Old : 29: 2 3 3 19 16 22 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 : 51.7 46.2 69.6 60.3 49.6 43.1 62.5 53.8
Old : 51.7 46.2 69.6 60.3 49.6 43.1 62.5 53.8
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 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 287,893: 17,525 3,002 7,792 245,738 261,211 271,055 272,005: 16,838 15,888
Old : 287,893: 17,525 3,002 7,792 245,738 261,211 271,055 272,005: 16,838 15,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 7,434: 4,503 1,844 -926 1,881 4,060 5,458 4,978: 1,976 2,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.0 2.7 85.4 90.7 94.2 94.5: 5.8 5.5
Old : 100.0: 6.1 1.0 2.7 85.4 90.7 94.2 94.5: 5.8 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 5 5 5 38 41 45 49:
Old : 55: 5 5 5 38 41 45 49:
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 : 38.9 50.8 58.8 63.5 36.7 45.1 52.7 55.7
Old : 38.9 50.8 58.8 63.5 36.7 45.1 52.7 55.7
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 17, 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 : 180,504: 8,600 8,731 16,293 139,669 143,857 164,562 168,881: 15,942 11,623
Old : 180,504: 8,600 8,731 16,293 139,669 143,857 164,562 168,881: 15,942 11,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 4,994: -2,352 -1,169 307 7,015 -500 4,970 -1,362: 24 6,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.8 9.0 77.4 79.7 91.2 93.6: 8.8 6.4
Old : 100.0: 4.8 4.8 9.0 77.4 79.7 91.2 93.6: 8.8 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 : 44: 2 3 5 34 32 39 37:
Old : 44: 2 3 5 34 32 39 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 : 33.2 38.1 50.4 58.6 27.6 29.7 40.2 42.1
Old : 33.2 38.1 50.4 58.6 27.6 29.7 40.2 42.1
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 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 176,127: 9,278 3,808 9,837 134,533 130,135 153,648 143,780: 22,479 32,347
Old : 176,127: 9,278 3,808 9,837 134,533 130,135 153,648 143,780: 22,479 32,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -967: 209 532 16 343 -16,757 568 -16,209: -1,535 15,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.2 5.6 76.4 73.9 87.2 81.6: 12.8 18.4
Old : 100.0: 5.3 2.2 5.6 76.4 73.9 87.2 81.6: 12.8 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 2 3 27 31 31 35:
Old : 40: 3 2 3 27 31 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 : 34.5 41.8 52.1 56.5 32.0 41.1 48.1 48.9
Old : 34.5 41.8 52.1 56.5 32.0 41.1 48.1 48.9
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 17, 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 : 49,750: 0 4,920 2,012 33,864 33,146 35,876 40,078: 13,874 9,672
Old : 49,750: 0 4,920 2,012 33,864 33,146 35,876 40,078: 13,874 9,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -12: 0 -182 139 -3,308 430 -3,169 387: 3,157 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 4.0 68.1 66.6 72.1 80.6: 27.9 19.4
Old : 100.0: 0.0 9.9 4.0 68.1 66.6 72.1 80.6: 27.9 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 : 21: 0 1 1 15 16 16 17:
Old : 21: 0 1 1 15 16 16 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 39.5 60.2 62.3 40.7 33.9 54.1 55.1
Old : 41.9 39.5 60.2 62.3 40.7 33.9 54.1 55.1
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 17, 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 : 251,944: 27,465 5,516 21,773 180,569 197,576 229,807 224,865: 22,137 27,079
Old : 251,944: 27,465 5,516 21,773 180,569 197,576 229,807 224,865: 22,137 27,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 3,350: 1,050 -1,536 1,379 -7,726 -7,518 -5,297 -7,675: 8,647 11,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 2.2 8.6 71.7 78.4 91.2 89.3: 8.8 10.7
Old : 100.0: 10.9 2.2 8.6 71.7 78.4 91.2 89.3: 8.8 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 : 50: 6 3 8 35 35 44 43:
Old : 50: 6 3 8 35 35 44 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 37.6 45.5 54.1 22.1 30.6 32.6 40.1
Old : 29.5 37.6 45.5 54.1 22.1 30.6 32.6 40.1
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 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,503: 911 6,186 1,920 53,196 43,419 56,027 51,525: 6,476 10,978
Old : 62,503: 911 6,186 1,920 53,196 43,419 56,027 51,525: 6,476 10,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 1,334: 531 980 244 927 966 1,702 2,190: -368 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 9.9 3.1 85.1 69.5 89.6 82.4: 10.4 17.6
Old : 100.0: 1.5 9.9 3.1 85.1 69.5 89.6 82.4: 10.4 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 2 23 21 25 24:
Old : 29: 1 2 2 23 21 25 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 : 39.2 29.4 60.2 49.3 37.5 24.3 51.0 38.9
Old : 39.2 29.4 60.2 49.3 37.5 24.3 51.0 38.9
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 17, 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 : 2,577,400: 199,983 56,670 838,214 1,510,196 1,667,719 2,548,393 2,562,603: 29,007 14,797
Old : 2,577,400: 199,983 56,670 838,214 1,510,196 1,667,719 2,548,393 2,562,603: 29,007 14,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 10,894: -2,179 6,412 343 11,830 4,404 9,994 11,159: 900 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 2.2 32.5 58.6 64.7 98.9 99.4: 1.1 0.6
Old : 100.0: 7.8 2.2 32.5 58.6 64.7 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 : 158: 28 19 42 108 93 154 137:
Old : 158: 28 19 42 108 93 154 137:
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 : 30.8 39.5 44.5 52.7 9.0 17.7 13.3 21.7
Old : 30.8 39.5 44.5 52.7 9.0 17.7 13.3 21.7
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 17, 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 : 1,048,953: 138,362 315,970 156,281 749,346 573,479 1,043,989 1,045,730: 4,964 3,223
Old : 1,048,953: 138,362 315,970 156,281 749,346 573,479 1,043,989 1,045,730: 4,964 3,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 126,461: -5,016 22,264 51,981 80,020 52,271 126,985 126,516: -524 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 30.1 14.9 71.4 54.7 99.5 99.7: 0.5 0.3
Old : 100.0: 13.2 30.1 14.9 71.4 54.7 99.5 99.7: 0.5 0.3
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 : 73: 25 11 29 37 35 71 66:
Old : 73: 25 11 29 37 35 71 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 45.4 67.8 65.0 40.6 31.7 48.2 42.7
Old : 52.6 45.4 67.8 65.0 40.6 31.7 48.2 42.7
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 17, 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 : 35,688: 2,205 1,000 1,113 32,049 33,255 35,367 35,368: 321 320
Old : 35,688: 2,205 1,000 1,113 32,049 33,255 35,367 35,368: 321 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 634: -180 0 0 774 594 594 594: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.8 3.1 89.8 93.2 99.1 99.1: 0.9 0.9
Old : 100.0: 6.2 2.8 3.1 89.8 93.2 99.1 99.1: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 3 6 38 35 46 41:
Old : 51: 5 3 6 38 35 46 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 48.3 64.6 67.2 37.6 47.0 48.6 57.3
Old : 45.9 48.3 64.6 67.2 37.6 47.0 48.6 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, April 17, 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 : 18,428: 726 42 810 16,827 17,345 18,363 18,197: 65 231
Old : 18,428: 726 42 810 16,827 17,345 18,363 18,197: 65 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 88: 0 0 0 88 88 88 88: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.2 4.4 91.3 94.1 99.6 98.7: 0.4 1.3
Old : 100.0: 3.9 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 : 27: 1 1 1 14 19 15 21:
Old : 27: 1 1 1 14 19 15 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 : 63.6 76.0 87.2 91.4 39.4 60.1 58.6 63.5
Old : 63.6 76.0 87.2 91.4 39.4 60.1 58.6 63.5
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 17, 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 10, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 17, 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 11,979 13,378 13,186 13,558: 1,114 742
Old : 14,300: 1,087 60 120 11,979 13,378 13,186 13,558: 1,114 742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 0: 0 0 0 -8 0 -8 0: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.4 0.8 83.8 93.6 92.2 94.8: 7.8 5.2
Old : 100.0: 7.6 0.4 0.8 83.8 93.6 92.2 94.8: 7.8 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 79.8 70.1 90.3 44.3 69.2 59.7 73.6
Old : 46.0 79.8 70.1 90.3 44.3 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 17, 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 : 29,330: 878 0 622 27,142 28,416 28,642 29,038: 688 292
Old : 29,330: 878 0 622 27,142 28,416 28,642 29,038: 688 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 358: 40 0 0 258 358 298 358: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 2.1 92.5 96.9 97.7 99.0: 2.3 1.0
Old : 100.0: 3.0 0.0 2.1 92.5 96.9 97.7 99.0: 2.3 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 : 34: 3 0 1 25 23 28 24:
Old : 34: 3 0 1 25 23 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 47.6 67.4 72.4 27.6 33.1 40.1 45.5
Old : 48.8 47.6 67.4 72.4 27.6 33.1 40.1 45.5
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 17, 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 : 27,884: 240 720 1,660 25,474 25,090 27,374 27,470: 510 414
Old : 27,884: 240 720 1,660 25,474 25,090 27,374 27,470: 510 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 610: 120 0 0 420 610 540 610: 70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.6 6.0 91.4 90.0 98.2 98.5: 1.8 1.5
Old : 100.0: 0.9 2.6 6.0 91.4 90.0 98.2 98.5: 1.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 57.8 54.5 77.6 79.8 37.9 41.1 48.6 53.5
Old : 57.8 54.5 77.6 79.8 37.9 41.1 48.6 53.5
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 17, 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 : 10,800: 0 460 560 9,844 9,578 10,404 10,598: 396 202
Old : 10,800: 0 460 560 9,844 9,578 10,404 10,598: 396 202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 80: 0 0 0 80 60 80 60: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 5.2 91.1 88.7 96.3 98.1: 3.7 1.9
Old : 100.0: 0.0 4.3 5.2 91.1 88.7 96.3 98.1: 3.7 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 61.0 58.2 84.0 81.1 54.4 46.1 65.5 59.6
Old : 61.0 58.2 84.0 81.1 54.4 46.1 65.5 59.6
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 17, 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 : 1,309,533: 206,586 125,771 241,827 787,440 863,540 1,235,853 1,231,138: 73,680 78,395
Old : 1,309,533: 206,586 125,771 241,827 787,440 863,540 1,235,853 1,231,138: 73,680 78,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -16,870: 4,219 -1,412 990 -17,717 -13,628 -12,508 -14,050: -4,362 -2,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 9.6 18.5 60.1 65.9 94.4 94.0: 5.6 6.0
Old : 100.0: 15.8 9.6 18.5 60.1 65.9 94.4 94.0: 5.6 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 101 95 134 93 92 270 262:
Old : 314: 101 95 134 93 92 270 262:
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 : 25.2 26.0 36.2 34.4 10.5 8.3 15.7 13.5
Old : 25.2 26.0 36.2 34.4 10.5 8.3 15.7 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 17, 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 : 22,335: 0 0 0 22,335 22,285 22,335 22,285: 0 50
Old : 22,335: 0 0 0 22,335 22,285 22,335 22,285: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 750: 0 0 0 750 750 750 750: 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 : 74.7 69.2 90.7 92.0 15.8 20.4 20.0 22.3
Old : 74.7 69.2 90.7 92.0 15.8 20.4 20.0 22.3
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 17, 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 : 61,958: 1,798 10,155 19,222 34,698 25,420 55,718 54,797: 6,240 7,161
Old : 61,958: 1,798 10,155 19,222 34,698 25,420 55,718 54,797: 6,240 7,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 7,177: -766 -966 3,917 3,404 3,561 6,555 6,512: 622 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 16.4 31.0 56.0 41.0 89.9 88.4: 10.1 11.6
Old : 100.0: 2.9 16.4 31.0 56.0 41.0 89.9 88.4: 10.1 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 8 7 14 15 14 29 29:
Old : 30: 8 7 14 15 14 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 29.7 52.8 51.1 12.3 13.4 18.8 17.8
Old : 30.4 29.7 52.8 51.1 12.3 13.4 18.8 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, April 17, 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 : 18,857: 12,094 2,323 80 3,801 16,143 15,975 18,546: 2,882 311
Old : 18,857: 12,094 2,323 80 3,801 16,143 15,975 18,546: 2,882 311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 2,520: 2,601 342 48 -244 2,097 2,405 2,487: 115 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 12.3 0.4 20.2 85.6 84.7 98.4: 15.3 1.6
Old : 100.0: 64.1 12.3 0.4 20.2 85.6 84.7 98.4: 15.3 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 86 8 2 13 27 101 37:
Old : 135: 86 8 2 13 27 101 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 : 29.0 41.9 41.4 64.5 29.0 41.9 41.4 64.5
Old : 29.0 41.9 41.4 64.5 29.0 41.9 41.4 64.5
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 17, 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 : 13,788: 9,385 1,409 0 1,966 11,634 11,351 13,043: 2,437 745
Old : 13,788: 9,385 1,409 0 1,966 11,634 11,351 13,043: 2,437 745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 1,104: 1,318 -317 -110 -29 1,517 1,179 1,090: -75 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 10.2 0.0 14.3 84.4 82.3 94.6: 17.7 5.4
Old : 100.0: 68.1 10.2 0.0 14.3 84.4 82.3 94.6: 17.7 5.4
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 : 88: 46 9 0 9 26 55 35:
Old : 88: 46 9 0 9 26 55 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 : 19.2 40.2 31.8 58.6 19.2 40.0 31.8 58.4
Old : 19.2 40.2 31.8 58.6 19.2 40.0 31.8 58.4
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 17, 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 : 178,170: 40,755 10,185 10,802 107,620 141,012 159,177 161,999: 18,993 16,171
Old : 178,170: 40,755 10,185 10,802 107,620 141,012 159,177 161,999: 18,993 16,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 13,857: -1,511 1,453 853 14,384 11,246 13,726 13,552: 131 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 5.7 6.1 60.4 79.1 89.3 90.9: 10.7 9.1
Old : 100.0: 22.9 5.7 6.1 60.4 79.1 89.3 90.9: 10.7 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 53 21 30 79 94 148 134:
Old : 181: 53 21 30 79 94 148 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 20.6 35.2 32.6 17.2 13.6 24.6 23.6
Old : 23.7 20.6 35.2 32.6 17.2 13.6 24.6 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2007