GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, May 1, 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 : 7,664: 1,175 0 325 4,964 7,289 6,464 7,614: 1,200 50
Old : 7,664: 1,175 0 325 4,964 7,289 6,464 7,614: 1,200 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -165: 425 0 100 -690 -265 -165 -165: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 0.0 4.2 64.8 95.1 84.3 99.3: 15.7 0.7
Old : 100.0: 15.3 0.0 4.2 64.8 95.1 84.3 99.3: 15.7 0.7
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 : 22: 2 0 2 16 13 18 15:
Old : 22: 2 0 2 16 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 62.7 73.3 85.3 42.8 52.9 51.6 63.9
Old : 57.8 62.7 73.3 85.3 42.8 52.9 51.6 63.9
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, May 1, 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 : 14,607: 75 6,354 21 14,071 6,657 14,167 13,032: 440 1,575
Old : 14,607: 75 6,354 21 14,071 6,657 14,167 13,032: 440 1,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -1,722: 0 -1,124 0 -1,697 -559 -1,697 -1,683: -25 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 43.5 0.1 96.3 45.6 97.0 89.2: 3.0 10.8
Old : 100.0: 0.5 43.5 0.1 96.3 45.6 97.0 89.2: 3.0 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 1 28 26 30 28:
Old : 35: 1 2 1 28 26 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 60.0 76.3 74.8 53.7 49.6 61.2 53.9
Old : 59.1 60.0 76.3 74.8 53.7 49.6 61.2 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders - Futures Only, May 1, 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 : 2,041: 0 22 7 1,752 1,580 1,759 1,609: 282 432
Old : 2,041: 0 22 7 1,752 1,580 1,759 1,609: 282 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.3 85.8 77.4 86.2 78.8: 13.8 21.2
Old : 100.0: 0.0 1.1 0.3 85.8 77.4 86.2 78.8: 13.8 21.2
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 20 18 21 19:
Old : 22: 0 1 1 20 18 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 : 40.3 35.4 64.0 57.5 24.0 17.8 32.1 24.9
Old : 40.3 35.4 64.0 57.5 24.0 17.8 32.1 24.9
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, May 1, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,400: 0 90 30 2,691 2,531 2,721 2,651: 679 749
Old : 3,400: 0 90 30 2,691 2,531 2,721 2,651: 679 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 306: 0 -5 10 463 300 473 305: -167 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.9 79.1 74.4 80.0 78.0: 20.0 22.0
Old : 100.0: 0.0 2.6 0.9 79.1 74.4 80.0 78.0: 20.0 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 1 1 26 28 27 29:
Old : 33: 0 1 1 26 28 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 : 25.1 28.2 42.7 46.7 17.3 24.6 27.5 38.1
Old : 25.1 28.2 42.7 46.7 17.3 24.6 27.5 38.1
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, May 1, 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 : 208,747: 32,440 22,715 28,936 119,647 133,051 181,023 184,702: 27,724 24,045
Old : 208,747: 32,440 22,715 28,936 119,647 133,051 181,023 184,702: 27,724 24,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -3,787: 5,785 1,707 1,231 -8,339 -2,771 -1,323 167: -2,464 -3,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 10.9 13.9 57.3 63.7 86.7 88.5: 13.3 11.5
Old : 100.0: 15.5 10.9 13.9 57.3 63.7 86.7 88.5: 13.3 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 : 137: 35 29 29 59 66 109 111:
Old : 137: 35 29 29 59 66 109 111:
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 : 24.5 23.7 36.1 34.6 17.9 14.7 25.9 21.8
Old : 24.5 23.7 36.1 34.6 17.9 14.7 25.9 21.8
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, May 1, 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 : 733,792: 70,113 97,357 242,123 355,545 359,938 667,781 699,418: 66,011 34,374
Old : 733,792: 70,113 97,357 242,123 355,545 359,938 667,781 699,418: 66,011 34,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -12,490: -3,156 -4,752 -6,016 -1,330 -2,028 -10,502 -12,796: -1,988 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 13.3 33.0 48.5 49.1 91.0 95.3: 9.0 4.7
Old : 100.0: 9.6 13.3 33.0 48.5 49.1 91.0 95.3: 9.0 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 44 67 68 80 68 172 161:
Old : 201: 44 67 68 80 68 172 161:
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 : 30.1 30.1 44.8 46.4 13.7 12.3 19.0 17.6
Old : 30.1 30.1 44.8 46.4 13.7 12.3 19.0 17.6
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, May 1, 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 : 88,068: 1,846 14,184 3,024 73,951 64,185 78,821 81,393: 9,247 6,675
Old : 88,068: 1,846 14,184 3,024 73,951 64,185 78,821 81,393: 9,247 6,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -4,407: -975 -700 29 -3,029 -3,152 -3,975 -3,823: -432 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 16.1 3.4 84.0 72.9 89.5 92.4: 10.5 7.6
Old : 100.0: 2.1 16.1 3.4 84.0 72.9 89.5 92.4: 10.5 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 2 19 19 21 23:
Old : 27: 2 2 2 19 19 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 : 50.1 41.1 70.2 60.0 46.9 40.0 56.8 56.5
Old : 50.1 41.1 70.2 60.0 46.9 40.0 56.8 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, May 1, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,044: 1,948 1,366 2,663 40,044 41,386 44,655 45,415: 11,389 10,629
Old : 56,044: 1,948 1,366 2,663 40,044 41,386 44,655 45,415: 11,389 10,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -6,642: 962 -184 -1,955 -5,667 -4,930 -6,660 -7,069: 18 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.4 4.8 71.5 73.8 79.7 81.0: 20.3 19.0
Old : 100.0: 3.5 2.4 4.8 71.5 73.8 79.7 81.0: 20.3 19.0
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 : 27: 1 1 2 21 17 23 19:
Old : 27: 1 1 2 21 17 23 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 : 33.0 45.5 50.6 61.1 26.6 40.0 39.7 51.7
Old : 33.0 45.5 50.6 61.1 26.6 40.0 39.7 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, May 1, 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 : 123,858: 11,318 1,566 7,400 94,582 106,402 113,300 115,368: 10,558 8,490
Old : 123,858: 11,318 1,566 7,400 94,582 106,402 113,300 115,368: 10,558 8,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -4,603: 327 -874 452 -5,407 -4,444 -4,628 -4,866: 25 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 1.3 6.0 76.4 85.9 91.5 93.1: 8.5 6.9
Old : 100.0: 9.1 1.3 6.0 76.4 85.9 91.5 93.1: 8.5 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 1 4 21 27 25 31:
Old : 35: 3 1 4 21 27 25 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 47.6 63.1 63.0 42.6 45.9 56.8 57.1
Old : 46.2 47.6 63.1 63.0 42.6 45.9 56.8 57.1
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, May 1, 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 : 90,976: 24,607 14,715 3,053 53,343 62,442 81,003 80,210: 9,973 10,766
Old : 90,976: 24,607 14,715 3,053 53,343 62,442 81,003 80,210: 9,973 10,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 1,839: -1,824 -1,377 392 3,976 1,617 2,544 632: -705 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 16.2 3.4 58.6 68.6 89.0 88.2: 11.0 11.8
Old : 100.0: 27.0 16.2 3.4 58.6 68.6 89.0 88.2: 11.0 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 3 2 21 19 25 22:
Old : 30: 2 3 2 21 19 25 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 : 45.8 50.8 62.2 68.8 42.9 44.7 58.2 59.5
Old : 45.8 50.8 62.2 68.8 42.9 44.7 58.2 59.5
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, May 1, 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 : 76,972: 2,955 1,119 7,254 62,640 62,917 72,849 71,290: 4,123 5,682
Old : 76,972: 2,955 1,119 7,254 62,640 62,917 72,849 71,290: 4,123 5,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -4,563: -492 403 -329 -3,987 -3,220 -4,808 -3,146: 245 -1,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.5 9.4 81.4 81.7 94.6 92.6: 5.4 7.4
Old : 100.0: 3.8 1.5 9.4 81.4 81.7 94.6 92.6: 5.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 4 18 20 22 24:
Old : 30: 3 1 4 18 20 22 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 : 54.8 46.4 73.5 64.9 47.4 43.0 59.5 56.4
Old : 54.8 46.4 73.5 64.9 47.4 43.0 59.5 56.4
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, May 1, 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 : 62,458: 8,257 0 1,885 47,671 53,958 57,813 55,843: 4,645 6,615
Old : 62,458: 8,257 0 1,885 47,671 53,958 57,813 55,843: 4,645 6,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -6,719: 1,522 0 -1,083 -6,383 -5,173 -5,944 -6,256: -775 -463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 0.0 3.0 76.3 86.4 92.6 89.4: 7.4 10.6
Old : 100.0: 13.2 0.0 3.0 76.3 86.4 92.6 89.4: 7.4 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 2 19 20 21 22:
Old : 30: 2 0 2 19 20 21 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 36.0 78.1 60.0 59.8 35.5 71.0 54.7
Old : 64.8 36.0 78.1 60.0 59.8 35.5 71.0 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, May 1, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 96,740: 2,725 774 6,713 77,710 78,512 87,148 85,999: 9,592 10,741
Old : 96,740: 2,725 774 6,713 77,710 78,512 87,148 85,999: 9,592 10,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 1,469: 149 -2,544 865 -159 2,352 855 673: 614 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.8 6.9 80.3 81.2 90.1 88.9: 9.9 11.1
Old : 100.0: 2.8 0.8 6.9 80.3 81.2 90.1 88.9: 9.9 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 2 3 25 28 29 31:
Old : 37: 2 2 3 25 28 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 29.7 67.3 47.5 31.5 21.5 45.2 34.9
Old : 44.2 29.7 67.3 47.5 31.5 21.5 45.2 34.9
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, May 1, 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 : 88,724: 0 7,147 3,096 74,014 69,235 77,110 79,478: 11,614 9,246
Old : 88,724: 0 7,147 3,096 74,014 69,235 77,110 79,478: 11,614 9,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 1,632: 0 865 -452 2,084 913 1,632 1,326: 0 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.1 3.5 83.4 78.0 86.9 89.6: 13.1 10.4
Old : 100.0: 0.0 8.1 3.5 83.4 78.0 86.9 89.6: 13.1 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 : 31: 0 2 2 22 21 24 23:
Old : 31: 0 2 2 22 21 24 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 : 42.6 41.8 61.6 62.8 39.6 40.1 56.7 58.5
Old : 42.6 41.8 61.6 62.8 39.6 40.1 56.7 58.5
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, May 1, 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 : 67,887: 10,994 355 4,494 45,696 55,712 61,184 60,561: 6,703 7,326
Old : 67,887: 10,994 355 4,494 45,696 55,712 61,184 60,561: 6,703 7,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -1,461: -1,538 -1,513 2,168 -1,464 1,012 -834 1,667: -627 -3,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 0.5 6.6 67.3 82.1 90.1 89.2: 9.9 10.8
Old : 100.0: 16.2 0.5 6.6 67.3 82.1 90.1 89.2: 9.9 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 3 24 21 28 24:
Old : 30: 3 1 3 24 21 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 : 38.3 35.7 56.7 52.9 29.7 31.4 41.5 43.6
Old : 38.3 35.7 56.7 52.9 29.7 31.4 41.5 43.6
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, May 1, 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 : 122,540: 5,468 13,389 6,326 101,180 88,254 112,974 107,969: 9,566 14,571
Old : 122,540: 5,468 13,389 6,326 101,180 88,254 112,974 107,969: 9,566 14,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -689: -2,763 90 530 2,025 981 -208 1,601: -481 -2,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 10.9 5.2 82.6 72.0 92.2 88.1: 7.8 11.9
Old : 100.0: 4.5 10.9 5.2 82.6 72.0 92.2 88.1: 7.8 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 : 42: 3 3 3 26 26 30 31:
Old : 42: 3 3 3 26 26 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 31.3 57.8 48.7 35.6 26.1 50.5 41.3
Old : 38.5 31.3 57.8 48.7 35.6 26.1 50.5 41.3
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, May 1, 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 : 64,364: 0 8,332 1,382 48,807 43,911 50,189 53,625: 14,175 10,739
Old : 64,364: 0 8,332 1,382 48,807 43,911 50,189 53,625: 14,175 10,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 2,063: 0 995 -278 3,325 1,924 3,047 2,641: -984 -578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.9 2.1 75.8 68.2 78.0 83.3: 22.0 16.7
Old : 100.0: 0.0 12.9 2.1 75.8 68.2 78.0 83.3: 22.0 16.7
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 : 26: 0 2 2 18 17 20 19:
Old : 26: 0 2 2 18 17 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 : 39.5 45.3 57.6 69.4 39.0 43.4 55.9 66.3
Old : 39.5 45.3 57.6 69.4 39.0 43.4 55.9 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, May 1, 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 : 159,225: 4,398 22,522 11,234 131,941 120,124 147,573 153,880: 11,652 5,345
Old : 159,225: 4,398 22,522 11,234 131,941 120,124 147,573 153,880: 11,652 5,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -12,750: -662 -2,376 -1,227 -10,334 -8,678 -12,223 -12,281: -527 -469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 14.1 7.1 82.9 75.4 92.7 96.6: 7.3 3.4
Old : 100.0: 2.8 14.1 7.1 82.9 75.4 92.7 96.6: 7.3 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 6 8 37 35 45 44:
Old : 48: 3 6 8 37 35 45 44:
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 : 38.2 38.6 55.2 56.2 34.3 36.2 43.5 45.3
Old : 38.2 38.6 55.2 56.2 34.3 36.2 43.5 45.3
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, May 1, 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 : 88,619: 1,961 8,625 3,562 76,501 64,444 82,024 76,631: 6,595 11,988
Old : 88,619: 1,961 8,625 3,562 76,501 64,444 82,024 76,631: 6,595 11,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -8,783: -117 -3,508 -356 -8,425 -5,788 -8,898 -9,652: 115 869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 9.7 4.0 86.3 72.7 92.6 86.5: 7.4 13.5
Old : 100.0: 2.2 9.7 4.0 86.3 72.7 92.6 86.5: 7.4 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 4 19 18 23 23:
Old : 30: 3 2 4 19 18 23 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 : 55.5 40.5 71.3 59.9 49.7 36.9 60.2 51.7
Old : 55.5 40.5 71.3 59.9 49.7 36.9 60.2 51.7
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, May 1, 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 : 273,428: 14,048 593 7,941 238,286 253,991 260,275 262,525: 13,153 10,903
Old : 273,428: 14,048 593 7,941 238,286 253,991 260,275 262,525: 13,153 10,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -14,036: -1,211 -768 -888 -12,036 -11,918 -14,135 -13,574: 99 -462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.2 2.9 87.1 92.9 95.2 96.0: 4.8 4.0
Old : 100.0: 5.1 0.2 2.9 87.1 92.9 95.2 96.0: 4.8 4.0
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 : 55: 6 2 6 38 41 45 48:
Old : 55: 6 2 6 38 41 45 48:
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 : 37.9 53.4 58.1 65.1 35.7 46.9 51.8 56.8
Old : 37.9 53.4 58.1 65.1 35.7 46.9 51.8 56.8
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, May 1, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 170,370: 7,995 6,279 15,503 132,545 142,623 156,043 164,405: 14,327 5,965
Old : 170,370: 7,995 6,279 15,503 132,545 142,623 156,043 164,405: 14,327 5,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -8,501: 839 -1,020 -1,381 -6,822 -6,520 -7,364 -8,921: -1,137 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 3.7 9.1 77.8 83.7 91.6 96.5: 8.4 3.5
Old : 100.0: 4.7 3.7 9.1 77.8 83.7 91.6 96.5: 8.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 3 4 36 34 40 39:
Old : 46: 2 3 4 36 34 40 39:
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 37.3 50.8 58.5 26.9 31.8 39.5 43.5
Old : 34.3 37.3 50.8 58.5 26.9 31.8 39.5 43.5
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, May 1, 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 : 167,333: 11,304 3,962 9,050 124,818 138,919 145,172 151,931: 22,161 15,402
Old : 167,333: 11,304 3,962 9,050 124,818 138,919 145,172 151,931: 22,161 15,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -10,026: 2,038 582 -2,063 -10,373 -9,927 -10,398 -11,408: 372 1,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.4 5.4 74.6 83.0 86.8 90.8: 13.2 9.2
Old : 100.0: 6.8 2.4 5.4 74.6 83.0 86.8 90.8: 13.2 9.2
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 : 40: 3 2 4 28 30 33 34:
Old : 40: 3 2 4 28 30 33 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 : 32.7 45.5 49.4 63.0 29.9 44.7 45.9 56.7
Old : 32.7 45.5 49.4 63.0 29.9 44.7 45.9 56.7
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, May 1, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 48,284: 0 3,651 2,131 33,934 29,758 36,065 35,540: 12,219 12,744
Old : 48,284: 0 3,651 2,131 33,934 29,758 36,065 35,540: 12,219 12,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -1,560: 0 -417 89 -2,934 -908 -2,845 -1,236: 1,285 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 4.4 70.3 61.6 74.7 73.6: 25.3 26.4
Old : 100.0: 0.0 7.6 4.4 70.3 61.6 74.7 73.6: 25.3 26.4
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 16 15 17 16:
Old : 21: 0 1 1 16 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 41.3 61.7 61.2 38.7 35.3 55.7 52.6
Old : 42.0 41.3 61.7 61.2 38.7 35.3 55.7 52.6
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, May 1, 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 : 245,071: 27,487 7,252 22,028 180,815 199,324 230,330 228,604: 14,741 16,467
Old : 245,071: 27,487 7,252 22,028 180,815 199,324 230,330 228,604: 14,741 16,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -10,794: -1,419 3,280 -1,084 -6,903 -12,541 -9,406 -10,345: -1,388 -449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 3.0 9.0 73.8 81.3 94.0 93.3: 6.0 6.7
Old : 100.0: 11.2 3.0 9.0 73.8 81.3 94.0 93.3: 6.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 7 4 8 37 37 48 45:
Old : 53: 7 4 8 37 37 48 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 37.0 45.6 53.0 22.3 29.9 31.0 39.0
Old : 30.3 37.0 45.6 53.0 22.3 29.9 31.0 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, May 1, 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 : 62,536: 1,372 6,402 2,998 51,700 42,315 56,070 51,715: 6,466 10,821
Old : 62,536: 1,372 6,402 2,998 51,700 42,315 56,070 51,715: 6,466 10,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -3,700: -91 484 -375 -3,472 -3,188 -3,938 -3,079: 238 -621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 10.2 4.8 82.7 67.7 89.7 82.7: 10.3 17.3
Old : 100.0: 2.2 10.2 4.8 82.7 67.7 89.7 82.7: 10.3 17.3
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 : 29: 1 2 3 23 21 26 24:
Old : 29: 1 2 3 23 21 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 : 37.2 26.4 58.1 46.6 34.9 20.7 48.0 34.6
Old : 37.2 26.4 58.1 46.6 34.9 20.7 48.0 34.6
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, May 1, 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 : 2,492,100: 191,577 47,184 811,893 1,457,057 1,619,283 2,460,527 2,478,360: 31,573 13,740
Old : 2,492,100: 191,577 47,184 811,893 1,457,057 1,619,283 2,460,527 2,478,360: 31,573 13,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -100,441: -1,801 -29,215 -18,796 -81,870 -52,734 -102,467 -100,745: 2,026 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.9 32.6 58.5 65.0 98.7 99.4: 1.3 0.6
Old : 100.0: 7.7 1.9 32.6 58.5 65.0 98.7 99.4: 1.3 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 : 152: 31 18 42 99 88 145 133:
Old : 152: 31 18 42 99 88 145 133:
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 : 31.3 39.2 45.1 53.3 9.0 19.0 13.3 22.8
Old : 31.3 39.2 45.1 53.3 9.0 19.0 13.3 22.8
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, May 1, 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 : 1,033,948: 131,441 305,883 163,097 733,978 561,320 1,028,516 1,030,300: 5,432 3,648
Old : 1,033,948: 131,441 305,883 163,097 733,978 561,320 1,028,516 1,030,300: 5,432 3,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -37,867: -27,816 -18,203 -6,299 -3,681 -13,522 -37,796 -38,024: -71 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 29.6 15.8 71.0 54.3 99.5 99.6: 0.5 0.4
Old : 100.0: 12.7 29.6 15.8 71.0 54.3 99.5 99.6: 0.5 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 : 73: 20 16 29 37 36 68 70:
Old : 73: 20 16 29 37 36 68 70:
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 : 51.9 43.5 67.8 64.5 40.6 30.3 49.4 42.0
Old : 51.9 43.5 67.8 64.5 40.6 30.3 49.4 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, May 1, 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 : 35,816: 1,981 1,006 936 32,518 33,494 35,435 35,436: 381 380
Old : 35,816: 1,981 1,006 936 32,518 33,494 35,435 35,436: 381 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -488: -164 24 -189 -175 -363 -528 -528: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.8 2.6 90.8 93.5 98.9 98.9: 1.1 1.1
Old : 100.0: 5.5 2.8 2.6 90.8 93.5 98.9 98.9: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 4 6 38 34 46 40:
Old : 51: 4 4 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 : 48.9 47.4 66.0 66.7 39.9 46.1 48.9 56.3
Old : 48.9 47.4 66.0 66.7 39.9 46.1 48.9 56.3
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, May 1, 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 24, 2007 :
: 0: 0 0 0 0 0 0 0: 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, May 1, 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 : 16,675: 1,626 0 192 14,579 15,763 16,397 15,955: 278 720
Old : 16,675: 1,626 0 192 14,579 15,763 16,397 15,955: 278 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -461: 98 0 -98 -432 -345 -432 -443: -29 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.0 1.2 87.4 94.5 98.3 95.7: 1.7 4.3
Old : 100.0: 9.8 0.0 1.2 87.4 94.5 98.3 95.7: 1.7 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 : 25: 1 0 1 16 18 17 19:
Old : 25: 1 0 1 16 18 17 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 : 61.6 52.8 81.1 74.4 46.6 37.2 61.6 51.8
Old : 61.6 52.8 81.1 74.4 46.6 37.2 61.6 51.8
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, May 1, 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 : 13,597: 960 60 110 11,757 12,933 12,827 13,103: 770 494
Old : 13,597: 960 60 110 11,757 12,933 12,827 13,103: 770 494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -809: -127 0 -10 -222 -705 -359 -715: -450 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.4 0.8 86.5 95.1 94.3 96.4: 5.7 3.6
Old : 100.0: 7.1 0.4 0.8 86.5 95.1 94.3 96.4: 5.7 3.6
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 : 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 : 47.1 80.2 70.6 90.7 44.0 73.5 60.6 77.2
Old : 47.1 80.2 70.6 90.7 44.0 73.5 60.6 77.2
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, May 1, 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 : 28,409: 963 0 513 26,263 27,614 27,739 28,127: 670 282
Old : 28,409: 963 0 513 26,263 27,614 27,739 28,127: 670 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -1,329: 85 0 -109 -1,287 -1,170 -1,311 -1,279: -18 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 1.8 92.4 97.2 97.6 99.0: 2.4 1.0
Old : 100.0: 3.4 0.0 1.8 92.4 97.2 97.6 99.0: 2.4 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 2 24 22 27 24:
Old : 34: 3 0 2 24 22 27 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 : 49.1 48.1 68.6 72.9 29.1 34.1 41.7 46.3
Old : 49.1 48.1 68.6 72.9 29.1 34.1 41.7 46.3
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, May 1, 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 : 27,162: 360 664 1,520 24,786 24,594 26,666 26,778: 496 384
Old : 27,162: 360 664 1,520 24,786 24,594 26,666 26,778: 496 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -982: 120 -56 -140 -938 -756 -958 -952: -24 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.4 5.6 91.3 90.5 98.2 98.6: 1.8 1.4
Old : 100.0: 1.3 2.4 5.6 91.3 90.5 98.2 98.6: 1.8 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 1 19 17 21 19:
Old : 25: 2 1 1 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 : 56.5 55.7 78.2 81.2 36.6 39.8 47.9 52.1
Old : 56.5 55.7 78.2 81.2 36.6 39.8 47.9 52.1
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, May 1, 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 : 10,422: 0 280 520 9,138 8,946 9,658 9,746: 764 676
Old : 10,422: 0 280 520 9,138 8,946 9,658 9,746: 764 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -418: 0 -180 -40 -746 -672 -786 -892: 368 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 5.0 87.7 85.8 92.7 93.5: 7.3 6.5
Old : 100.0: 0.0 2.7 5.0 87.7 85.8 92.7 93.5: 7.3 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 : 20: 0 1 1 14 14 15 15:
Old : 20: 0 1 1 14 14 15 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 : 60.2 57.0 83.2 79.9 53.2 45.5 60.4 55.0
Old : 60.2 57.0 83.2 79.9 53.2 45.5 60.4 55.0
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, May 1, 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 : 1,341,807: 195,239 129,116 245,093 830,557 890,444 1,270,889 1,264,653: 70,918 77,154
Old : 1,341,807: 195,239 129,116 245,093 830,557 890,444 1,270,889 1,264,653: 70,918 77,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 25,630: -4,264 -6,558 5,020 27,708 26,787 28,464 25,249: -2,834 381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 9.6 18.3 61.9 66.4 94.7 94.2: 5.3 5.8
Old : 100.0: 14.6 9.6 18.3 61.9 66.4 94.7 94.2: 5.3 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 : 320: 86 106 131 91 99 256 280:
Old : 320: 86 106 131 91 99 256 280:
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 : 24.8 25.7 35.6 33.6 10.3 8.5 15.6 13.7
Old : 24.8 25.7 35.6 33.6 10.3 8.5 15.6 13.7
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, May 1, 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 : 17,245: 0 0 0 17,245 17,245 17,245 17,245: 0 0
Old : 17,245: 0 0 0 17,245 17,245 17,245 17,245: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -4,590: 0 0 0 -4,590 -4,540 -4,590 -4,540: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 18 18 18:
Old : 23: 0 0 0 18 18 18 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 : 69.3 73.3 89.8 90.0 9.8 12.6 13.5 15.9
Old : 69.3 73.3 89.8 90.0 9.8 12.6 13.5 15.9
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, May 1, 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 : 70,382: 2,347 11,039 23,635 39,071 30,891 65,053 65,565: 5,329 4,817
Old : 70,382: 2,347 11,039 23,635 39,071 30,891 65,053 65,565: 5,329 4,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 4,209: -178 980 1,901 2,299 2,047 4,022 4,928: 187 -719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 15.7 33.6 55.5 43.9 92.4 93.2: 7.6 6.8
Old : 100.0: 3.3 15.7 33.6 55.5 43.9 92.4 93.2: 7.6 6.8
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 : 32: 8 7 14 17 17 31 32:
Old : 32: 8 7 14 17 17 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 32.2 54.3 54.7 9.3 13.8 15.0 17.8
Old : 33.6 32.2 54.3 54.7 9.3 13.8 15.0 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, May 1, 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 : 20,105: 13,710 2,234 317 3,427 17,545 17,454 20,096: 2,651 9
Old : 20,105: 13,710 2,234 317 3,427 17,545 17,454 20,096: 2,651 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 224: 484 -171 317 -178 414 623 560: -399 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 11.1 1.6 17.0 87.3 86.8 100.0: 13.2 0.0
Old : 100.0: 68.2 11.1 1.6 17.0 87.3 86.8 100.0: 13.2 0.0
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 : 139: 86 9 5 15 29 106 42:
Old : 139: 86 9 5 15 29 106 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 : 27.5 44.2 41.0 65.9 27.5 44.1 41.0 65.8
Old : 27.5 44.2 41.0 65.9 27.5 44.1 41.0 65.8
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, May 1, 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 : 14,652: 9,662 1,104 183 1,871 12,881 11,716 14,168: 2,936 484
Old : 14,652: 9,662 1,104 183 1,871 12,881 11,716 14,168: 2,936 484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -115: -91 -386 183 -139 322 -47 119: -68 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 7.5 1.2 12.8 87.9 80.0 96.7: 20.0 3.3
Old : 100.0: 65.9 7.5 1.2 12.8 87.9 80.0 96.7: 20.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 43 7 2 7 27 52 36:
Old : 86: 43 7 2 7 27 52 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 : 22.4 35.5 35.8 56.5 22.4 35.5 35.8 56.5
Old : 22.4 35.5 35.8 56.5 22.4 35.5 35.8 56.5
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, May 1, 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 : 165,418: 45,096 11,098 11,383 90,486 128,559 146,965 151,040: 18,453 14,378
Old : 165,418: 45,096 11,098 11,383 90,486 128,559 146,965 151,040: 18,453 14,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -11,625: 5,852 -1,060 258 -18,289 -8,362 -12,179 -9,164: 554 -2,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 6.7 6.9 54.7 77.7 88.8 91.3: 11.2 8.7
Old : 100.0: 27.3 6.7 6.9 54.7 77.7 88.8 91.3: 11.2 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 62 30 38 69 88 153 138:
Old : 193: 62 30 38 69 88 153 138:
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 : 26.5 21.9 40.1 34.1 17.4 15.9 25.8 25.9
Old : 26.5 21.9 40.1 34.1 17.4 15.9 25.8 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2007