GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, May 8, 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 : 8,724: 1,500 975 225 5,649 7,324 7,374 8,524: 1,350 200
Old : 8,724: 1,500 975 225 5,649 7,324 7,374 8,524: 1,350 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 1,060: 325 975 -100 685 35 910 910: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 11.2 2.6 64.8 84.0 84.5 97.7: 15.5 2.3
Old : 100.0: 17.2 11.2 2.6 64.8 84.0 84.5 97.7: 15.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 18 14 19 16:
Old : 24: 1 1 1 18 14 19 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 : 56.5 57.8 71.3 82.7 41.9 47.5 50.7 61.9
Old : 56.5 57.8 71.3 82.7 41.9 47.5 50.7 61.9
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 8, 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 : 15,242: 75 6,279 21 14,074 7,192 14,170 13,492: 1,072 1,750
Old : 15,242: 75 6,279 21 14,074 7,192 14,170 13,492: 1,072 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 635: 0 -75 0 3 535 3 460: 632 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 41.2 0.1 92.3 47.2 93.0 88.5: 7.0 11.5
Old : 100.0: 0.5 41.2 0.1 92.3 47.2 93.0 88.5: 7.0 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 : 35: 1 2 1 27 26 29 28:
Old : 35: 1 2 1 27 26 29 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 : 56.3 57.3 74.3 72.2 51.1 47.0 57.5 52.0
Old : 56.3 57.3 74.3 72.2 51.1 47.0 57.5 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, May 8, 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 : 2,585: 0 125 230 2,051 1,806 2,281 2,161: 304 424
Old : 2,585: 0 125 230 2,051 1,806 2,281 2,161: 304 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -815: 0 35 200 -640 -725 -440 -490: -375 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 8.9 79.3 69.9 88.2 83.6: 11.8 16.4
Old : 100.0: 0.0 4.8 8.9 79.3 69.9 88.2 83.6: 11.8 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 2 2 26 28 28 30:
Old : 33: 0 2 2 26 28 28 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 : 29.4 31.7 50.3 48.1 21.3 18.4 32.3 28.4
Old : 29.4 31.7 50.3 48.1 21.3 18.4 32.3 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, May 8, 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 : 205,364: 28,060 23,987 26,699 121,873 126,000 176,632 176,686: 28,732 28,678
Old : 205,364: 28,060 23,987 26,699 121,873 126,000 176,632 176,686: 28,732 28,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -3,383: -4,380 1,272 -2,237 2,226 -7,051 -4,391 -8,016: 1,008 4,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 11.7 13.0 59.3 61.4 86.0 86.0: 14.0 14.0
Old : 100.0: 13.7 11.7 13.0 59.3 61.4 86.0 86.0: 14.0 14.0
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 : 136: 31 28 28 65 65 112 109:
Old : 136: 31 28 28 65 65 112 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 23.1 36.1 34.3 17.5 12.5 25.0 19.2
Old : 24.9 23.1 36.1 34.3 17.5 12.5 25.0 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, May 8, 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 : 731,141: 69,683 90,855 241,192 353,969 367,221 664,844 699,268: 66,297 31,873
Old : 731,141: 69,683 90,855 241,192 353,969 367,221 664,844 699,268: 66,297 31,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -2,651: -430 -6,502 -931 -1,576 7,283 -2,937 -150: 286 -2,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 12.4 33.0 48.4 50.2 90.9 95.6: 9.1 4.4
Old : 100.0: 9.5 12.4 33.0 48.4 50.2 90.9 95.6: 9.1 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 : 209: 40 79 71 79 68 177 167:
Old : 209: 40 79 71 79 68 177 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 29.9 45.1 46.2 13.6 12.0 19.0 17.5
Old : 30.2 29.9 45.1 46.2 13.6 12.0 19.0 17.5
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 8, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 89,437: 1,148 14,617 3,266 75,716 64,581 80,130 82,464: 9,307 6,973
Old : 89,437: 1,148 14,617 3,266 75,716 64,581 80,130 82,464: 9,307 6,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 1,369: -698 433 242 1,765 396 1,309 1,071: 60 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 16.3 3.7 84.7 72.2 89.6 92.2: 10.4 7.8
Old : 100.0: 1.3 16.3 3.7 84.7 72.2 89.6 92.2: 10.4 7.8
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 : 28: 1 3 2 20 20 22 24:
Old : 28: 1 3 2 20 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 : 49.4 40.7 69.0 58.6 46.3 39.6 56.0 54.5
Old : 49.4 40.7 69.0 58.6 46.3 39.6 56.0 54.5
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 8, 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 : 58,609: 2,737 1,242 2,529 44,187 44,390 49,453 48,161: 9,156 10,448
Old : 58,609: 2,737 1,242 2,529 44,187 44,390 49,453 48,161: 9,156 10,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 2,565: 789 -124 -134 4,143 3,004 4,798 2,746: -2,233 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.1 4.3 75.4 75.7 84.4 82.2: 15.6 17.8
Old : 100.0: 4.7 2.1 4.3 75.4 75.7 84.4 82.2: 15.6 17.8
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: 1 1 2 23 17 25 19:
Old : 29: 1 1 2 23 17 25 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 : 32.3 48.0 51.4 62.6 28.9 43.5 45.0 54.2
Old : 32.3 48.0 51.4 62.6 28.9 43.5 45.0 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, May 8, 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 : 124,736: 12,569 1,566 7,183 94,822 106,733 114,574 115,482: 10,162 9,254
Old : 124,736: 12,569 1,566 7,183 94,822 106,733 114,574 115,482: 10,162 9,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 878: 1,251 0 -217 240 331 1,274 114: -396 764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 1.3 5.8 76.0 85.6 91.9 92.6: 8.1 7.4
Old : 100.0: 10.1 1.3 5.8 76.0 85.6 91.9 92.6: 8.1 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 : 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 : 46.7 47.4 63.3 61.3 42.9 45.0 55.6 55.4
Old : 46.7 47.4 63.3 61.3 42.9 45.0 55.6 55.4
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 8, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,653: 20,112 7,534 6,745 47,216 59,252 74,073 73,531: 9,580 10,122
Old : 83,653: 20,112 7,534 6,745 47,216 59,252 74,073 73,531: 9,580 10,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -7,323: -4,495 -7,181 3,692 -6,127 -3,190 -6,930 -6,679: -393 -644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 9.0 8.1 56.4 70.8 88.5 87.9: 11.5 12.1
Old : 100.0: 24.0 9.0 8.1 56.4 70.8 88.5 87.9: 11.5 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 2 18 19 22 22:
Old : 28: 2 3 2 18 19 22 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 : 46.2 50.7 63.0 69.0 43.2 45.2 56.6 56.2
Old : 46.2 50.7 63.0 69.0 43.2 45.2 56.6 56.2
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 8, 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 : 81,698: 5,693 1,729 5,937 66,769 68,586 78,399 76,252: 3,299 5,446
Old : 81,698: 5,693 1,729 5,937 66,769 68,586 78,399 76,252: 3,299 5,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 4,726: 2,738 610 -1,317 4,129 5,669 5,550 4,962: -824 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 2.1 7.3 81.7 84.0 96.0 93.3: 4.0 6.7
Old : 100.0: 7.0 2.1 7.3 81.7 84.0 96.0 93.3: 4.0 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 : 31: 3 1 4 19 21 23 25:
Old : 31: 3 1 4 19 21 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 46.5 73.3 65.9 46.2 42.4 61.2 57.6
Old : 53.1 46.5 73.3 65.9 46.2 42.4 61.2 57.6
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 8, 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 : 63,415: 5,931 0 2,225 50,554 54,695 58,710 56,920: 4,705 6,495
Old : 63,415: 5,931 0 2,225 50,554 54,695 58,710 56,920: 4,705 6,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 957: -2,326 0 340 2,883 737 897 1,077: 60 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 3.5 79.7 86.2 92.6 89.8: 7.4 10.2
Old : 100.0: 9.4 0.0 3.5 79.7 86.2 92.6 89.8: 7.4 10.2
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 : 30: 2 0 2 19 21 21 23:
Old : 30: 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 : 60.9 36.0 77.3 59.9 55.3 35.5 66.9 54.8
Old : 60.9 36.0 77.3 59.9 55.3 35.5 66.9 54.8
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 8, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 89,320: 2,142 3,467 4,864 73,657 71,436 80,663 79,767: 8,657 9,553
Old : 89,320: 2,142 3,467 4,864 73,657 71,436 80,663 79,767: 8,657 9,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -7,420: -583 2,693 -1,849 -4,053 -7,076 -6,485 -6,232: -935 -1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 3.9 5.4 82.5 80.0 90.3 89.3: 9.7 10.7
Old : 100.0: 2.4 3.9 5.4 82.5 80.0 90.3 89.3: 9.7 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 : 34: 1 3 3 23 26 27 29:
Old : 34: 1 3 3 23 26 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 29.5 68.0 46.9 33.9 22.4 48.6 36.5
Old : 47.1 29.5 68.0 46.9 33.9 22.4 48.6 36.5
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 8, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,068: 0 7,972 2,408 69,807 62,173 72,215 72,553: 10,853 10,515
Old : 83,068: 0 7,972 2,408 69,807 62,173 72,215 72,553: 10,853 10,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -5,656: 0 825 -688 -4,207 -7,062 -4,895 -6,925: -761 1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.6 2.9 84.0 74.8 86.9 87.3: 13.1 12.7
Old : 100.0: 0.0 9.6 2.9 84.0 74.8 86.9 87.3: 13.1 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 2 22 19 24 21:
Old : 30: 0 2 2 22 19 24 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 : 44.2 43.1 63.3 64.5 40.6 41.0 58.0 59.7
Old : 44.2 43.1 63.3 64.5 40.6 41.0 58.0 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders - Futures Only, May 8, 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 : 36,959: 7,421 2,568 877 25,873 27,478 34,171 30,923: 2,788 6,036
Old : 36,959: 7,421 2,568 877 25,873 27,478 34,171 30,923: 2,788 6,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 6.9 2.4 70.0 74.3 92.5 83.7: 7.5 16.3
Old : 100.0: 20.1 6.9 2.4 70.0 74.3 92.5 83.7: 7.5 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 2 11 11 14 14:
Old : 20: 3 1 2 11 11 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 50.4 74.1 73.1 42.6 50.4 64.5 68.5
Old : 50.0 50.4 74.1 73.1 42.6 50.4 64.5 68.5
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 8, 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 : 76,314: 11,634 355 6,055 52,530 62,458 70,219 68,868: 6,095 7,446
Old : 76,314: 11,634 355 6,055 52,530 62,458 70,219 68,868: 6,095 7,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 8,427: 640 0 1,561 6,834 6,746 9,035 8,307: -608 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 0.5 7.9 68.8 81.8 92.0 90.2: 8.0 9.8
Old : 100.0: 15.2 0.5 7.9 68.8 81.8 92.0 90.2: 8.0 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 3 24 21 28 24:
Old : 31: 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 : 38.9 39.8 59.2 55.9 25.2 32.3 40.1 42.8
Old : 38.9 39.8 59.2 55.9 25.2 32.3 40.1 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, May 8, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 118,175: 1,134 15,953 6,886 100,551 80,172 108,571 103,011: 9,604 15,164
Old : 118,175: 1,134 15,953 6,886 100,551 80,172 108,571 103,011: 9,604 15,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -4,365: -4,334 2,564 560 -629 -8,082 -4,403 -4,958: 38 593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 13.5 5.8 85.1 67.8 91.9 87.2: 8.1 12.8
Old : 100.0: 1.0 13.5 5.8 85.1 67.8 91.9 87.2: 8.1 12.8
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 : 40: 1 5 3 26 25 29 31:
Old : 40: 1 5 3 26 25 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 : 42.1 29.5 59.6 46.9 40.5 25.4 54.5 38.8
Old : 42.1 29.5 59.6 46.9 40.5 25.4 54.5 38.8
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 8, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,876: 0 7,450 1,548 45,576 40,595 47,124 49,593: 12,752 10,283
Old : 59,876: 0 7,450 1,548 45,576 40,595 47,124 49,593: 12,752 10,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -4,488: 0 -882 166 -3,231 -3,316 -3,065 -4,032: -1,423 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.4 2.6 76.1 67.8 78.7 82.8: 21.3 17.2
Old : 100.0: 0.0 12.4 2.6 76.1 67.8 78.7 82.8: 21.3 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 2 18 18 20 20:
Old : 26: 0 2 2 18 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 44.7 57.9 68.2 39.9 42.3 55.6 64.7
Old : 40.6 44.7 57.9 68.2 39.9 42.3 55.6 64.7
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 8, 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 : 166,648: 3,790 22,997 12,495 141,023 125,383 157,308 160,875: 9,340 5,773
Old : 166,648: 3,790 22,997 12,495 141,023 125,383 157,308 160,875: 9,340 5,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 7,423: -608 475 1,261 9,082 5,259 9,735 6,995: -2,312 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 13.8 7.5 84.6 75.2 94.4 96.5: 5.6 3.5
Old : 100.0: 2.3 13.8 7.5 84.6 75.2 94.4 96.5: 5.6 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 : 49: 3 6 8 38 36 46 45:
Old : 49: 3 6 8 38 36 46 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 : 38.6 38.3 55.8 57.8 33.6 35.4 44.7 46.9
Old : 38.6 38.3 55.8 57.8 33.6 35.4 44.7 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, May 8, 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 : 94,861: 12 9,783 4,247 84,222 69,697 88,481 83,727: 6,380 11,134
Old : 94,861: 12 9,783 4,247 84,222 69,697 88,481 83,727: 6,380 11,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 6,242: -1,949 1,158 685 7,721 5,253 6,457 7,096: -215 -854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.3 4.5 88.8 73.5 93.3 88.3: 6.7 11.7
Old : 100.0: 0.0 10.3 4.5 88.8 73.5 93.3 88.3: 6.7 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 4 4 22 19 26 24:
Old : 32: 1 4 4 22 19 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 : 53.8 38.4 71.7 58.5 50.5 33.6 61.1 50.1
Old : 53.8 38.4 71.7 58.5 50.5 33.6 61.1 50.1
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 8, 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 : 277,340: 18,081 1,117 6,149 241,198 259,785 265,428 267,051: 11,912 10,289
Old : 277,340: 18,081 1,117 6,149 241,198 259,785 265,428 267,051: 11,912 10,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 3,912: 4,033 524 -1,792 2,912 5,794 5,153 4,526: -1,241 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.4 2.2 87.0 93.7 95.7 96.3: 4.3 3.7
Old : 100.0: 6.5 0.4 2.2 87.0 93.7 95.7 96.3: 4.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 6 2 6 38 42 45 49:
Old : 56: 6 2 6 38 42 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 : 37.9 52.7 58.1 64.9 35.9 46.3 52.5 56.9
Old : 37.9 52.7 58.1 64.9 35.9 46.3 52.5 56.9
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 8, 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 : 179,462: 7,004 7,789 15,780 142,351 149,500 165,135 173,069: 14,327 6,393
Old : 179,462: 7,004 7,789 15,780 142,351 149,500 165,135 173,069: 14,327 6,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 9,092: -991 1,510 277 9,806 6,877 9,092 8,664: 0 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.3 8.8 79.3 83.3 92.0 96.4: 8.0 3.6
Old : 100.0: 3.9 4.3 8.8 79.3 83.3 92.0 96.4: 8.0 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 : 47: 2 3 4 37 35 41 40:
Old : 47: 2 3 4 37 35 41 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 : 33.6 38.9 50.3 60.5 26.5 33.4 38.6 44.8
Old : 33.6 38.9 50.3 60.5 26.5 33.4 38.6 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, May 8, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 172,127: 9,762 5,679 11,306 127,931 141,836 148,999 158,821: 23,128 13,306
Old : 172,127: 9,762 5,679 11,306 127,931 141,836 148,999 158,821: 23,128 13,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 4,794: -1,542 1,717 2,256 3,113 2,917 3,827 6,890: 967 -2,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.3 6.6 74.3 82.4 86.6 92.3: 13.4 7.7
Old : 100.0: 5.7 3.3 6.6 74.3 82.4 86.6 92.3: 13.4 7.7
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 : 43: 3 3 5 29 33 35 38:
Old : 43: 3 3 5 29 33 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 44.4 49.5 61.9 30.5 43.1 45.6 55.1
Old : 33.2 44.4 49.5 61.9 30.5 43.1 45.6 55.1
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 8, 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 : 51,689: 0 2,763 2,494 35,520 33,384 38,014 38,641: 13,675 13,048
Old : 51,689: 0 2,763 2,494 35,520 33,384 38,014 38,641: 13,675 13,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 3,405: 0 -888 363 1,586 3,626 1,949 3,101: 1,456 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 4.8 68.7 64.6 73.5 74.8: 26.5 25.2
Old : 100.0: 0.0 5.3 4.8 68.7 64.6 73.5 74.8: 26.5 25.2
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 1 1 16 17 17 18:
Old : 21: 0 1 1 16 17 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 : 41.7 36.4 60.8 57.2 35.9 31.4 47.6 46.8
Old : 41.7 36.4 60.8 57.2 35.9 31.4 47.6 46.8
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 8, 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 : 246,729: 29,327 6,978 21,267 181,742 207,011 232,336 235,256: 14,393 11,473
Old : 246,729: 29,327 6,978 21,267 181,742 207,011 232,336 235,256: 14,393 11,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 1,658: 1,840 -274 -761 927 7,687 2,006 6,652: -348 -4,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 2.8 8.6 73.7 83.9 94.2 95.3: 5.8 4.7
Old : 100.0: 11.9 2.8 8.6 73.7 83.9 94.2 95.3: 5.8 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 : 55: 7 4 7 39 39 50 46:
Old : 55: 7 4 7 39 39 50 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 37.1 45.4 53.1 22.6 30.0 32.6 40.2
Old : 29.4 37.1 45.4 53.1 22.6 30.0 32.6 40.2
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 8, 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 : 64,984: 1,372 5,972 3,368 53,716 44,823 58,456 54,163: 6,528 10,821
Old : 64,984: 1,372 5,972 3,368 53,716 44,823 58,456 54,163: 6,528 10,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 2,448: 0 -430 370 2,016 2,508 2,386 2,448: 62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 9.2 5.2 82.7 69.0 90.0 83.3: 10.0 16.7
Old : 100.0: 2.1 9.2 5.2 82.7 69.0 90.0 83.3: 10.0 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 : 29: 1 2 3 22 21 25 24:
Old : 29: 1 2 3 22 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 : 36.1 28.6 59.8 48.2 34.0 21.8 50.1 36.8
Old : 36.1 28.6 59.8 48.2 34.0 21.8 50.1 36.8
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 8, 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 : 2,495,244: 192,784 60,702 787,363 1,483,815 1,630,979 2,463,962 2,479,044: 31,282 16,200
Old : 2,495,244: 192,784 60,702 787,363 1,483,815 1,630,979 2,463,962 2,479,044: 31,282 16,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 3,144: 1,207 13,518 -24,530 26,758 11,696 3,435 684: -291 2,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 2.4 31.6 59.5 65.4 98.7 99.4: 1.3 0.6
Old : 100.0: 7.7 2.4 31.6 59.5 65.4 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 : 151: 33 15 41 99 88 144 132:
Old : 151: 33 15 41 99 88 144 132:
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 : 31.5 39.3 45.3 53.8 8.5 18.8 13.3 22.7
Old : 31.5 39.3 45.3 53.8 8.5 18.8 13.3 22.7
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, May 8, 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 : 1,046,987: 130,473 320,238 164,144 747,279 558,158 1,041,896 1,042,540: 5,091 4,447
Old : 1,046,987: 130,473 320,238 164,144 747,279 558,158 1,041,896 1,042,540: 5,091 4,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 13,039: -968 14,355 1,047 13,301 -3,162 13,380 12,240: -341 799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 30.6 15.7 71.4 53.3 99.5 99.6: 0.5 0.4
Old : 100.0: 12.5 30.6 15.7 71.4 53.3 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: 21 15 28 37 36 68 69:
Old : 73: 21 15 28 37 36 68 69:
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 : 51.6 42.7 67.0 64.0 40.8 30.1 49.2 41.6
Old : 51.6 42.7 67.0 64.0 40.8 30.1 49.2 41.6
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 8, 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 : 35,955: 1,871 1,006 941 32,762 33,628 35,574 35,575: 381 380
Old : 35,955: 1,871 1,006 941 32,762 33,628 35,574 35,575: 381 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 139: -110 0 5 244 134 139 139: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.8 2.6 91.1 93.5 98.9 98.9: 1.1 1.1
Old : 100.0: 5.2 2.8 2.6 91.1 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 39 34 47 40:
Old : 51: 4 4 6 39 34 47 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 : 49.1 47.5 66.1 66.5 39.9 46.2 48.6 55.7
Old : 49.1 47.5 66.1 66.5 39.9 46.2 48.6 55.7
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 8, 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 : 17,357: 810 0 726 15,756 16,421 17,292 17,147: 65 210
Old : 17,357: 810 0 726 15,756 16,421 17,292 17,147: 65 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -1,071: 84 -42 -84 -1,071 -924 -1,071 -1,050: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 4.2 90.8 94.6 99.6 98.8: 0.4 1.2
Old : 100.0: 4.7 0.0 4.2 90.8 94.6 99.6 98.8: 0.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 13 17 14 18:
Old : 25: 1 0 1 13 17 14 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 : 64.6 77.2 87.2 92.0 39.9 61.3 59.2 64.9
Old : 64.6 77.2 87.2 92.0 39.9 61.3 59.2 64.9
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 8, 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 : 16,759: 1,686 0 192 14,587 15,833 16,465 16,025: 294 734
Old : 16,759: 1,686 0 192 14,587 15,833 16,465 16,025: 294 734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 84: 60 0 0 8 70 68 70: 16 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 0.0 1.1 87.0 94.5 98.2 95.6: 1.8 4.4
Old : 100.0: 10.1 0.0 1.1 87.0 94.5 98.2 95.6: 1.8 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 : 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 : 61.7 52.5 81.1 74.4 46.7 37.0 61.7 51.6
Old : 61.7 52.5 81.1 74.4 46.7 37.0 61.7 51.6
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 8, 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 : 13,797: 960 60 110 11,957 13,133 13,027 13,303: 770 494
Old : 13,797: 960 60 110 11,957 13,133 13,027 13,303: 770 494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.4 0.8 86.7 95.2 94.4 96.4: 5.6 3.6
Old : 100.0: 7.0 0.4 0.8 86.7 95.2 94.4 96.4: 5.6 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 : 23: 1 1 1 16 14 17 16:
Old : 23: 1 1 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 : 46.4 79.1 69.8 89.4 43.3 72.5 59.7 77.6
Old : 46.4 79.1 69.8 89.4 43.3 72.5 59.7 77.6
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, May 8, 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 : 28,373: 963 0 513 25,987 27,578 27,463 28,091: 910 282
Old : 28,373: 963 0 513 25,987 27,578 27,463 28,091: 910 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -36: 0 0 0 -276 -36 -276 -36: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 1.8 91.6 97.2 96.8 99.0: 3.2 1.0
Old : 100.0: 3.4 0.0 1.8 91.6 97.2 96.8 99.0: 3.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 0 2 23 22 26 24:
Old : 33: 3 0 2 23 22 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 48.2 69.4 72.8 30.0 34.2 42.6 46.4
Old : 49.8 48.2 69.4 72.8 30.0 34.2 42.6 46.4
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 8, 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 : 27,026: 340 664 1,540 24,610 24,438 26,490 26,642: 536 384
Old : 27,026: 340 664 1,540 24,610 24,438 26,490 26,642: 536 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -136: -20 0 20 -176 -156 -176 -136: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.5 5.7 91.1 90.4 98.0 98.6: 2.0 1.4
Old : 100.0: 1.3 2.5 5.7 91.1 90.4 98.0 98.6: 2.0 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 : 24: 2 1 1 18 15 20 17:
Old : 24: 2 1 1 18 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 : 58.4 57.5 78.3 83.1 39.9 44.2 52.4 56.5
Old : 58.4 57.5 78.3 83.1 39.9 44.2 52.4 56.5
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, May 8, 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 : 10,430: 0 280 520 9,140 8,946 9,660 9,746: 770 684
Old : 10,430: 0 280 520 9,140 8,946 9,660 9,746: 770 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 8: 0 0 0 2 0 2 0: 6 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 5.0 87.6 85.8 92.6 93.4: 7.4 6.6
Old : 100.0: 0.0 2.7 5.0 87.6 85.8 92.6 93.4: 7.4 6.6
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 : 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 83.1 79.8 53.2 45.4 60.4 54.9
Old : 60.2 57.0 83.1 79.8 53.2 45.4 60.4 54.9
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 8, 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 : 1,384,509: 188,498 132,500 247,040 878,277 928,131 1,313,815 1,307,671: 70,694 76,838
Old : 1,384,509: 188,498 132,500 247,040 878,277 928,131 1,313,815 1,307,671: 70,694 76,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 42,702: -6,741 3,384 1,947 47,720 37,687 42,926 43,018: -224 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 9.6 17.8 63.4 67.0 94.9 94.5: 5.1 5.5
Old : 100.0: 13.6 9.6 17.8 63.4 67.0 94.9 94.5: 5.1 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 : 321: 94 102 132 93 97 262 276:
Old : 321: 94 102 132 93 97 262 276:
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 : 25.9 25.9 36.3 33.7 10.5 8.1 15.7 13.0
Old : 25.9 25.9 36.3 33.7 10.5 8.1 15.7 13.0
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 8, 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 : 17,395: 0 0 0 17,395 17,395 17,395 17,395: 0 0
Old : 17,395: 0 0 0 17,395 17,395 17,395 17,395: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 150: 0 0 0 150 150 150 150: 0 0
: : :
: : 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 : 25: 0 0 0 19 19 19 19:
Old : 25: 0 0 0 19 19 19 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 : 69.0 72.6 88.5 89.3 10.0 12.8 14.3 17.2
Old : 69.0 72.6 88.5 89.3 10.0 12.8 14.3 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, May 8, 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 : 70,798: 2,408 10,548 23,158 39,140 31,164 64,706 64,870: 6,092 5,928
Old : 70,798: 2,408 10,548 23,158 39,140 31,164 64,706 64,870: 6,092 5,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 416: 61 -491 -477 69 273 -347 -695: 763 1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 14.9 32.7 55.3 44.0 91.4 91.6: 8.6 8.4
Old : 100.0: 3.4 14.9 32.7 55.3 44.0 91.4 91.6: 8.6 8.4
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: 8 6 13 17 17 30 31:
Old : 31: 8 6 13 17 17 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 : 33.4 32.0 53.9 54.6 9.0 13.8 14.6 17.8
Old : 33.4 32.0 53.9 54.6 9.0 13.8 14.6 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 8, 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 : 20,373: 14,074 2,201 301 3,229 17,586 17,604 20,088: 2,769 285
Old : 20,373: 14,074 2,201 301 3,229 17,586 17,604 20,088: 2,769 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 268: 364 -33 -16 -198 41 150 -8: 118 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 10.8 1.5 15.8 86.3 86.4 98.6: 13.6 1.4
Old : 100.0: 69.1 10.8 1.5 15.8 86.3 86.4 98.6: 13.6 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 : 142: 90 8 4 15 28 109 39:
Old : 142: 90 8 4 15 28 109 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 : 27.8 43.6 40.9 65.8 27.8 43.6 40.9 65.8
Old : 27.8 43.6 40.9 65.8 27.8 43.6 40.9 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 8, 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 : 15,130: 10,140 1,018 166 1,828 13,072 12,134 14,256: 2,996 874
Old : 15,130: 10,140 1,018 166 1,828 13,072 12,134 14,256: 2,996 874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 478: 478 -86 -17 -43 191 418 88: 60 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 6.7 1.1 12.1 86.4 80.2 94.2: 19.8 5.8
Old : 100.0: 67.0 6.7 1.1 12.1 86.4 80.2 94.2: 19.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 43 7 2 8 28 53 37:
Old : 87: 43 7 2 8 28 53 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 : 23.6 36.7 36.8 56.6 23.6 36.7 36.8 56.6
Old : 23.6 36.7 36.8 56.6 23.6 36.7 36.8 56.6
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 8, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 166,087: 43,717 15,989 12,901 91,153 123,376 147,771 152,266: 18,316 13,821
Old : 166,087: 43,717 15,989 12,901 91,153 123,376 147,771 152,266: 18,316 13,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 669: -1,379 4,891 1,518 667 -5,183 806 1,226: -137 -557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 9.6 7.8 54.9 74.3 89.0 91.7: 11.0 8.3
Old : 100.0: 26.3 9.6 7.8 54.9 74.3 89.0 91.7: 11.0 8.3
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 : 202: 60 37 40 74 92 158 149:
Old : 202: 60 37 40 74 92 158 149:
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 20.3 36.9 31.2 16.3 13.3 24.6 22.3
Old : 25.2 20.3 36.9 31.2 16.3 13.3 24.6 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2007