GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, May 22, 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 : 8,799: 1,575 0 225 5,799 8,524 7,599 8,749: 1,200 50
Old : 8,799: 1,575 0 225 5,799 8,524 7,599 8,749: 1,200 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -25: 0 -1,025 0 -25 1,000 -25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 0.0 2.6 65.9 96.9 86.4 99.4: 13.6 0.6
Old : 100.0: 17.9 0.0 2.6 65.9 96.9 86.4 99.4: 13.6 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 : 22: 1 0 1 18 16 19 17:
Old : 22: 1 0 1 18 16 19 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 : 56.3 59.8 73.6 84.5 41.8 46.5 49.7 60.2
Old : 56.3 59.8 73.6 84.5 41.8 46.5 49.7 60.2
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 22, 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 : 16,215: 0 6,349 21 15,754 8,270 15,775 14,640: 440 1,575
Old : 16,215: 0 6,349 21 15,754 8,270 15,775 14,640: 440 1,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 194: -75 120 -100 901 299 726 319: -532 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 39.2 0.1 97.2 51.0 97.3 90.3: 2.7 9.7
Old : 100.0: 0.0 39.2 0.1 97.2 51.0 97.3 90.3: 2.7 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 2 1 29 26 30 28:
Old : 35: 0 2 1 29 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 : 57.8 57.9 76.2 73.0 50.1 47.6 57.1 51.4
Old : 57.8 57.9 76.2 73.0 50.1 47.6 57.1 51.4
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 22, 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 : 1,909: 0 35 14 1,470 1,317 1,484 1,366: 425 543
Old : 1,909: 0 35 14 1,470 1,317 1,484 1,366: 425 543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 27: 0 -123 0 8 147 8 24: 19 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.7 77.0 69.0 77.7 71.6: 22.3 28.4
Old : 100.0: 0.0 1.8 0.7 77.0 69.0 77.7 71.6: 22.3 28.4
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 : 20: 0 1 1 17 17 18 18:
Old : 20: 0 1 1 17 17 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 : 36.5 34.2 58.3 52.6 28.5 23.6 36.0 30.1
Old : 36.5 34.2 58.3 52.6 28.5 23.6 36.0 30.1
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 22, 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 : 3,253: 0 35 95 2,774 2,594 2,869 2,724: 384 529
Old : 3,253: 0 35 95 2,774 2,594 2,869 2,724: 384 529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 356: 0 -70 -155 491 601 336 376: 20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 2.9 85.3 79.7 88.2 83.7: 11.8 16.3
Old : 100.0: 0.0 1.1 2.9 85.3 79.7 88.2 83.7: 11.8 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 : 34: 0 1 2 27 28 29 30:
Old : 34: 0 1 2 27 28 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 31.8 51.9 50.4 20.2 20.6 30.3 30.4
Old : 30.7 31.8 51.9 50.4 20.2 20.6 30.3 30.4
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 22, 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 : 221,638: 39,404 26,099 29,751 123,104 141,549 192,259 197,399: 29,379 24,239
Old : 221,638: 39,404 26,099 29,751 123,104 141,549 192,259 197,399: 29,379 24,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 12,987: 4,560 1,490 2,162 5,666 11,520 12,388 15,172: 599 -2,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 11.8 13.4 55.5 63.9 86.7 89.1: 13.3 10.9
Old : 100.0: 17.8 11.8 13.4 55.5 63.9 86.7 89.1: 13.3 10.9
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 : 141: 36 25 31 64 71 118 113:
Old : 141: 36 25 31 64 71 118 113:
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 : 24.0 24.3 35.7 34.2 16.6 13.4 24.9 20.2
Old : 24.0 24.3 35.7 34.2 16.6 13.4 24.9 20.2
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 22, 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 : 766,655: 75,234 89,765 262,253 359,846 380,534 697,333 732,552: 69,322 34,103
Old : 766,655: 75,234 89,765 262,253 359,846 380,534 697,333 732,552: 69,322 34,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 4,508: -949 -109 2,000 2,794 4,140 3,845 6,031: 663 -1,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 11.7 34.2 46.9 49.6 91.0 95.6: 9.0 4.4
Old : 100.0: 9.8 11.7 34.2 46.9 49.6 91.0 95.6: 9.0 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 : 211: 52 66 67 80 72 183 161:
Old : 211: 52 66 67 80 72 183 161:
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 : 30.4 32.1 44.7 47.8 12.8 12.6 17.9 17.9
Old : 30.4 32.1 44.7 47.8 12.8 12.6 17.9 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, May 22, 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 : 93,475: 2,062 14,491 2,859 78,548 68,971 83,469 86,321: 10,006 7,154
Old : 93,475: 2,062 14,491 2,859 78,548 68,971 83,469 86,321: 10,006 7,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 600: -244 304 -182 1,148 538 722 660: -122 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 15.5 3.1 84.0 73.8 89.3 92.3: 10.7 7.7
Old : 100.0: 2.2 15.5 3.1 84.0 73.8 89.3 92.3: 10.7 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 : 29: 1 3 2 21 21 23 25:
Old : 29: 1 3 2 21 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 : 48.9 39.9 68.5 59.3 44.3 38.9 55.6 54.1
Old : 48.9 39.9 68.5 59.3 44.3 38.9 55.6 54.1
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 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,182: 476 0 4,933 50,202 51,542 55,611 56,475: 10,571 9,707
Old : 66,182: 476 0 4,933 50,202 51,542 55,611 56,475: 10,571 9,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 5,277: -1,769 -754 1,684 4,161 5,641 4,076 6,571: 1,201 -1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 7.5 75.9 77.9 84.0 85.3: 16.0 14.7
Old : 100.0: 0.7 0.0 7.5 75.9 77.9 84.0 85.3: 16.0 14.7
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: 2 0 2 25 20 27 22:
Old : 32: 2 0 2 25 20 27 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 : 29.9 46.5 49.0 61.1 27.7 41.9 43.9 51.3
Old : 29.9 46.5 49.0 61.1 27.7 41.9 43.9 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, May 22, 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 : 126,546: 14,337 1,292 4,441 98,072 112,197 116,850 117,930: 9,696 8,616
Old : 126,546: 14,337 1,292 4,441 98,072 112,197 116,850 117,930: 9,696 8,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 1,882: 2,440 348 -3,112 3,046 4,830 2,374 2,066: -492 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 1.0 3.5 77.5 88.7 92.3 93.2: 7.7 6.8
Old : 100.0: 11.3 1.0 3.5 77.5 88.7 92.3 93.2: 7.7 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 : 38: 3 1 4 25 29 29 33:
Old : 38: 3 1 4 25 29 29 33:
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 : 47.3 46.2 62.8 60.1 43.7 43.6 55.8 54.2
Old : 47.3 46.2 62.8 60.1 43.7 43.6 55.8 54.2
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 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,198: 16,920 4,021 7,213 48,556 64,094 72,689 75,328: 12,509 9,870
Old : 85,198: 16,920 4,021 7,213 48,556 64,094 72,689 75,328: 12,509 9,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -49: 0 -1,288 1,288 -2,315 566 -1,027 566: 978 -615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 4.7 8.5 57.0 75.2 85.3 88.4: 14.7 11.6
Old : 100.0: 19.9 4.7 8.5 57.0 75.2 85.3 88.4: 14.7 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 2 17 19 21 22:
Old : 28: 2 3 2 17 19 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 : 41.2 50.7 58.7 68.5 38.6 47.4 51.7 57.1
Old : 41.2 50.7 58.7 68.5 38.6 47.4 51.7 57.1
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 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,689: 8,100 0 6,803 67,300 72,590 82,203 79,393: 3,486 6,296
Old : 85,689: 8,100 0 6,803 67,300 72,590 82,203 79,393: 3,486 6,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 3,173: 3,489 -407 -504 188 3,288 3,173 2,377: 0 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 7.9 78.5 84.7 95.9 92.7: 4.1 7.3
Old : 100.0: 9.5 0.0 7.9 78.5 84.7 95.9 92.7: 4.1 7.3
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 : 32: 4 0 4 20 22 24 26:
Old : 32: 4 0 4 20 22 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 49.6 71.6 67.6 44.6 43.6 60.0 58.9
Old : 51.9 49.6 71.6 67.6 44.6 43.6 60.0 58.9
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 22, 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 : 70,890: 8,828 0 1,989 54,830 60,204 65,647 62,193: 5,243 8,697
Old : 70,890: 8,828 0 1,989 54,830 60,204 65,647 62,193: 5,243 8,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 5,073: 1,422 0 -212 4,117 3,021 5,327 2,809: -254 2,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 0.0 2.8 77.3 84.9 92.6 87.7: 7.4 12.3
Old : 100.0: 12.5 0.0 2.8 77.3 84.9 92.6 87.7: 7.4 12.3
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 : 31: 2 0 2 19 23 21 25:
Old : 31: 2 0 2 19 23 21 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 : 59.9 34.9 78.2 56.4 55.8 34.8 66.1 52.8
Old : 59.9 34.9 78.2 56.4 55.8 34.8 66.1 52.8
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 22, 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 : 92,946: 2,601 1,424 5,020 77,187 74,857 84,808 81,301: 8,138 11,645
Old : 92,946: 2,601 1,424 5,020 77,187 74,857 84,808 81,301: 8,138 11,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 2,577: -364 -537 335 3,308 647 3,279 445: -702 2,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.5 5.4 83.0 80.5 91.2 87.5: 8.8 12.5
Old : 100.0: 2.8 1.5 5.4 83.0 80.5 91.2 87.5: 8.8 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 2 2 25 31 28 34:
Old : 39: 2 2 2 25 31 28 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 : 46.6 27.2 67.0 44.3 32.3 21.4 48.5 35.9
Old : 46.6 27.2 67.0 44.3 32.3 21.4 48.5 35.9
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 22, 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 : 90,552: 186 7,648 3,610 75,109 69,176 78,905 80,434: 11,647 10,118
Old : 90,552: 186 7,648 3,610 75,109 69,176 78,905 80,434: 11,647 10,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 4,529: 186 742 540 3,469 4,560 4,195 5,842: 334 -1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 8.4 4.0 82.9 76.4 87.1 88.8: 12.9 11.2
Old : 100.0: 0.2 8.4 4.0 82.9 76.4 87.1 88.8: 12.9 11.2
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 : 32: 1 2 3 22 19 25 22:
Old : 32: 1 2 3 22 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 : 41.8 38.7 61.8 62.5 38.9 35.5 56.5 55.2
Old : 41.8 38.7 61.8 62.5 38.9 35.5 56.5 55.2
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 22, 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 : 37,915: 6,430 2,568 1,467 26,685 27,110 34,582 31,145: 3,333 6,770
Old : 37,915: 6,430 2,568 1,467 26,685 27,110 34,582 31,145: 3,333 6,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 480: -520 0 270 300 30 50 300: 430 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 6.8 3.9 70.4 71.5 91.2 82.1: 8.8 17.9
Old : 100.0: 17.0 6.8 3.9 70.4 71.5 91.2 82.1: 8.8 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 50.4 46.0 73.6 69.2 41.2 46.0 62.6 63.7
Old : 50.4 46.0 73.6 69.2 41.2 46.0 62.6 63.7
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 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 78,619: 9,321 787 2,943 61,881 67,933 74,145 71,663: 4,474 6,956
Old : 78,619: 9,321 787 2,943 61,881 67,933 74,145 71,663: 4,474 6,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -307: -69 -92 -1,088 1,156 1,147 -1 -33: -306 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 1.0 3.7 78.7 86.4 94.3 91.2: 5.7 8.8
Old : 100.0: 11.9 1.0 3.7 78.7 86.4 94.3 91.2: 5.7 8.8
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: 2 2 3 27 24 31 27:
Old : 35: 2 2 3 27 24 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 41.6 60.6 59.1 28.0 34.0 42.0 46.7
Old : 38.8 41.6 60.6 59.1 28.0 34.0 42.0 46.7
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 22, 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 : 117,392: 928 16,703 7,160 99,971 79,415 108,059 103,278: 9,333 14,114
Old : 117,392: 928 16,703 7,160 99,971 79,415 108,059 103,278: 9,333 14,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -1,113: -1,244 818 91 -390 -849 -1,543 60: 430 -1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 14.2 6.1 85.2 67.6 92.0 88.0: 8.0 12.0
Old : 100.0: 0.8 14.2 6.1 85.2 67.6 92.0 88.0: 8.0 12.0
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 : 41: 1 5 3 27 26 30 32:
Old : 41: 1 5 3 27 26 30 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 : 40.6 30.2 58.5 46.4 38.7 26.2 53.5 39.5
Old : 40.6 30.2 58.5 46.4 38.7 26.2 53.5 39.5
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 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,996: 0 6,907 1,289 47,894 44,023 49,183 52,219: 12,813 9,777
Old : 61,996: 0 6,907 1,289 47,894 44,023 49,183 52,219: 12,813 9,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 1,221: 0 127 -32 1,302 1,620 1,270 1,715: -49 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.1 2.1 77.3 71.0 79.3 84.2: 20.7 15.8
Old : 100.0: 0.0 11.1 2.1 77.3 71.0 79.3 84.2: 20.7 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 19 19 21 21:
Old : 27: 0 2 2 19 19 21 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 : 40.7 42.3 59.0 65.0 40.3 40.4 56.7 61.4
Old : 40.7 42.3 59.0 65.0 40.3 40.4 56.7 61.4
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 22, 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 : 167,827: 3,611 21,101 14,353 137,337 126,501 155,301 161,955: 12,526 5,872
Old : 167,827: 3,611 21,101 14,353 137,337 126,501 155,301 161,955: 12,526 5,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -103: 613 -3,398 1,510 -3,644 2,142 -1,521 254: 1,418 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 12.6 8.6 81.8 75.4 92.5 96.5: 7.5 3.5
Old : 100.0: 2.2 12.6 8.6 81.8 75.4 92.5 96.5: 7.5 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 36 36 44 45:
Old : 49: 3 6 8 36 36 44 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 : 37.5 35.0 53.6 55.8 33.5 32.3 42.5 44.3
Old : 37.5 35.0 53.6 55.8 33.5 32.3 42.5 44.3
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 22, 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 : 92,970: 12 6,776 4,142 82,773 71,676 86,927 82,594: 6,043 10,376
Old : 92,970: 12 6,776 4,142 82,773 71,676 86,927 82,594: 6,043 10,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -2,982: -1,003 -1,084 -75 -1,475 363 -2,553 -796: -429 -2,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 4.5 89.0 77.1 93.5 88.8: 6.5 11.2
Old : 100.0: 0.0 7.3 4.5 89.0 77.1 93.5 88.8: 6.5 11.2
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 : 34: 1 4 4 22 21 26 26:
Old : 34: 1 4 4 22 21 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 38.0 71.2 57.4 53.5 32.3 65.6 49.1
Old : 55.8 38.0 71.2 57.4 53.5 32.3 65.6 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, May 22, 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 : 56,323: 0 8,324 0 53,298 42,701 53,298 51,025: 3,025 5,298
Old : 56,323: 0 8,324 0 53,298 42,701 53,298 51,025: 3,025 5,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.8 0.0 94.6 75.8 94.6 90.6: 5.4 9.4
Old : 100.0: 0.0 14.8 0.0 94.6 75.8 94.6 90.6: 5.4 9.4
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 2 0 13 15 13 17:
Old : 21: 0 2 0 13 15 13 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 : 72.1 51.7 91.9 75.6 71.3 50.8 80.5 68.5
Old : 72.1 51.7 91.9 75.6 71.3 50.8 80.5 68.5
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 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 280,981: 16,928 480 8,505 245,374 262,472 270,807 271,457: 10,174 9,524
Old : 280,981: 16,928 480 8,505 245,374 262,472 270,807 271,457: 10,174 9,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 2,353: -2,475 0 2,189 3,719 990 3,433 3,179: -1,080 -826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.2 3.0 87.3 93.4 96.4 96.6: 3.6 3.4
Old : 100.0: 6.0 0.2 3.0 87.3 93.4 96.4 96.6: 3.6 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 : 59: 7 1 7 42 46 49 54:
Old : 59: 7 1 7 42 46 49 54:
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 52.3 55.5 64.3 33.8 45.4 48.7 55.6
Old : 36.1 52.3 55.5 64.3 33.8 45.4 48.7 55.6
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 22, 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 : 186,964: 6,893 7,831 16,005 149,391 155,180 172,289 179,016: 14,675 7,948
Old : 186,964: 6,893 7,831 16,005 149,391 155,180 172,289 179,016: 14,675 7,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 3,693: -481 42 -19 4,515 2,543 4,015 2,566: -322 1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 4.2 8.6 79.9 83.0 92.2 95.7: 7.8 4.3
Old : 100.0: 3.7 4.2 8.6 79.9 83.0 92.2 95.7: 7.8 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 : 47: 2 3 4 38 34 42 39:
Old : 47: 2 3 4 38 34 42 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 : 34.1 38.8 49.6 61.2 28.0 35.1 39.9 47.6
Old : 34.1 38.8 49.6 61.2 28.0 35.1 39.9 47.6
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 22, 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 : 183,221: 10,265 6,982 13,770 136,351 148,808 160,386 169,560: 22,835 13,661
Old : 183,221: 10,265 6,982 13,770 136,351 148,808 160,386 169,560: 22,835 13,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 2,007: -3,117 -284 1,703 1,020 -268 -394 1,151: 2,401 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 3.8 7.5 74.4 81.2 87.5 92.5: 12.5 7.5
Old : 100.0: 5.6 3.8 7.5 74.4 81.2 87.5 92.5: 12.5 7.5
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 : 45: 4 3 6 32 34 39 40:
Old : 45: 4 3 6 32 34 39 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 : 30.7 42.4 47.3 60.0 27.2 40.9 41.7 52.5
Old : 30.7 42.4 47.3 60.0 27.2 40.9 41.7 52.5
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 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,641: 0 3,206 2,158 40,906 37,899 43,064 43,263: 12,577 12,378
Old : 55,641: 0 3,206 2,158 40,906 37,899 43,064 43,263: 12,577 12,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 3,693: 0 11 77 3,460 3,881 3,537 3,969: 156 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.8 3.9 73.5 68.1 77.4 77.8: 22.6 22.2
Old : 100.0: 0.0 5.8 3.9 73.5 68.1 77.4 77.8: 22.6 22.2
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 : 23: 0 1 1 19 18 20 19:
Old : 23: 0 1 1 19 18 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 : 42.8 40.6 60.7 59.8 34.9 35.0 50.5 50.1
Old : 42.8 40.6 60.7 59.8 34.9 35.0 50.5 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, May 22, 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 : 257,183: 30,315 5,663 24,305 183,992 214,124 238,612 244,092: 18,571 13,091
Old : 257,183: 30,315 5,663 24,305 183,992 214,124 238,612 244,092: 18,571 13,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 9,234: 538 1,607 54 4,916 5,706 5,508 7,367: 3,726 1,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 2.2 9.5 71.5 83.3 92.8 94.9: 7.2 5.1
Old : 100.0: 11.8 2.2 9.5 71.5 83.3 92.8 94.9: 7.2 5.1
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 : 54: 7 4 7 39 39 50 46:
Old : 54: 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 : 29.0 35.9 44.1 52.6 23.1 29.9 33.7 39.8
Old : 29.0 35.9 44.1 52.6 23.1 29.9 33.7 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, May 22, 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 : 67,582: 831 6,378 3,346 56,002 48,213 60,179 57,937: 7,403 9,645
Old : 67,582: 831 6,378 3,346 56,002 48,213 60,179 57,937: 7,403 9,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 728: -541 255 -205 1,722 2,820 976 2,870: -248 -2,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 9.4 5.0 82.9 71.3 89.0 85.7: 11.0 14.3
Old : 100.0: 1.2 9.4 5.0 82.9 71.3 89.0 85.7: 11.0 14.3
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 : 30: 1 2 3 22 21 25 24:
Old : 30: 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 : 36.4 28.5 59.6 49.2 33.3 22.2 49.7 35.8
Old : 36.4 28.5 59.6 49.2 33.3 22.2 49.7 35.8
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 22, 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 : 2,549,885: 210,586 64,282 796,440 1,510,851 1,674,226 2,517,877 2,534,948: 32,008 14,937
Old : 2,549,885: 210,586 64,282 796,440 1,510,851 1,674,226 2,517,877 2,534,948: 32,008 14,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 27,239: 12,076 -1,597 1,661 13,808 26,894 27,545 26,958: -306 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 2.5 31.2 59.3 65.7 98.7 99.4: 1.3 0.6
Old : 100.0: 8.3 2.5 31.2 59.3 65.7 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 : 161: 37 16 43 104 90 156 135:
Old : 161: 37 16 43 104 90 156 135:
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 : 31.4 39.3 45.0 53.6 8.2 18.7 13.0 22.5
Old : 31.4 39.3 45.0 53.6 8.2 18.7 13.0 22.5
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 22, 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 : 1,066,533: 120,244 316,910 187,527 755,369 558,758 1,063,140 1,063,195: 3,393 3,338
Old : 1,066,533: 120,244 316,910 187,527 755,369 558,758 1,063,140 1,063,195: 3,393 3,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 2,774: 5,393 8,914 -569 -1,499 -4,563 3,325 3,782: -551 -1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 29.7 17.6 70.8 52.4 99.7 99.7: 0.3 0.3
Old : 100.0: 11.3 29.7 17.6 70.8 52.4 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 18 22 32 39 38 73 76:
Old : 79: 18 22 32 39 38 73 76:
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 42.2 65.0 62.7 37.7 28.7 46.6 39.9
Old : 49.4 42.2 65.0 62.7 37.7 28.7 46.6 39.9
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 22, 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 : 38,556: 2,007 976 975 34,950 36,245 37,932 38,196: 624 360
Old : 38,556: 2,007 976 975 34,950 36,245 37,932 38,196: 624 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 103: 116 0 4 200 339 320 343: -217 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.5 2.5 90.6 94.0 98.4 99.1: 1.6 0.9
Old : 100.0: 5.2 2.5 2.5 90.6 94.0 98.4 99.1: 1.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 5 3 6 38 34 46 40:
Old : 50: 5 3 6 38 34 46 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 44.9 68.8 65.6 40.2 41.9 48.6 53.7
Old : 50.8 44.9 68.8 65.6 40.2 41.9 48.6 53.7
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 22, 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 : 17,491: 810 0 726 15,890 16,534 17,426 17,260: 65 231
Old : 17,491: 810 0 726 15,890 16,534 17,426 17,260: 65 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 134: 0 0 0 134 134 134 134: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 4.2 90.8 94.5 99.6 98.7: 0.4 1.3
Old : 100.0: 4.6 0.0 4.2 90.8 94.5 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 : 25: 1 0 1 14 18 15 19:
Old : 25: 1 0 1 14 18 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 77.1 87.0 91.8 39.6 61.3 59.3 64.7
Old : 64.1 77.1 87.0 91.8 39.6 61.3 59.3 64.7
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 22, 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 : 16,781: 1,686 0 192 14,585 15,843 16,463 16,035: 318 746
Old : 16,781: 1,686 0 192 14,585 15,843 16,463 16,035: 318 746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.0 1.1 86.9 94.4 98.1 95.6: 1.9 4.4
Old : 100.0: 10.0 0.0 1.1 86.9 94.4 98.1 95.6: 1.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 52.5 80.9 74.3 46.7 37.0 61.5 51.4
Old : 61.6 52.5 80.9 74.3 46.7 37.0 61.5 51.4
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 22, 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 : 13,910: 960 60 110 12,070 13,250 13,140 13,420: 770 490
Old : 13,910: 960 60 110 12,070 13,250 13,140 13,420: 770 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 113: 0 0 0 113 117 113 117: 0 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.4 0.8 86.8 95.3 94.5 96.5: 5.5 3.5
Old : 100.0: 6.9 0.4 0.8 86.8 95.3 94.5 96.5: 5.5 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 : 23: 1 1 1 16 13 17 15:
Old : 23: 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 : 48.5 78.4 71.5 90.1 46.3 71.9 62.6 78.7
Old : 48.5 78.4 71.5 90.1 46.3 71.9 62.6 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, May 22, 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 : 30,463: 973 100 503 28,077 29,578 29,553 30,181: 910 282
Old : 30,463: 973 100 503 28,077 29,578 29,553 30,181: 910 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -78: 10 100 -10 162 72 162 162: -240 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.3 1.7 92.2 97.1 97.0 99.1: 3.0 0.9
Old : 100.0: 3.2 0.3 1.7 92.2 97.1 97.0 99.1: 3.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 2 23 22 26 24:
Old : 33: 2 1 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 : 52.7 49.5 71.5 72.5 38.2 36.4 49.8 51.3
Old : 52.7 49.5 71.5 72.5 38.2 36.4 49.8 51.3
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 22, 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 : 27,496: 340 664 1,540 24,840 24,908 26,720 27,112: 776 384
Old : 27,496: 340 664 1,540 24,840 24,908 26,720 27,112: 776 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 180: 0 0 0 180 180 180 180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.4 5.6 90.3 90.6 97.2 98.6: 2.8 1.4
Old : 100.0: 1.2 2.4 5.6 90.3 90.6 97.2 98.6: 2.8 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 : 24: 2 1 1 18 14 20 16:
Old : 24: 2 1 1 18 14 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 57.9 77.3 83.6 39.0 44.8 51.7 57.0
Old : 58.1 57.9 77.3 83.6 39.0 44.8 51.7 57.0
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 22, 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 : 10,496: 0 288 552 9,162 9,020 9,714 9,860: 782 636
Old : 10,496: 0 288 552 9,162 9,020 9,714 9,860: 782 636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 32: 0 0 0 32 32 32 32: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 5.3 87.3 85.9 92.5 93.9: 7.5 6.1
Old : 100.0: 0.0 2.7 5.3 87.3 85.9 92.5 93.9: 7.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 2 14 14 16 16:
Old : 21: 0 2 2 14 14 16 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 : 59.8 56.6 82.4 79.1 52.9 45.2 59.6 54.1
Old : 59.8 56.6 82.4 79.1 52.9 45.2 59.6 54.1
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 22, 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 : 1,350,183: 175,892 122,431 251,029 854,885 899,264 1,281,806 1,272,724: 68,377 77,459
Old : 1,350,183: 175,892 122,431 251,029 854,885 899,264 1,281,806 1,272,724: 68,377 77,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -98,714: -16,382 -25,271 -3,356 -68,072 -38,027 -87,810 -66,654: -10,904 -32,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 9.1 18.6 63.3 66.6 94.9 94.3: 5.1 5.7
Old : 100.0: 13.0 9.1 18.6 63.3 66.6 94.9 94.3: 5.1 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 89 100 126 90 96 258 270:
Old : 316: 89 100 126 90 96 258 270:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 26.7 38.7 34.9 11.8 7.9 16.6 12.7
Old : 28.1 26.7 38.7 34.9 11.8 7.9 16.6 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders - Futures Only, May 22, 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 : 95,429: 23,127 8,614 3,179 44,177 46,369 70,483 58,162: 24,946 37,267
Old : 95,429: 23,127 8,614 3,179 44,177 46,369 70,483 58,162: 24,946 37,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 1,144: 438 554 -429 721 18 730 143: 414 1,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 9.0 3.3 46.3 48.6 73.9 60.9: 26.1 39.1
Old : 100.0: 24.2 9.0 3.3 46.3 48.6 73.9 60.9: 26.1 39.1
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 : 20: 3 3 4 14 13 19 18:
Old : 20: 3 3 4 14 13 19 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 : 43.7 34.3 61.8 50.3 42.2 32.8 57.2 47.0
Old : 43.7 34.3 61.8 50.3 42.2 32.8 57.2 47.0
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 22, 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 : 18,445: 0 0 0 18,295 18,445 18,295 18,445: 150 0
Old : 18,445: 0 0 0 18,295 18,445 18,295 18,445: 150 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 600: 0 0 0 450 600 450 600: 150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 100.0 99.2 100.0: 0.8 0.0
Old : 100.0: 0.0 0.0 0.0 99.2 100.0 99.2 100.0: 0.8 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 : 66.4 69.6 86.1 87.6 9.5 12.4 13.8 16.3
Old : 66.4 69.6 86.1 87.6 9.5 12.4 13.8 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, May 22, 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 : 65,021: 2,651 15,850 17,737 39,645 26,443 60,033 60,030: 4,988 4,991
Old : 65,021: 2,651 15,850 17,737 39,645 26,443 60,033 60,030: 4,988 4,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -6,286: -681 5,529 -5,369 436 -5,024 -5,614 -4,864: -672 -1,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 24.4 27.3 61.0 40.7 92.3 92.3: 7.7 7.7
Old : 100.0: 4.1 24.4 27.3 61.0 40.7 92.3 92.3: 7.7 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 : 31: 5 9 12 17 17 30 30:
Old : 31: 5 9 12 17 17 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 35.6 57.6 59.7 14.2 20.2 21.3 25.3
Old : 35.6 35.6 57.6 59.7 14.2 20.2 21.3 25.3
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 22, 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 : 19,106: 12,517 2,327 507 3,449 15,880 16,473 18,714: 2,633 392
Old : 19,106: 12,517 2,327 507 3,449 15,880 16,473 18,714: 2,633 392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -869: -391 84 169 -428 -1,073 -650 -820: -219 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 12.2 2.7 18.1 83.1 86.2 97.9: 13.8 2.1
Old : 100.0: 65.5 12.2 2.7 18.1 83.1 86.2 97.9: 13.8 2.1
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 : 130: 77 11 6 14 26 96 41:
Old : 130: 77 11 6 14 26 96 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 44.6 46.3 67.6 33.8 44.6 46.3 67.5
Old : 33.8 44.6 46.3 67.6 33.8 44.6 46.3 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, May 22, 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 : 15,141: 10,248 1,283 114 2,062 12,981 12,424 14,378: 2,717 763
Old : 15,141: 10,248 1,283 114 2,062 12,981 12,424 14,378: 2,717 763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -940: -870 284 -8 131 -1,083 -747 -807: -193 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 8.5 0.8 13.6 85.7 82.1 95.0: 17.9 5.0
Old : 100.0: 67.7 8.5 0.8 13.6 85.7 82.1 95.0: 17.9 5.0
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 : 83: 41 8 3 9 27 51 38:
Old : 83: 41 8 3 9 27 51 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 : 29.9 40.0 41.4 57.3 29.9 40.0 41.4 57.3
Old : 29.9 40.0 41.4 57.3 29.9 40.0 41.4 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, May 22, 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 : 181,135: 45,030 17,615 13,495 103,342 133,689 161,867 164,799: 19,268 16,336
Old : 181,135: 45,030 17,615 13,495 103,342 133,689 161,867 164,799: 19,268 16,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 6,862: -1,202 972 -165 7,387 5,997 6,020 6,804: 842 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 9.7 7.5 57.1 73.8 89.4 91.0: 10.6 9.0
Old : 100.0: 24.9 9.7 7.5 57.1 73.8 89.4 91.0: 10.6 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 66 32 38 84 91 168 146:
Old : 204: 66 32 38 84 91 168 146:
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 : 22.6 22.4 33.2 33.2 14.6 15.7 21.6 22.9
Old : 22.6 22.4 33.2 33.2 14.6 15.7 21.6 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, May 22, 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 : 4,000: 300 75 0 3,700 3,775 4,000 3,850: 0 150
Old : 4,000: 300 75 0 3,700 3,775 4,000 3,850: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 1.9 0.0 92.5 94.4 100.0 96.3: 0.0 3.8
Old : 100.0: 7.5 1.9 0.0 92.5 94.4 100.0 96.3: 0.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 10 14 11 15:
Old : 21: 1 1 0 10 14 11 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 : 72.5 63.8 93.1 81.9 60.6 62.5 73.1 70.6
Old : 72.5 63.8 93.1 81.9 60.6 62.5 73.1 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2007