GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 4,812: 125 168 150 4,337 4,049 4,612 4,367: 200 445
Old : 4,812: 125 168 150 4,337 4,049 4,612 4,367: 200 445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -150: 0 168 0 -100 -318 -100 -150: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 3.5 3.1 90.1 84.1 95.8 90.8: 4.2 9.2
Old : 100.0: 2.6 3.5 3.1 90.1 84.1 95.8 90.8: 4.2 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 17 18 19 21:
Old : 27: 1 1 2 17 18 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 48.3 79.9 67.0 51.5 44.5 60.7 54.0
Old : 61.3 48.3 79.9 67.0 51.5 44.5 60.7 54.0
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 16,895: 578 6,844 159 16,038 9,662 16,775 16,665: 120 230
Old : 16,895: 578 6,844 159 16,038 9,662 16,775 16,665: 120 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 1,283: 303 0 0 1,040 1,343 1,343 1,343: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 40.5 0.9 94.9 57.2 99.3 98.6: 0.7 1.4
Old : 100.0: 3.4 40.5 0.9 94.9 57.2 99.3 98.6: 0.7 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 : 45: 4 1 1 35 31 40 32:
Old : 45: 4 1 1 35 31 40 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 : 57.1 65.4 72.6 76.3 56.6 61.1 65.7 69.2
Old : 57.1 65.4 72.6 76.3 56.6 61.1 65.7 69.2
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 2,973: 30 0 0 2,158 2,283 2,188 2,283: 785 690
Old : 2,973: 30 0 0 2,158 2,283 2,188 2,283: 785 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 182: 30 0 0 197 162 227 162: -45 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 72.6 76.8 73.6 76.8: 26.4 23.2
Old : 100.0: 1.0 0.0 0.0 72.6 76.8 73.6 76.8: 26.4 23.2
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 : 24: 1 0 0 21 22 22 22:
Old : 24: 1 0 0 21 22 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 : 34.8 29.4 51.3 52.2 24.1 26.4 34.4 38.1
Old : 34.8 29.4 51.3 52.2 24.1 26.4 34.4 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 247,158: 21,267 38,123 38,827 150,242 130,172 210,336 207,123: 36,822 40,035
Old : 247,158: 21,267 38,123 38,827 150,242 130,172 210,336 207,123: 36,822 40,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -4,208: 783 2,383 6 -4,844 -6,905 -4,055 -4,517: -152 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 15.4 15.7 60.8 52.7 85.1 83.8: 14.9 16.2
Old : 100.0: 8.6 15.4 15.7 60.8 52.7 85.1 83.8: 14.9 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 30 43 41 67 68 120 131:
Old : 146: 30 43 41 67 68 120 131:
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 : 25.3 18.0 37.1 28.0 19.4 9.8 26.7 15.3
Old : 25.3 18.0 37.1 28.0 19.4 9.8 26.7 15.3
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 1,445,632: 84,336 102,627 669,773 621,476 630,155 1,375,586 1,402,555: 70,046 43,077
Old : 1,445,632: 84,336 102,627 669,773 621,476 630,155 1,375,586 1,402,555: 70,046 43,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 38,740: -9,614 -13,466 34,941 11,376 16,517 36,703 37,992: 2,037 749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 7.1 46.3 43.0 43.6 95.2 97.0: 4.8 3.0
Old : 100.0: 5.8 7.1 46.3 43.0 43.6 95.2 97.0: 4.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 58 84 104 89 80 208 211:
Old : 236: 58 84 104 89 80 208 211:
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 : 36.6 35.1 49.6 51.9 7.2 6.4 9.2 9.2
Old : 36.6 35.1 49.6 51.9 7.2 6.4 9.2 9.2
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 93,575: 2,740 11,365 3,690 77,349 70,374 83,779 85,429: 9,796 8,146
Old : 93,575: 2,740 11,365 3,690 77,349 70,374 83,779 85,429: 9,796 8,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 830: -194 0 543 3,352 3,241 3,701 3,784: -2,871 -2,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 12.1 3.9 82.7 75.2 89.5 91.3: 10.5 8.7
Old : 100.0: 2.9 12.1 3.9 82.7 75.2 89.5 91.3: 10.5 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 3 23 25 26 28:
Old : 30: 2 1 3 23 25 26 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 : 46.3 38.5 66.2 62.2 41.1 35.5 50.9 50.0
Old : 46.3 38.5 66.2 62.2 41.1 35.5 50.9 50.0
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 46,072: 430 2,316 2,922 35,017 28,202 38,369 33,440: 7,703 12,632
Old : 46,072: 430 2,316 2,922 35,017 28,202 38,369 33,440: 7,703 12,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 1,692: -1,927 1,483 1,175 2,719 -1,526 1,967 1,132: -275 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 5.0 6.3 76.0 61.2 83.3 72.6: 16.7 27.4
Old : 100.0: 0.9 5.0 6.3 76.0 61.2 83.3 72.6: 16.7 27.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 2 21 21 24 23:
Old : 30: 1 2 2 21 21 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 31.9 54.9 49.5 30.3 24.7 45.8 36.3
Old : 32.6 31.9 54.9 49.5 30.3 24.7 45.8 36.3
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 128,151: 6,405 2,648 2,114 116,369 116,492 124,888 121,254: 3,263 6,897
Old : 128,151: 6,405 2,648 2,114 116,369 116,492 124,888 121,254: 3,263 6,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 4,916: 1,582 1,222 304 4,612 3,266 6,498 4,792: -1,582 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 2.1 1.6 90.8 90.9 97.5 94.6: 2.5 5.4
Old : 100.0: 5.0 2.1 1.6 90.8 90.9 97.5 94.6: 2.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 1 3 33 33 37 36:
Old : 48: 3 1 3 33 33 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 53.8 71.1 69.9 53.6 52.3 68.2 68.3
Old : 53.7 53.8 71.1 69.9 53.6 52.3 68.2 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 76,553: 18,256 0 0 45,622 64,216 63,878 64,216: 12,675 12,337
Old : 76,553: 18,256 0 0 45,622 64,216 63,878 64,216: 12,675 12,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 4,779: 834 0 0 995 2,853 1,829 2,853: 2,950 1,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 0.0 0.0 59.6 83.9 83.4 83.9: 16.6 16.1
Old : 100.0: 23.8 0.0 0.0 59.6 83.9 83.4 83.9: 16.6 16.1
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 : 27: 2 0 0 20 18 22 18:
Old : 27: 2 0 0 20 18 22 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 : 45.6 54.4 65.5 69.6 45.1 52.9 61.9 63.1
Old : 45.6 54.4 65.5 69.6 45.1 52.9 61.9 63.1
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 78,970: 3,183 1,110 6,271 65,523 66,165 74,977 73,546: 3,993 5,424
Old : 78,970: 3,183 1,110 6,271 65,523 66,165 74,977 73,546: 3,993 5,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 5,909: 342 -586 1,150 4,210 4,187 5,702 4,751: 207 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.4 7.9 83.0 83.8 94.9 93.1: 5.1 6.9
Old : 100.0: 4.0 1.4 7.9 83.0 83.8 94.9 93.1: 5.1 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 4 20 19 24 23:
Old : 27: 2 2 4 20 19 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 44.6 77.3 68.6 48.6 38.6 61.0 57.4
Old : 57.8 44.6 77.3 68.6 48.6 38.6 61.0 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 68,215: 2,618 326 4,377 51,427 56,435 58,422 61,138: 9,793 7,077
Old : 68,215: 2,618 326 4,377 51,427 56,435 58,422 61,138: 9,793 7,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 3,829: 852 120 355 439 3,444 1,646 3,919: 2,183 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.5 6.4 75.4 82.7 85.6 89.6: 14.4 10.4
Old : 100.0: 3.8 0.5 6.4 75.4 82.7 85.6 89.6: 14.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 19 20 21 22:
Old : 26: 1 1 2 19 20 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 41.4 76.4 61.8 53.3 40.1 58.7 54.1
Old : 62.1 41.4 76.4 61.8 53.3 40.1 58.7 54.1
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 94,551: 4,130 2,490 4,863 76,738 78,256 85,731 85,609: 8,820 8,942
Old : 94,551: 4,130 2,490 4,863 76,738 78,256 85,731 85,609: 8,820 8,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -2,672: 0 -3,283 981 -3,435 -1,450 -2,454 -3,752: -218 1,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.6 5.1 81.2 82.8 90.7 90.5: 9.3 9.5
Old : 100.0: 4.4 2.6 5.1 81.2 82.8 90.7 90.5: 9.3 9.5
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 : 40: 2 1 2 29 28 32 30:
Old : 40: 2 1 2 29 28 32 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 : 36.9 32.8 56.3 53.3 25.6 22.8 41.2 37.1
Old : 36.9 32.8 56.3 53.3 25.6 22.8 41.2 37.1
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 with Delta-adjusted Options and Futures Combined, January 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 79,294: 0 8,866 1,435 64,554 63,162 65,989 73,463: 13,305 5,831
Old : 79,294: 0 8,866 1,435 64,554 63,162 65,989 73,463: 13,305 5,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 1,699: 0 4,228 -137 3,092 -22 2,955 4,069: -1,256 -2,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.2 1.8 81.4 79.7 83.2 92.6: 16.8 7.4
Old : 100.0: 0.0 11.2 1.8 81.4 79.7 83.2 92.6: 16.8 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 : 27: 0 2 2 22 18 24 20:
Old : 27: 0 2 2 22 18 24 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 : 42.2 47.3 62.6 70.0 37.0 43.8 53.9 64.4
Old : 42.2 47.3 62.6 70.0 37.0 43.8 53.9 64.4
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 65,316: 4,602 3,542 0 52,734 55,158 57,336 58,700: 7,980 6,616
Old : 65,316: 4,602 3,542 0 52,734 55,158 57,336 58,700: 7,980 6,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 2,532: 248 0 0 1,948 2,465 2,196 2,465: 336 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 5.4 0.0 80.7 84.4 87.8 89.9: 12.2 10.1
Old : 100.0: 7.0 5.4 0.0 80.7 84.4 87.8 89.9: 12.2 10.1
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 : 30: 2 1 0 21 22 23 23:
Old : 30: 2 1 0 21 22 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 43.7 60.5 63.9 40.1 39.9 54.2 58.0
Old : 44.1 43.7 60.5 63.9 40.1 39.9 54.2 58.0
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 99,264: 1,867 4,669 4,910 79,446 78,614 86,223 88,193: 13,041 11,071
Old : 99,264: 1,867 4,669 4,910 79,446 78,614 86,223 88,193: 13,041 11,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 3,354: -1,616 745 -241 5,858 2,784 4,001 3,288: -647 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 4.7 4.9 80.0 79.2 86.9 88.8: 13.1 11.2
Old : 100.0: 1.9 4.7 4.9 80.0 79.2 86.9 88.8: 13.1 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 : 37: 1 2 2 28 25 30 28:
Old : 37: 1 2 2 28 25 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 : 26.9 38.7 46.6 59.4 23.3 33.3 38.0 46.1
Old : 26.9 38.7 46.6 59.4 23.3 33.3 38.0 46.1
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 61,245: 0 3,822 1,702 43,300 50,960 45,002 56,484: 16,243 4,761
Old : 61,245: 0 3,822 1,702 43,300 50,960 45,002 56,484: 16,243 4,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 811: 0 -1,606 255 674 1,948 929 597: -118 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 2.8 70.7 83.2 73.5 92.2: 26.5 7.8
Old : 100.0: 0.0 6.2 2.8 70.7 83.2 73.5 92.2: 26.5 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 : 25: 0 2 1 15 15 16 17:
Old : 25: 0 2 1 15 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 44.0 59.2 73.4 39.3 43.2 57.5 69.4
Old : 40.6 44.0 59.2 73.4 39.3 43.2 57.5 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 21,468: 0 1,200 0 20,748 18,726 20,748 19,926: 720 1,542
Old : 21,468: 0 1,200 0 20,748 18,726 20,748 19,926: 720 1,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 0.0 96.6 87.2 96.6 92.8: 3.4 7.2
Old : 100.0: 0.0 5.6 0.0 96.6 87.2 96.6 92.8: 3.4 7.2
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 : 20: 0 2 0 12 11 12 13:
Old : 20: 0 2 0 12 11 12 13:
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 : 70.8 70.3 89.9 84.3 58.6 57.3 73.7 67.3
Old : 70.8 70.3 89.9 84.3 58.6 57.3 73.7 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 189,724: 968 16,600 18,567 154,620 147,134 174,155 182,301: 15,569 7,423
Old : 189,724: 968 16,600 18,567 154,620 147,134 174,155 182,301: 15,569 7,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -295: -1,040 -627 727 425 533 112 633: -407 -928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 8.7 9.8 81.5 77.6 91.8 96.1: 8.2 3.9
Old : 100.0: 0.5 8.7 9.8 81.5 77.6 91.8 96.1: 8.2 3.9
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 : 47: 1 6 6 37 37 43 44:
Old : 47: 1 6 6 37 37 43 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 32.7 55.2 49.5 31.0 22.6 43.8 34.2
Old : 34.8 32.7 55.2 49.5 31.0 22.6 43.8 34.2
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 84,305: 2,029 2,165 2,255 71,360 69,837 75,644 74,257: 8,661 10,048
Old : 84,305: 2,029 2,165 2,255 71,360 69,837 75,644 74,257: 8,661 10,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 1,162: 248 -428 -400 650 4,074 498 3,246: 664 -2,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.6 2.7 84.6 82.8 89.7 88.1: 10.3 11.9
Old : 100.0: 2.4 2.6 2.7 84.6 82.8 89.7 88.1: 10.3 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 3 21 22 24 26:
Old : 32: 2 2 3 21 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 : 49.3 48.4 64.9 66.6 47.3 47.5 60.5 65.1
Old : 49.3 48.4 64.9 66.6 47.3 47.5 60.5 65.1
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 53,754: 336 0 0 51,915 50,957 52,251 50,957: 1,503 2,797
Old : 53,754: 336 0 0 51,915 50,957 52,251 50,957: 1,503 2,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 1,100: 0 0 0 1,218 4,682 1,218 4,682: -118 -3,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 96.6 94.8 97.2 94.8: 2.8 5.2
Old : 100.0: 0.6 0.0 0.0 96.6 94.8 97.2 94.8: 2.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 11 20 12 20:
Old : 23: 1 0 0 11 20 12 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 : 86.4 45.8 95.3 69.7 67.5 38.5 71.2 55.6
Old : 86.4 45.8 95.3 69.7 67.5 38.5 71.2 55.6
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 292,843: 14,796 482 9,108 257,990 276,241 281,894 285,831: 10,949 7,012
Old : 292,843: 14,796 482 9,108 257,990 276,241 281,894 285,831: 10,949 7,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 5,069: 4,904 -2,208 476 679 7,157 6,059 5,425: -990 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.2 3.1 88.1 94.3 96.3 97.6: 3.7 2.4
Old : 100.0: 5.1 0.2 3.1 88.1 94.3 96.3 97.6: 3.7 2.4
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 : 58: 6 1 6 45 42 51 49:
Old : 58: 6 1 6 45 42 51 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 : 41.0 48.6 57.6 63.8 38.4 46.6 50.9 58.7
Old : 41.0 48.6 57.6 63.8 38.4 46.6 50.9 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 172,571: 12,346 8,947 15,090 134,396 144,313 161,832 168,350: 10,739 4,221
Old : 172,571: 12,346 8,947 15,090 134,396 144,313 161,832 168,350: 10,739 4,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 4,048: 1,942 3,372 -2,422 7,269 4,603 6,789 5,553: -2,741 -1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 5.2 8.7 77.9 83.6 93.8 97.6: 6.2 2.4
Old : 100.0: 7.2 5.2 8.7 77.9 83.6 93.8 97.6: 6.2 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 3 4 39 37 44 42:
Old : 48: 3 3 4 39 37 44 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 42.9 48.3 60.1 26.0 34.9 35.1 43.0
Old : 31.2 42.9 48.3 60.1 26.0 34.9 35.1 43.0
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 with Delta-adjusted Options and Futures Combined, January 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 177,402: 9,366 5,091 9,115 140,934 144,898 159,415 159,104: 17,987 18,298
Old : 177,402: 9,366 5,091 9,115 140,934 144,898 159,415 159,104: 17,987 18,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 6,909: 2,200 1,130 1,727 -1,475 3,106 2,452 5,963: 4,457 946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.9 5.1 79.4 81.7 89.9 89.7: 10.1 10.3
Old : 100.0: 5.3 2.9 5.1 79.4 81.7 89.9 89.7: 10.1 10.3
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 : 46: 2 4 4 34 32 39 37:
Old : 46: 2 4 4 34 32 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 46.9 47.4 62.5 29.1 45.5 45.8 56.6
Old : 29.6 46.9 47.4 62.5 29.1 45.5 45.8 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 243,874: 41,258 3,471 20,208 166,267 204,249 227,733 227,928: 16,141 15,946
Old : 243,874: 41,258 3,471 20,208 166,267 204,249 227,733 227,928: 16,141 15,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 7,390: -14,442 1,301 1,111 19,351 1,323 6,020 3,735: 1,370 3,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 1.4 8.3 68.2 83.8 93.4 93.5: 6.6 6.5
Old : 100.0: 16.9 1.4 8.3 68.2 83.8 93.4 93.5: 6.6 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 3 5 36 35 43 41:
Old : 47: 5 3 5 36 35 43 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 : 33.6 38.6 49.5 57.1 27.1 31.4 39.6 39.3
Old : 33.6 38.6 49.5 57.1 27.1 31.4 39.6 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,862: 182 2,404 792 50,837 48,022 51,811 51,218: 9,051 9,644
Old : 60,862: 182 2,404 792 50,837 48,022 51,811 51,218: 9,051 9,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 2,712: -208 1,760 376 4,684 778 4,852 2,914: -2,140 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 3.9 1.3 83.5 78.9 85.1 84.2: 14.9 15.8
Old : 100.0: 0.3 3.9 1.3 83.5 78.9 85.1 84.2: 14.9 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 : 32: 1 2 2 25 23 27 26:
Old : 32: 1 2 2 25 23 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 35.4 59.1 54.7 41.9 28.8 55.0 43.6
Old : 42.8 35.4 59.1 54.7 41.9 28.8 55.0 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 3,160,453: 156,901 119,934 1,216,521 1,755,876 1,806,780 3,129,298 3,143,235: 31,155 17,218
Old : 3,160,453: 156,901 119,934 1,216,521 1,755,876 1,806,780 3,129,298 3,143,235: 31,155 17,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 50,354: 2,063 -50,331 64,554 -10,513 40,807 56,104 55,030: -5,750 -4,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 3.8 38.5 55.6 57.2 99.0 99.5: 1.0 0.5
Old : 100.0: 5.0 3.8 38.5 55.6 57.2 99.0 99.5: 1.0 0.5
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 : 160: 23 27 47 108 90 156 141:
Old : 160: 23 27 47 108 90 156 141:
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 : 37.3 46.1 51.4 58.3 8.6 14.1 11.6 17.7
Old : 37.3 46.1 51.4 58.3 8.6 14.1 11.6 17.7
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 917,039: 166,292 118,071 185,867 556,915 606,888 909,074 910,826: 7,965 6,213
Old : 917,039: 166,292 118,071 185,867 556,915 606,888 909,074 910,826: 7,965 6,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 12,413: -46,971 20,914 22,433 36,109 -30,806 11,571 12,541: 842 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 12.9 20.3 60.7 66.2 99.1 99.3: 0.9 0.7
Old : 100.0: 18.1 12.9 20.3 60.7 66.2 99.1 99.3: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 17 16 28 37 37 68 67:
Old : 71: 17 16 28 37 37 68 67:
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 : 40.2 41.3 65.8 62.5 22.5 24.2 33.5 32.4
Old : 40.2 41.3 65.8 62.5 22.5 24.2 33.5 32.4
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 81,428: 2,416 1,199 3,482 74,608 76,225 80,506 80,906: 922 522
Old : 81,428: 2,416 1,199 3,482 74,608 76,225 80,506 80,906: 922 522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 3,121: -168 31 525 2,611 2,394 2,968 2,950: 152 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.5 4.3 91.6 93.6 98.9 99.4: 1.1 0.6
Old : 100.0: 3.0 1.5 4.3 91.6 93.6 98.9 99.4: 1.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 4 5 7 38 36 47 43:
Old : 52: 4 5 7 38 36 47 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 43.9 66.6 67.0 18.1 21.0 23.4 29.2
Old : 44.6 43.9 66.6 67.0 18.1 21.0 23.4 29.2
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 20,271: 938 0 598 18,606 19,250 20,142 19,848: 129 423
Old : 20,271: 938 0 598 18,606 19,250 20,142 19,848: 129 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 3.0 91.8 95.0 99.4 97.9: 0.6 2.1
Old : 100.0: 4.6 0.0 3.0 91.8 95.0 99.4 97.9: 0.6 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 : 25: 1 0 1 14 17 15 18:
Old : 25: 1 0 1 14 17 15 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 : 66.3 75.7 89.3 91.1 42.4 58.7 59.2 64.1
Old : 66.3 75.7 89.3 91.1 42.4 58.7 59.2 64.1
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 20,229: 0 628 1,317 18,469 17,727 19,786 19,671: 443 558
Old : 20,229: 0 628 1,317 18,469 17,727 19,786 19,671: 443 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 336: -17 0 8 321 261 312 269: 24 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 6.5 91.3 87.6 97.8 97.2: 2.2 2.8
Old : 100.0: 0.0 3.1 6.5 91.3 87.6 97.8 97.2: 2.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 2 21 22 23 25:
Old : 30: 1 2 2 21 22 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 : 62.8 48.2 81.0 71.3 45.9 37.4 59.2 51.3
Old : 62.8 48.2 81.0 71.3 45.9 37.4 59.2 51.3
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 16,052: 46 560 60 14,690 14,664 14,796 15,284: 1,256 768
Old : 16,052: 46 560 60 14,690 14,664 14,796 15,284: 1,256 768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 489: 46 0 0 283 518 329 518: 160 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 3.5 0.4 91.5 91.4 92.2 95.2: 7.8 4.8
Old : 100.0: 0.3 3.5 0.4 91.5 91.4 92.2 95.2: 7.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 16 14 18 15:
Old : 22: 1 1 1 16 14 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 76.6 73.1 89.5 49.0 70.6 66.6 77.2
Old : 52.3 76.6 73.1 89.5 49.0 70.6 66.6 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 26,054: 1,630 170 300 22,570 25,144 24,500 25,614: 1,554 440
Old : 26,054: 1,630 170 300 22,570 25,144 24,500 25,614: 1,554 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 60: 0 110 0 60 -50 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.7 1.2 86.6 96.5 94.0 98.3: 6.0 1.7
Old : 100.0: 6.3 0.7 1.2 86.6 96.5 94.0 98.3: 6.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 1 25 18 26 20:
Old : 32: 1 1 1 25 18 26 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 : 40.0 51.2 63.4 77.1 29.8 41.8 46.2 57.0
Old : 40.0 51.2 63.4 77.1 29.8 41.8 46.2 57.0
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 with Delta-adjusted Options and Futures Combined, January 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 29,302: 0 1,138 1,920 26,844 26,010 28,764 29,068: 538 234
Old : 29,302: 0 1,138 1,920 26,844 26,010 28,764 29,068: 538 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 712: -60 0 0 772 652 712 652: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 6.6 91.6 88.8 98.2 99.2: 1.8 0.8
Old : 100.0: 0.0 3.9 6.6 91.6 88.8 98.2 99.2: 1.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 1 17 15 18 17:
Old : 25: 0 2 1 17 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 59.9 80.8 83.0 35.7 41.9 48.2 52.0
Old : 60.8 59.9 80.8 83.0 35.7 41.9 48.2 52.0
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 11,810: 120 652 560 10,760 10,148 11,440 11,360: 370 450
Old : 11,810: 120 652 560 10,760 10,148 11,440 11,360: 370 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 2: 0 0 0 2 2 2 2: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.5 4.7 91.1 85.9 96.9 96.2: 3.1 3.8
Old : 100.0: 1.0 5.5 4.7 91.1 85.9 96.9 96.2: 3.1 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 : 20: 1 1 1 15 12 17 13:
Old : 20: 1 1 1 15 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 62.1 83.0 85.2 57.0 50.6 70.2 68.0
Old : 63.1 62.1 83.0 85.2 57.0 50.6 70.2 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 2,273,709: 190,493 147,514 645,761 1,350,086 1,394,918 2,186,340 2,188,194: 87,369 85,515
Old : 2,273,709: 190,493 147,514 645,761 1,350,086 1,394,918 2,186,340 2,188,194: 87,369 85,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -123,442: -10,312 -3,779 -67,219 -44,274 -55,200 -121,805 -126,198: -1,637 2,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 6.5 28.4 59.4 61.3 96.2 96.2: 3.8 3.8
Old : 100.0: 8.4 6.5 28.4 59.4 61.3 96.2 96.2: 3.8 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 : 347: 105 118 159 95 101 291 300:
Old : 347: 105 118 159 95 101 291 300:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 23.7 32.6 33.6 6.1 4.5 9.5 6.4
Old : 22.4 23.7 32.6 33.6 6.1 4.5 9.5 6.4
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 44,792: 2,358 9,223 11,553 25,448 17,335 39,359 38,111: 5,433 6,681
Old : 44,792: 2,358 9,223 11,553 25,448 17,335 39,359 38,111: 5,433 6,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 8,892: -189 -865 5,733 4,071 4,957 9,615 9,825: -723 -933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 20.6 25.8 56.8 38.7 87.9 85.1: 12.1 14.9
Old : 100.0: 5.3 20.6 25.8 56.8 38.7 87.9 85.1: 12.1 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 8 12 15 14 28 26:
Old : 28: 5 8 12 15 14 28 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 : 35.7 39.3 53.7 52.8 15.9 20.2 23.7 25.5
Old : 35.7 39.3 53.7 52.8 15.9 20.2 23.7 25.5
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 14,479: 8,325 2,905 1 3,624 11,281 11,950 14,187: 2,529 292
Old : 14,479: 8,325 2,905 1 3,624 11,281 11,950 14,187: 2,529 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 1,555: 1,846 136 -109 -164 1,472 1,573 1,499: -18 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 20.1 0.0 25.0 77.9 82.5 98.0: 17.5 2.0
Old : 100.0: 57.5 20.1 0.0 25.0 77.9 82.5 98.0: 17.5 2.0
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 : 112: 63 8 1 15 27 79 35:
Old : 112: 63 8 1 15 27 79 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 37.3 48.8 61.3 34.1 37.3 48.8 61.3
Old : 34.1 37.3 48.8 61.3 34.1 37.3 48.8 61.3
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 9,102: 4,527 1,118 3 2,138 7,023 6,668 8,144: 2,434 958
Old : 9,102: 4,527 1,118 3 2,138 7,023 6,668 8,144: 2,434 958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 598: 881 -23 -10 -402 683 469 650: 129 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 12.3 0.0 23.5 77.2 73.3 89.5: 26.7 10.5
Old : 100.0: 49.7 12.3 0.0 23.5 77.2 73.3 89.5: 26.7 10.5
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 : 59: 25 6 1 9 20 35 26:
Old : 59: 25 6 1 9 20 35 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 : 22.3 39.2 35.9 57.6 22.3 39.2 35.9 57.6
Old : 22.3 39.2 35.9 57.6 22.3 39.2 35.9 57.6
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 187,430: 31,164 25,405 19,103 119,761 124,748 170,027 169,256: 17,403 18,174
Old : 187,430: 31,164 25,405 19,103 119,761 124,748 170,027 169,256: 17,403 18,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 4,072: 357 2,478 3,038 1,434 136 4,830 5,652: -758 -1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 13.6 10.2 63.9 66.6 90.7 90.3: 9.3 9.7
Old : 100.0: 16.6 13.6 10.2 63.9 66.6 90.7 90.3: 9.3 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 : 171: 47 29 26 86 84 141 133:
Old : 171: 47 29 26 86 84 141 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 18.7 37.7 30.7 19.6 14.9 28.7 22.2
Old : 25.7 18.7 37.7 30.7 19.6 14.9 28.7 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 26, 2007