GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 5,120: 325 243 275 3,370 4,552 3,970 5,070: 1,150 50
Old : 5,120: 325 243 275 3,370 4,552 3,970 5,070: 1,150 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -867: 50 -25 -50 -742 -792 -742 -867: -125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 4.7 5.4 65.8 88.9 77.5 99.0: 22.5 1.0
Old : 100.0: 6.3 4.7 5.4 65.8 88.9 77.5 99.0: 22.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 1 16 15 17 18:
Old : 27: 1 2 1 16 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 62.5 65.2 79.4 32.1 49.2 42.3 60.0
Old : 46.1 62.5 65.2 79.4 32.1 49.2 42.3 60.0
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,872: 478 6,985 89 13,890 6,205 14,457 13,279: 415 1,593
Old : 14,872: 478 6,985 89 13,890 6,205 14,457 13,279: 415 1,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,760: -200 170 -70 -1,495 -1,821 -1,765 -1,721: 5 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 47.0 0.6 93.4 41.7 97.2 89.3: 2.8 10.7
Old : 100.0: 3.2 47.0 0.6 93.4 41.7 97.2 89.3: 2.8 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 3 1 26 26 30 29:
Old : 37: 3 3 1 26 26 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 64.8 73.8 74.6 59.8 57.7 66.5 62.5
Old : 60.4 64.8 73.8 74.6 59.8 57.7 66.5 62.5
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, March 6, 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 : 2,348: 0 75 0 1,732 1,605 1,732 1,680: 616 668
Old : 2,348: 0 75 0 1,732 1,605 1,732 1,680: 616 668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -752: 0 -15 0 -653 -635 -653 -650: -99 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.0 73.8 68.4 73.8 71.6: 26.2 28.4
Old : 100.0: 0.0 3.2 0.0 73.8 68.4 73.8 71.6: 26.2 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 : 26: 0 1 0 20 23 20 24:
Old : 26: 0 1 0 20 23 20 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 : 30.7 33.4 48.9 49.0 24.3 30.9 37.6 42.6
Old : 30.7 33.4 48.9 49.0 24.3 30.9 37.6 42.6
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, March 6, 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 : 229,664: 22,540 23,246 28,908 147,067 147,013 198,515 199,167: 31,149 30,496
Old : 229,664: 22,540 23,246 28,908 147,067 147,013 198,515 199,167: 31,149 30,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,250: 182 347 2,270 -3,426 -2,097 -973 519: -276 -1,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 10.1 12.6 64.0 64.0 86.4 86.7: 13.6 13.3
Old : 100.0: 9.8 10.1 12.6 64.0 64.0 86.4 86.7: 13.6 13.3
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 : 142: 31 30 35 64 74 115 124:
Old : 142: 31 30 35 64 74 115 124:
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 22.4 37.7 33.4 18.7 10.6 26.2 15.7
Old : 25.3 22.4 37.7 33.4 18.7 10.6 26.2 15.7
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, March 6, 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 : 1,293,980: 75,815 99,447 543,205 608,621 617,881 1,227,641 1,260,533: 66,339 33,447
Old : 1,293,980: 75,815 99,447 543,205 608,621 617,881 1,227,641 1,260,533: 66,339 33,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 14,215: -844 22,507 -5,368 18,285 -2,580 12,074 14,559: 2,141 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 7.7 42.0 47.0 47.8 94.9 97.4: 5.1 2.6
Old : 100.0: 5.9 7.7 42.0 47.0 47.8 94.9 97.4: 5.1 2.6
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 : 219: 62 69 89 84 80 194 192:
Old : 219: 62 69 89 84 80 194 192:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 39.4 53.1 53.9 7.2 6.5 9.9 9.9
Old : 39.8 39.4 53.1 53.9 7.2 6.5 9.9 9.9
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 with Delta-adjusted Options and Futures Combined, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 91,367: 2,067 15,263 2,533 74,074 62,904 78,674 80,700: 12,693 10,667
Old : 91,367: 2,067 15,263 2,533 74,074 62,904 78,674 80,700: 12,693 10,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -4,714: -13 434 -830 -5,841 -5,262 -6,684 -5,658: 1,970 944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 16.7 2.8 81.1 68.8 86.1 88.3: 13.9 11.7
Old : 100.0: 2.3 16.7 2.8 81.1 68.8 86.1 88.3: 13.9 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 2 18 16 20 20:
Old : 24: 2 2 2 18 16 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 43.7 69.5 63.3 49.7 41.7 59.2 56.9
Old : 51.7 43.7 69.5 63.3 49.7 41.7 59.2 56.9
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 48,408: 0 5,725 1,113 37,057 28,672 38,170 35,510: 10,238 12,898
Old : 48,408: 0 5,725 1,113 37,057 28,672 38,170 35,510: 10,238 12,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -2,338: -230 2,071 -978 -2,096 -2,964 -3,304 -1,871: 966 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.8 2.3 76.6 59.2 78.9 73.4: 21.1 26.6
Old : 100.0: 0.0 11.8 2.3 76.6 59.2 78.9 73.4: 21.1 26.6
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 : 25: 0 2 1 19 16 20 18:
Old : 25: 0 2 1 19 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 33.0 54.3 52.3 31.5 28.0 49.9 42.5
Old : 32.9 33.0 54.3 52.3 31.5 28.0 49.9 42.5
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, March 6, 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 : 119,265: 9,071 1,532 5,676 90,446 100,412 105,193 107,620: 14,072 11,645
Old : 119,265: 9,071 1,532 5,676 90,446 100,412 105,193 107,620: 14,072 11,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -9,164: -931 658 -731 -16,097 -12,834 -17,759 -12,907: 8,595 3,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 1.3 4.8 75.8 84.2 88.2 90.2: 11.8 9.8
Old : 100.0: 7.6 1.3 4.8 75.8 84.2 88.2 90.2: 11.8 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 3 17 22 20 25:
Old : 30: 2 1 3 17 22 20 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 : 50.4 49.7 66.5 65.9 48.2 47.4 62.7 61.5
Old : 50.4 49.7 66.5 65.9 48.2 47.4 62.7 61.5
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, March 6, 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 : 66,398: 18,256 0 0 38,110 55,185 56,366 55,185: 10,032 11,213
Old : 66,398: 18,256 0 0 38,110 55,185 56,366 55,185: 10,032 11,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -4,656: 0 -494 0 -4,267 -3,441 -4,267 -3,935: -389 -721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 0.0 0.0 57.4 83.1 84.9 83.1: 15.1 16.9
Old : 100.0: 27.5 0.0 0.0 57.4 83.1 84.9 83.1: 15.1 16.9
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 : 22: 2 0 0 16 15 18 15:
Old : 22: 2 0 0 16 15 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 : 42.2 59.5 61.1 75.5 41.4 56.0 57.9 64.9
Old : 42.2 59.5 61.1 75.5 41.4 56.0 57.9 64.9
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, March 6, 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 : 79,319: 2,181 3,171 5,130 65,950 64,425 73,261 72,726: 6,058 6,593
Old : 79,319: 2,181 3,171 5,130 65,950 64,425 73,261 72,726: 6,058 6,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -3,634: -1,054 -434 -804 -4,072 -4,435 -5,930 -5,673: 2,296 2,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 4.0 6.5 83.1 81.2 92.4 91.7: 7.6 8.3
Old : 100.0: 2.7 4.0 6.5 83.1 81.2 92.4 91.7: 7.6 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 3 18 19 21 23:
Old : 27: 2 2 3 18 19 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 40.4 74.8 61.3 48.7 39.2 61.7 54.1
Old : 55.4 40.4 74.8 61.3 48.7 39.2 61.7 54.1
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, March 6, 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 : 68,900: 3,493 946 3,276 54,229 57,192 60,998 61,414: 7,902 7,486
Old : 68,900: 3,493 946 3,276 54,229 57,192 60,998 61,414: 7,902 7,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -2,687: -515 620 -1,202 -1,110 -1,893 -2,827 -2,475: 140 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 1.4 4.8 78.7 83.0 88.5 89.1: 11.5 10.9
Old : 100.0: 5.1 1.4 4.8 78.7 83.0 88.5 89.1: 11.5 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 : 24: 1 1 1 14 19 15 21:
Old : 24: 1 1 1 14 19 15 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 40.4 81.5 59.8 61.0 39.9 68.5 55.5
Old : 67.1 40.4 81.5 59.8 61.0 39.9 68.5 55.5
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 83,614: 3,200 2,869 3,395 67,549 68,868 74,144 75,132: 9,470 8,482
Old : 83,614: 3,200 2,869 3,395 67,549 68,868 74,144 75,132: 9,470 8,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -8,003: -44 -840 13 -8,104 -7,350 -8,135 -8,177: 132 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 3.4 4.1 80.8 82.4 88.7 89.9: 11.3 10.1
Old : 100.0: 3.8 3.4 4.1 80.8 82.4 88.7 89.9: 11.3 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 : 32: 2 1 2 17 26 20 28:
Old : 32: 2 1 2 17 26 20 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 : 46.7 31.2 66.1 51.5 34.0 22.8 51.8 40.1
Old : 46.7 31.2 66.1 51.5 34.0 22.8 51.8 40.1
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, March 6, 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 : 87,017: 0 5,891 3,341 69,966 66,836 73,307 76,068: 13,710 10,949
Old : 87,017: 0 5,891 3,341 69,966 66,836 73,307 76,068: 13,710 10,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 3,941: 0 -510 1,750 2,417 -1,061 4,167 179: -226 3,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.8 3.8 80.4 76.8 84.2 87.4: 15.8 12.6
Old : 100.0: 0.0 6.8 3.8 80.4 76.8 84.2 87.4: 15.8 12.6
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 : 25: 0 1 1 17 16 18 17:
Old : 25: 0 1 1 17 16 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 : 42.6 47.0 62.5 66.3 38.6 42.2 55.9 59.7
Old : 42.6 47.0 62.5 66.3 38.6 42.2 55.9 59.7
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 with Delta-adjusted Options and Futures Combined, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 58,771: 4,696 2,471 713 45,585 46,906 50,994 50,090: 7,777 8,681
Old : 58,771: 4,696 2,471 713 45,585 46,906 50,994 50,090: 7,777 8,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -7,145: 0 -3,911 403 -7,077 -5,438 -6,674 -8,946: -471 1,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 4.2 1.2 77.6 79.8 86.8 85.2: 13.2 14.8
Old : 100.0: 8.0 4.2 1.2 77.6 79.8 86.8 85.2: 13.2 14.8
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: 1 1 1 21 17 23 18:
Old : 25: 1 1 1 21 17 23 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 : 43.2 35.5 61.6 58.0 34.8 33.7 51.2 48.4
Old : 43.2 35.5 61.6 58.0 34.8 33.7 51.2 48.4
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, March 6, 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 : 110,625: 4,661 8,254 4,878 92,095 86,681 101,634 99,813: 8,991 10,812
Old : 110,625: 4,661 8,254 4,878 92,095 86,681 101,634 99,813: 8,991 10,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -2,240: -4,643 1,160 1,294 1,934 -7,167 -1,415 -4,713: -825 2,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 7.5 4.4 83.2 78.4 91.9 90.2: 8.1 9.8
Old : 100.0: 4.2 7.5 4.4 83.2 78.4 91.9 90.2: 8.1 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 2 3 23 20 26 25:
Old : 35: 3 2 3 23 20 26 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 : 35.6 36.2 56.4 57.0 31.7 31.9 46.0 48.2
Old : 35.6 36.2 56.4 57.0 31.7 31.9 46.0 48.2
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 58,935: 0 9,573 620 40,277 41,168 40,897 51,361: 18,038 7,574
Old : 58,935: 0 9,573 620 40,277 41,168 40,897 51,361: 18,038 7,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -3,744: 0 1,486 -517 -5,323 -6,399 -5,840 -5,430: 2,096 1,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.2 1.1 68.3 69.9 69.4 87.1: 30.6 12.9
Old : 100.0: 0.0 16.2 1.1 68.3 69.9 69.4 87.1: 30.6 12.9
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 : 22: 0 2 1 13 12 14 14:
Old : 22: 0 2 1 13 12 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 : 41.7 53.3 59.1 77.6 40.8 52.3 57.7 75.0
Old : 41.7 53.3 59.1 77.6 40.8 52.3 57.7 75.0
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, March 6, 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 : 172,803: 3,852 21,516 10,176 144,317 134,377 158,345 166,069: 14,458 6,734
Old : 172,803: 3,852 21,516 10,176 144,317 134,377 158,345 166,069: 14,458 6,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -12,326: -1,544 4,768 -4,148 -10,326 -13,282 -16,018 -12,662: 3,692 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 12.5 5.9 83.5 77.8 91.6 96.1: 8.4 3.9
Old : 100.0: 2.2 12.5 5.9 83.5 77.8 91.6 96.1: 8.4 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 : 48: 2 5 5 35 37 40 44:
Old : 48: 2 5 5 35 37 40 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 : 34.4 35.9 53.4 53.5 33.4 31.8 41.9 41.7
Old : 34.4 35.9 53.4 53.5 33.4 31.8 41.9 41.7
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, March 6, 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 : 80,547: 2,772 4,426 1,126 68,461 60,101 72,359 65,653: 8,188 14,894
Old : 80,547: 2,772 4,426 1,126 68,461 60,101 72,359 65,653: 8,188 14,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -9,003: -2,741 -699 -1,008 -8,701 -12,557 -12,450 -14,264: 3,447 5,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 5.5 1.4 85.0 74.6 89.8 81.5: 10.2 18.5
Old : 100.0: 3.4 5.5 1.4 85.0 74.6 89.8 81.5: 10.2 18.5
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 : 26: 3 1 2 16 14 19 17:
Old : 26: 3 1 2 16 14 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 : 52.1 51.1 71.1 70.3 50.0 50.3 65.4 66.5
Old : 52.1 51.1 71.1 70.3 50.0 50.3 65.4 66.5
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 with Delta-adjusted Options and Futures Combined, March 6, 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 : 276,369: 12,872 723 6,804 242,707 258,958 262,383 266,485: 13,986 9,884
Old : 276,369: 12,872 723 6,804 242,707 258,958 262,383 266,485: 13,986 9,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -19,371: 6,050 55 -6,517 -22,988 -16,159 -23,455 -22,621: 4,084 3,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.3 2.5 87.8 93.7 94.9 96.4: 5.1 3.6
Old : 100.0: 4.7 0.3 2.5 87.8 93.7 94.9 96.4: 5.1 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 2 5 36 38 41 44:
Old : 50: 4 2 5 36 38 41 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 : 41.1 50.8 58.6 64.4 38.4 49.5 51.7 60.4
Old : 41.1 50.8 58.6 64.4 38.4 49.5 51.7 60.4
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 166,366: 7,335 14,272 15,319 128,050 130,336 150,704 159,927: 15,662 6,439
Old : 166,366: 7,335 14,272 15,319 128,050 130,336 150,704 159,927: 15,662 6,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -10,376: -5,727 1,191 -1,006 -9,042 -12,802 -15,775 -12,617: 5,399 2,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 8.6 9.2 77.0 78.3 90.6 96.1: 9.4 3.9
Old : 100.0: 4.4 8.6 9.2 77.0 78.3 90.6 96.1: 9.4 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 : 42: 2 2 3 35 31 38 35:
Old : 42: 2 2 3 35 31 38 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 : 32.1 40.9 49.3 59.7 25.8 33.6 38.9 45.3
Old : 32.1 40.9 49.3 59.7 25.8 33.6 38.9 45.3
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, March 6, 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 : 182,769: 13,100 8,074 9,888 141,195 149,075 164,183 167,037: 18,586 15,732
Old : 182,769: 13,100 8,074 9,888 141,195 149,075 164,183 167,037: 18,586 15,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -8,367: 2,425 -847 975 -15,260 -11,014 -11,860 -10,886: 3,493 2,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 4.4 5.4 77.3 81.6 89.8 91.4: 10.2 8.6
Old : 100.0: 7.2 4.4 5.4 77.3 81.6 89.8 91.4: 10.2 8.6
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 : 42: 3 4 5 27 31 33 37:
Old : 42: 3 4 5 27 31 33 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 : 37.0 47.2 55.1 61.9 36.5 46.2 53.1 56.5
Old : 37.0 47.2 55.1 61.9 36.5 46.2 53.1 56.5
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, March 6, 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 : 232,682: 22,178 4,317 20,741 176,422 190,595 219,341 215,653: 13,341 17,029
Old : 232,682: 22,178 4,317 20,741 176,422 190,595 219,341 215,653: 13,341 17,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -14,443: -3,808 -4,803 1,080 -10,279 -15,800 -13,007 -19,523: -1,436 5,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 1.9 8.9 75.8 81.9 94.3 92.7: 5.7 7.3
Old : 100.0: 9.5 1.9 8.9 75.8 81.9 94.3 92.7: 5.7 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 : 47: 3 3 6 36 35 42 41:
Old : 47: 3 3 6 36 35 42 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 : 33.4 40.6 46.9 59.0 26.3 34.7 37.8 44.9
Old : 33.4 40.6 46.9 59.0 26.3 34.7 37.8 44.9
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,635: 0 6,994 2,836 51,126 41,348 53,962 51,178: 8,673 11,457
Old : 62,635: 0 6,994 2,836 51,126 41,348 53,962 51,178: 8,673 11,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -2,854: 0 -2,458 1,244 -6,458 -5,225 -5,214 -6,439: 2,360 3,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.2 4.5 81.6 66.0 86.2 81.7: 13.8 18.3
Old : 100.0: 0.0 11.2 4.5 81.6 66.0 86.2 81.7: 13.8 18.3
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 : 26: 0 2 2 22 18 24 20:
Old : 26: 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 : 40.7 34.3 57.2 55.0 39.4 29.1 51.7 43.0
Old : 40.7 34.3 57.2 55.0 39.4 29.1 51.7 43.0
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, March 6, 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 : 2,679,719: 265,705 114,523 839,027 1,540,355 1,709,177 2,645,087 2,662,727: 34,632 16,992
Old : 2,679,719: 265,705 114,523 839,027 1,540,355 1,709,177 2,645,087 2,662,727: 34,632 16,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -10,835: 18,291 5,904 -19,786 -10,015 -852 -11,510 -14,734: 675 3,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 4.3 31.3 57.5 63.8 98.7 99.4: 1.3 0.6
Old : 100.0: 9.9 4.3 31.3 57.5 63.8 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 : 154: 31 17 42 105 90 150 136:
Old : 154: 31 17 42 105 90 150 136:
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 : 32.4 41.9 45.8 55.3 11.7 21.0 16.8 25.3
Old : 32.4 41.9 45.8 55.3 11.7 21.0 16.8 25.3
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, March 6, 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 : 830,493: 130,101 244,660 96,811 597,863 485,398 824,775 826,869: 5,718 3,624
Old : 830,493: 130,101 244,660 96,811 597,863 485,398 824,775 826,869: 5,718 3,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 55,165: 15,178 56,455 -7,485 46,822 5,950 54,515 54,920: 650 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 29.5 11.7 72.0 58.4 99.3 99.6: 0.7 0.4
Old : 100.0: 15.7 29.5 11.7 72.0 58.4 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 20 15 24 36 33 66 62:
Old : 71: 20 15 24 36 33 66 62:
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 : 45.5 46.5 63.7 66.2 29.2 31.4 39.3 39.5
Old : 45.5 46.5 63.7 66.2 29.2 31.4 39.3 39.5
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, March 6, 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 : 79,484: 2,737 966 3,519 72,777 74,679 79,033 79,164: 451 320
Old : 79,484: 2,737 966 3,519 72,777 74,679 79,033 79,164: 451 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,427: 200 210 -269 -1,303 -1,190 -1,372 -1,249: -55 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.2 4.4 91.6 94.0 99.4 99.6: 0.6 0.4
Old : 100.0: 3.4 1.2 4.4 91.6 94.0 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 4 6 39 37 47 44:
Old : 52: 5 4 6 39 37 47 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 : 43.3 42.1 67.4 65.7 14.9 18.9 20.1 24.3
Old : 43.3 42.1 67.4 65.7 14.9 18.9 20.1 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 19,170: 596 0 940 17,505 17,912 19,041 18,852: 129 318
Old : 19,170: 596 0 940 17,505 17,912 19,041 18,852: 129 318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -482: 80 0 -80 -482 -342 -482 -422: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 4.9 91.3 93.4 99.3 98.3: 0.7 1.7
Old : 100.0: 3.1 0.0 4.9 91.3 93.4 99.3 98.3: 0.7 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 : 23: 1 0 1 13 13 14 14:
Old : 23: 1 0 1 13 13 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 : 64.8 76.2 87.8 92.7 39.7 60.0 57.8 63.5
Old : 64.8 76.2 87.8 92.7 39.7 60.0 57.8 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 15,056: 852 0 0 14,161 14,865 15,013 14,865: 43 191
Old : 15,056: 852 0 0 14,161 14,865 15,013 14,865: 43 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -904: -80 0 0 -867 -884 -947 -884: 43 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.0 0.0 94.1 98.7 99.7 98.7: 0.3 1.3
Old : 100.0: 5.7 0.0 0.0 94.1 98.7 99.7 98.7: 0.3 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 : 20: 2 0 0 11 11 13 11:
Old : 20: 2 0 0 11 11 13 11:
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 : 84.5 82.6 95.8 95.6 53.4 53.8 62.5 62.6
Old : 84.5 82.6 95.8 95.6 53.4 53.8 62.5 62.6
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, March 6, 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 : 19,293: 1,673 0 544 16,522 18,559 18,740 19,103: 553 190
Old : 19,293: 1,673 0 544 16,522 18,559 18,740 19,103: 553 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -337: 393 0 -395 -605 12 -608 -383: 271 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.0 2.8 85.6 96.2 97.1 99.0: 2.9 1.0
Old : 100.0: 8.7 0.0 2.8 85.6 96.2 97.1 99.0: 2.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 2 19 20 21 22:
Old : 28: 2 0 2 19 20 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 53.2 79.8 74.1 41.5 35.7 54.8 49.6
Old : 59.6 53.2 79.8 74.1 41.5 35.7 54.8 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 15,102: 1,635 40 100 12,437 14,254 14,172 14,394: 930 708
Old : 15,102: 1,635 40 100 12,437 14,254 14,172 14,394: 930 708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -945: -221 0 -50 -556 -756 -827 -806: -118 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 0.3 0.7 82.4 94.4 93.8 95.3: 6.2 4.7
Old : 100.0: 10.8 0.3 0.7 82.4 94.4 93.8 95.3: 6.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 15 14 16 16:
Old : 21: 1 1 1 15 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 : 49.9 79.9 73.1 91.4 49.2 66.7 66.4 71.8
Old : 49.9 79.9 73.1 91.4 49.2 66.7 66.4 71.8
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, March 6, 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 : 25,830: 888 0 802 23,424 24,686 25,114 25,488: 716 342
Old : 25,830: 888 0 802 23,424 24,686 25,114 25,488: 716 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,146: 176 0 -200 -1,082 -894 -1,106 -1,094: -40 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 3.1 90.7 95.6 97.2 98.7: 2.8 1.3
Old : 100.0: 3.4 0.0 3.1 90.7 95.6 97.2 98.7: 2.8 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 : 33: 2 0 1 23 23 25 24:
Old : 33: 2 0 1 23 23 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 : 45.3 48.9 67.6 72.7 33.4 38.7 47.2 53.0
Old : 45.3 48.9 67.6 72.7 33.4 38.7 47.2 53.0
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, March 6, 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 : 26,890: 0 896 1,760 24,660 23,800 26,420 26,456: 470 434
Old : 26,890: 0 896 1,760 24,660 23,800 26,420 26,456: 470 434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,236: 0 -156 -80 -1,132 -1,200 -1,212 -1,436: -24 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 6.5 91.7 88.5 98.3 98.4: 1.7 1.6
Old : 100.0: 0.0 3.3 6.5 91.7 88.5 98.3 98.4: 1.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 1 18 16 19 18:
Old : 24: 0 2 1 18 16 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 : 62.5 54.7 82.3 81.0 43.4 47.8 55.9 57.9
Old : 62.5 54.7 82.3 81.0 43.4 47.8 55.9 57.9
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, March 6, 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 : 10,726: 0 440 560 10,014 9,446 10,574 10,446: 152 280
Old : 10,726: 0 440 560 10,014 9,446 10,574 10,446: 152 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -588: 0 -130 0 -530 -378 -530 -508: -58 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.1 5.2 93.4 88.1 98.6 97.4: 1.4 2.6
Old : 100.0: 0.0 4.1 5.2 93.4 88.1 98.6 97.4: 1.4 2.6
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 : 21: 0 1 1 17 13 18 14:
Old : 21: 0 1 1 17 13 18 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 : 64.0 61.8 84.6 85.3 57.3 49.4 68.5 65.6
Old : 64.0 61.8 84.6 85.3 57.3 49.4 68.5 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 2,290,198: 176,408 117,904 627,161 1,417,728 1,458,545 2,221,297 2,203,610: 68,901 86,588
Old : 2,290,198: 176,408 117,904 627,161 1,417,728 1,458,545 2,221,297 2,203,610: 68,901 86,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 22,648: -4,704 -9,443 15,841 18,526 23,042 29,663 29,440: -7,014 -6,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 5.1 27.4 61.9 63.7 97.0 96.2: 3.0 3.8
Old : 100.0: 7.7 5.1 27.4 61.9 63.7 97.0 96.2: 3.0 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 : 333: 94 120 161 92 98 279 301:
Old : 333: 94 120 161 92 98 279 301:
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 : 22.8 23.1 34.5 33.7 7.1 4.9 10.5 7.2
Old : 22.8 23.1 34.5 33.7 7.1 4.9 10.5 7.2
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 with Delta-adjusted Options and Futures Combined, March 6, 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 : 87,297: 25,273 1,238 2,736 29,456 56,798 57,465 60,772: 29,832 26,525
Old : 87,297: 25,273 1,238 2,736 29,456 56,798 57,465 60,772: 29,832 26,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -3,210: 29 1,224 -1,055 -2,836 -2,811 -3,862 -2,642: 652 -568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 1.4 3.1 33.7 65.1 65.8 69.6: 34.2 30.4
Old : 100.0: 29.0 1.4 3.1 33.7 65.1 65.8 69.6: 34.2 30.4
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: 4 2 4 13 13 19 17:
Old : 20: 4 2 4 13 13 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 : 42.8 38.7 55.9 56.6 41.2 35.1 51.0 49.7
Old : 42.8 38.7 55.9 56.6 41.2 35.1 51.0 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 23,760: 0 0 0 23,760 23,710 23,760 23,710: 0 50
Old : 23,760: 0 0 0 23,760 23,710 23,760 23,710: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -2,625: 0 0 0 -2,625 -2,625 -2,625 -2,625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.8 100.0 99.8: 0.0 0.2
Old : 100.0: 0.0 0.0 0.0 100.0 99.8 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 18 16 18 16:
Old : 21: 0 0 0 18 16 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 65.3 91.1 93.1 15.1 18.6 19.1 20.5
Old : 71.8 65.3 91.1 93.1 15.1 18.6 19.1 20.5
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, March 6, 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 : 55,929: 3,245 8,231 18,116 29,101 23,744 50,462 50,091: 5,467 5,838
Old : 55,929: 3,245 8,231 18,116 29,101 23,744 50,462 50,091: 5,467 5,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 719: -205 -263 923 250 88 968 748: -249 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 14.7 32.4 52.0 42.5 90.2 89.6: 9.8 10.4
Old : 100.0: 5.8 14.7 32.4 52.0 42.5 90.2 89.6: 9.8 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 11 5 15 15 15 31 30:
Old : 31: 11 5 15 15 15 31 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 : 39.7 38.0 57.1 56.3 11.5 16.4 16.5 20.8
Old : 39.7 38.0 57.1 56.3 11.5 16.4 16.5 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 15,612: 8,741 1,951 59 4,253 13,030 13,053 15,040: 2,559 572
Old : 15,612: 8,741 1,951 59 4,253 13,030 13,053 15,040: 2,559 572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,732: -406 -549 -206 -871 -984 -1,483 -1,739: -249 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 12.5 0.4 27.2 83.5 83.6 96.3: 16.4 3.7
Old : 100.0: 56.0 12.5 0.4 27.2 83.5 83.6 96.3: 16.4 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 65 6 3 19 25 86 32:
Old : 111: 65 6 3 19 25 86 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 42.3 45.5 65.9 33.4 41.9 45.5 65.3
Old : 33.4 42.3 45.5 65.9 33.4 41.9 45.5 65.3
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, March 6, 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 : 11,025: 5,521 836 312 2,483 8,592 8,316 9,740: 2,709 1,285
Old : 11,025: 5,521 836 312 2,483 8,592 8,316 9,740: 2,709 1,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,269: -1,260 -604 -84 33 -600 -1,311 -1,288: 42 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 7.6 2.8 22.5 77.9 75.4 88.3: 24.6 11.7
Old : 100.0: 50.1 7.6 2.8 22.5 77.9 75.4 88.3: 24.6 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 32 5 4 11 20 45 28:
Old : 67: 32 5 4 11 20 45 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 : 15.7 39.0 28.5 55.5 15.7 38.8 28.5 55.3
Old : 15.7 39.0 28.5 55.5 15.7 38.8 28.5 55.3
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 with Delta-adjusted Options and Futures Combined, March 6, 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 : 192,635: 34,921 9,032 25,244 114,414 144,749 174,579 179,026: 18,056 13,609
Old : 192,635: 34,921 9,032 25,244 114,414 144,749 174,579 179,026: 18,056 13,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 7,158: 3,453 -1,259 2,398 4,422 7,957 10,272 9,095: -3,114 -1,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 4.7 13.1 59.4 75.1 90.6 92.9: 9.4 7.1
Old : 100.0: 18.1 4.7 13.1 59.4 75.1 90.6 92.9: 9.4 7.1
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 : 175: 54 19 35 80 90 148 134:
Old : 175: 54 19 35 80 90 148 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 16.7 33.2 28.0 17.0 11.6 23.6 20.2
Old : 21.6 16.7 33.2 28.0 17.0 11.6 23.6 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2007