GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 5,620: 625 243 275 3,570 4,807 4,470 5,325: 1,150 295
Old : 5,620: 625 243 275 3,570 4,807 4,470 5,325: 1,150 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 500: 300 0 0 200 255 500 255: 0 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 4.3 4.9 63.5 85.5 79.5 94.8: 20.5 5.2
Old : 100.0: 11.1 4.3 4.9 63.5 85.5 79.5 94.8: 20.5 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 : 26: 1 2 1 16 14 17 17:
Old : 26: 1 2 1 16 14 17 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 : 47.3 59.6 67.4 77.4 34.6 46.6 44.8 55.6
Old : 47.3 59.6 67.4 77.4 34.6 46.6 44.8 55.6
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 13, 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 : 14,972: 453 7,010 89 14,015 6,280 14,557 13,379: 415 1,593
Old : 14,972: 453 7,010 89 14,015 6,280 14,557 13,379: 415 1,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 100: -25 25 0 125 75 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 46.8 0.6 93.6 41.9 97.2 89.4: 2.8 10.6
Old : 100.0: 3.0 46.8 0.6 93.6 41.9 97.2 89.4: 2.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 4 1 26 27 29 31:
Old : 37: 2 4 1 26 27 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 64.3 74.2 74.1 59.4 57.3 67.0 62.1
Old : 60.7 64.3 74.2 74.1 59.4 57.3 67.0 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 2,431: 0 75 0 1,796 1,716 1,796 1,791: 635 640
Old : 2,431: 0 75 0 1,796 1,716 1,796 1,791: 635 640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 83: 0 0 0 64 111 64 111: 19 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 73.9 70.6 73.9 73.7: 26.1 26.3
Old : 100.0: 0.0 3.1 0.0 73.9 70.6 73.9 73.7: 26.1 26.3
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 : 28: 0 1 0 19 25 19 26:
Old : 28: 0 1 0 19 25 19 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 : 30.7 31.7 48.8 46.7 24.3 30.0 37.7 42.4
Old : 30.7 31.7 48.8 46.7 24.3 30.0 37.7 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 232,731: 19,954 25,052 29,604 152,801 146,953 202,359 201,609: 30,372 31,122
Old : 232,731: 19,954 25,052 29,604 152,801 146,953 202,359 201,609: 30,372 31,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 3,067: -2,586 1,806 696 5,734 -60 3,844 2,442: -777 626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 10.8 12.7 65.7 63.1 86.9 86.6: 13.1 13.4
Old : 100.0: 8.6 10.8 12.7 65.7 63.1 86.9 86.6: 13.1 13.4
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 : 141: 26 34 35 64 74 112 125:
Old : 141: 26 34 35 64 74 112 125:
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 : 25.8 24.4 37.2 35.9 17.9 10.6 25.6 16.0
Old : 25.8 24.4 37.2 35.9 17.9 10.6 25.6 16.0
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 13, 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 : 1,316,305: 74,064 98,405 563,347 606,820 614,893 1,244,231 1,276,645: 72,074 39,660
Old : 1,316,305: 74,064 98,405 563,347 606,820 614,893 1,244,231 1,276,645: 72,074 39,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 22,325: -1,751 -1,042 20,142 -1,801 -2,988 16,590 16,112: 5,735 6,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 7.5 42.8 46.1 46.7 94.5 97.0: 5.5 3.0
Old : 100.0: 5.6 7.5 42.8 46.1 46.7 94.5 97.0: 5.5 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 : 223: 56 75 87 84 80 191 196:
Old : 223: 56 75 87 84 80 191 196:
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 : 39.1 38.8 52.6 53.6 6.9 6.7 9.6 10.0
Old : 39.1 38.8 52.6 53.6 6.9 6.7 9.6 10.0
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 13, 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 : 91,869: 2,680 15,040 2,809 73,839 63,075 79,328 80,924: 12,541 10,945
Old : 91,869: 2,680 15,040 2,809 73,839 63,075 79,328 80,924: 12,541 10,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 502: 613 -223 276 -235 171 654 224: -152 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 16.4 3.1 80.4 68.7 86.3 88.1: 13.7 11.9
Old : 100.0: 2.9 16.4 3.1 80.4 68.7 86.3 88.1: 13.7 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 : 24: 1 3 3 18 16 21 20:
Old : 24: 1 3 3 18 16 21 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 : 51.4 43.9 70.0 62.8 49.3 41.9 59.8 56.7
Old : 51.4 43.9 70.0 62.8 49.3 41.9 59.8 56.7
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 13, 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 : 54,802: 0 3,981 2,313 42,187 35,610 44,500 41,904: 10,302 12,898
Old : 54,802: 0 3,981 2,313 42,187 35,610 44,500 41,904: 10,302 12,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 6,394: 0 -1,744 1,200 5,130 6,938 6,330 6,394: 64 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 4.2 77.0 65.0 81.2 76.5: 18.8 23.5
Old : 100.0: 0.0 7.3 4.2 77.0 65.0 81.2 76.5: 18.8 23.5
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: 0 2 1 20 17 21 19:
Old : 26: 0 2 1 20 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 36.2 54.2 54.2 30.8 28.6 47.6 42.3
Old : 33.4 36.2 54.2 54.2 30.8 28.6 47.6 42.3
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, March 13, 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 : 119,805: 9,071 676 5,676 89,798 103,342 104,545 109,694: 15,260 10,111
Old : 119,805: 9,071 676 5,676 89,798 103,342 104,545 109,694: 15,260 10,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 540: 0 -856 0 -648 2,930 -648 2,074: 1,188 -1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.6 4.7 75.0 86.3 87.3 91.6: 12.7 8.4
Old : 100.0: 7.6 0.6 4.7 75.0 86.3 87.3 91.6: 12.7 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 3 17 23 20 26:
Old : 30: 2 1 3 17 23 20 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 50.5 67.2 65.9 48.7 48.0 63.6 62.4
Old : 51.0 50.5 67.2 65.9 48.7 48.0 63.6 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 66,486: 18,256 0 0 39,206 55,425 57,462 55,425: 9,024 11,061
Old : 66,486: 18,256 0 0 39,206 55,425 57,462 55,425: 9,024 11,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 88: 0 0 0 1,096 240 1,096 240: -1,008 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 0.0 0.0 59.0 83.4 86.4 83.4: 13.6 16.6
Old : 100.0: 27.5 0.0 0.0 59.0 83.4 86.4 83.4: 13.6 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 0 17 16 19 16:
Old : 23: 2 0 0 17 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 59.4 61.7 75.4 41.3 55.6 58.6 64.6
Old : 42.1 59.4 61.7 75.4 41.3 55.6 58.6 64.6
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 13, 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 : 79,204: 1,638 3,076 5,135 66,557 63,786 73,330 71,997: 5,874 7,207
Old : 79,204: 1,638 3,076 5,135 66,557 63,786 73,330 71,997: 5,874 7,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -115: -543 -95 5 607 -639 69 -729: -184 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.9 6.5 84.0 80.5 92.6 90.9: 7.4 9.1
Old : 100.0: 2.1 3.9 6.5 84.0 80.5 92.6 90.9: 7.4 9.1
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: 1 3 3 18 19 21 23:
Old : 27: 1 3 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 : 56.9 40.7 75.2 61.6 51.0 40.3 61.8 55.5
Old : 56.9 40.7 75.2 61.6 51.0 40.3 61.8 55.5
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 13, 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 : 68,351: 5,611 1,006 2,683 52,523 57,236 60,817 60,925: 7,534 7,426
Old : 68,351: 5,611 1,006 2,683 52,523 57,236 60,817 60,925: 7,534 7,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -549: 2,118 60 -593 -1,706 44 -181 -489: -368 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 1.5 3.9 76.8 83.7 89.0 89.1: 11.0 10.9
Old : 100.0: 8.2 1.5 3.9 76.8 83.7 89.0 89.1: 11.0 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 : 25: 1 1 1 15 19 16 21:
Old : 25: 1 1 1 15 19 16 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 : 69.2 41.6 81.3 61.5 64.4 40.6 70.4 57.6
Old : 69.2 41.6 81.3 61.5 64.4 40.6 70.4 57.6
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,512: 3,260 2,019 3,897 68,089 70,686 75,246 76,602: 10,266 8,910
Old : 85,512: 3,260 2,019 3,897 68,089 70,686 75,246 76,602: 10,266 8,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 1,898: 60 -850 502 540 1,818 1,102 1,470: 796 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 2.4 4.6 79.6 82.7 88.0 89.6: 12.0 10.4
Old : 100.0: 3.8 2.4 4.6 79.6 82.7 88.0 89.6: 12.0 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 : 34: 2 2 2 18 27 21 30:
Old : 34: 2 2 2 18 27 21 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 : 46.4 29.8 65.8 49.3 33.6 21.6 50.9 39.0
Old : 46.4 29.8 65.8 49.3 33.6 21.6 50.9 39.0
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 89,259: 0 6,401 3,707 71,742 68,446 75,449 78,554: 13,810 10,705
Old : 89,259: 0 6,401 3,707 71,742 68,446 75,449 78,554: 13,810 10,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 2,242: 0 510 366 1,776 1,610 2,142 2,486: 100 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 4.2 80.4 76.7 84.5 88.0: 15.5 12.0
Old : 100.0: 0.0 7.2 4.2 80.4 76.7 84.5 88.0: 15.5 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 3 2 18 18 20 21:
Old : 28: 0 3 2 18 18 20 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 : 43.3 42.9 62.7 64.4 38.7 40.4 56.6 57.7
Old : 43.3 42.9 62.7 64.4 38.7 40.4 56.6 57.7
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,588: 4,696 2,325 589 45,148 47,081 50,433 49,995: 9,155 9,593
Old : 59,588: 4,696 2,325 589 45,148 47,081 50,433 49,995: 9,155 9,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 817: 0 -146 -124 -437 175 -561 -95: 1,378 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 3.9 1.0 75.8 79.0 84.6 83.9: 15.4 16.1
Old : 100.0: 7.9 3.9 1.0 75.8 79.0 84.6 83.9: 15.4 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 : 24: 1 1 1 20 17 22 18:
Old : 24: 1 1 1 20 17 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 : 44.3 36.0 63.5 58.4 37.0 34.1 53.6 49.4
Old : 44.3 36.0 63.5 58.4 37.0 34.1 53.6 49.4
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 13, 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 : 114,955: 5,998 7,414 5,285 94,651 89,678 105,934 102,377: 9,021 12,578
Old : 114,955: 5,998 7,414 5,285 94,651 89,678 105,934 102,377: 9,021 12,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 4,330: 1,337 -840 407 2,556 2,997 4,300 2,564: 30 1,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.4 4.6 82.3 78.0 92.2 89.1: 7.8 10.9
Old : 100.0: 5.2 6.4 4.6 82.3 78.0 92.2 89.1: 7.8 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 : 37: 3 2 4 24 21 28 26:
Old : 37: 3 2 4 24 21 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 : 34.2 35.1 55.5 55.5 30.3 30.9 45.4 46.6
Old : 34.2 35.1 55.5 55.5 30.3 30.9 45.4 46.6
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,883: 0 9,719 644 41,421 41,310 42,065 51,673: 17,818 8,210
Old : 59,883: 0 9,719 644 41,421 41,310 42,065 51,673: 17,818 8,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 948: 0 146 24 1,144 142 1,168 312: -220 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.2 1.1 69.2 69.0 70.2 86.3: 29.8 13.7
Old : 100.0: 0.0 16.2 1.1 69.2 69.0 70.2 86.3: 29.8 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 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 : 41.0 52.8 59.9 76.6 40.4 51.7 58.5 74.1
Old : 41.0 52.8 59.9 76.6 40.4 51.7 58.5 74.1
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 13, 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 : 171,801: 3,852 21,112 10,476 142,367 133,541 156,695 165,129: 15,106 6,672
Old : 171,801: 3,852 21,112 10,476 142,367 133,541 156,695 165,129: 15,106 6,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -1,002: 0 -404 300 -1,950 -836 -1,650 -940: 648 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 12.3 6.1 82.9 77.7 91.2 96.1: 8.8 3.9
Old : 100.0: 2.2 12.3 6.1 82.9 77.7 91.2 96.1: 8.8 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 6 36 37 42 44:
Old : 48: 2 5 6 36 37 42 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 : 36.6 36.1 54.1 53.0 35.6 33.0 43.7 43.4
Old : 36.6 36.1 54.1 53.0 35.6 33.0 43.7 43.4
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 81,244: 1,241 4,744 1,897 69,307 62,396 72,445 69,037: 8,799 12,207
Old : 81,244: 1,241 4,744 1,897 69,307 62,396 72,445 69,037: 8,799 12,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 697: -1,531 318 771 846 2,295 86 3,384: 611 -2,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 5.8 2.3 85.3 76.8 89.2 85.0: 10.8 15.0
Old : 100.0: 1.5 5.8 2.3 85.3 76.8 89.2 85.0: 10.8 15.0
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 : 26: 1 2 2 17 15 19 18:
Old : 26: 1 2 2 17 15 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 : 52.1 48.5 71.2 68.4 50.0 47.7 65.3 64.9
Old : 52.1 48.5 71.2 68.4 50.0 47.7 65.3 64.9
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 13, 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 : 282,830: 14,176 723 8,208 245,360 262,374 267,744 271,305: 15,086 11,525
Old : 282,830: 14,176 723 8,208 245,360 262,374 267,744 271,305: 15,086 11,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 6,461: 1,304 0 1,404 2,653 3,416 5,361 4,820: 1,100 1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.3 2.9 86.8 92.8 94.7 95.9: 5.3 4.1
Old : 100.0: 5.0 0.3 2.9 86.8 92.8 94.7 95.9: 5.3 4.1
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 : 50: 4 2 5 35 38 40 44:
Old : 50: 4 2 5 35 38 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 : 41.2 50.1 59.7 63.3 38.9 48.4 52.8 59.1
Old : 41.2 50.1 59.7 63.3 38.9 48.4 52.8 59.1
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 170,299: 10,377 14,117 15,797 129,697 134,126 155,871 164,040: 14,428 6,259
Old : 170,299: 10,377 14,117 15,797 129,697 134,126 155,871 164,040: 14,428 6,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 3,933: 3,042 -155 478 1,647 3,790 5,167 4,113: -1,234 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 8.3 9.3 76.2 78.8 91.5 96.3: 8.5 3.7
Old : 100.0: 6.1 8.3 9.3 76.2 78.8 91.5 96.3: 8.5 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 : 43: 1 4 4 36 30 40 35:
Old : 43: 1 4 4 36 30 40 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 : 32.3 40.1 50.4 58.3 26.8 32.8 40.3 43.3
Old : 32.3 40.1 50.4 58.3 26.8 32.8 40.3 43.3
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 13, 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 : 182,690: 12,120 10,871 7,821 145,570 146,157 165,511 164,849: 17,179 17,841
Old : 182,690: 12,120 10,871 7,821 145,570 146,157 165,511 164,849: 17,179 17,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -79: -980 2,797 -2,067 4,375 -2,918 1,328 -2,188: -1,407 2,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 6.0 4.3 79.7 80.0 90.6 90.2: 9.4 9.8
Old : 100.0: 6.6 6.0 4.3 79.7 80.0 90.6 90.2: 9.4 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 : 42: 2 5 5 29 31 35 37:
Old : 42: 2 5 5 29 31 35 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 : 36.0 48.4 55.2 63.0 35.8 47.4 53.0 57.6
Old : 36.0 48.4 55.2 63.0 35.8 47.4 53.0 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 47,602: 0 2,644 2,459 33,934 30,762 36,393 35,865: 11,209 11,737
Old : 47,602: 0 2,644 2,459 33,934 30,762 36,393 35,865: 11,209 11,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 5.2 71.3 64.6 76.5 75.3: 23.5 24.7
Old : 100.0: 0.0 5.6 5.2 71.3 64.6 76.5 75.3: 23.5 24.7
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 : 20: 0 1 1 14 14 15 15:
Old : 20: 0 1 1 14 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 34.7 65.7 57.6 41.4 28.9 61.6 47.9
Old : 42.9 34.7 65.7 57.6 41.4 28.9 61.6 47.9
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 13, 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 : 242,955: 19,264 4,982 22,423 186,295 197,563 227,982 224,968: 14,973 17,987
Old : 242,955: 19,264 4,982 22,423 186,295 197,563 227,982 224,968: 14,973 17,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 10,273: -2,914 665 1,682 9,873 6,968 8,641 9,315: 1,632 958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 2.1 9.2 76.7 81.3 93.8 92.6: 6.2 7.4
Old : 100.0: 7.9 2.1 9.2 76.7 81.3 93.8 92.6: 6.2 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 : 47: 3 3 6 37 35 43 41:
Old : 47: 3 3 6 37 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 : 31.5 38.5 47.3 56.4 23.8 32.6 36.7 42.4
Old : 31.5 38.5 47.3 56.4 23.8 32.6 36.7 42.4
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 13, 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 : 61,710: 190 5,956 2,832 51,753 41,218 54,775 50,006: 6,935 11,704
Old : 61,710: 190 5,956 2,832 51,753 41,218 54,775 50,006: 6,935 11,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -925: 190 -1,038 -4 627 -130 813 -1,172: -1,738 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 9.7 4.6 83.9 66.8 88.8 81.0: 11.2 19.0
Old : 100.0: 0.3 9.7 4.6 83.9 66.8 88.8 81.0: 11.2 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 23 19 25 21:
Old : 27: 1 1 2 23 19 25 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 : 42.3 33.0 59.0 54.3 41.0 28.0 54.0 41.3
Old : 42.3 33.0 59.0 54.3 41.0 28.0 54.0 41.3
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 13, 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 : 2,710,404: 267,183 115,216 860,681 1,548,172 1,718,215 2,676,036 2,694,112: 34,368 16,292
Old : 2,710,404: 267,183 115,216 860,681 1,548,172 1,718,215 2,676,036 2,694,112: 34,368 16,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 30,685: 1,478 693 21,654 7,817 9,038 30,949 31,385: -264 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 4.3 31.8 57.1 63.4 98.7 99.4: 1.3 0.6
Old : 100.0: 9.9 4.3 31.8 57.1 63.4 98.7 99.4: 1.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 33 16 42 103 89 148 135:
Old : 152: 33 16 42 103 89 148 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 41.6 45.9 54.8 11.7 20.6 16.3 24.9
Old : 31.7 41.6 45.9 54.8 11.7 20.6 16.3 24.9
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 13, 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 : 860,765: 134,411 307,024 87,987 633,023 461,006 855,421 856,017: 5,344 4,748
Old : 860,765: 134,411 307,024 87,987 633,023 461,006 855,421 856,017: 5,344 4,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 30,272: 4,310 62,364 -8,824 35,160 -24,392 30,646 29,148: -374 1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 35.7 10.2 73.5 53.6 99.4 99.4: 0.6 0.6
Old : 100.0: 15.6 35.7 10.2 73.5 53.6 99.4 99.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 19 16 28 36 33 69 63:
Old : 71: 19 16 28 36 33 69 63:
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 46.3 64.9 65.3 34.5 37.7 46.0 46.4
Old : 45.6 46.3 64.9 65.3 34.5 37.7 46.0 46.4
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, March 13, 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 : 82,245: 2,561 937 3,569 75,547 77,460 81,676 81,965: 569 280
Old : 82,245: 2,561 937 3,569 75,547 77,460 81,676 81,965: 569 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 2,761: -176 -29 49 2,770 2,781 2,643 2,801: 118 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.1 4.3 91.9 94.2 99.3 99.7: 0.7 0.3
Old : 100.0: 3.1 1.1 4.3 91.9 94.2 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 43.8 43.0 67.0 65.8 14.1 18.8 19.3 23.7
Old : 43.8 43.0 67.0 65.8 14.1 18.8 19.3 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 19,212: 596 0 940 17,676 18,038 19,212 18,978: 0 234
Old : 19,212: 596 0 940 17,676 18,038 19,212 18,978: 0 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 42: 0 0 0 171 126 171 126: -129 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 4.9 92.0 93.9 100.0 98.8: 0.0 1.2
Old : 100.0: 3.1 0.0 4.9 92.0 93.9 100.0 98.8: 0.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 14 15 15 16:
Old : 25: 1 0 1 14 15 15 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 : 64.6 76.0 87.6 92.5 39.6 59.8 57.7 63.3
Old : 64.6 76.0 87.6 92.5 39.6 59.8 57.7 63.3
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 13, 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: March 6, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 13, 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 : 19,327: 1,649 0 556 16,812 18,610 19,017 19,166: 310 161
Old : 19,327: 1,649 0 556 16,812 18,610 19,017 19,166: 310 161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 34: -24 0 12 289 51 277 63: -243 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 2.9 87.0 96.3 98.4 99.2: 1.6 0.8
Old : 100.0: 8.5 0.0 2.9 87.0 96.3 98.4 99.2: 1.6 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 : 30: 2 0 2 20 21 22 23:
Old : 30: 2 0 2 20 21 22 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 : 59.7 53.2 79.8 74.0 41.6 36.0 54.8 49.7
Old : 59.7 53.2 79.8 74.0 41.6 36.0 54.8 49.7
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 13, 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 : 14,981: 1,595 40 100 12,216 14,148 13,911 14,288: 1,070 693
Old : 14,981: 1,595 40 100 12,216 14,148 13,911 14,288: 1,070 693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -121: -40 0 0 -221 -106 -261 -106: 140 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 0.3 0.7 81.5 94.4 92.9 95.4: 7.1 4.6
Old : 100.0: 10.6 0.3 0.7 81.5 94.4 92.9 95.4: 7.1 4.6
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: 1 1 1 15 13 16 15:
Old : 21: 1 1 1 15 13 16 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 : 50.9 80.6 72.8 92.1 50.2 69.0 65.8 74.1
Old : 50.9 80.6 72.8 92.1 50.2 69.0 65.8 74.1
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 13, 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 : 26,048: 888 0 802 23,642 24,904 25,332 25,706: 716 342
Old : 26,048: 888 0 802 23,642 24,904 25,332 25,706: 716 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 218: 0 0 0 218 218 218 218: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 3.1 90.8 95.6 97.3 98.7: 2.7 1.3
Old : 100.0: 3.4 0.0 3.1 90.8 95.6 97.3 98.7: 2.7 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 : 45.6 48.2 67.3 71.9 33.2 38.2 47.3 52.4
Old : 45.6 48.2 67.3 71.9 33.2 38.2 47.3 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 27,010: 0 896 1,760 24,780 23,920 26,540 26,576: 470 434
Old : 27,010: 0 896 1,760 24,780 23,920 26,540 26,576: 470 434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 120: 0 0 0 120 120 120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 6.5 91.7 88.6 98.3 98.4: 1.7 1.6
Old : 100.0: 0.0 3.3 6.5 91.7 88.6 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 : 62.7 54.9 82.4 81.1 43.7 48.0 55.9 58.1
Old : 62.7 54.9 82.4 81.1 43.7 48.0 55.9 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 9,606 10,574 10,606: 152 120
Old : 10,726: 0 440 560 10,014 9,606 10,574 10,606: 152 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 0: 0 0 0 0 160 0 160: 0 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.1 5.2 93.4 89.6 98.6 98.9: 1.4 1.1
Old : 100.0: 0.0 4.1 5.2 93.4 89.6 98.6 98.9: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 17 14 18 15:
Old : 22: 0 1 1 17 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 : 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 13, 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 : 2,347,484: 187,501 121,944 631,525 1,448,195 1,498,193 2,267,221 2,251,662: 80,262 95,821
Old : 2,347,484: 187,501 121,944 631,525 1,448,195 1,498,193 2,267,221 2,251,662: 80,262 95,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 57,286: 11,093 4,041 4,364 30,467 39,648 45,924 48,052: 11,362 9,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.2 26.9 61.7 63.8 96.6 95.9: 3.4 4.1
Old : 100.0: 8.0 5.2 26.9 61.7 63.8 96.6 95.9: 3.4 4.1
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 : 348: 99 122 167 98 101 295 307:
Old : 348: 99 122 167 98 101 295 307:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 23.7 34.3 34.1 6.6 4.7 9.8 6.9
Old : 23.1 23.7 34.3 34.1 6.6 4.7 9.8 6.9
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 13, 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 : 90,753: 25,636 2,138 3,565 37,425 56,180 66,626 61,883: 24,127 28,870
Old : 90,753: 25,636 2,138 3,565 37,425 56,180 66,626 61,883: 24,127 28,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 3,456: 363 900 829 7,969 -618 9,161 1,111: -5,705 2,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 2.4 3.9 41.2 61.9 73.4 68.2: 26.6 31.8
Old : 100.0: 28.2 2.4 3.9 41.2 61.9 73.4 68.2: 26.6 31.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 2 4 14 13 20 17:
Old : 21: 4 2 4 14 13 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 38.7 60.9 55.3 43.0 35.4 55.9 48.4
Old : 44.2 38.7 60.9 55.3 43.0 35.4 55.9 48.4
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 13, 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: March 6, 2007 :
: 0: 0 0 0 0 0 0 0: 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 13, 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 : 56,946: 2,959 8,920 18,557 29,987 23,654 51,503 51,131: 5,443 5,815
Old : 56,946: 2,959 8,920 18,557 29,987 23,654 51,503 51,131: 5,443 5,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 1,017: -286 689 441 886 -90 1,041 1,040: -24 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 15.7 32.6 52.7 41.5 90.4 89.8: 9.6 10.2
Old : 100.0: 5.2 15.7 32.6 52.7 41.5 90.4 89.8: 9.6 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 9 8 16 15 15 32 31:
Old : 32: 9 8 16 15 15 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 37.3 56.7 55.3 11.9 16.0 17.4 20.3
Old : 39.4 37.3 56.7 55.3 11.9 16.0 17.4 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 15,502: 8,973 1,953 2 4,263 13,235 13,238 15,190: 2,264 312
Old : 15,502: 8,973 1,953 2 4,263 13,235 13,238 15,190: 2,264 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -110: 232 2 -57 10 205 185 150: -295 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 12.6 0.0 27.5 85.4 85.4 98.0: 14.6 2.0
Old : 100.0: 57.9 12.6 0.0 27.5 85.4 85.4 98.0: 14.6 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 : 111: 62 8 1 19 26 82 34:
Old : 111: 62 8 1 19 26 82 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 43.7 47.6 66.6 34.9 43.7 47.6 66.6
Old : 34.9 43.7 47.6 66.6 34.9 43.7 47.6 66.6
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 13, 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 : 10,719: 5,724 725 350 2,411 8,694 8,485 9,769: 2,234 950
Old : 10,719: 5,724 725 350 2,411 8,694 8,485 9,769: 2,234 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -306: 203 -111 38 -72 102 169 29: -475 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 6.8 3.3 22.5 81.1 79.2 91.1: 20.8 8.9
Old : 100.0: 53.4 6.8 3.3 22.5 81.1 79.2 91.1: 20.8 8.9
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 : 71: 36 5 5 11 21 49 30:
Old : 71: 36 5 5 11 21 49 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 : 17.7 42.1 30.4 58.4 17.0 41.9 29.7 58.1
Old : 17.7 42.1 30.4 58.4 17.0 41.9 29.7 58.1
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 13, 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 : 197,403: 35,684 8,656 25,757 111,804 143,431 173,244 177,844: 24,158 19,558
Old : 197,403: 35,684 8,656 25,757 111,804 143,431 173,244 177,844: 24,158 19,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 4,767: 763 -376 513 -2,611 -1,318 -1,335 -1,181: 6,102 5,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 4.4 13.0 56.6 72.7 87.8 90.1: 12.2 9.9
Old : 100.0: 18.1 4.4 13.0 56.6 72.7 87.8 90.1: 12.2 9.9
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 : 173: 44 23 34 74 93 137 136:
Old : 173: 44 23 34 74 93 137 136:
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 : 21.6 17.0 32.4 27.2 17.6 11.3 23.7 19.4
Old : 21.6 17.0 32.4 27.2 17.6 11.3 23.7 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2007