GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 6,210: 625 159 275 4,135 5,265 5,035 5,699: 1,175 511
Old : 6,210: 625 159 275 4,135 5,265 5,035 5,699: 1,175 511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 465: 0 0 0 440 340 440 340: 25 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 2.6 4.4 66.6 84.8 81.1 91.8: 18.9 8.2
Old : 100.0: 10.1 2.6 4.4 66.6 84.8 81.1 91.8: 18.9 8.2
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 2 1 17 16 18 19:
Old : 25: 1 2 1 17 16 18 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 : 46.1 54.3 67.5 73.7 30.9 40.8 39.5 48.5
Old : 46.1 54.3 67.5 73.7 30.9 40.8 39.5 48.5
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,322: 294 7,010 89 14,458 6,570 14,841 13,669: 481 1,653
Old : 15,322: 294 7,010 89 14,458 6,570 14,841 13,669: 481 1,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 350: -25 0 0 375 350 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 45.8 0.6 94.4 42.9 96.9 89.2: 3.1 10.8
Old : 100.0: 1.9 45.8 0.6 94.4 42.9 96.9 89.2: 3.1 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 4 1 27 28 30 32:
Old : 38: 2 4 1 27 28 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 63.1 74.3 73.7 58.0 55.5 65.8 59.7
Old : 60.2 63.1 74.3 73.7 58.0 55.5 65.8 59.7
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,254: 0 75 0 2,589 2,489 2,589 2,564: 665 690
Old : 3,254: 0 75 0 2,589 2,489 2,589 2,564: 665 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 510: 0 0 0 465 460 465 460: 45 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 79.6 76.5 79.6 78.8: 20.4 21.2
Old : 100.0: 0.0 2.3 0.0 79.6 76.5 79.6 78.8: 20.4 21.2
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: 0 1 0 26 29 26 30:
Old : 32: 0 1 0 26 29 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 26.3 47.1 43.0 21.6 24.7 33.0 35.2
Old : 30.6 26.3 47.1 43.0 21.6 24.7 33.0 35.2
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 221,148: 25,121 23,752 27,322 137,676 141,076 190,118 192,150: 31,030 28,998
Old : 221,148: 25,121 23,752 27,322 137,676 141,076 190,118 192,150: 31,030 28,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -10,432: 1,884 -4,533 -2,587 -9,120 -338 -9,824 -7,458: -609 -2,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 10.7 12.4 62.3 63.8 86.0 86.9: 14.0 13.1
Old : 100.0: 11.4 10.7 12.4 62.3 63.8 86.0 86.9: 14.0 13.1
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 : 139: 26 34 32 64 73 110 121:
Old : 139: 26 34 32 64 73 110 121:
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 : 22.1 21.3 33.8 33.3 18.0 12.0 25.9 18.3
Old : 22.1 21.3 33.8 33.3 18.0 12.0 25.9 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 1,273,365: 68,854 134,520 519,495 612,675 581,837 1,201,025 1,235,852: 72,340 37,513
Old : 1,273,365: 68,854 134,520 519,495 612,675 581,837 1,201,025 1,235,852: 72,340 37,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -48,493: -12,576 12,684 -32,491 -5,742 -29,384 -50,808 -49,191: 2,315 698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 10.6 40.8 48.1 45.7 94.3 97.1: 5.7 2.9
Old : 100.0: 5.4 10.6 40.8 48.1 45.7 94.3 97.1: 5.7 2.9
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 : 228: 61 69 91 87 83 201 197:
Old : 228: 61 69 91 87 83 201 197:
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 : 39.5 39.7 52.6 54.2 7.3 6.3 10.4 9.5
Old : 39.5 39.7 52.6 54.2 7.3 6.3 10.4 9.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 92,035: 0 15,225 4,574 74,971 60,802 79,545 80,601: 12,490 11,434
Old : 92,035: 0 15,225 4,574 74,971 60,802 79,545 80,601: 12,490 11,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 169: -1,157 -147 1,003 588 -1,570 434 -714: -265 883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.5 5.0 81.5 66.1 86.4 87.6: 13.6 12.4
Old : 100.0: 0.0 16.5 5.0 81.5 66.1 86.4 87.6: 13.6 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 4 3 18 15 21 19:
Old : 24: 0 4 3 18 15 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 : 52.3 42.5 70.8 62.2 50.8 41.3 61.4 56.0
Old : 52.3 42.5 70.8 62.2 50.8 41.3 61.4 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 58,170: 1,615 1,288 2,308 44,927 41,611 48,850 45,207: 9,320 12,963
Old : 58,170: 1,615 1,288 2,308 44,927 41,611 48,850 45,207: 9,320 12,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 1,783: 1,615 -1,121 15 1,721 2,580 3,351 1,474: -1,568 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.2 4.0 77.2 71.5 84.0 77.7: 16.0 22.3
Old : 100.0: 2.8 2.2 4.0 77.2 71.5 84.0 77.7: 16.0 22.3
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: 1 1 2 22 19 24 21:
Old : 28: 1 1 2 22 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 38.3 55.0 54.7 28.0 35.4 45.5 47.7
Old : 33.4 38.3 55.0 54.7 28.0 35.4 45.5 47.7
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 27, 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 : 122,231: 9,071 3,080 5,676 94,098 106,025 108,845 114,781: 13,386 7,450
Old : 122,231: 9,071 3,080 5,676 94,098 106,025 108,845 114,781: 13,386 7,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 3,675: 0 2,590 0 4,959 2,490 4,959 5,080: -1,284 -1,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 2.5 4.6 77.0 86.7 89.0 93.9: 11.0 6.1
Old : 100.0: 7.4 2.5 4.6 77.0 86.7 89.0 93.9: 11.0 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 3 21 26 24 29:
Old : 33: 2 1 3 21 26 24 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 : 49.3 50.6 67.5 68.7 47.1 48.3 64.1 63.1
Old : 49.3 50.6 67.5 68.7 47.1 48.3 64.1 63.1
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 76,664: 24,248 7,402 0 43,736 59,415 67,984 66,817: 8,680 9,847
Old : 76,664: 24,248 7,402 0 43,736 59,415 67,984 66,817: 8,680 9,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 5,662: 5,992 4,716 0 72 3,296 6,064 8,012: -402 -2,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 9.7 0.0 57.0 77.5 88.7 87.2: 11.3 12.8
Old : 100.0: 31.6 9.7 0.0 57.0 77.5 88.7 87.2: 11.3 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 0 18 18 20 19:
Old : 28: 2 1 0 18 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 55.0 64.7 73.9 46.3 51.6 62.8 68.4
Old : 46.6 55.0 64.7 73.9 46.3 51.6 62.8 68.4
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 78,831: 1,312 4,199 4,861 66,976 62,816 73,149 71,876: 5,682 6,955
Old : 78,831: 1,312 4,199 4,861 66,976 62,816 73,149 71,876: 5,682 6,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 436: 1,312 1,028 -890 206 730 628 868: -192 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 5.3 6.2 85.0 79.7 92.8 91.2: 7.2 8.8
Old : 100.0: 1.7 5.3 6.2 85.0 79.7 92.8 91.2: 7.2 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 3 19 20 22 24:
Old : 28: 2 2 3 19 20 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 41.6 77.1 62.1 51.5 41.1 62.2 57.1
Old : 58.1 41.6 77.1 62.1 51.5 41.1 62.2 57.1
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 27, 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 : 69,896: 3,204 0 4,250 55,205 57,712 62,659 61,962: 7,237 7,934
Old : 69,896: 3,204 0 4,250 55,205 57,712 62,659 61,962: 7,237 7,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 818: -1,698 -822 1,394 1,346 -150 1,042 422: -224 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 6.1 79.0 82.6 89.6 88.6: 10.4 11.4
Old : 100.0: 4.6 0.0 6.1 79.0 82.6 89.6 88.6: 10.4 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 17 21 18 22:
Old : 26: 1 0 1 17 21 18 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 : 66.5 40.1 79.9 61.2 58.8 39.2 65.3 55.7
Old : 66.5 40.1 79.9 61.2 58.8 39.2 65.3 55.7
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 90,310: 3,444 3,135 4,859 71,643 74,219 79,946 82,213: 10,364 8,097
Old : 90,310: 3,444 3,135 4,859 71,643 74,219 79,946 82,213: 10,364 8,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 3,071: 244 763 656 1,876 1,846 2,776 3,265: 295 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 3.5 5.4 79.3 82.2 88.5 91.0: 11.5 9.0
Old : 100.0: 3.8 3.5 5.4 79.3 82.2 88.5 91.0: 11.5 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 2 4 23 29 28 33:
Old : 37: 3 2 4 23 29 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 29.8 66.5 48.5 32.9 20.7 48.9 35.0
Old : 45.8 29.8 66.5 48.5 32.9 20.7 48.9 35.0
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 27, 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 : 89,337: 0 6,299 3,021 73,850 68,396 76,871 77,716: 12,466 11,621
Old : 89,337: 0 6,299 3,021 73,850 68,396 76,871 77,716: 12,466 11,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -145: 0 -1,254 -735 470 102 -265 -1,887: 120 1,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.1 3.4 82.7 76.6 86.0 87.0: 14.0 13.0
Old : 100.0: 0.0 7.1 3.4 82.7 76.6 86.0 87.0: 14.0 13.0
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 19 17 21 20:
Old : 28: 0 3 2 19 17 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 : 42.2 42.4 62.3 64.4 39.6 40.9 55.2 58.8
Old : 42.2 42.4 62.3 64.4 39.6 40.9 55.2 58.8
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,626: 6,600 2,015 2,239 43,676 48,265 52,515 52,519: 8,111 8,107
Old : 60,626: 6,600 2,015 2,239 43,676 48,265 52,515 52,519: 8,111 8,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 2,858: 1,904 -310 1,650 402 2,368 3,956 3,708: -1,098 -850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 3.3 3.7 72.0 79.6 86.6 86.6: 13.4 13.4
Old : 100.0: 10.9 3.3 3.7 72.0 79.6 86.6 86.6: 13.4 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 : 26: 2 1 2 21 18 24 20:
Old : 26: 2 1 2 21 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 : 41.7 36.0 62.0 56.0 35.1 31.6 51.2 44.4
Old : 41.7 36.0 62.0 56.0 35.1 31.6 51.2 44.4
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 27, 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 : 120,563: 2,831 9,428 7,897 100,554 90,450 111,282 107,775: 9,281 12,788
Old : 120,563: 2,831 9,428 7,897 100,554 90,450 111,282 107,775: 9,281 12,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 3,317: -987 2,194 1,401 2,638 -417 3,052 3,178: 265 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 7.8 6.6 83.4 75.0 92.3 89.4: 7.7 10.6
Old : 100.0: 2.3 7.8 6.6 83.4 75.0 92.3 89.4: 7.7 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 : 39: 2 3 3 25 24 28 29:
Old : 39: 2 3 3 25 24 28 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 : 37.0 32.0 57.4 50.3 31.6 28.3 47.0 43.5
Old : 37.0 32.0 57.4 50.3 31.6 28.3 47.0 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,082: 0 9,549 1,525 44,956 45,706 46,481 56,780: 18,601 8,302
Old : 65,082: 0 9,549 1,525 44,956 45,706 46,481 56,780: 18,601 8,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 4,063: 0 -645 790 2,532 3,568 3,322 3,713: 741 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.7 2.3 69.1 70.2 71.4 87.2: 28.6 12.8
Old : 100.0: 0.0 14.7 2.3 69.1 70.2 71.4 87.2: 28.6 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 2 14 13 16 15:
Old : 23: 0 2 2 14 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 : 41.0 50.0 59.8 75.3 40.7 48.1 58.6 71.6
Old : 41.0 50.0 59.8 75.3 40.7 48.1 58.6 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 37,718: 990 13,488 0 36,428 23,928 37,418 37,416: 300 302
Old : 37,718: 990 13,488 0 36,428 23,928 37,418 37,416: 300 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 35.8 0.0 96.6 63.4 99.2 99.2: 0.8 0.8
Old : 100.0: 2.6 35.8 0.0 96.6 63.4 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 0 8 11 10 13:
Old : 20: 2 2 0 8 11 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.9 72.6 97.6 94.7 81.3 61.9 85.9 83.1
Old : 87.9 72.6 97.6 94.7 81.3 61.9 85.9 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 28,316: 1,710 1,232 240 26,216 25,916 28,166 27,388: 150 928
Old : 28,316: 1,710 1,232 240 26,216 25,916 28,166 27,388: 150 928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 4.4 0.8 92.6 91.5 99.5 96.7: 0.5 3.3
Old : 100.0: 6.0 4.4 0.8 92.6 91.5 99.5 96.7: 0.5 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 13 17 15 18:
Old : 25: 1 1 1 13 17 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 66.3 84.3 79.0 54.8 65.8 80.7 77.7
Old : 58.4 66.3 84.3 79.0 54.8 65.8 80.7 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 178,134: 6,545 25,177 10,255 148,517 135,660 165,317 171,092: 12,817 7,042
Old : 178,134: 6,545 25,177 10,255 148,517 135,660 165,317 171,092: 12,817 7,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 6,195: 2,693 2,172 399 4,568 4,138 7,660 6,709: -1,465 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 14.1 5.8 83.4 76.2 92.8 96.0: 7.2 4.0
Old : 100.0: 3.7 14.1 5.8 83.4 76.2 92.8 96.0: 7.2 4.0
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 : 48: 3 5 7 36 34 43 42:
Old : 48: 3 5 7 36 34 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 37.6 53.5 55.8 35.7 34.0 44.3 45.9
Old : 36.5 37.6 53.5 55.8 35.7 34.0 44.3 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 84,802: 757 5,812 3,119 72,670 62,405 76,546 71,336: 8,256 13,466
Old : 84,802: 757 5,812 3,119 72,670 62,405 76,546 71,336: 8,256 13,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 3,923: -1,178 1,386 725 6,659 3,365 6,206 5,476: -2,283 -1,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 6.9 3.7 85.7 73.6 90.3 84.1: 9.7 15.9
Old : 100.0: 0.9 6.9 3.7 85.7 73.6 90.3 84.1: 9.7 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 3 3 19 15 22 19:
Old : 28: 1 3 3 19 15 22 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 : 51.7 44.9 71.0 65.1 50.6 44.0 64.8 60.7
Old : 51.7 44.9 71.0 65.1 50.6 44.0 64.8 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 62,907: 990 12,648 600 60,461 47,041 62,051 60,289: 856 2,618
Old : 62,907: 990 12,648 600 60,461 47,041 62,051 60,289: 856 2,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 20.1 1.0 96.1 74.8 98.6 95.8: 1.4 4.2
Old : 100.0: 1.6 20.1 1.0 96.1 74.8 98.6 95.8: 1.4 4.2
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: 2 2 1 13 17 16 19:
Old : 26: 2 2 1 13 17 16 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 : 81.4 49.3 92.6 71.9 79.0 47.4 85.2 66.0
Old : 81.4 49.3 92.6 71.9 79.0 47.4 85.2 66.0
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 27, 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 : 293,933: 11,461 1,744 10,863 255,449 268,226 277,773 280,833: 16,160 13,100
Old : 293,933: 11,461 1,744 10,863 255,449 268,226 277,773 280,833: 16,160 13,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 7,052: 74 1,021 2,032 4,149 2,088 6,255 5,141: 797 1,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.6 3.7 86.9 91.3 94.5 95.5: 5.5 4.5
Old : 100.0: 3.9 0.6 3.7 86.9 91.3 94.5 95.5: 5.5 4.5
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 : 52: 3 3 5 38 40 43 46:
Old : 52: 3 3 5 38 40 43 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 48.7 58.9 61.9 38.3 44.8 51.5 55.5
Old : 40.5 48.7 58.9 61.9 38.3 44.8 51.5 55.5
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 27, 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 : 178,924: 8,212 12,480 17,413 139,790 145,006 165,415 174,899: 13,509 4,025
Old : 178,924: 8,212 12,480 17,413 139,790 145,006 165,415 174,899: 13,509 4,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 7,519: -2,165 -2,039 766 8,679 9,167 7,280 7,894: 239 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 7.0 9.7 78.1 81.0 92.4 97.8: 7.6 2.2
Old : 100.0: 4.6 7.0 9.7 78.1 81.0 92.4 97.8: 7.6 2.2
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 : 48: 1 5 5 40 34 45 40:
Old : 48: 1 5 5 40 34 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 38.2 48.7 59.1 24.6 29.3 39.0 41.4
Old : 30.9 38.2 48.7 59.1 24.6 29.3 39.0 41.4
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 27, 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 : 180,784: 9,720 12,982 9,075 142,507 144,301 161,302 166,358: 19,482 14,426
Old : 180,784: 9,720 12,982 9,075 142,507 144,301 161,302 166,358: 19,482 14,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -2,537: -1,487 -404 1,303 -3,503 -287 -3,687 612: 1,150 -3,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 7.2 5.0 78.8 79.8 89.2 92.0: 10.8 8.0
Old : 100.0: 5.4 7.2 5.0 78.8 79.8 89.2 92.0: 10.8 8.0
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 : 45: 2 5 5 32 34 38 40:
Old : 45: 2 5 5 32 34 38 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 47.5 52.2 62.7 33.9 45.5 48.4 56.2
Old : 34.8 47.5 52.2 62.7 33.9 45.5 48.4 56.2
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 51,848: 0 2,069 2,715 37,549 35,867 40,264 40,651: 11,584 11,197
Old : 51,848: 0 2,069 2,715 37,549 35,867 40,264 40,651: 11,584 11,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 1,733: 0 -599 308 567 2,811 875 2,520: 858 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 5.2 72.4 69.2 77.7 78.4: 22.3 21.6
Old : 100.0: 0.0 4.0 5.2 72.4 69.2 77.7 78.4: 22.3 21.6
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: 0 1 1 17 17 18 18:
Old : 23: 0 1 1 17 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 34.1 60.8 57.4 39.7 29.7 56.4 48.8
Old : 40.3 34.1 60.8 57.4 39.7 29.7 56.4 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 256,331: 26,402 3,461 22,356 192,415 209,888 241,173 235,705: 15,158 20,626
Old : 256,331: 26,402 3,461 22,356 192,415 209,888 241,173 235,705: 15,158 20,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 6,869: 8,944 -2,981 80 -804 8,971 8,220 6,070: -1,351 799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 1.4 8.7 75.1 81.9 94.1 92.0: 5.9 8.0
Old : 100.0: 10.3 1.4 8.7 75.1 81.9 94.1 92.0: 5.9 8.0
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 : 48: 4 3 6 38 35 45 41:
Old : 48: 4 3 6 38 35 45 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 : 29.7 37.7 45.9 54.7 22.8 31.6 34.9 41.9
Old : 29.7 37.7 45.9 54.7 22.8 31.6 34.9 41.9
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,409: 0 6,124 2,602 54,176 45,415 56,778 54,141: 6,631 9,268
Old : 63,409: 0 6,124 2,602 54,176 45,415 56,778 54,141: 6,631 9,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 1,158: 0 58 62 1,096 1,466 1,158 1,586: 0 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.7 4.1 85.4 71.6 89.5 85.4: 10.5 14.6
Old : 100.0: 0.0 9.7 4.1 85.4 71.6 89.5 85.4: 10.5 14.6
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 : 29: 0 2 2 24 22 26 24:
Old : 29: 0 2 2 24 22 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 33.8 57.9 55.1 38.8 29.2 51.4 42.2
Old : 40.9 33.8 57.9 55.1 38.8 29.2 51.4 42.2
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 27, 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 : 2,750,511: 226,475 152,282 845,833 1,653,574 1,742,344 2,725,882 2,740,459: 24,629 10,052
Old : 2,750,511: 226,475 152,282 845,833 1,653,574 1,742,344 2,725,882 2,740,459: 24,629 10,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 20,404: -22,663 28,869 -38,180 88,331 33,525 27,488 24,214: -7,084 -3,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 5.5 30.8 60.1 63.3 99.1 99.6: 0.9 0.4
Old : 100.0: 8.2 5.5 30.8 60.1 63.3 99.1 99.6: 0.9 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 : 164: 30 19 41 114 97 160 141:
Old : 164: 30 19 41 114 97 160 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 41.9 45.5 54.6 12.0 19.3 16.0 23.5
Old : 30.8 41.9 45.5 54.6 12.0 19.3 16.0 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 937,364: 137,530 299,662 130,980 664,287 498,850 932,797 929,492: 4,567 7,872
Old : 937,364: 137,530 299,662 130,980 664,287 498,850 932,797 929,492: 4,567 7,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 36,149: 884 -21,574 27,090 10,640 29,897 38,614 35,413: -2,465 736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 32.0 14.0 70.9 53.2 99.5 99.2: 0.5 0.8
Old : 100.0: 14.7 32.0 14.0 70.9 53.2 99.5 99.2: 0.5 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 : 75: 24 11 28 39 37 72 67:
Old : 75: 24 11 28 39 37 72 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 46.1 65.4 64.0 33.9 34.9 43.6 44.3
Old : 45.8 46.1 65.4 64.0 33.9 34.9 43.6 44.3
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 27, 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 : 83,658: 2,472 980 3,660 77,056 78,738 83,187 83,378: 471 280
Old : 83,658: 2,472 980 3,660 77,056 78,738 83,187 83,378: 471 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 254: -46 60 -6 306 200 254 254: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.2 4.4 92.1 94.1 99.4 99.7: 0.6 0.3
Old : 100.0: 3.0 1.2 4.4 92.1 94.1 99.4 99.7: 0.6 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 : 54: 5 5 6 39 37 47 45:
Old : 54: 5 5 6 39 37 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 41.8 67.1 65.9 14.1 18.5 19.1 23.6
Old : 43.9 41.8 67.1 65.9 14.1 18.5 19.1 23.6
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 27, 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 : 19,358: 596 42 940 17,757 18,123 19,293 19,105: 65 253
Old : 19,358: 596 42 940 17,757 18,123 19,293 19,105: 65 253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 42: 0 0 0 42 42 42 42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.2 4.9 91.7 93.6 99.7 98.7: 0.3 1.3
Old : 100.0: 3.1 0.2 4.9 91.7 93.6 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 : 28: 1 1 1 15 18 16 20:
Old : 28: 1 1 1 15 18 16 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 : 64.2 75.4 87.2 91.8 39.3 59.4 57.5 62.9
Old : 64.2 75.4 87.2 91.8 39.3 59.4 57.5 62.9
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 27, 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 20, 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 27, 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 : 19,987: 1,701 0 530 17,443 19,232 19,674 19,763: 313 225
Old : 19,987: 1,701 0 530 17,443 19,232 19,674 19,763: 313 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 25: 51 0 -25 8 62 34 37: -9 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 2.7 87.3 96.2 98.4 98.9: 1.6 1.1
Old : 100.0: 8.5 0.0 2.7 87.3 96.2 98.4 98.9: 1.6 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 : 30: 2 0 2 19 21 21 23:
Old : 30: 2 0 2 19 21 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 52.5 78.5 72.5 40.0 34.6 55.0 48.4
Old : 57.8 52.5 78.5 72.5 40.0 34.6 55.0 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 15,089: 1,315 40 100 12,644 14,250 14,059 14,390: 1,030 700
Old : 15,089: 1,315 40 100 12,644 14,250 14,059 14,390: 1,030 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 52: -280 0 0 372 68 92 68: -40 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.3 0.7 83.8 94.4 93.2 95.4: 6.8 4.6
Old : 100.0: 8.7 0.3 0.7 83.8 94.4 93.2 95.4: 6.8 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 : 22: 1 1 1 16 13 17 15:
Old : 22: 1 1 1 16 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 79.9 71.8 91.5 47.7 68.2 62.4 73.3
Old : 48.8 79.9 71.8 91.5 47.7 68.2 62.4 73.3
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 27, 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 : 26,250: 888 0 802 23,854 25,106 25,544 25,908: 706 342
Old : 26,250: 888 0 802 23,854 25,106 25,544 25,908: 706 342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 3.1 90.9 95.6 97.3 98.7: 2.7 1.3
Old : 100.0: 3.4 0.0 3.1 90.9 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 24 23 26 24:
Old : 33: 2 0 1 24 23 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 48.7 65.4 72.6 32.6 38.7 46.5 53.0
Old : 44.6 48.7 65.4 72.6 32.6 38.7 46.5 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 27, 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 : 27,570: 100 896 1,760 25,240 24,480 27,100 27,136: 470 434
Old : 27,570: 100 896 1,760 25,240 24,480 27,100 27,136: 470 434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 410: 40 0 0 370 410 410 410: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 3.2 6.4 91.5 88.8 98.3 98.4: 1.7 1.6
Old : 100.0: 0.4 3.2 6.4 91.5 88.8 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 : 25: 1 2 1 18 15 20 17:
Old : 25: 1 2 1 18 15 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 56.3 80.3 81.9 41.5 46.4 52.4 56.5
Old : 62.0 56.3 80.3 81.9 41.5 46.4 52.4 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 11,046: 0 440 560 10,306 9,978 10,866 10,978: 180 68
Old : 11,046: 0 440 560 10,306 9,978 10,866 10,978: 180 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 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 4.0 5.1 93.3 90.3 98.4 99.4: 1.6 0.6
Old : 100.0: 0.0 4.0 5.1 93.3 90.3 98.4 99.4: 1.6 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 : 23: 0 1 1 18 16 19 17:
Old : 23: 0 1 1 18 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 60.0 84.6 82.5 55.5 47.3 67.6 62.8
Old : 62.0 60.0 84.6 82.5 55.5 47.3 67.6 62.8
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 27, 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 : 2,314,141: 189,919 131,109 603,682 1,442,640 1,488,805 2,236,241 2,223,595: 77,900 90,545
Old : 2,314,141: 189,919 131,109 603,682 1,442,640 1,488,805 2,236,241 2,223,595: 77,900 90,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 56,434: 7,540 11,249 29,793 16,306 10,712 53,639 51,754: 2,795 4,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 5.7 26.1 62.3 64.3 96.6 96.1: 3.4 3.9
Old : 100.0: 8.2 5.7 26.1 62.3 64.3 96.6 96.1: 3.4 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 : 335: 94 121 164 91 96 286 295:
Old : 335: 94 121 164 91 96 286 295:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 23.4 35.2 33.5 7.3 5.0 10.3 7.8
Old : 24.0 23.4 35.2 33.5 7.3 5.0 10.3 7.8
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 95,512: 26,154 2,966 4,420 33,174 58,534 63,748 65,920: 31,764 29,592
Old : 95,512: 26,154 2,966 4,420 33,174 58,534 63,748 65,920: 31,764 29,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 1,733: -284 528 633 298 433 647 1,594: 1,086 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 3.1 4.6 34.7 61.3 66.7 69.0: 33.3 31.0
Old : 100.0: 27.4 3.1 4.6 34.7 61.3 66.7 69.0: 33.3 31.0
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 : 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 39.1 56.3 55.6 40.3 36.2 50.2 49.6
Old : 42.8 39.1 56.3 55.6 40.3 36.2 50.2 49.6
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 27, 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 : 23,710: 0 0 0 23,710 23,610 23,710 23,610: 0 100
Old : 23,710: 0 0 0 23,710 23,610 23,710 23,610: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 50: 0 0 0 50 0 50 0: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.6 100.0 99.6: 0.0 0.4
Old : 100.0: 0.0 0.0 0.0 100.0 99.6 100.0 99.6: 0.0 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 : 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 : 71.1 65.1 90.4 92.9 14.7 17.5 18.6 19.5
Old : 71.1 65.1 90.4 92.9 14.7 17.5 18.6 19.5
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 27, 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 : 55,565: 2,829 10,378 17,389 30,915 22,790 51,133 50,557: 4,432 5,008
Old : 55,565: 2,829 10,378 17,389 30,915 22,790 51,133 50,557: 4,432 5,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 1,067: 94 799 118 330 -36 542 881: 525 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 18.7 31.3 55.6 41.0 92.0 91.0: 8.0 9.0
Old : 100.0: 5.1 18.7 31.3 55.6 41.0 92.0 91.0: 8.0 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 9 8 17 15 14 32 32:
Old : 33: 9 8 17 15 14 32 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 : 38.8 35.9 60.1 55.7 14.3 14.3 20.7 20.8
Old : 38.8 35.9 60.1 55.7 14.3 14.3 20.7 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 27, 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 : 15,673: 8,821 2,171 44 4,184 13,107 13,049 15,322: 2,624 351
Old : 15,673: 8,821 2,171 44 4,184 13,107 13,049 15,322: 2,624 351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 353: 106 243 42 -161 -47 -13 238: 366 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 13.9 0.3 26.7 83.6 83.3 97.8: 16.7 2.2
Old : 100.0: 56.3 13.9 0.3 26.7 83.6 83.3 97.8: 16.7 2.2
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 : 115: 63 10 1 16 27 80 38:
Old : 115: 63 10 1 16 27 80 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 43.0 47.3 65.9 35.6 42.9 47.3 65.9
Old : 35.6 43.0 47.3 65.9 35.6 42.9 47.3 65.9
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 27, 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 : 11,320: 6,515 962 210 2,237 9,253 8,962 10,425: 2,358 895
Old : 11,320: 6,515 962 210 2,237 9,253 8,962 10,425: 2,358 895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -20: 223 -145 -313 20 447 -70 -11: 50 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 8.5 1.9 19.8 81.7 79.2 92.1: 20.8 7.9
Old : 100.0: 57.6 8.5 1.9 19.8 81.7 79.2 92.1: 20.8 7.9
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 : 72: 35 6 2 10 25 46 32:
Old : 72: 35 6 2 10 25 46 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 : 16.7 39.5 29.2 56.2 16.7 39.2 29.1 56.0
Old : 16.7 39.5 29.2 56.2 16.7 39.2 29.1 56.0
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 27, 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 : 198,061: 40,411 7,571 28,352 102,962 140,122 171,726 176,046: 26,335 22,015
Old : 198,061: 40,411 7,571 28,352 102,962 140,122 171,726 176,046: 26,335 22,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -944: 5,490 954 1,920 -10,721 -6,813 -3,311 -3,939: 2,367 2,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 3.8 14.3 52.0 70.7 86.7 88.9: 13.3 11.1
Old : 100.0: 20.4 3.8 14.3 52.0 70.7 86.7 88.9: 13.3 11.1
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 : 172: 53 23 39 75 83 148 132:
Old : 172: 53 23 39 75 83 148 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 15.4 30.9 25.4 16.0 11.4 22.7 19.5
Old : 19.1 15.4 30.9 25.4 16.0 11.4 22.7 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2007