GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, April 24, 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 : 7,829: 750 0 225 5,654 7,554 6,629 7,779: 1,200 50
Old : 7,829: 750 0 225 5,654 7,554 6,629 7,779: 1,200 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -406: 0 0 0 -406 14 -406 14: 0 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 2.9 72.2 96.5 84.7 99.4: 15.3 0.6
Old : 100.0: 9.6 0.0 2.9 72.2 96.5 84.7 99.4: 15.3 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 : 22: 1 0 1 17 16 18 17:
Old : 22: 1 0 1 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 64.4 75.9 87.0 26.8 40.0 32.6 47.2
Old : 62.0 64.4 75.9 87.0 26.8 40.0 32.6 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders - Futures Only, April 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 16,329: 75 7,478 21 15,768 7,216 15,864 14,715: 465 1,614
Old : 16,329: 75 7,478 21 15,768 7,216 15,864 14,715: 465 1,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 792: -75 375 0 867 417 792 792: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 45.8 0.1 96.6 44.2 97.2 90.1: 2.8 9.9
Old : 100.0: 0.5 45.8 0.1 96.6 44.2 97.2 90.1: 2.8 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 : 36: 1 4 1 25 26 27 30:
Old : 36: 1 4 1 25 26 27 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 : 60.4 61.6 76.9 76.5 54.9 53.5 63.9 58.7
Old : 60.4 61.6 76.9 76.5 54.9 53.5 63.9 58.7
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 - Futures Only, April 24, 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 : 3,094: 0 95 20 2,228 2,231 2,248 2,346: 846 748
Old : 3,094: 0 95 20 2,228 2,231 2,248 2,346: 846 748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 243: 0 10 -10 26 72 16 72: 227 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.6 72.0 72.1 72.7 75.8: 27.3 24.2
Old : 100.0: 0.0 3.1 0.6 72.0 72.1 72.7 75.8: 27.3 24.2
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 : 29: 0 1 1 22 24 23 25:
Old : 29: 0 1 1 22 24 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 28.9 40.7 47.4 16.1 26.5 27.4 40.4
Old : 25.4 28.9 40.7 47.4 16.1 26.5 27.4 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, April 24, 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 : 212,534: 26,655 21,008 27,705 127,986 135,822 182,346 184,535: 30,188 27,999
Old : 212,534: 26,655 21,008 27,705 127,986 135,822 182,346 184,535: 30,188 27,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -3,492: -2,384 -1,675 442 -2,860 -3,804 -4,802 -5,037: 1,310 1,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 9.9 13.0 60.2 63.9 85.8 86.8: 14.2 13.2
Old : 100.0: 12.5 9.9 13.0 60.2 63.9 85.8 86.8: 14.2 13.2
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 : 140: 31 30 29 64 68 110 115:
Old : 140: 31 30 29 64 68 110 115:
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 23.8 36.0 35.9 16.4 14.3 23.8 21.0
Old : 23.1 23.8 36.0 35.9 16.4 14.3 23.8 21.0
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 - Futures Only, April 24, 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 : 746,282: 73,269 102,109 248,139 356,875 361,966 678,283 712,214: 67,999 34,068
Old : 746,282: 73,269 102,109 248,139 356,875 361,966 678,283 712,214: 67,999 34,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -8,994: -916 939 -6,211 -2,852 -4,785 -9,979 -10,057: 985 1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 13.7 33.3 47.8 48.5 90.9 95.4: 9.1 4.6
Old : 100.0: 9.8 13.7 33.3 47.8 48.5 90.9 95.4: 9.1 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 : 208: 50 65 72 81 71 182 165:
Old : 208: 50 65 72 81 71 182 165:
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 : 29.8 29.1 43.9 45.3 13.0 12.1 18.2 17.2
Old : 29.8 29.1 43.9 45.3 13.0 12.1 18.2 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, April 24, 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 : 92,475: 2,821 14,884 2,995 76,980 67,337 82,796 85,216: 9,679 7,259
Old : 92,475: 2,821 14,884 2,995 76,980 67,337 82,796 85,216: 9,679 7,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 1,095: -238 -403 153 3,403 4,932 3,318 4,682: -2,223 -3,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 16.1 3.2 83.2 72.8 89.5 92.2: 10.5 7.8
Old : 100.0: 3.1 16.1 3.2 83.2 72.8 89.5 92.2: 10.5 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 2 19 19 21 23:
Old : 27: 1 3 2 19 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 : 49.2 41.6 70.9 59.8 46.4 40.6 58.6 56.5
Old : 49.2 41.6 70.9 59.8 46.4 40.6 58.6 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, April 24, 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 : 62,686: 986 1,550 4,618 45,711 46,316 51,315 52,484: 11,371 10,202
Old : 62,686: 986 1,550 4,618 45,711 46,316 51,315 52,484: 11,371 10,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 5,100: -785 -310 1,641 2,230 6,177 3,086 7,508: 2,014 -2,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.5 7.4 72.9 73.9 81.9 83.7: 18.1 16.3
Old : 100.0: 1.6 2.5 7.4 72.9 73.9 81.9 83.7: 18.1 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 2 22 19 24 21:
Old : 29: 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 : 36.5 45.4 55.3 62.2 30.5 39.7 44.3 52.4
Old : 36.5 45.4 55.3 62.2 30.5 39.7 44.3 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, April 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 128,461: 10,991 2,440 6,948 99,989 110,846 117,928 120,234: 10,533 8,227
Old : 128,461: 10,991 2,440 6,948 99,989 110,846 117,928 120,234: 10,533 8,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 6,997: 3,449 -487 85 2,789 7,037 6,323 6,635: 674 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 1.9 5.4 77.8 86.3 91.8 93.6: 8.2 6.4
Old : 100.0: 8.6 1.9 5.4 77.8 86.3 91.8 93.6: 8.2 6.4
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 : 37: 3 1 4 23 29 27 33:
Old : 37: 3 1 4 23 29 27 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 : 45.5 48.5 62.0 64.5 43.4 46.0 57.6 58.5
Old : 45.5 48.5 62.0 64.5 43.4 46.0 57.6 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, April 24, 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 : 89,137: 26,431 16,092 2,661 49,367 60,825 78,459 79,578: 10,678 9,559
Old : 89,137: 26,431 16,092 2,661 49,367 60,825 78,459 79,578: 10,678 9,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 7,379: 0 5,776 1,377 5,974 1,874 7,351 9,027: 28 -1,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 18.1 3.0 55.4 68.2 88.0 89.3: 12.0 10.7
Old : 100.0: 29.7 18.1 3.0 55.4 68.2 88.0 89.3: 12.0 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 2 20 19 24 22:
Old : 29: 2 3 2 20 19 24 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 : 46.4 52.7 62.4 70.7 43.4 46.9 58.7 63.3
Old : 46.4 52.7 62.4 70.7 43.4 46.9 58.7 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, April 24, 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 : 81,535: 3,447 716 7,583 66,627 66,137 77,657 74,436: 3,878 7,099
Old : 81,535: 3,447 716 7,583 66,627 66,137 77,657 74,436: 3,878 7,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 3,177: 1,090 244 429 2,330 2,718 3,849 3,391: -672 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.9 9.3 81.7 81.1 95.2 91.3: 4.8 8.7
Old : 100.0: 4.2 0.9 9.3 81.7 81.1 95.2 91.3: 4.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 4 18 19 22 23:
Old : 29: 2 2 4 18 19 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 : 54.9 47.2 74.4 65.7 47.9 43.4 59.8 57.5
Old : 54.9 47.2 74.4 65.7 47.9 43.4 59.8 57.5
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 - Futures Only, April 24, 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 : 69,177: 6,735 0 2,968 54,054 59,131 63,757 62,099: 5,420 7,078
Old : 69,177: 6,735 0 2,968 54,054 59,131 63,757 62,099: 5,420 7,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 1,646: 1,065 0 275 3,062 1,061 4,402 1,336: -2,756 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.0 4.3 78.1 85.5 92.2 89.8: 7.8 10.2
Old : 100.0: 9.7 0.0 4.3 78.1 85.5 92.2 89.8: 7.8 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 : 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 : 63.3 38.5 77.8 60.3 57.5 36.8 66.7 53.0
Old : 63.3 38.5 77.8 60.3 57.5 36.8 66.7 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, April 24, 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 : 95,271: 2,576 3,318 5,848 77,869 76,160 86,293 85,326: 8,978 9,945
Old : 95,271: 2,576 3,318 5,848 77,869 76,160 86,293 85,326: 8,978 9,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 6,355: 0 -1,502 746 7,820 9,703 8,566 8,947: -2,211 -2,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 3.5 6.1 81.7 79.9 90.6 89.6: 9.4 10.4
Old : 100.0: 2.7 3.5 6.1 81.7 79.9 90.6 89.6: 9.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 3 3 25 28 29 31:
Old : 37: 1 3 3 25 28 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 : 46.3 29.3 68.2 47.6 31.8 20.4 46.6 34.3
Old : 46.3 29.3 68.2 47.6 31.8 20.4 46.6 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, April 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 87,092: 0 6,282 3,548 71,930 68,322 75,478 78,152: 11,614 8,940
Old : 87,092: 0 6,282 3,548 71,930 68,322 75,478 78,152: 11,614 8,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 1,522: 0 -1,337 1,158 5,782 5,696 6,940 5,517: -5,418 -3,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 4.1 82.6 78.4 86.7 89.7: 13.3 10.3
Old : 100.0: 0.0 7.2 4.1 82.6 78.4 86.7 89.7: 13.3 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 2 2 22 21 24 23:
Old : 31: 0 2 2 22 21 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 42.5 60.9 63.7 39.0 40.2 55.1 58.8
Old : 41.8 42.5 60.9 63.7 39.0 40.2 55.1 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 - Futures Only, April 24, 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 : 69,348: 12,532 1,868 2,326 47,160 54,700 62,018 58,894: 7,330 10,454
Old : 69,348: 12,532 1,868 2,326 47,160 54,700 62,018 58,894: 7,330 10,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 8,962: 5,088 46 874 2,203 7,735 8,165 8,655: 797 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 2.7 3.4 68.0 78.9 89.4 84.9: 10.6 15.1
Old : 100.0: 18.1 2.7 3.4 68.0 78.9 89.4 84.9: 10.6 15.1
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 : 29: 3 1 2 24 20 28 22:
Old : 29: 3 1 2 24 20 28 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 : 36.3 36.3 56.8 53.5 29.1 30.0 46.1 41.9
Old : 36.3 36.3 56.8 53.5 29.1 30.0 46.1 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, April 24, 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 : 123,229: 8,231 13,299 5,796 99,155 87,273 113,182 106,368: 10,047 16,861
Old : 123,229: 8,231 13,299 5,796 99,155 87,273 113,182 106,368: 10,047 16,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 6,590: 3,008 2,264 -1,278 4,670 8,107 6,400 9,093: 190 -2,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 10.8 4.7 80.5 70.8 91.8 86.3: 8.2 13.7
Old : 100.0: 6.7 10.8 4.7 80.5 70.8 91.8 86.3: 8.2 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 : 41: 3 3 3 25 25 29 30:
Old : 41: 3 3 3 25 25 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 32.1 59.7 49.4 35.8 27.0 52.7 41.9
Old : 40.2 32.1 59.7 49.4 35.8 27.0 52.7 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, April 24, 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 : 62,301: 0 7,337 1,660 45,482 41,987 47,142 50,984: 15,159 11,317
Old : 62,301: 0 7,337 1,660 45,482 41,987 47,142 50,984: 15,159 11,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -395: 0 -878 264 3,827 97 4,091 -517: -4,486 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.8 2.7 73.0 67.4 75.7 81.8: 24.3 18.2
Old : 100.0: 0.0 11.8 2.7 73.0 67.4 75.7 81.8: 24.3 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 16 16 18 18:
Old : 24: 0 2 2 16 16 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 : 41.0 45.7 58.1 70.5 40.0 43.2 56.7 66.9
Old : 41.0 45.7 58.1 70.5 40.0 43.2 56.7 66.9
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 - Futures Only, April 24, 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 : 35,967: 1,844 11,636 1,240 32,325 22,874 35,409 35,750: 558 217
Old : 35,967: 1,844 11,636 1,240 32,325 22,874 35,409 35,750: 558 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 32.4 3.4 89.9 63.6 98.4 99.4: 1.6 0.6
Old : 100.0: 5.1 32.4 3.4 89.9 63.6 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 : 22: 2 3 1 9 10 12 13:
Old : 22: 2 3 1 9 10 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.4 73.8 95.6 94.9 75.9 62.9 82.5 80.6
Old : 83.4 73.8 95.6 94.9 75.9 62.9 82.5 80.6
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 - Futures Only, April 24, 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 : 29,607: 531 1,507 372 27,507 25,258 28,410 27,137: 1,197 2,470
Old : 29,607: 531 1,507 372 27,507 25,258 28,410 27,137: 1,197 2,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 5.1 1.3 92.9 85.3 96.0 91.7: 4.0 8.3
Old : 100.0: 1.8 5.1 1.3 92.9 85.3 96.0 91.7: 4.0 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 1 10 12 12 15:
Old : 21: 1 3 1 10 12 12 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 : 60.2 70.1 87.6 85.2 59.2 62.2 80.3 74.1
Old : 60.2 70.1 87.6 85.2 59.2 62.2 80.3 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 - Futures Only, April 24, 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 : 171,975: 5,060 24,898 12,461 142,275 128,802 159,796 166,161: 12,179 5,814
Old : 171,975: 5,060 24,898 12,461 142,275 128,802 159,796 166,161: 12,179 5,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 538: 494 1,780 112 2,594 -600 3,200 1,292: -2,662 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 14.5 7.2 82.7 74.9 92.9 96.6: 7.1 3.4
Old : 100.0: 2.9 14.5 7.2 82.7 74.9 92.9 96.6: 7.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 6 8 36 35 44 44:
Old : 48: 3 6 8 36 35 44 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 : 37.6 38.6 54.5 56.1 35.5 35.7 43.5 45.9
Old : 37.6 38.6 54.5 56.1 35.5 35.7 43.5 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 - Futures Only, April 24, 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 : 97,402: 2,078 12,133 3,918 84,926 70,232 90,922 86,283: 6,480 11,119
Old : 97,402: 2,078 12,133 3,918 84,926 70,232 90,922 86,283: 6,480 11,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 6,906: -181 4,293 593 6,641 9,474 7,053 14,360: -147 -7,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 12.5 4.0 87.2 72.1 93.3 88.6: 6.7 11.4
Old : 100.0: 2.1 12.5 4.0 87.2 72.1 93.3 88.6: 6.7 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 : 33: 3 2 3 23 20 26 25:
Old : 33: 3 2 3 23 20 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 42.0 69.6 61.7 47.8 38.9 59.2 54.2
Old : 52.6 42.0 69.6 61.7 47.8 38.9 59.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, April 24, 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 : 59,783: 496 11,636 1,240 55,535 44,461 57,271 57,337: 2,512 2,446
Old : 59,783: 496 11,636 1,240 55,535 44,461 57,271 57,337: 2,512 2,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 19.5 2.1 92.9 74.4 95.8 95.9: 4.2 4.1
Old : 100.0: 0.8 19.5 2.1 92.9 74.4 95.8 95.9: 4.2 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 : 23: 1 3 1 12 15 14 18:
Old : 23: 1 3 1 12 15 14 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 : 78.1 56.6 91.9 78.6 77.4 55.7 83.4 74.6
Old : 78.1 56.6 91.9 78.6 77.4 55.7 83.4 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, April 24, 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 : 287,464: 15,259 1,361 8,829 250,322 265,909 274,410 276,099: 13,054 11,365
Old : 287,464: 15,259 1,361 8,829 250,322 265,909 274,410 276,099: 13,054 11,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -429: -2,266 -1,641 1,037 4,584 4,698 3,355 4,094: -3,784 -4,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.5 3.1 87.1 92.5 95.5 96.0: 4.5 4.0
Old : 100.0: 5.3 0.5 3.1 87.1 92.5 95.5 96.0: 4.5 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 : 58: 5 4 6 40 42 47 50:
Old : 58: 5 4 6 40 42 47 50:
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 : 38.1 51.1 57.7 64.0 36.1 44.9 51.5 55.6
Old : 38.1 51.1 57.7 64.0 36.1 44.9 51.5 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, April 24, 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 : 178,871: 7,156 7,299 16,884 139,367 149,143 163,407 173,326: 15,464 5,545
Old : 178,871: 7,156 7,299 16,884 139,367 149,143 163,407 173,326: 15,464 5,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -1,633: -1,444 -1,432 591 -302 5,286 -1,155 4,445: -478 -6,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.1 9.4 77.9 83.4 91.4 96.9: 8.6 3.1
Old : 100.0: 4.0 4.1 9.4 77.9 83.4 91.4 96.9: 8.6 3.1
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 : 47: 2 3 5 36 35 41 40:
Old : 47: 2 3 5 36 35 41 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 : 31.7 38.2 48.7 58.7 25.7 30.7 38.0 42.7
Old : 31.7 38.2 48.7 58.7 25.7 30.7 38.0 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, April 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 177,359: 9,266 3,380 11,113 135,191 148,846 155,570 163,339: 21,789 14,020
Old : 177,359: 9,266 3,380 11,113 135,191 148,846 155,570 163,339: 21,789 14,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 1,232: -12 -428 1,276 658 18,711 1,922 19,559: -690 -18,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.9 6.3 76.2 83.9 87.7 92.1: 12.3 7.9
Old : 100.0: 5.2 1.9 6.3 76.2 83.9 87.7 92.1: 12.3 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 : 44: 3 3 4 30 33 35 38:
Old : 44: 3 3 4 30 33 35 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 : 32.6 46.0 49.8 62.6 29.9 45.2 45.8 56.2
Old : 32.6 46.0 49.8 62.6 29.9 45.2 45.8 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 - Futures Only, April 24, 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 : 49,844: 0 4,068 2,042 36,868 30,666 38,910 36,776: 10,934 13,068
Old : 49,844: 0 4,068 2,042 36,868 30,666 38,910 36,776: 10,934 13,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 94: 0 -852 30 3,004 -2,480 3,034 -3,302: -2,940 3,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 4.1 74.0 61.5 78.1 73.8: 21.9 26.2
Old : 100.0: 0.0 8.2 4.1 74.0 61.5 78.1 73.8: 21.9 26.2
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 1 1 16 16 17 17:
Old : 21: 0 1 1 16 16 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 : 43.2 39.2 62.9 59.7 42.1 33.5 58.2 51.3
Old : 43.2 39.2 62.9 59.7 42.1 33.5 58.2 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, April 24, 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 : 255,865: 28,906 3,972 23,112 187,718 211,865 239,736 238,949: 16,129 16,916
Old : 255,865: 28,906 3,972 23,112 187,718 211,865 239,736 238,949: 16,129 16,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 3,921: 1,441 -1,544 1,339 7,149 14,289 9,929 14,084: -6,008 -10,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 1.6 9.0 73.4 82.8 93.7 93.4: 6.3 6.6
Old : 100.0: 11.3 1.6 9.0 73.4 82.8 93.7 93.4: 6.3 6.6
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 : 51: 6 3 8 36 37 45 45:
Old : 51: 6 3 8 36 37 45 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 : 29.0 37.2 44.7 53.7 21.8 29.9 32.0 39.4
Old : 29.0 37.2 44.7 53.7 21.8 29.9 32.0 39.4
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 - Futures Only, April 24, 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 : 66,236: 1,463 5,918 3,373 55,172 45,503 60,008 54,794: 6,228 11,442
Old : 66,236: 1,463 5,918 3,373 55,172 45,503 60,008 54,794: 6,228 11,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 3,733: 552 -268 1,453 1,976 2,084 3,981 3,269: -248 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 8.9 5.1 83.3 68.7 90.6 82.7: 9.4 17.3
Old : 100.0: 2.2 8.9 5.1 83.3 68.7 90.6 82.7: 9.4 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 3 25 22 28 25:
Old : 31: 1 2 3 25 22 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 27.9 56.8 46.9 36.1 22.8 48.4 36.2
Old : 37.8 27.9 56.8 46.9 36.1 22.8 48.4 36.2
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 - Futures Only, April 24, 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 : 2,592,541: 193,378 76,399 830,689 1,538,927 1,672,017 2,562,994 2,579,105: 29,547 13,436
Old : 2,592,541: 193,378 76,399 830,689 1,538,927 1,672,017 2,562,994 2,579,105: 29,547 13,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 15,141: -6,605 19,729 -7,525 28,731 4,298 14,601 16,502: 540 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 2.9 32.0 59.4 64.5 98.9 99.5: 1.1 0.5
Old : 100.0: 7.5 2.9 32.0 59.4 64.5 98.9 99.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 31 18 43 111 95 159 140:
Old : 163: 31 18 43 111 95 159 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 39.3 43.5 52.5 8.4 17.5 12.9 21.5
Old : 29.9 39.3 43.5 52.5 8.4 17.5 12.9 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, April 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,071,815: 159,257 324,086 169,396 737,659 574,842 1,066,312 1,068,324: 5,503 3,491
Old : 1,071,815: 159,257 324,086 169,396 737,659 574,842 1,066,312 1,068,324: 5,503 3,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 22,862: 20,895 8,116 13,115 -11,687 1,363 22,323 22,594: 539 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 30.2 15.8 68.8 53.6 99.5 99.7: 0.5 0.3
Old : 100.0: 14.9 30.2 15.8 68.8 53.6 99.5 99.7: 0.5 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 : 74: 25 12 30 37 36 72 68:
Old : 74: 25 12 30 37 36 72 68:
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 : 50.1 46.1 66.1 65.4 38.4 31.0 47.6 41.6
Old : 50.1 46.1 66.1 65.4 38.4 31.0 47.6 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, April 24, 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 : 36,304: 2,145 982 1,125 32,693 33,857 35,963 35,964: 341 340
Old : 36,304: 2,145 982 1,125 32,693 33,857 35,963 35,964: 341 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 616: -60 -18 12 644 602 596 596: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.7 3.1 90.1 93.3 99.1 99.1: 0.9 0.9
Old : 100.0: 5.9 2.7 3.1 90.1 93.3 99.1 99.1: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 3 6 37 35 45 41:
Old : 51: 5 3 6 37 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 : 47.2 48.0 65.0 67.8 39.0 46.6 47.9 56.8
Old : 47.2 48.0 65.0 67.8 39.0 46.6 47.9 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, April 24, 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 : 18,428: 726 42 810 16,827 17,345 18,363 18,197: 65 231
Old : 18,428: 726 42 810 16,827 17,345 18,363 18,197: 65 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.2 4.4 91.3 94.1 99.6 98.7: 0.4 1.3
Old : 100.0: 3.9 0.2 4.4 91.3 94.1 99.6 98.7: 0.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 1 14 19 15 21:
Old : 27: 1 1 1 14 19 15 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 76.0 87.2 91.4 39.4 60.1 58.6 63.5
Old : 63.6 76.0 87.2 91.4 39.4 60.1 58.6 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, April 24, 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 : 17,136: 1,528 0 290 15,011 16,108 16,829 16,398: 307 738
Old : 17,136: 1,528 0 290 15,011 16,108 16,829 16,398: 307 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 0: 0 0 0 0 -240 0 -240: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 1.7 87.6 94.0 98.2 95.7: 1.8 4.3
Old : 100.0: 8.9 0.0 1.7 87.6 94.0 98.2 95.7: 1.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 16 19 17 20:
Old : 26: 1 0 1 16 19 17 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 : 61.2 52.7 80.8 73.2 46.1 37.5 61.5 52.8
Old : 61.2 52.7 80.8 73.2 46.1 37.5 61.5 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, April 24, 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 : 14,406: 1,087 60 120 11,979 13,638 13,186 13,818: 1,220 588
Old : 14,406: 1,087 60 120 11,979 13,638 13,186 13,818: 1,220 588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 106: 0 0 0 0 260 0 260: 106 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.4 0.8 83.2 94.7 91.5 95.9: 8.5 4.1
Old : 100.0: 7.5 0.4 0.8 83.2 94.7 91.5 95.9: 8.5 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 : 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 : 45.6 81.0 69.5 91.4 43.9 70.4 59.2 74.8
Old : 45.6 81.0 69.5 91.4 43.9 70.4 59.2 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, April 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 29,738: 878 0 622 27,550 28,784 29,050 29,406: 688 332
Old : 29,738: 878 0 622 27,550 28,784 29,050 29,406: 688 332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 408: 0 0 0 408 368 408 368: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 2.1 92.6 96.8 97.7 98.9: 2.3 1.1
Old : 100.0: 3.0 0.0 2.1 92.6 96.8 97.7 98.9: 2.3 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 : 34: 3 0 1 25 23 28 24:
Old : 34: 3 0 1 25 23 28 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 : 48.1 46.9 67.3 72.2 28.2 33.4 40.5 45.8
Old : 48.1 46.9 67.3 72.2 28.2 33.4 40.5 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders - Futures Only, April 24, 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 : 28,144: 240 720 1,660 25,724 25,350 27,624 27,730: 520 414
Old : 28,144: 240 720 1,660 25,724 25,350 27,624 27,730: 520 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 260: 0 0 0 250 260 250 260: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.6 5.9 91.4 90.1 98.2 98.5: 1.8 1.5
Old : 100.0: 0.9 2.6 5.9 91.4 90.1 98.2 98.5: 1.8 1.5
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 : 25: 2 1 1 19 16 21 18:
Old : 25: 2 1 1 19 16 21 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 : 56.6 54.6 77.3 80.2 36.7 39.7 47.4 51.8
Old : 56.6 54.6 77.3 80.2 36.7 39.7 47.4 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, April 24, 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 : 10,840: 0 460 560 9,884 9,618 10,444 10,638: 396 202
Old : 10,840: 0 460 560 9,884 9,618 10,444 10,638: 396 202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 40: 0 0 0 40 40 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 5.2 91.2 88.7 96.3 98.1: 3.7 1.9
Old : 100.0: 0.0 4.2 5.2 91.2 88.7 96.3 98.1: 3.7 1.9
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 : 23: 0 2 1 17 15 18 17:
Old : 23: 0 2 1 17 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 58.0 83.7 80.8 54.2 46.0 65.6 59.3
Old : 60.8 58.0 83.7 80.8 54.2 46.0 65.6 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, April 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,316,177: 199,503 135,674 240,073 802,849 863,657 1,242,425 1,239,404: 73,752 76,773
Old : 1,316,177: 199,503 135,674 240,073 802,849 863,657 1,242,425 1,239,404: 73,752 76,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 6,644: -7,083 9,903 -1,754 15,409 117 6,572 8,266: 72 -1,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 10.3 18.2 61.0 65.6 94.4 94.2: 5.6 5.8
Old : 100.0: 15.2 10.3 18.2 61.0 65.6 94.4 94.2: 5.6 5.8
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 : 317: 95 98 127 91 97 255 274:
Old : 317: 95 98 127 91 97 255 274:
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 : 25.4 26.3 36.1 34.5 10.6 8.4 15.8 13.8
Old : 25.4 26.3 36.1 34.5 10.6 8.4 15.8 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, April 24, 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 : 21,835: 0 0 0 21,835 21,785 21,835 21,785: 0 50
Old : 21,835: 0 0 0 21,835 21,785 21,835 21,785: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -500: 0 0 0 -500 -500 -500 -500: 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 : 22: 0 0 0 18 17 18 17:
Old : 22: 0 0 0 18 17 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 67.8 89.8 91.2 15.7 20.4 20.0 22.3
Old : 73.4 67.8 89.8 91.2 15.7 20.4 20.0 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders - Futures Only, April 24, 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 : 66,173: 2,525 10,059 21,734 36,772 28,844 61,031 60,637: 5,142 5,536
Old : 66,173: 2,525 10,059 21,734 36,772 28,844 61,031 60,637: 5,142 5,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 4,215: 727 -96 2,512 2,074 3,424 5,313 5,840: -1,098 -1,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 15.2 32.8 55.6 43.6 92.2 91.6: 7.8 8.4
Old : 100.0: 3.8 15.2 32.8 55.6 43.6 92.2 91.6: 7.8 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 : 32: 8 7 14 17 16 31 31:
Old : 32: 8 7 14 17 16 31 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 : 32.7 31.2 53.8 53.3 10.3 13.1 15.8 17.5
Old : 32.7 31.2 53.8 53.3 10.3 13.1 15.8 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, April 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 19,881: 13,226 2,405 0 3,605 17,131 16,831 19,536: 3,050 345
Old : 19,881: 13,226 2,405 0 3,605 17,131 16,831 19,536: 3,050 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 1,024: 1,132 82 -80 -196 988 856 990: 168 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 12.1 0.0 18.1 86.2 84.7 98.3: 15.3 1.7
Old : 100.0: 66.5 12.1 0.0 18.1 86.2 84.7 98.3: 15.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 89 8 0 14 26 103 34:
Old : 136: 89 8 0 14 26 103 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 : 27.9 42.4 41.3 64.9 27.9 42.4 41.3 64.9
Old : 27.9 42.4 41.3 64.9 27.9 42.4 41.3 64.9
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 - Futures Only, April 24, 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 : 14,767: 9,753 1,490 0 2,010 12,559 11,763 14,049: 3,004 718
Old : 14,767: 9,753 1,490 0 2,010 12,559 11,763 14,049: 3,004 718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 979: 368 81 0 44 925 412 1,006: 567 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 10.1 0.0 13.6 85.0 79.7 95.1: 20.3 4.9
Old : 100.0: 66.0 10.1 0.0 13.6 85.0 79.7 95.1: 20.3 4.9
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 : 90: 43 10 0 10 29 53 39:
Old : 90: 43 10 0 10 29 53 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 37.4 33.6 56.4 20.0 37.2 33.6 56.2
Old : 20.0 37.4 33.6 56.4 20.0 37.2 33.6 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders - Futures Only, April 24, 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 : 177,043: 39,244 12,158 11,125 108,775 136,921 159,144 160,204: 17,899 16,839
Old : 177,043: 39,244 12,158 11,125 108,775 136,921 159,144 160,204: 17,899 16,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -1,127: -1,511 1,973 323 1,155 -4,091 -33 -1,795: -1,094 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 6.9 6.3 61.4 77.3 89.9 90.5: 10.1 9.5
Old : 100.0: 22.2 6.9 6.3 61.4 77.3 89.9 90.5: 10.1 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 55 31 39 78 89 155 141:
Old : 187: 55 31 39 78 89 155 141:
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 : 23.9 20.4 35.9 31.9 16.1 14.3 23.6 22.9
Old : 23.9 20.4 35.9 31.9 16.1 14.3 23.6 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2007