GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders - Futures Only, June 5, 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 : 8,599: 1,650 0 175 5,574 8,324 7,399 8,499: 1,200 100
Old : 8,599: 1,650 0 175 5,574 8,324 7,399 8,499: 1,200 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -300: 75 0 -75 -300 -275 -300 -350: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 0.0 2.0 64.8 96.8 86.0 98.8: 14.0 1.2
Old : 100.0: 19.2 0.0 2.0 64.8 96.8 86.0 98.8: 14.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 2 16 16 18 18:
Old : 23: 1 0 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 : 62.7 63.3 75.9 84.8 51.2 56.0 59.9 68.9
Old : 62.7 63.3 75.9 84.8 51.2 56.0 59.9 68.9
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, June 5, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,856: 0 5,252 21 14,405 7,972 14,426 13,245: 430 1,611
Old : 14,856: 0 5,252 21 14,405 7,972 14,426 13,245: 430 1,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -1,976: 0 -1,307 0 -1,902 -566 -1,902 -1,873: -74 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 35.4 0.1 97.0 53.7 97.1 89.2: 2.9 10.8
Old : 100.0: 0.0 35.4 0.1 97.0 53.7 97.1 89.2: 2.9 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 : 35: 0 2 1 29 26 30 28:
Old : 35: 0 2 1 29 26 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 56.0 75.4 70.5 43.8 43.3 52.9 47.5
Old : 54.8 56.0 75.4 70.5 43.8 43.3 52.9 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders - Futures Only, June 5, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 2,876: 0 15 40 2,376 2,281 2,416 2,336: 460 540
Old : 2,876: 0 15 40 2,376 2,281 2,416 2,336: 460 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -672: 0 -15 -70 -723 -723 -793 -808: 121 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 1.4 82.6 79.3 84.0 81.2: 16.0 18.8
Old : 100.0: 0.0 0.5 1.4 82.6 79.3 84.0 81.2: 16.0 18.8
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: 0 1 1 23 24 24 25:
Old : 27: 0 1 1 23 24 24 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 : 31.9 34.7 53.8 54.7 27.2 27.6 38.6 41.7
Old : 31.9 34.7 53.8 54.7 27.2 27.6 38.6 41.7
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, June 5, 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 : 211,697: 40,546 23,390 25,842 114,884 136,996 181,272 186,228: 30,425 25,469
Old : 211,697: 40,546 23,390 25,842 114,884 136,996 181,272 186,228: 30,425 25,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -1,196: 5,549 -3,769 -1,465 -5,056 4,335 -972 -899: -224 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 11.0 12.2 54.3 64.7 85.6 88.0: 14.4 12.0
Old : 100.0: 19.2 11.0 12.2 54.3 64.7 85.6 88.0: 14.4 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 40 27 31 62 66 122 107:
Old : 142: 40 27 31 62 66 122 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 22.4 34.6 33.5 17.0 14.8 25.1 22.2
Old : 21.5 22.4 34.6 33.5 17.0 14.8 25.1 22.2
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, June 5, 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 : 773,909: 76,788 94,171 277,133 359,091 372,578 713,012 743,882: 60,897 30,027
Old : 773,909: 76,788 94,171 277,133 359,091 372,578 713,012 743,882: 60,897 30,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 17,429: 6,355 2,595 12,197 344 3,918 18,896 18,710: -1,467 -1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 12.2 35.8 46.4 48.1 92.1 96.1: 7.9 3.9
Old : 100.0: 9.9 12.2 35.8 46.4 48.1 92.1 96.1: 7.9 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 : 217: 57 69 67 80 69 184 165:
Old : 217: 57 69 67 80 69 184 165:
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 : 30.7 33.0 45.2 47.8 12.8 12.2 17.9 17.6
Old : 30.7 33.0 45.2 47.8 12.8 12.2 17.9 17.6
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, June 5, 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 : 88,063: 2,431 14,174 2,793 72,802 64,599 78,026 81,566: 10,037 6,497
Old : 88,063: 2,431 14,174 2,793 72,802 64,599 78,026 81,566: 10,037 6,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -6,225: -85 -13 -279 -5,686 -5,554 -6,050 -5,846: -175 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 16.1 3.2 82.7 73.4 88.6 92.6: 11.4 7.4
Old : 100.0: 2.8 16.1 3.2 82.7 73.4 88.6 92.6: 11.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 4 2 21 20 23 25:
Old : 29: 1 4 2 21 20 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 : 48.1 39.8 68.1 59.9 42.9 38.4 54.3 53.8
Old : 48.1 39.8 68.1 59.9 42.9 38.4 54.3 53.8
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, June 5, 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 : 69,923: 0 443 4,557 57,582 54,347 62,139 59,347: 7,784 10,576
Old : 69,923: 0 443 4,557 57,582 54,347 62,139 59,347: 7,784 10,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 241: -279 374 -783 4,825 1,267 3,763 858: -3,522 -617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 6.5 82.4 77.7 88.9 84.9: 11.1 15.1
Old : 100.0: 0.0 0.6 6.5 82.4 77.7 88.9 84.9: 11.1 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 : 33: 0 2 2 24 20 26 22:
Old : 33: 0 2 2 24 20 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 44.3 54.6 61.6 33.6 39.9 53.2 51.8
Old : 34.1 44.3 54.6 61.6 33.6 39.9 53.2 51.8
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, June 5, 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 : 120,139: 11,177 469 6,065 94,251 107,603 111,493 114,137: 8,646 6,002
Old : 120,139: 11,177 469 6,065 94,251 107,603 111,493 114,137: 8,646 6,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -7,843: -1,297 -459 285 -5,383 -5,299 -6,395 -5,473: -1,448 -2,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.4 5.0 78.5 89.6 92.8 95.0: 7.2 5.0
Old : 100.0: 9.3 0.4 5.0 78.5 89.6 92.8 95.0: 7.2 5.0
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 : 41: 3 2 5 26 31 31 36:
Old : 41: 3 2 5 26 31 31 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 44.7 62.0 59.5 42.4 41.7 53.3 52.3
Old : 47.3 44.7 62.0 59.5 42.4 41.7 53.3 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, June 5, 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 : 92,350: 11,313 3,117 12,530 57,274 69,640 81,117 85,287: 11,233 7,063
Old : 92,350: 11,313 3,117 12,530 57,274 69,640 81,117 85,287: 11,233 7,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 2,046: -9,887 -804 5,831 8,830 -1,960 4,774 3,067: -2,728 -1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 3.4 13.6 62.0 75.4 87.8 92.4: 12.2 7.6
Old : 100.0: 12.3 3.4 13.6 62.0 75.4 87.8 92.4: 12.2 7.6
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 : 30: 2 2 3 19 21 23 24:
Old : 30: 2 2 3 19 21 23 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 : 47.4 46.4 64.2 66.2 44.6 43.5 54.5 55.9
Old : 47.4 46.4 64.2 66.2 44.6 43.5 54.5 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, June 5, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 80,198: 7,057 97 6,272 62,513 67,764 75,842 74,133: 4,356 6,065
Old : 80,198: 7,057 97 6,272 62,513 67,764 75,842 74,133: 4,356 6,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -6,753: -978 97 -704 -5,761 -4,697 -7,443 -5,304: 690 -1,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.1 7.8 77.9 84.5 94.6 92.4: 5.4 7.6
Old : 100.0: 8.8 0.1 7.8 77.9 84.5 94.6 92.4: 5.4 7.6
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: 3 1 4 17 19 21 23:
Old : 29: 3 1 4 17 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 : 54.9 49.7 73.0 67.1 47.3 43.4 60.2 58.2
Old : 54.9 49.7 73.0 67.1 47.3 43.4 60.2 58.2
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, June 5, 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 : 65,781: 9,876 0 2,220 48,141 56,438 60,237 58,658: 5,544 7,123
Old : 65,781: 9,876 0 2,220 48,141 56,438 60,237 58,658: 5,544 7,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -6,143: 637 0 -131 -7,424 -5,734 -6,918 -5,865: 775 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 0.0 3.4 73.2 85.8 91.6 89.2: 8.4 10.8
Old : 100.0: 15.0 0.0 3.4 73.2 85.8 91.6 89.2: 8.4 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 : 29: 2 0 1 19 22 21 23:
Old : 29: 2 0 1 19 22 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 : 62.8 36.1 80.6 55.6 54.2 35.9 65.5 52.7
Old : 62.8 36.1 80.6 55.6 54.2 35.9 65.5 52.7
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 - Futures Only, June 5, 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 : 89,699: 1,785 863 4,166 77,244 75,528 83,195 80,557: 6,504 9,142
Old : 89,699: 1,785 863 4,166 77,244 75,528 83,195 80,557: 6,504 9,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -2,103: -1,244 -28 -733 1,972 -104 -5 -865: -2,098 -1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.0 4.6 86.1 84.2 92.7 89.8: 7.3 10.2
Old : 100.0: 2.0 1.0 4.6 86.1 84.2 92.7 89.8: 7.3 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 : 37: 3 1 2 22 27 25 30:
Old : 37: 3 1 2 22 27 25 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 : 49.5 27.6 67.0 44.8 35.1 21.5 48.7 37.1
Old : 49.5 27.6 67.0 44.8 35.1 21.5 48.7 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, June 5, 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 : 86,764: 1,216 10,022 2,587 70,792 62,761 74,595 75,370: 12,169 11,394
Old : 86,764: 1,216 10,022 2,587 70,792 62,761 74,595 75,370: 12,169 11,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -4,294: 720 2,314 355 -4,737 -8,059 -3,662 -5,390: -632 1,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 11.6 3.0 81.6 72.3 86.0 86.9: 14.0 13.1
Old : 100.0: 1.4 11.6 3.0 81.6 72.3 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 : 32: 1 4 2 20 18 23 22:
Old : 32: 1 4 2 20 18 23 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 : 40.3 38.6 60.8 62.9 38.4 32.9 55.3 52.1
Old : 40.3 38.6 60.8 62.9 38.4 32.9 55.3 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
Commitments of Traders - Futures Only, June 5, 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 : 36,058: 6,604 2,692 700 25,873 25,970 33,177 29,362: 2,881 6,696
Old : 36,058: 6,604 2,692 700 25,873 25,970 33,177 29,362: 2,881 6,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -3,119: -320 124 -677 -1,794 -1,388 -2,791 -1,941: -328 -1,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 7.5 1.9 71.8 72.0 92.0 81.4: 8.0 18.6
Old : 100.0: 18.3 7.5 1.9 71.8 72.0 92.0 81.4: 8.0 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 2 12 11 15 14:
Old : 21: 3 1 2 12 11 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 46.5 71.8 70.4 38.1 46.5 58.8 62.5
Old : 45.9 46.5 71.8 70.4 38.1 46.5 58.8 62.5
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, June 5, 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 : 78,547: 9,983 513 2,791 60,759 68,911 73,533 72,215: 5,014 6,332
Old : 78,547: 9,983 513 2,791 60,759 68,911 73,533 72,215: 5,014 6,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -1,321: 536 -274 -2 -2,435 -377 -1,901 -653: 580 -668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 0.7 3.6 77.4 87.7 93.6 91.9: 6.4 8.1
Old : 100.0: 12.7 0.7 3.6 77.4 87.7 93.6 91.9: 6.4 8.1
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: 2 2 2 25 21 28 24:
Old : 34: 2 2 2 25 21 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 : 39.0 47.2 61.9 63.5 30.7 40.5 44.6 52.1
Old : 39.0 47.2 61.9 63.5 30.7 40.5 44.6 52.1
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, June 5, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 114,897: 5,658 12,419 5,048 93,877 82,148 104,583 99,615: 10,314 15,282
Old : 114,897: 5,658 12,419 5,048 93,877 82,148 104,583 99,615: 10,314 15,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -7,661: -1,284 -4,284 -180 -7,488 -3,214 -8,952 -7,678: 1,291 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 10.8 4.4 81.7 71.5 91.0 86.7: 9.0 13.3
Old : 100.0: 4.9 10.8 4.4 81.7 71.5 91.0 86.7: 9.0 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 4 3 25 26 28 31:
Old : 39: 1 4 3 25 26 28 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 : 42.3 29.5 61.5 48.3 38.6 26.8 54.7 44.1
Old : 42.3 29.5 61.5 48.3 38.6 26.8 54.7 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, June 5, 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 : 59,258: 0 4,962 1,474 46,703 43,495 48,177 49,931: 11,081 9,327
Old : 59,258: 0 4,962 1,474 46,703 43,495 48,177 49,931: 11,081 9,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -3,825: 0 -1,724 37 -2,175 -1,488 -2,138 -3,175: -1,687 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 2.5 78.8 73.4 81.3 84.3: 18.7 15.7
Old : 100.0: 0.0 8.4 2.5 78.8 73.4 81.3 84.3: 18.7 15.7
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 : 28: 0 2 2 19 20 21 22:
Old : 28: 0 2 2 19 20 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 38.8 60.6 62.9 41.4 36.5 58.1 58.0
Old : 42.3 38.8 60.6 62.9 41.4 36.5 58.1 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, June 5, 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 : 159,634: 2,037 18,133 18,782 127,163 116,549 147,982 153,464: 11,652 6,170
Old : 159,634: 2,037 18,133 18,782 127,163 116,549 147,982 153,464: 11,652 6,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -9,696: -782 -3,120 2,515 -9,564 -9,189 -7,831 -9,794: -1,865 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 11.4 11.8 79.7 73.0 92.7 96.1: 7.3 3.9
Old : 100.0: 1.3 11.4 11.8 79.7 73.0 92.7 96.1: 7.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 1 7 7 36 36 43 44:
Old : 48: 1 7 7 36 36 43 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 31.9 53.5 52.0 32.5 26.8 41.3 38.3
Old : 35.7 31.9 53.5 52.0 32.5 26.8 41.3 38.3
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, June 5, 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 : 88,507: 12 6,437 3,712 78,520 68,740 82,244 78,889: 6,263 9,618
Old : 88,507: 12 6,437 3,712 78,520 68,740 82,244 78,889: 6,263 9,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -6,916: -2,971 1,208 -804 -3,971 -4,372 -7,746 -3,968: 830 -2,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 4.2 88.7 77.7 92.9 89.1: 7.1 10.9
Old : 100.0: 0.0 7.3 4.2 88.7 77.7 92.9 89.1: 7.1 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 4 4 22 21 26 26:
Old : 34: 1 4 4 22 21 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 35.7 71.1 54.9 53.8 30.0 65.4 46.6
Old : 56.1 35.7 71.1 54.9 53.8 30.0 65.4 46.6
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, June 5, 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 : 60,305: 6,080 8,852 0 52,142 47,245 58,222 56,097: 2,083 4,208
Old : 60,305: 6,080 8,852 0 52,142 47,245 58,222 56,097: 2,083 4,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -1,065: 6,080 -1,920 0 -6,842 1,520 -762 -400: -303 -665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.7 0.0 86.5 78.3 96.5 93.0: 3.5 7.0
Old : 100.0: 10.1 14.7 0.0 86.5 78.3 96.5 93.0: 3.5 7.0
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 : 23: 1 2 0 13 16 14 18:
Old : 23: 1 2 0 13 16 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 : 65.8 47.3 87.4 74.4 56.1 46.5 72.4 61.7
Old : 65.8 47.3 87.4 74.4 56.1 46.5 72.4 61.7
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, June 5, 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 : 270,703: 15,283 1,565 4,681 240,925 253,520 260,889 259,766: 9,814 10,937
Old : 270,703: 15,283 1,565 4,681 240,925 253,520 260,889 259,766: 9,814 10,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -10,939: 1,399 708 -3,392 -9,668 -9,552 -11,661 -12,236: 722 1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.6 1.7 89.0 93.7 96.4 96.0: 3.6 4.0
Old : 100.0: 5.6 0.6 1.7 89.0 93.7 96.4 96.0: 3.6 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 : 57: 4 2 5 41 44 46 50:
Old : 57: 4 2 5 41 44 46 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 : 35.0 54.2 55.3 65.6 32.1 46.7 48.6 56.5
Old : 35.0 54.2 55.3 65.6 32.1 46.7 48.6 56.5
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 - Futures Only, June 5, 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 : 178,230: 6,254 7,618 14,796 141,397 147,262 162,447 169,676: 15,783 8,554
Old : 178,230: 6,254 7,618 14,796 141,397 147,262 162,447 169,676: 15,783 8,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -8,544: -781 -519 -837 -8,564 -8,120 -10,182 -9,476: 1,638 932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 4.3 8.3 79.3 82.6 91.1 95.2: 8.9 4.8
Old : 100.0: 3.5 4.3 8.3 79.3 82.6 91.1 95.2: 8.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 3 4 36 31 40 36:
Old : 45: 2 3 4 36 31 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 39.4 49.5 61.5 28.3 34.5 40.0 47.2
Old : 34.6 39.4 49.5 61.5 28.3 34.5 40.0 47.2
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, June 5, 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 : 173,459: 8,876 8,148 10,414 129,452 144,416 148,742 162,978: 24,717 10,481
Old : 173,459: 8,876 8,148 10,414 129,452 144,416 148,742 162,978: 24,717 10,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -14,753: -845 2,629 -4,170 -11,101 -10,447 -16,116 -11,988: 1,363 -2,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 4.7 6.0 74.6 83.3 85.8 94.0: 14.2 6.0
Old : 100.0: 5.1 4.7 6.0 74.6 83.3 85.8 94.0: 14.2 6.0
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 : 46: 3 4 5 33 34 39 40:
Old : 46: 3 4 5 33 34 39 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 : 32.0 42.7 49.1 58.9 28.7 41.5 44.5 53.1
Old : 32.0 42.7 49.1 58.9 28.7 41.5 44.5 53.1
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, June 5, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,352: 0 2,263 2,357 38,014 37,125 40,371 41,745: 13,981 12,607
Old : 54,352: 0 2,263 2,357 38,014 37,125 40,371 41,745: 13,981 12,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -2,975: 0 -1,909 670 -6,697 -2,149 -6,027 -3,388: 3,052 413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 4.3 69.9 68.3 74.3 76.8: 25.7 23.2
Old : 100.0: 0.0 4.2 4.3 69.9 68.3 74.3 76.8: 25.7 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 17 16 18 17:
Old : 21: 0 1 1 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 42.1 59.4 61.9 35.7 36.7 49.3 50.9
Old : 42.4 42.1 59.4 61.9 35.7 36.7 49.3 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, June 5, 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 : 239,438: 30,381 7,512 19,826 171,129 193,517 221,336 220,855: 18,102 18,583
Old : 239,438: 30,381 7,512 19,826 171,129 193,517 221,336 220,855: 18,102 18,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -15,487: -1,513 1,616 -4,690 -11,899 -19,223 -18,102 -22,297: 2,615 6,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 3.1 8.3 71.5 80.8 92.4 92.2: 7.6 7.8
Old : 100.0: 12.7 3.1 8.3 71.5 80.8 92.4 92.2: 7.6 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 : 50: 7 2 5 37 37 46 42:
Old : 50: 7 2 5 37 37 46 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 34.6 45.3 51.9 24.4 29.4 35.8 40.0
Old : 31.4 34.6 45.3 51.9 24.4 29.4 35.8 40.0
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, June 5, 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 : 63,288: 1,700 3,681 4,660 50,068 46,694 56,428 55,035: 6,860 8,253
Old : 63,288: 1,700 3,681 4,660 50,068 46,694 56,428 55,035: 6,860 8,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -3,652: 228 -750 -243 -3,214 -1,267 -3,229 -2,260: -423 -1,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 5.8 7.4 79.1 73.8 89.2 87.0: 10.8 13.0
Old : 100.0: 2.7 5.8 7.4 79.1 73.8 89.2 87.0: 10.8 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 : 30: 2 1 3 23 24 26 27:
Old : 30: 2 1 3 23 24 26 27:
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 : 34.7 27.4 57.5 47.3 33.0 20.8 41.6 33.3
Old : 34.7 27.4 57.5 47.3 33.0 20.8 41.6 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, June 5, 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 : 2,478,250: 234,587 43,640 768,663 1,442,801 1,651,805 2,446,051 2,464,108: 32,199 14,142
Old : 2,478,250: 234,587 43,640 768,663 1,442,801 1,651,805 2,446,051 2,464,108: 32,199 14,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -92,593: 37,036 -22,420 -41,300 -84,753 -26,300 -89,017 -90,020: -3,576 -2,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 1.8 31.0 58.2 66.7 98.7 99.4: 1.3 0.6
Old : 100.0: 9.5 1.8 31.0 58.2 66.7 98.7 99.4: 1.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 34 18 43 100 89 148 137:
Old : 157: 34 18 43 100 89 148 137:
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 : 31.4 39.3 45.1 53.9 7.7 18.9 12.6 22.5
Old : 31.4 39.3 45.1 53.9 7.7 18.9 12.6 22.5
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, June 5, 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 : 1,058,225: 113,555 301,715 186,398 755,211 566,360 1,055,164 1,054,473: 3,061 3,752
Old : 1,058,225: 113,555 301,715 186,398 755,211 566,360 1,055,164 1,054,473: 3,061 3,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 64,562: 10,475 22,527 19,490 34,555 22,064 64,520 64,081: 42 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 28.5 17.6 71.4 53.5 99.7 99.6: 0.3 0.4
Old : 100.0: 10.7 28.5 17.6 71.4 53.5 99.7 99.6: 0.3 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 : 79: 20 18 27 40 39 74 70:
Old : 79: 20 18 27 40 39 74 70:
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 : 47.7 39.3 65.2 60.7 35.5 25.0 44.8 37.1
Old : 47.7 39.3 65.2 60.7 35.5 25.0 44.8 37.1
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, June 5, 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 : 39,548: 1,728 613 1,466 35,450 36,847 38,644 38,926: 904 622
Old : 39,548: 1,728 613 1,466 35,450 36,847 38,644 38,926: 904 622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -35: -359 -335 491 -206 -212 -74 -56: 39 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.6 3.7 89.6 93.2 97.7 98.4: 2.3 1.6
Old : 100.0: 4.4 1.6 3.7 89.6 93.2 97.7 98.4: 2.3 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 : 50: 7 2 5 32 33 41 38:
Old : 50: 7 2 5 32 33 41 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 : 51.0 43.3 69.9 64.9 41.6 40.8 49.9 52.0
Old : 51.0 43.3 69.9 64.9 41.6 40.8 49.9 52.0
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, June 5, 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 : 16,547: 898 0 638 14,968 15,700 16,504 16,338: 43 209
Old : 16,547: 898 0 638 14,968 15,700 16,504 16,338: 43 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -1,072: 88 0 -88 -1,050 -962 -1,050 -1,050: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 3.9 90.5 94.9 99.7 98.7: 0.3 1.3
Old : 100.0: 5.4 0.0 3.9 90.5 94.9 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 : 26: 1 0 1 14 19 15 20:
Old : 26: 1 0 1 14 19 15 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 : 63.4 77.4 87.0 91.2 41.0 61.8 60.2 65.4
Old : 63.4 77.4 87.0 91.2 41.0 61.8 60.2 65.4
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, June 5, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 16,184: 1,704 0 174 13,769 15,296 15,647 15,470: 537 714
Old : 16,184: 1,704 0 174 13,769 15,296 15,647 15,470: 537 714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -610: 18 0 -18 -816 -550 -816 -568: 206 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.0 1.1 85.1 94.5 96.7 95.6: 3.3 4.4
Old : 100.0: 10.5 0.0 1.1 85.1 94.5 96.7 95.6: 3.3 4.4
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 : 23: 1 0 1 15 18 16 19:
Old : 23: 1 0 1 15 18 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 : 62.3 52.7 81.7 74.9 46.9 36.8 61.4 51.7
Old : 62.3 52.7 81.7 74.9 46.9 36.8 61.4 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders - Futures Only, June 5, 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 : 12,533: 834 370 124 10,923 11,877 11,881 12,371: 652 162
Old : 12,533: 834 370 124 10,923 11,877 11,881 12,371: 652 162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -792: -126 -14 -10 -572 -768 -708 -792: -84 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 3.0 1.0 87.2 94.8 94.8 98.7: 5.2 1.3
Old : 100.0: 6.7 3.0 1.0 87.2 94.8 94.8 98.7: 5.2 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 : 24: 1 2 2 16 14 18 17:
Old : 24: 1 2 2 16 14 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 : 47.7 75.3 72.1 88.1 43.9 69.3 61.5 79.3
Old : 47.7 75.3 72.1 88.1 43.9 69.3 61.5 79.3
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 - Futures Only, June 5, 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 : 29,656: 1,122 90 326 26,514 28,750 27,962 29,166: 1,694 490
Old : 29,656: 1,122 90 326 26,514 28,750 27,962 29,166: 1,694 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -879: 149 -10 -177 -1,385 -660 -1,413 -847: 534 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.3 1.1 89.4 96.9 94.3 98.3: 5.7 1.7
Old : 100.0: 3.8 0.3 1.1 89.4 96.9 94.3 98.3: 5.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 2 20 22 23 24:
Old : 30: 2 1 2 20 22 23 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 : 53.8 49.1 71.7 72.0 38.3 37.4 50.3 52.3
Old : 53.8 49.1 71.7 72.0 38.3 37.4 50.3 52.3
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, June 5, 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 : 27,400: 340 604 1,380 24,886 24,858 26,606 26,842: 794 558
Old : 27,400: 340 604 1,380 24,886 24,858 26,606 26,842: 794 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 244: 60 -100 -140 326 340 246 100: -2 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.2 5.0 90.8 90.7 97.1 98.0: 2.9 2.0
Old : 100.0: 1.2 2.2 5.0 90.8 90.7 97.1 98.0: 2.9 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 1 17 16 19 18:
Old : 23: 2 1 1 17 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 57.6 78.1 83.1 31.4 36.6 42.6 46.8
Old : 54.0 57.6 78.1 83.1 31.4 36.6 42.6 46.8
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, June 5, 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 : 9,928: 0 748 552 8,665 8,042 9,217 9,342: 711 586
Old : 9,928: 0 748 552 8,665 8,042 9,217 9,342: 711 586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -578: 0 460 0 -507 -988 -507 -528: -71 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.5 5.6 87.3 81.0 92.8 94.1: 7.2 5.9
Old : 100.0: 0.0 7.5 5.6 87.3 81.0 92.8 94.1: 7.2 5.9
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 : 21: 0 2 2 14 14 16 16:
Old : 21: 0 2 2 14 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 55.4 82.8 77.3 52.3 43.9 59.6 54.0
Old : 60.5 55.4 82.8 77.3 52.3 43.9 59.6 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, June 5, 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 : 1,423,761: 180,566 125,651 264,951 897,214 947,336 1,342,731 1,337,938: 81,030 85,823
Old : 1,423,761: 180,566 125,651 264,951 897,214 947,336 1,342,731 1,337,938: 81,030 85,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 35,171: 99 -19,572 4,928 19,048 36,470 24,075 21,826: 11,096 13,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 8.8 18.6 63.0 66.5 94.3 94.0: 5.7 6.0
Old : 100.0: 12.7 8.8 18.6 63.0 66.5 94.3 94.0: 5.7 6.0
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 : 315: 91 89 138 93 98 266 274:
Old : 315: 91 89 138 93 98 266 274:
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 : 26.4 26.2 36.7 34.6 10.3 7.7 15.1 12.7
Old : 26.4 26.2 36.7 34.6 10.3 7.7 15.1 12.7
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 - Futures Only, June 5, 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 : 91,113: 22,271 10,865 2,501 40,811 41,895 65,583 55,261: 25,530 35,852
Old : 91,113: 22,271 10,865 2,501 40,811 41,895 65,583 55,261: 25,530 35,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -6,244: -1,640 1,334 -662 -3,332 -4,663 -5,634 -3,991: -610 -2,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 11.9 2.7 44.8 46.0 72.0 60.7: 28.0 39.3
Old : 100.0: 24.4 11.9 2.7 44.8 46.0 72.0 60.7: 28.0 39.3
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: 3 3 4 14 13 19 18:
Old : 20: 3 3 4 14 13 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 34.1 60.1 50.2 41.9 32.6 56.1 47.4
Old : 43.2 34.1 60.1 50.2 41.9 32.6 56.1 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders - Futures Only, June 5, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 14,819: 0 150 0 14,819 14,669 14,819 14,819: 0 0
Old : 14,819: 0 150 0 14,819 14,669 14,819 14,819: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -4,026: 0 100 0 -3,876 -4,126 -3,876 -4,026: -150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 100.0 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.0 0.0 100.0 99.0 100.0 100.0: 0.0 0.0
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 : 29: 0 2 0 22 19 22 21:
Old : 29: 0 2 0 22 19 22 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 : 57.5 70.0 81.7 86.2 30.3 38.2 38.5 41.9
Old : 57.5 70.0 81.7 86.2 30.3 38.2 38.5 41.9
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, June 5, 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 : 73,901: 2,990 16,584 21,658 43,660 29,901 68,308 68,143: 5,593 5,758
Old : 73,901: 2,990 16,584 21,658 43,660 29,901 68,308 68,143: 5,593 5,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 3,026: 24 606 1,267 1,337 850 2,628 2,723: 398 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 22.4 29.3 59.1 40.5 92.4 92.2: 7.6 7.8
Old : 100.0: 4.0 22.4 29.3 59.1 40.5 92.4 92.2: 7.6 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 : 31: 5 9 12 17 17 30 30:
Old : 31: 5 9 12 17 17 30 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 : 37.5 38.9 56.9 61.3 13.0 19.0 19.8 23.2
Old : 37.5 38.9 56.9 61.3 13.0 19.0 19.8 23.2
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, June 5, 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 : 18,107: 11,693 1,478 71 3,550 16,274 15,314 17,823: 2,793 284
Old : 18,107: 11,693 1,478 71 3,550 16,274 15,314 17,823: 2,793 284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -1,225: -681 -871 -483 -392 0 -1,556 -1,354: 331 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 8.2 0.4 19.6 89.9 84.6 98.4: 15.4 1.6
Old : 100.0: 64.6 8.2 0.4 19.6 89.9 84.6 98.4: 15.4 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 : 123: 72 11 4 20 25 96 37:
Old : 123: 72 11 4 20 25 96 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 44.8 49.2 67.8 36.7 44.7 49.2 67.8
Old : 36.7 44.8 49.2 67.8 36.7 44.7 49.2 67.8
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, June 5, 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 : 14,730: 9,635 923 535 1,927 12,434 12,097 13,892: 2,633 838
Old : 14,730: 9,635 923 535 1,927 12,434 12,097 13,892: 2,633 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -8: 152 -100 14 39 -8 205 -94: -213 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 6.3 3.6 13.1 84.4 82.1 94.3: 17.9 5.7
Old : 100.0: 65.4 6.3 3.6 13.1 84.4 82.1 94.3: 17.9 5.7
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 : 81: 39 7 6 9 27 52 40:
Old : 81: 39 7 6 9 27 52 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 : 33.9 38.0 45.4 54.4 33.7 37.7 45.2 54.0
Old : 33.9 38.0 45.4 54.4 33.7 37.7 45.2 54.0
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 - Futures Only, June 5, 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 : 168,752: 46,489 14,133 12,079 90,336 125,019 148,904 151,231: 19,848 17,521
Old : 168,752: 46,489 14,133 12,079 90,336 125,019 148,904 151,231: 19,848 17,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -7,166: 643 -3,095 1,488 -9,498 -5,428 -7,367 -7,035: 201 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 8.4 7.2 53.5 74.1 88.2 89.6: 11.8 10.4
Old : 100.0: 27.5 8.4 7.2 53.5 74.1 88.2 89.6: 11.8 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 66 23 31 74 87 154 129:
Old : 189: 66 23 31 74 87 154 129:
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 : 24.5 21.2 34.6 34.6 13.8 13.3 21.2 22.4
Old : 24.5 21.2 34.6 34.6 13.8 13.3 21.2 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
Commitments of Traders - Futures Only, June 5, 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 : 3,010: 0 150 0 2,990 2,860 2,990 3,010: 20 0
Old : 3,010: 0 150 0 2,990 2,860 2,990 3,010: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -110: 0 150 0 -110 -160 -110 -10: 0 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 0.0 99.3 95.0 99.3 100.0: 0.7 0.0
Old : 100.0: 0.0 5.0 0.0 99.3 95.0 99.3 100.0: 0.7 0.0
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 : 21: 0 1 0 13 14 13 15:
Old : 21: 0 1 0 13 14 13 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 : 67.8 52.8 89.4 79.4 46.5 38.2 53.2 54.8
Old : 67.8 52.8 89.4 79.4 46.5 38.2 53.2 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
Commitments of Traders - Futures Only, June 5, 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 : 3,475: 300 75 0 3,175 3,250 3,475 3,325: 0 150
Old : 3,475: 300 75 0 3,175 3,250 3,475 3,325: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -525: 0 0 0 -525 -525 -525 -525: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 2.2 0.0 91.4 93.5 100.0 95.7: 0.0 4.3
Old : 100.0: 8.6 2.2 0.0 91.4 93.5 100.0 95.7: 0.0 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 : 21: 1 1 0 11 13 12 14:
Old : 21: 1 1 0 11 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 66.2 92.1 84.9 64.0 61.9 74.8 70.5
Old : 71.9 66.2 92.1 84.9 64.0 61.9 74.8 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2007