GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 8,824: 1,575 1,025 225 5,824 7,524 7,624 8,774: 1,200 50
Old : 8,824: 1,575 1,025 225 5,824 7,524 7,624 8,774: 1,200 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 100: 75 50 0 175 200 250 250: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 11.6 2.5 66.0 85.3 86.4 99.4: 13.6 0.6
Old : 100.0: 17.8 11.6 2.5 66.0 85.3 86.4 99.4: 13.6 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: 1 1 1 18 14 19 16:
Old : 22: 1 1 1 18 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 61.1 73.9 85.7 42.3 48.3 50.2 61.5
Old : 56.7 61.1 73.9 85.7 42.3 48.3 50.2 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 16,021: 75 6,229 121 14,853 7,971 15,049 14,321: 972 1,700
Old : 16,021: 75 6,229 121 14,853 7,971 15,049 14,321: 972 1,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 779: 0 -50 100 779 779 879 829: -100 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 38.9 0.8 92.7 49.8 93.9 89.4: 6.1 10.6
Old : 100.0: 0.5 38.9 0.8 92.7 49.8 93.9 89.4: 6.1 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 1 28 25 30 26:
Old : 34: 1 1 1 28 25 30 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 : 55.8 59.2 75.0 73.7 47.6 47.0 54.9 51.7
Old : 55.8 59.2 75.0 73.7 47.6 47.0 54.9 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 1,882: 0 158 14 1,462 1,170 1,476 1,342: 406 540
Old : 1,882: 0 158 14 1,462 1,170 1,476 1,342: 406 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -159: 0 136 7 -290 -410 -283 -267: 124 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 0.7 77.7 62.2 78.4 71.3: 21.6 28.7
Old : 100.0: 0.0 8.4 0.7 77.7 62.2 78.4 71.3: 21.6 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 1 16 16 17 18:
Old : 20: 0 2 1 16 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 36.3 61.4 53.3 30.3 26.6 41.1 33.0
Old : 39.3 36.3 61.4 53.3 30.3 26.6 41.1 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 2,897: 0 105 250 2,283 1,993 2,533 2,348: 364 549
Old : 2,897: 0 105 250 2,283 1,993 2,533 2,348: 364 549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 312: 0 -20 20 232 187 252 187: 60 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 8.6 78.8 68.8 87.4 81.0: 12.6 19.0
Old : 100.0: 0.0 3.6 8.6 78.8 68.8 87.4 81.0: 12.6 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 2 2 26 27 28 29:
Old : 32: 0 2 2 26 27 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 31.4 50.5 48.2 22.3 18.3 32.8 29.2
Old : 29.9 31.4 50.5 48.2 22.3 18.3 32.8 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 228,496: 33,423 25,165 36,529 126,325 138,675 196,277 200,370: 32,219 28,126
Old : 228,496: 33,423 25,165 36,529 126,325 138,675 196,277 200,370: 32,219 28,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 5,172: 7,111 1,180 1,237 -3,734 4,871 4,614 7,288: 557 -2,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 11.0 16.0 55.3 60.7 85.9 87.7: 14.1 12.3
Old : 100.0: 14.6 11.0 16.0 55.3 60.7 85.9 87.7: 14.1 12.3
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 : 143: 32 33 32 63 71 117 117:
Old : 143: 32 33 32 63 71 117 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 22.0 33.1 31.7 15.9 12.1 23.5 18.2
Old : 22.6 22.0 33.1 31.7 15.9 12.1 23.5 18.2
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 with Delta-adjusted Options and Futures Combined, May 15, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 1,232,253: 75,657 135,980 476,652 605,192 579,417 1,157,501 1,192,049: 74,752 40,204
Old : 1,232,253: 75,657 135,980 476,652 605,192 579,417 1,157,501 1,192,049: 74,752 40,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -26,432: 6,200 -3,926 -10,199 -24,513 -15,591 -28,512 -29,716: 2,080 3,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 11.0 38.7 49.1 47.0 93.9 96.7: 6.1 3.3
Old : 100.0: 6.1 11.0 38.7 49.1 47.0 93.9 96.7: 6.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 59 79 93 81 78 206 188:
Old : 226: 59 79 93 81 78 206 188:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 35.2 48.1 51.6 7.7 8.0 11.6 11.6
Old : 34.8 35.2 48.1 51.6 7.7 8.0 11.6 11.6
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 with Delta-adjusted Options and Futures Combined, May 15, 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 : 92,875: 2,306 14,187 3,041 77,400 68,433 82,747 85,661: 10,128 7,214
Old : 92,875: 2,306 14,187 3,041 77,400 68,433 82,747 85,661: 10,128 7,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 3,438: 1,158 -430 -225 1,684 3,852 2,617 3,197: 821 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 15.3 3.3 83.3 73.7 89.1 92.2: 10.9 7.8
Old : 100.0: 2.5 15.3 3.3 83.3 73.7 89.1 92.2: 10.9 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 : 28: 1 3 2 20 20 22 24:
Old : 28: 1 3 2 20 20 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 39.1 68.1 58.7 43.5 38.1 55.2 53.4
Old : 48.1 39.1 68.1 58.7 43.5 38.1 55.2 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 60,905: 2,245 754 3,249 46,041 45,901 51,535 49,904: 9,370 11,001
Old : 60,905: 2,245 754 3,249 46,041 45,901 51,535 49,904: 9,370 11,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 2,296: -492 -488 720 1,854 1,511 2,082 1,743: 214 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.2 5.3 75.6 75.4 84.6 81.9: 15.4 18.1
Old : 100.0: 3.7 1.2 5.3 75.6 75.4 84.6 81.9: 15.4 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 2 23 17 25 19:
Old : 30: 1 1 2 23 17 25 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 : 31.4 46.2 50.6 61.7 28.4 42.0 45.1 51.3
Old : 31.4 46.2 50.6 61.7 28.4 42.0 45.1 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 124,664: 11,897 944 7,553 95,026 107,367 114,476 115,864: 10,188 8,800
Old : 124,664: 11,897 944 7,553 95,026 107,367 114,476 115,864: 10,188 8,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -72: -672 -622 370 204 634 -98 382: 26 -454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.8 6.1 76.2 86.1 91.8 92.9: 8.2 7.1
Old : 100.0: 9.5 0.8 6.1 76.2 86.1 91.8 92.9: 8.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 1 4 23 28 27 32:
Old : 37: 3 1 4 23 28 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 46.6 62.0 60.2 42.4 44.1 54.7 54.7
Old : 46.3 46.6 62.0 60.2 42.4 44.1 54.7 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,247: 16,920 5,309 5,925 50,871 63,528 73,716 74,762: 11,531 10,485
Old : 85,247: 16,920 5,309 5,925 50,871 63,528 73,716 74,762: 11,531 10,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 1,594: -3,192 -2,225 -820 3,655 4,276 -357 1,231: 1,951 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 6.2 7.0 59.7 74.5 86.5 87.7: 13.5 12.3
Old : 100.0: 19.8 6.2 7.0 59.7 74.5 86.5 87.7: 13.5 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 2 18 19 22 22:
Old : 28: 2 3 2 18 19 22 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 : 40.1 50.6 58.2 67.4 37.2 44.6 50.3 54.6
Old : 40.1 50.6 58.2 67.4 37.2 44.6 50.3 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 82,516: 4,611 407 7,307 67,112 69,302 79,030 77,016: 3,486 5,500
Old : 82,516: 4,611 407 7,307 67,112 69,302 79,030 77,016: 3,486 5,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 818: -1,082 -1,322 1,370 343 716 631 764: 187 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.5 8.9 81.3 84.0 95.8 93.3: 4.2 6.7
Old : 100.0: 5.6 0.5 8.9 81.3 84.0 95.8 93.3: 4.2 6.7
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 : 32: 3 1 4 20 22 24 26:
Old : 32: 3 1 4 20 22 24 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 : 52.6 47.0 72.0 66.5 45.9 42.3 60.0 57.5
Old : 52.6 47.0 72.0 66.5 45.9 42.3 60.0 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 with Delta-adjusted Options and Futures Combined, May 15, 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 : 65,817: 7,406 0 2,201 50,713 57,183 60,320 59,384: 5,497 6,433
Old : 65,817: 7,406 0 2,201 50,713 57,183 60,320 59,384: 5,497 6,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 2,402: 1,475 0 -24 159 2,488 1,610 2,464: 792 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.0 3.3 77.1 86.9 91.6 90.2: 8.4 9.8
Old : 100.0: 11.3 0.0 3.3 77.1 86.9 91.6 90.2: 8.4 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 2 19 21 21 23:
Old : 30: 2 0 2 19 21 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 36.2 76.9 59.7 55.3 35.9 66.8 55.7
Old : 59.7 36.2 76.9 59.7 55.3 35.9 66.8 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 90,369: 2,965 1,961 4,685 73,879 74,210 81,529 80,856: 8,840 9,513
Old : 90,369: 2,965 1,961 4,685 73,879 74,210 81,529 80,856: 8,840 9,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 1,049: 823 -1,506 -179 222 2,774 866 1,089: 183 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.2 5.2 81.8 82.1 90.2 89.5: 9.8 10.5
Old : 100.0: 3.3 2.2 5.2 81.8 82.1 90.2 89.5: 9.8 10.5
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 : 36: 2 2 3 24 28 28 31:
Old : 36: 2 2 3 24 28 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 : 46.8 28.7 66.6 46.3 33.4 22.0 47.0 36.7
Old : 46.8 28.7 66.6 46.3 33.4 22.0 47.0 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 86,023: 0 6,906 3,070 71,640 64,616 74,710 74,592: 11,313 11,431
Old : 86,023: 0 6,906 3,070 71,640 64,616 74,710 74,592: 11,313 11,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 2,955: 0 -1,066 662 1,833 2,443 2,495 2,039: 460 916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.0 3.6 83.3 75.1 86.8 86.7: 13.2 13.3
Old : 100.0: 0.0 8.0 3.6 83.3 75.1 86.8 86.7: 13.2 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 : 30: 0 2 2 22 19 24 21:
Old : 30: 0 2 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 : 42.7 40.4 61.9 64.0 39.2 36.6 57.1 56.8
Old : 42.7 40.4 61.9 64.0 39.2 36.6 57.1 56.8
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 with Delta-adjusted Options and Futures Combined, May 15, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 37,435: 6,950 2,568 1,197 26,385 27,080 34,532 30,845: 2,903 6,590
Old : 37,435: 6,950 2,568 1,197 26,385 27,080 34,532 30,845: 2,903 6,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 476: -471 0 320 512 -398 361 -78: 115 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 6.9 3.2 70.5 72.3 92.2 82.4: 7.8 17.6
Old : 100.0: 18.6 6.9 3.2 70.5 72.3 92.2 82.4: 7.8 17.6
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 : 20: 3 1 2 11 11 14 14:
Old : 20: 3 1 2 11 11 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 47.4 74.5 70.9 42.5 47.4 64.2 65.2
Old : 51.1 47.4 74.5 70.9 42.5 47.4 64.2 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 78,926: 9,390 879 4,031 60,725 66,786 74,146 71,696: 4,780 7,230
Old : 78,926: 9,390 879 4,031 60,725 66,786 74,146 71,696: 4,780 7,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 2,612: -2,244 524 -2,024 8,195 4,328 3,927 2,828: -1,315 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 1.1 5.1 76.9 84.6 93.9 90.8: 6.1 9.2
Old : 100.0: 11.9 1.1 5.1 76.9 84.6 93.9 90.8: 6.1 9.2
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 : 33: 2 2 3 25 22 29 25:
Old : 33: 2 2 3 25 22 29 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 : 37.5 39.5 57.9 57.4 25.9 32.7 39.6 45.2
Old : 37.5 39.5 57.9 57.4 25.9 32.7 39.6 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 118,505: 2,172 15,885 7,069 100,361 80,264 109,602 103,218: 8,903 15,287
Old : 118,505: 2,172 15,885 7,069 100,361 80,264 109,602 103,218: 8,903 15,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 330: 1,038 -68 183 -190 92 1,031 207: -701 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 13.4 6.0 84.7 67.7 92.5 87.1: 7.5 12.9
Old : 100.0: 1.8 13.4 6.0 84.7 67.7 92.5 87.1: 7.5 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 5 3 27 27 30 33:
Old : 41: 1 5 3 27 27 30 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 : 40.1 29.5 58.4 46.6 38.2 25.1 53.1 38.1
Old : 40.1 29.5 58.4 46.6 38.2 25.1 53.1 38.1
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 with Delta-adjusted Options and Futures Combined, May 15, 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 : 60,775: 0 6,780 1,321 46,592 42,403 47,913 50,504: 12,862 10,271
Old : 60,775: 0 6,780 1,321 46,592 42,403 47,913 50,504: 12,862 10,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 899: 0 -670 -227 1,016 1,808 789 911: 110 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.2 2.2 76.7 69.8 78.8 83.1: 21.2 16.9
Old : 100.0: 0.0 11.2 2.2 76.7 69.8 78.8 83.1: 21.2 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 2 18 18 20 20:
Old : 26: 0 2 2 18 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 43.0 58.5 65.8 40.0 41.0 56.3 62.4
Old : 40.4 43.0 58.5 65.8 40.0 41.0 56.3 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 167,930: 2,998 24,499 12,843 140,981 124,359 156,822 161,701: 11,108 6,229
Old : 167,930: 2,998 24,499 12,843 140,981 124,359 156,822 161,701: 11,108 6,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 1,282: -792 1,502 348 -42 -1,024 -486 826: 1,768 456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 14.6 7.6 84.0 74.1 93.4 96.3: 6.6 3.7
Old : 100.0: 1.8 14.6 7.6 84.0 74.1 93.4 96.3: 6.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 6 8 38 36 46 45:
Old : 49: 3 6 8 38 36 46 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 : 39.0 36.7 55.2 58.0 34.4 34.0 43.8 47.1
Old : 39.0 36.7 55.2 58.0 34.4 34.0 43.8 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 95,952: 1,015 7,860 4,217 84,248 71,313 89,480 83,390: 6,472 12,562
Old : 95,952: 1,015 7,860 4,217 84,248 71,313 89,480 83,390: 6,472 12,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 1,091: 1,003 -1,923 -30 26 1,616 999 -337: 92 1,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 8.2 4.4 87.8 74.3 93.3 86.9: 6.7 13.1
Old : 100.0: 1.1 8.2 4.4 87.8 74.3 93.3 86.9: 6.7 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: 2 3 4 21 19 25 24:
Old : 32: 2 3 4 21 19 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 39.0 72.2 58.0 49.9 34.8 60.8 49.5
Old : 54.4 39.0 72.2 58.0 49.9 34.8 60.8 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 278,628: 19,403 480 6,316 241,655 261,482 267,374 268,278: 11,254 10,350
Old : 278,628: 19,403 480 6,316 241,655 261,482 267,374 268,278: 11,254 10,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 1,288: 1,322 -637 167 457 1,697 1,946 1,227: -658 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.2 2.3 86.7 93.8 96.0 96.3: 4.0 3.7
Old : 100.0: 7.0 0.2 2.3 86.7 93.8 96.0 96.3: 4.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 6 1 6 40 44 46 51:
Old : 56: 6 1 6 40 44 46 51:
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 52.8 56.9 64.7 34.7 46.0 51.2 56.2
Old : 36.7 52.8 56.9 64.7 34.7 46.0 51.2 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 183,271: 7,374 7,789 16,024 144,876 152,637 168,274 176,450: 14,997 6,821
Old : 183,271: 7,374 7,789 16,024 144,876 152,637 168,274 176,450: 14,997 6,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 3,809: 370 0 244 2,525 3,137 3,139 3,381: 670 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.2 8.7 79.1 83.3 91.8 96.3: 8.2 3.7
Old : 100.0: 4.0 4.2 8.7 79.1 83.3 91.8 96.3: 8.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 3 4 38 35 42 40:
Old : 47: 2 3 4 38 35 42 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 39.1 50.0 60.7 27.7 33.8 39.5 46.3
Old : 34.4 39.1 50.0 60.7 27.7 33.8 39.5 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 181,214: 13,382 7,266 12,067 135,331 149,076 160,780 168,409: 20,434 12,805
Old : 181,214: 13,382 7,266 12,067 135,331 149,076 160,780 168,409: 20,434 12,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 9,087: 3,620 1,587 761 7,400 7,240 11,781 9,588: -2,694 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 4.0 6.7 74.7 82.3 88.7 92.9: 11.3 7.1
Old : 100.0: 7.4 4.0 6.7 74.7 82.3 88.7 92.9: 11.3 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 3 5 33 35 40 40:
Old : 46: 4 3 5 33 35 40 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 : 31.6 44.3 48.0 61.9 28.3 42.4 43.3 54.6
Old : 31.6 44.3 48.0 61.9 28.3 42.4 43.3 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 51,948: 0 3,195 2,081 37,446 34,018 39,527 39,294: 12,421 12,654
Old : 51,948: 0 3,195 2,081 37,446 34,018 39,527 39,294: 12,421 12,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 259: 0 432 -413 1,926 634 1,513 653: -1,254 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 4.0 72.1 65.5 76.1 75.6: 23.9 24.4
Old : 100.0: 0.0 6.2 4.0 72.1 65.5 76.1 75.6: 23.9 24.4
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: 0 1 1 18 18 19 19:
Old : 23: 0 1 1 18 18 19 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 : 41.2 37.3 59.4 58.0 35.8 32.2 49.5 48.5
Old : 41.2 37.3 59.4 58.0 35.8 32.2 49.5 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 247,949: 29,777 4,056 24,251 179,076 208,418 233,104 236,725: 14,845 11,224
Old : 247,949: 29,777 4,056 24,251 179,076 208,418 233,104 236,725: 14,845 11,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 1,220: 450 -2,922 2,984 -2,666 1,407 768 1,469: 452 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 1.6 9.8 72.2 84.1 94.0 95.5: 6.0 4.5
Old : 100.0: 12.0 1.6 9.8 72.2 84.1 94.0 95.5: 6.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 7 4 7 39 40 50 47:
Old : 55: 7 4 7 39 40 50 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 37.5 45.2 54.0 23.3 30.7 34.5 40.8
Old : 29.7 37.5 45.2 54.0 23.3 30.7 34.5 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 66,854: 1,372 6,123 3,551 54,280 45,393 59,203 55,067: 7,651 11,787
Old : 66,854: 1,372 6,123 3,551 54,280 45,393 59,203 55,067: 7,651 11,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 1,870: 0 151 183 564 570 747 904: 1,123 966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 9.2 5.3 81.2 67.9 88.6 82.4: 11.4 17.6
Old : 100.0: 2.1 9.2 5.3 81.2 67.9 88.6 82.4: 11.4 17.6
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: 1 2 3 22 20 25 23:
Old : 29: 1 2 3 22 20 25 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 : 35.3 28.4 58.7 48.9 33.8 22.6 49.3 36.2
Old : 35.3 28.4 58.7 48.9 33.8 22.6 49.3 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 with Delta-adjusted Options and Futures Combined, May 15, 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 : 2,522,646: 198,510 65,879 794,779 1,497,043 1,647,332 2,490,332 2,507,990: 32,314 14,656
Old : 2,522,646: 198,510 65,879 794,779 1,497,043 1,647,332 2,490,332 2,507,990: 32,314 14,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 27,402: 5,726 5,177 7,416 13,228 16,353 26,370 28,946: 1,032 -1,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 2.6 31.5 59.3 65.3 98.7 99.4: 1.3 0.6
Old : 100.0: 7.9 2.6 31.5 59.3 65.3 98.7 99.4: 1.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 34 15 42 101 90 148 135:
Old : 154: 34 15 42 101 90 148 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 39.4 45.3 53.8 8.4 18.9 13.3 22.6
Old : 31.6 39.4 45.3 53.8 8.4 18.9 13.3 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 1,063,759: 114,851 307,996 188,096 756,868 563,321 1,059,815 1,059,413: 3,944 4,346
Old : 1,063,759: 114,851 307,996 188,096 756,868 563,321 1,059,815 1,059,413: 3,944 4,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 16,772: -15,622 -12,242 23,952 9,589 5,163 17,919 16,873: -1,147 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 29.0 17.7 71.2 53.0 99.6 99.6: 0.4 0.4
Old : 100.0: 10.8 29.0 17.7 71.2 53.0 99.6 99.6: 0.4 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 : 77: 20 19 31 38 37 72 73:
Old : 77: 20 19 31 38 37 72 73:
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 : 50.3 41.5 65.9 62.5 38.5 28.1 46.8 39.5
Old : 50.3 41.5 65.9 62.5 38.5 28.1 46.8 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 92,278: 1,993 1,120 3,754 85,662 86,773 91,408 91,647: 870 631
Old : 92,278: 1,993 1,120 3,754 85,662 86,773 91,408 91,647: 870 631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 3,518: 41 -54 148 2,899 3,214 3,089 3,308: 430 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.2 4.1 92.8 94.0 99.1 99.3: 0.9 0.7
Old : 100.0: 2.2 1.2 4.1 92.8 94.0 99.1 99.3: 0.9 0.7
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 : 56: 6 6 9 40 36 51 46:
Old : 56: 6 6 9 40 36 51 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 44.3 69.1 68.6 14.0 15.8 18.4 21.0
Old : 46.8 44.3 69.1 68.6 14.0 15.8 18.4 21.0
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 with Delta-adjusted Options and Futures Combined, May 15, 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 : 17,357: 810 0 726 15,756 16,400 17,292 17,126: 65 231
Old : 17,357: 810 0 726 15,756 16,400 17,292 17,126: 65 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 0: 0 0 0 0 -21 0 -21: 0 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 4.2 90.8 94.5 99.6 98.7: 0.4 1.3
Old : 100.0: 4.7 0.0 4.2 90.8 94.5 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 : 25: 1 0 1 13 17 14 18:
Old : 25: 1 0 1 13 17 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 : 64.6 77.2 87.2 92.0 39.9 61.3 59.2 64.9
Old : 64.6 77.2 87.2 92.0 39.9 61.3 59.2 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 19,288: 1,831 0 238 16,749 18,125 18,818 18,363: 470 924
Old : 19,288: 1,831 0 238 16,749 18,125 18,818 18,363: 470 924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 19: 23 0 -11 -4 26 8 15: 12 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 1.2 86.8 94.0 97.6 95.2: 2.4 4.8
Old : 100.0: 9.5 0.0 1.2 86.8 94.0 97.6 95.2: 2.4 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 : 27: 2 0 2 18 19 20 21:
Old : 27: 2 0 2 18 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 53.5 78.8 73.9 39.5 32.4 52.9 44.6
Old : 57.5 53.5 78.8 73.9 39.5 32.4 52.9 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 13,811: 960 60 110 11,971 13,147 13,041 13,317: 770 494
Old : 13,811: 960 60 110 11,971 13,147 13,041 13,317: 770 494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 1: 0 0 0 1 1 1 1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.4 0.8 86.7 95.2 94.4 96.4: 5.6 3.6
Old : 100.0: 7.0 0.4 0.8 86.7 95.2 94.4 96.4: 5.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 16 14 17 16:
Old : 23: 1 1 1 16 14 17 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 : 46.5 79.0 69.8 89.3 43.4 72.4 59.8 77.6
Old : 46.5 79.0 69.8 89.3 43.4 72.4 59.8 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 30,541: 963 0 513 27,915 29,506 29,391 30,019: 1,150 522
Old : 30,541: 963 0 513 27,915 29,506 29,391 30,019: 1,150 522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 2,168: 0 0 0 1,928 1,928 1,928 1,928: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 1.7 91.4 96.6 96.2 98.3: 3.8 1.7
Old : 100.0: 3.2 0.0 1.7 91.4 96.6 96.2 98.3: 3.8 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 : 33: 3 0 2 23 22 26 24:
Old : 33: 3 0 2 23 22 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 49.5 70.8 72.4 37.6 36.4 49.0 50.9
Old : 51.9 49.5 70.8 72.4 37.6 36.4 49.0 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 27,316: 340 664 1,540 24,660 24,728 26,540 26,932: 776 384
Old : 27,316: 340 664 1,540 24,660 24,728 26,540 26,932: 776 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 290: 0 0 0 50 290 50 290: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.4 5.6 90.3 90.5 97.2 98.6: 2.8 1.4
Old : 100.0: 1.2 2.4 5.6 90.3 90.5 97.2 98.6: 2.8 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 1 18 14 20 16:
Old : 24: 2 1 1 18 14 20 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 : 58.2 58.3 77.2 83.5 38.6 44.7 51.4 56.9
Old : 58.2 58.3 77.2 83.5 38.6 44.7 51.4 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 10,464: 0 288 552 9,130 8,988 9,682 9,828: 782 636
Old : 10,464: 0 288 552 9,130 8,988 9,682 9,828: 782 636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 34: 0 8 32 -10 42 22 82: 12 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 5.3 87.3 85.9 92.5 93.9: 7.5 6.1
Old : 100.0: 0.0 2.8 5.3 87.3 85.9 92.5 93.9: 7.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 60.0 56.8 82.5 79.0 53.0 45.3 59.8 54.2
Old : 60.0 56.8 82.5 79.0 53.0 45.3 59.8 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 2,445,689: 207,380 132,853 626,495 1,524,325 1,569,922 2,358,200 2,329,269: 87,489 116,420
Old : 2,445,689: 207,380 132,853 626,495 1,524,325 1,569,922 2,358,200 2,329,269: 87,489 116,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 44,028: 12,577 10,857 -4,179 28,473 5,616 36,870 12,293: 7,158 31,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 5.4 25.6 62.3 64.2 96.4 95.2: 3.6 4.8
Old : 100.0: 8.5 5.4 25.6 62.3 64.2 96.4 95.2: 3.6 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 : 365: 131 109 180 93 100 309 324:
Old : 365: 131 109 180 93 100 309 324:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 22.1 33.7 31.7 7.6 4.4 10.4 7.0
Old : 22.9 22.1 33.7 31.7 7.6 4.4 10.4 7.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 94,285: 22,689 8,060 3,608 43,456 46,351 69,753 58,019: 24,532 36,266
Old : 94,285: 22,689 8,060 3,608 43,456 46,351 69,753 58,019: 24,532 36,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 8.5 3.8 46.1 49.2 74.0 61.5: 26.0 38.5
Old : 100.0: 24.1 8.5 3.8 46.1 49.2 74.0 61.5: 26.0 38.5
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 : 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 : 43.9 34.9 60.9 50.6 42.8 33.4 56.3 47.1
Old : 43.9 34.9 60.9 50.6 42.8 33.4 56.3 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 17,845: 0 0 0 17,845 17,845 17,845 17,845: 0 0
Old : 17,845: 0 0 0 17,845 17,845 17,845 17,845: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 450: 0 0 0 450 450 450 450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 25: 0 0 0 19 19 19 19:
Old : 25: 0 0 0 19 19 19 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 : 68.6 71.9 87.1 88.1 9.8 12.8 14.3 17.1
Old : 68.6 71.9 87.1 88.1 9.8 12.8 14.3 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 71,307: 3,332 10,321 23,106 39,209 31,467 65,647 64,894: 5,660 6,413
Old : 71,307: 3,332 10,321 23,106 39,209 31,467 65,647 64,894: 5,660 6,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 509: 924 -227 -52 69 303 941 24: -432 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 14.5 32.4 55.0 44.1 92.1 91.0: 7.9 9.0
Old : 100.0: 4.7 14.5 32.4 55.0 44.1 92.1 91.0: 7.9 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 9 6 13 17 17 31 31:
Old : 32: 9 6 13 17 17 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 : 33.1 31.8 53.5 54.3 8.4 13.4 14.5 17.3
Old : 33.1 31.8 53.5 54.3 8.4 13.4 14.5 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 19,975: 12,908 2,243 338 3,877 16,953 17,123 19,534: 2,852 441
Old : 19,975: 12,908 2,243 338 3,877 16,953 17,123 19,534: 2,852 441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -398: -1,166 42 37 648 -633 -481 -554: 83 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 11.2 1.7 19.4 84.9 85.7 97.8: 14.3 2.2
Old : 100.0: 64.6 11.2 1.7 19.4 84.9 85.7 97.8: 14.3 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 81 10 6 16 28 102 41:
Old : 134: 81 10 6 16 28 102 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 44.0 44.0 67.1 31.4 44.0 44.0 67.0
Old : 31.4 44.0 44.0 67.1 31.4 44.0 44.0 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 16,081: 11,118 999 122 1,931 14,064 13,171 15,185: 2,910 896
Old : 16,081: 11,118 999 122 1,931 14,064 13,171 15,185: 2,910 896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 951: 978 -19 -44 103 992 1,037 929: -86 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 6.2 0.8 12.0 87.5 81.9 94.4: 18.1 5.6
Old : 100.0: 69.1 6.2 0.8 12.0 87.5 81.9 94.4: 18.1 5.6
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 : 87: 44 8 1 9 26 54 35:
Old : 87: 44 8 1 9 26 54 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 37.1 38.2 59.0 25.4 37.1 38.2 59.0
Old : 25.4 37.1 38.2 59.0 25.4 37.1 38.2 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 239,955: 47,794 16,891 50,723 113,424 147,807 211,942 215,421: 28,013 24,534
Old : 239,955: 47,794 16,891 50,723 113,424 147,807 211,942 215,421: 28,013 24,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 15,599: 2,420 1,452 10,283 7,014 6,217 19,716 17,952: -4,117 -2,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 7.0 21.1 47.3 61.6 88.3 89.8: 11.7 10.2
Old : 100.0: 19.9 7.0 21.1 47.3 61.6 88.3 89.8: 11.7 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 : 213: 70 38 52 86 92 181 160:
Old : 213: 70 38 52 86 92 181 160:
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 : 20.6 20.4 31.2 29.1 11.4 10.9 17.5 17.0
Old : 20.6 20.4 31.2 29.1 11.4 10.9 17.5 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 18, 2007