GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 8,474: 1,650 0 175 5,449 8,249 7,274 8,424: 1,200 50
Old : 8,474: 1,650 0 175 5,449 8,249 7,274 8,424: 1,200 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -125: 0 0 0 -125 -75 -125 -75: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 0.0 2.1 64.3 97.3 85.8 99.4: 14.2 0.6
Old : 100.0: 19.5 0.0 2.1 64.3 97.3 85.8 99.4: 14.2 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 : 24: 1 0 2 16 17 18 19:
Old : 24: 1 0 2 16 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 62.4 75.5 84.2 50.5 55.1 59.3 68.3
Old : 61.8 62.4 75.5 84.2 50.5 55.1 59.3 68.3
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, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 15,693: 0 5,932 21 15,202 8,129 15,223 14,082: 470 1,611
Old : 15,693: 0 5,932 21 15,202 8,129 15,223 14,082: 470 1,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 837: 0 680 0 797 157 797 837: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 37.8 0.1 96.9 51.8 97.0 89.7: 3.0 10.3
Old : 100.0: 0.0 37.8 0.1 96.9 51.8 97.0 89.7: 3.0 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 2 1 28 27 29 29:
Old : 35: 0 2 1 28 27 29 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 : 54.7 53.3 75.5 68.6 44.8 44.6 55.3 49.9
Old : 54.7 53.3 75.5 68.6 44.8 44.6 55.3 49.9
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, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 METRIC TONS) :
: : :
All : 3,164: 0 0 0 2,740 2,630 2,740 2,630: 424 534
Old : 3,164: 0 0 0 2,740 2,630 2,740 2,630: 424 534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 288: 0 -15 -40 364 349 324 294: -36 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.6 83.1 86.6 83.1: 13.4 16.9
Old : 100.0: 0.0 0.0 0.0 86.6 83.1 86.6 83.1: 13.4 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 : 29: 0 0 0 26 28 26 28:
Old : 29: 0 0 0 26 28 26 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 : 35.7 33.8 55.7 52.1 31.1 31.3 41.2 43.3
Old : 35.7 33.8 55.7 52.1 31.1 31.3 41.2 43.3
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, June 12, 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 : 228,373: 28,345 22,104 33,541 131,530 144,035 193,416 199,679: 34,957 28,694
Old : 228,373: 28,345 22,104 33,541 131,530 144,035 193,416 199,679: 34,957 28,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 361: -10,603 -1,425 911 9,751 20 59 -495: 302 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 9.7 14.7 57.6 63.1 84.7 87.4: 15.3 12.6
Old : 100.0: 12.4 9.7 14.7 57.6 63.1 84.7 87.4: 15.3 12.6
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 : 144: 40 29 33 66 68 123 114:
Old : 144: 40 29 33 66 68 123 114:
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 : 21.0 23.3 32.0 34.1 15.0 13.0 22.2 19.4
Old : 21.0 23.3 32.0 34.1 15.0 13.0 22.2 19.4
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, June 12, 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 : 1,237,292: 77,464 158,712 478,731 614,403 564,865 1,170,598 1,202,308: 66,694 34,984
Old : 1,237,292: 77,464 158,712 478,731 614,403 564,865 1,170,598 1,202,308: 66,694 34,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -3,087: 1,315 11,660 -9,147 4,546 -7,198 -3,286 -4,684: 199 1,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 12.8 38.7 49.7 45.7 94.6 97.2: 5.4 2.8
Old : 100.0: 6.3 12.8 38.7 49.7 45.7 94.6 97.2: 5.4 2.8
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 : 238: 64 79 94 86 81 205 204:
Old : 238: 64 79 94 86 81 205 204:
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 : 35.2 35.7 48.4 52.5 7.9 8.7 12.0 12.7
Old : 35.2 35.7 48.4 52.5 7.9 8.7 12.0 12.7
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, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 87,728: 1,787 14,326 2,550 75,938 65,060 80,275 81,936: 7,453 5,792
Old : 87,728: 1,787 14,326 2,550 75,938 65,060 80,275 81,936: 7,453 5,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -335: -644 152 -243 3,136 461 2,249 370: -2,584 -705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 16.3 2.9 86.6 74.2 91.5 93.4: 8.5 6.6
Old : 100.0: 2.0 16.3 2.9 86.6 74.2 91.5 93.4: 8.5 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 4 2 23 21 25 26:
Old : 31: 1 4 2 23 21 25 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 : 48.8 39.6 68.2 59.7 43.7 38.2 54.7 53.6
Old : 48.8 39.6 68.2 59.7 43.7 38.2 54.7 53.6
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, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 76,173: 0 4,148 4,024 65,122 58,614 69,146 66,786: 7,027 9,387
Old : 76,173: 0 4,148 4,024 65,122 58,614 69,146 66,786: 7,027 9,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 6,250: 0 3,705 -533 7,540 4,267 7,007 7,439: -757 -1,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 5.3 85.5 76.9 90.8 87.7: 9.2 12.3
Old : 100.0: 0.0 5.4 5.3 85.5 76.9 90.8 87.7: 9.2 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 : 35: 0 2 2 24 21 26 23:
Old : 35: 0 2 2 24 21 26 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 : 33.5 47.7 53.9 63.6 33.0 40.5 53.4 54.5
Old : 33.5 47.7 53.9 63.6 33.0 40.5 53.4 54.5
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, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 119,595: 11,396 281 5,542 94,073 107,770 111,011 113,593: 8,584 6,002
Old : 119,595: 11,396 281 5,542 94,073 107,770 111,011 113,593: 8,584 6,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -544: 219 -188 -523 -178 167 -482 -544: -62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.2 4.6 78.7 90.1 92.8 95.0: 7.2 5.0
Old : 100.0: 9.5 0.2 4.6 78.7 90.1 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: 4 1 5 26 30 31 35:
Old : 41: 4 1 5 26 30 31 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 : 47.1 45.6 61.9 60.5 42.7 42.7 55.5 53.2
Old : 47.1 45.6 61.9 60.5 42.7 42.7 55.5 53.2
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, June 12, 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 : 93,144: 10,817 5,853 10,650 60,540 69,454 82,007 85,957: 11,137 7,187
Old : 93,144: 10,817 5,853 10,650 60,540 69,454 82,007 85,957: 11,137 7,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 794: -496 2,736 -1,880 3,266 -186 890 670: -96 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 6.3 11.4 65.0 74.6 88.0 92.3: 12.0 7.7
Old : 100.0: 11.6 6.3 11.4 65.0 74.6 88.0 92.3: 12.0 7.7
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 : 31: 1 3 3 21 21 25 24:
Old : 31: 1 3 3 21 21 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 : 46.9 46.8 62.0 67.1 44.0 44.3 54.8 56.1
Old : 46.9 46.8 62.0 67.1 44.0 44.3 54.8 56.1
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, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 79,948: 5,226 1,102 6,747 63,619 65,852 75,592 73,701: 4,356 6,247
Old : 79,948: 5,226 1,102 6,747 63,619 65,852 75,592 73,701: 4,356 6,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -250: -1,831 1,005 475 1,106 -1,912 -250 -432: 0 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.4 8.4 79.6 82.4 94.6 92.2: 5.4 7.8
Old : 100.0: 6.5 1.4 8.4 79.6 82.4 94.6 92.2: 5.4 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 : 29: 2 2 4 18 19 22 23:
Old : 29: 2 2 4 18 19 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 47.6 72.3 64.9 47.2 41.3 59.8 55.8
Old : 54.8 47.6 72.3 64.9 47.2 41.3 59.8 55.8
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, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 68,769: 11,612 0 1,850 49,387 57,770 62,849 59,620: 5,920 9,149
Old : 68,769: 11,612 0 1,850 49,387 57,770 62,849 59,620: 5,920 9,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 2,988: 1,736 0 -370 1,246 1,332 2,612 962: 376 2,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 0.0 2.7 71.8 84.0 91.4 86.7: 8.6 13.3
Old : 100.0: 16.9 0.0 2.7 71.8 84.0 91.4 86.7: 8.6 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 : 29: 2 0 1 20 21 22 22:
Old : 29: 2 0 1 20 21 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 : 62.7 36.6 79.5 55.2 55.2 36.3 65.5 52.3
Old : 62.7 36.6 79.5 55.2 55.2 36.3 65.5 52.3
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, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 91,884: 3,082 940 4,022 75,838 77,050 82,942 82,012: 8,942 9,872
Old : 91,884: 3,082 940 4,022 75,838 77,050 82,942 82,012: 8,942 9,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 2,185: 1,297 77 -144 -1,406 1,522 -253 1,455: 2,438 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.0 4.4 82.5 83.9 90.3 89.3: 9.7 10.7
Old : 100.0: 3.4 1.0 4.4 82.5 83.9 90.3 89.3: 9.7 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 2 2 23 27 27 30:
Old : 39: 3 2 2 23 27 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 27.1 65.8 43.5 34.5 20.6 46.9 35.8
Old : 47.7 27.1 65.8 43.5 34.5 20.6 46.9 35.8
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, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 87,625: 1,216 9,380 2,817 71,555 64,273 75,588 76,470: 12,037 11,155
Old : 87,625: 1,216 9,380 2,817 71,555 64,273 75,588 76,470: 12,037 11,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 861: 0 -642 230 763 1,512 993 1,100: -132 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 10.7 3.2 81.7 73.4 86.3 87.3: 13.7 12.7
Old : 100.0: 1.4 10.7 3.2 81.7 73.4 86.3 87.3: 13.7 12.7
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: 1 4 2 21 19 24 23:
Old : 33: 1 4 2 21 19 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 37.7 59.9 61.9 38.0 32.4 54.9 51.1
Old : 39.9 37.7 59.9 61.9 38.0 32.4 54.9 51.1
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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 36,624: 5,841 2,692 1,235 26,453 25,970 33,529 29,897: 3,095 6,727
Old : 36,624: 5,841 2,692 1,235 26,453 25,970 33,529 29,897: 3,095 6,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 566: -763 0 535 580 0 352 535: 214 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 7.4 3.4 72.2 70.9 91.5 81.6: 8.5 18.4
Old : 100.0: 15.9 7.4 3.4 72.2 70.9 91.5 81.6: 8.5 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 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 : 46.9 45.6 72.0 69.2 36.1 45.6 57.4 61.4
Old : 46.9 45.6 72.0 69.2 36.1 45.6 57.4 61.4
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, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 79,712: 11,476 513 2,119 60,959 69,408 74,554 72,040: 5,158 7,672
Old : 79,712: 11,476 513 2,119 60,959 69,408 74,554 72,040: 5,158 7,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 1,165: 1,493 0 -672 200 497 1,021 -175: 144 1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 0.6 2.7 76.5 87.1 93.5 90.4: 6.5 9.6
Old : 100.0: 14.4 0.6 2.7 76.5 87.1 93.5 90.4: 6.5 9.6
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: 2 2 2 25 22 28 25:
Old : 34: 2 2 2 25 22 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 44.7 62.2 61.2 32.0 37.9 46.0 50.5
Old : 39.7 44.7 62.2 61.2 32.0 37.9 46.0 50.5
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, June 12, 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 : 116,588: 5,361 10,752 5,165 96,051 87,080 106,577 102,997: 10,011 13,591
Old : 116,588: 5,361 10,752 5,165 96,051 87,080 106,577 102,997: 10,011 13,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 1,691: -297 -1,667 117 2,174 4,932 1,994 3,382: -303 -1,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 9.2 4.4 82.4 74.7 91.4 88.3: 8.6 11.7
Old : 100.0: 4.6 9.2 4.4 82.4 74.7 91.4 88.3: 8.6 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 3 3 27 28 30 33:
Old : 41: 2 3 3 27 28 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 : 39.6 28.6 58.6 47.3 36.0 26.2 52.0 44.5
Old : 39.6 28.6 58.6 47.3 36.0 26.2 52.0 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 59,427: 0 4,962 1,412 46,830 43,457 48,242 49,831: 11,185 9,596
Old : 59,427: 0 4,962 1,412 46,830 43,457 48,242 49,831: 11,185 9,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 169: 0 0 -62 127 -38 65 -100: 104 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.3 2.4 78.8 73.1 81.2 83.9: 18.8 16.1
Old : 100.0: 0.0 8.3 2.4 78.8 73.1 81.2 83.9: 18.8 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 42.2 38.6 60.6 62.6 41.2 36.4 58.1 57.8
Old : 42.2 38.6 60.6 62.6 41.2 36.4 58.1 57.8
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, June 12, 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 : 159,548: 2,490 16,135 19,342 125,912 117,718 147,744 153,195: 11,804 6,353
Old : 159,548: 2,490 16,135 19,342 125,912 117,718 147,744 153,195: 11,804 6,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -86: 453 -1,998 560 -1,251 1,169 -238 -269: 152 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 10.1 12.1 78.9 73.8 92.6 96.0: 7.4 4.0
Old : 100.0: 1.6 10.1 12.1 78.9 73.8 92.6 96.0: 7.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 6 7 35 36 42 44:
Old : 48: 2 6 7 35 36 42 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 31.5 52.6 51.9 31.1 25.9 40.1 37.8
Old : 34.9 31.5 52.6 51.9 31.1 25.9 40.1 37.8
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, June 12, 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 : 89,072: 474 5,446 4,469 77,742 69,539 82,685 79,454: 6,387 9,618
Old : 89,072: 474 5,446 4,469 77,742 69,539 82,685 79,454: 6,387 9,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 565: 462 -991 757 -778 799 441 565: 124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 6.1 5.0 87.3 78.1 92.8 89.2: 7.2 10.8
Old : 100.0: 0.5 6.1 5.0 87.3 78.1 92.8 89.2: 7.2 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 : 33: 2 3 4 21 22 25 27:
Old : 33: 2 3 4 21 22 25 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 : 56.4 36.9 70.8 55.3 54.1 31.6 65.0 48.0
Old : 56.4 36.9 70.8 55.3 54.1 31.6 65.0 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,051: 6,700 8,488 0 53,054 49,355 59,754 57,843: 2,297 4,208
Old : 62,051: 6,700 8,488 0 53,054 49,355 59,754 57,843: 2,297 4,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 1,746: 620 -364 0 912 2,110 1,532 1,746: 214 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 13.7 0.0 85.5 79.5 96.3 93.2: 3.7 6.8
Old : 100.0: 10.8 13.7 0.0 85.5 79.5 96.3 93.2: 3.7 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 0 12 16 14 17:
Old : 23: 2 1 0 12 16 14 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 : 64.2 50.9 86.9 77.9 54.8 49.9 70.3 65.0
Old : 64.2 50.9 86.9 77.9 54.8 49.9 70.3 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 278,566: 19,244 2,119 4,419 244,911 260,828 268,574 267,366: 9,992 11,200
Old : 278,566: 19,244 2,119 4,419 244,911 260,828 268,574 267,366: 9,992 11,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 7,863: 3,961 554 -262 3,986 7,308 7,685 7,600: 178 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.8 1.6 87.9 93.6 96.4 96.0: 3.6 4.0
Old : 100.0: 6.9 0.8 1.6 87.9 93.6 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 : 59: 4 2 5 42 47 47 53:
Old : 59: 4 2 5 42 47 47 53:
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 52.8 55.1 64.7 31.4 45.7 48.4 55.6
Old : 34.6 52.8 55.1 64.7 31.4 45.7 48.4 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 177,266: 6,044 8,672 13,648 141,791 146,238 161,483 168,558: 15,783 8,708
Old : 177,266: 6,044 8,672 13,648 141,791 146,238 161,483 168,558: 15,783 8,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -964: -210 1,054 -1,148 394 -1,024 -964 -1,118: 0 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 4.9 7.7 80.0 82.5 91.1 95.1: 8.9 4.9
Old : 100.0: 3.4 4.9 7.7 80.0 82.5 91.1 95.1: 8.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 4 4 36 32 40 37:
Old : 45: 1 4 4 36 32 40 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 : 35.4 39.5 50.3 61.5 29.9 34.5 41.6 48.0
Old : 35.4 39.5 50.3 61.5 29.9 34.5 41.6 48.0
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, June 12, 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 : 176,577: 8,329 10,448 10,006 132,512 144,716 150,847 165,170: 25,730 11,407
Old : 176,577: 8,329 10,448 10,006 132,512 144,716 150,847 165,170: 25,730 11,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 3,118: -547 2,300 -408 3,060 300 2,105 2,192: 1,013 926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.9 5.7 75.0 82.0 85.4 93.5: 14.6 6.5
Old : 100.0: 4.7 5.9 5.7 75.0 82.0 85.4 93.5: 14.6 6.5
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 : 46: 3 4 5 35 32 41 38:
Old : 46: 3 4 5 35 32 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 : 30.7 41.5 47.4 58.1 27.5 39.4 43.0 51.4
Old : 30.7 41.5 47.4 58.1 27.5 39.4 43.0 51.4
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, June 12, 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 : 56,171: 0 2,021 2,157 37,218 38,908 39,375 43,086: 16,796 13,085
Old : 56,171: 0 2,021 2,157 37,218 38,908 39,375 43,086: 16,796 13,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 1,819: 0 -242 -200 -796 1,783 -996 1,341: 2,815 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 3.8 66.3 69.3 70.1 76.7: 29.9 23.3
Old : 100.0: 0.0 3.6 3.8 66.3 69.3 70.1 76.7: 29.9 23.3
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: 0 1 1 17 14 18 15:
Old : 20: 0 1 1 17 14 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 39.5 54.2 62.3 33.5 33.9 46.2 48.8
Old : 37.7 39.5 54.2 62.3 33.5 33.9 46.2 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 241,847: 28,846 7,548 21,157 174,130 194,990 224,133 223,695: 17,714 18,152
Old : 241,847: 28,846 7,548 21,157 174,130 194,990 224,133 223,695: 17,714 18,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 2,409: -1,535 36 1,331 3,001 1,473 2,797 2,840: -388 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 3.1 8.7 72.0 80.6 92.7 92.5: 7.3 7.5
Old : 100.0: 11.9 3.1 8.7 72.0 80.6 92.7 92.5: 7.3 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 6 3 6 38 39 47 45:
Old : 52: 6 3 6 38 39 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 34.6 45.3 52.0 23.7 30.3 35.9 40.6
Old : 31.1 34.6 45.3 52.0 23.7 30.3 35.9 40.6
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, June 12, 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 : 65,648: 1,324 3,681 4,540 53,381 51,312 59,245 59,533: 6,403 6,115
Old : 65,648: 1,324 3,681 4,540 53,381 51,312 59,245 59,533: 6,403 6,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 2,360: -376 0 -120 3,313 4,618 2,817 4,498: -457 -2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 5.6 6.9 81.3 78.2 90.2 90.7: 9.8 9.3
Old : 100.0: 2.0 5.6 6.9 81.3 78.2 90.2 90.7: 9.8 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 3 24 27 27 30:
Old : 33: 2 1 3 24 27 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 30.1 56.8 49.8 31.6 22.4 44.3 36.1
Old : 33.5 30.1 56.8 49.8 31.6 22.4 44.3 36.1
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, June 12, 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 : 2,500,575: 228,443 42,278 791,822 1,449,743 1,652,293 2,470,008 2,486,393: 30,567 14,182
Old : 2,500,575: 228,443 42,278 791,822 1,449,743 1,652,293 2,470,008 2,486,393: 30,567 14,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 22,325: -6,144 -1,362 23,159 6,942 488 23,957 22,285: -1,632 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 1.7 31.7 58.0 66.1 98.8 99.4: 1.2 0.6
Old : 100.0: 9.1 1.7 31.7 58.0 66.1 98.8 99.4: 1.2 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: 35 17 45 100 90 149 139:
Old : 157: 35 17 45 100 90 149 139:
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 : 31.1 39.3 45.0 53.7 7.8 18.9 12.5 22.2
Old : 31.1 39.3 45.0 53.7 7.8 18.9 12.5 22.2
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, June 12, 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 : 1,067,372: 105,386 292,337 195,619 762,531 576,521 1,063,536 1,064,477: 3,836 2,895
Old : 1,067,372: 105,386 292,337 195,619 762,531 576,521 1,063,536 1,064,477: 3,836 2,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 9,147: -8,169 -9,378 9,221 7,320 10,161 8,372 10,004: 775 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 27.4 18.3 71.4 54.0 99.6 99.7: 0.4 0.3
Old : 100.0: 9.9 27.4 18.3 71.4 54.0 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 21 21 30 41 40 77 76:
Old : 84: 21 21 30 41 40 77 76:
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 : 46.9 39.0 65.4 60.2 34.6 24.4 44.1 36.8
Old : 46.9 39.0 65.4 60.2 34.6 24.4 44.1 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,550 TONS) :
: : :
All : 10,795: 1,400 0 30 8,905 10,405 10,335 10,435: 460 360
Old : 10,795: 1,400 0 30 8,905 10,405 10,335 10,435: 460 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 0.0 0.3 82.5 96.4 95.7 96.7: 4.3 3.3
Old : 100.0: 13.0 0.0 0.3 82.5 96.4 95.7 96.7: 4.3 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 : 20: 2 0 1 16 14 18 15:
Old : 20: 2 0 1 16 14 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 72.0 79.7 88.1 55.7 58.8 67.3 70.6
Old : 60.2 72.0 79.7 88.1 55.7 58.8 67.3 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 95,679: 2,341 740 4,168 88,219 90,073 94,728 94,981: 951 698
Old : 95,679: 2,341 740 4,168 88,219 90,073 94,728 94,981: 951 698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 1,026: 85 -38 166 783 878 1,035 1,006: -9 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.8 4.4 92.2 94.1 99.0 99.3: 1.0 0.7
Old : 100.0: 2.4 0.8 4.4 92.2 94.1 99.0 99.3: 1.0 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 : 57: 10 4 8 37 36 50 45:
Old : 57: 10 4 8 37 36 50 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 : 47.5 44.2 70.8 68.8 13.8 14.8 18.2 20.5
Old : 47.5 44.2 70.8 68.8 13.8 14.8 18.2 20.5
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, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 19,443: 898 0 638 17,864 18,596 19,400 19,234: 43 209
Old : 19,443: 898 0 638 17,864 18,596 19,400 19,234: 43 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 2,896: 0 0 0 2,896 2,896 2,896 2,896: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 3.3 91.9 95.6 99.8 98.9: 0.2 1.1
Old : 100.0: 4.6 0.0 3.3 91.9 95.6 99.8 98.9: 0.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 14 20 15 21:
Old : 26: 1 0 1 14 20 15 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 73.8 88.9 91.0 45.5 57.4 59.2 61.5
Old : 68.6 73.8 88.9 91.0 45.5 57.4 59.2 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 18,757: 1,823 0 234 16,011 17,664 18,068 17,898: 690 859
Old : 18,757: 1,823 0 234 16,011 17,664 18,068 17,898: 690 859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 17: -39 0 20 41 4 22 23: -5 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.0 1.2 85.4 94.2 96.3 95.4: 3.7 4.6
Old : 100.0: 9.7 0.0 1.2 85.4 94.2 96.3 95.4: 3.7 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 2 18 20 20 22:
Old : 26: 2 0 2 18 20 20 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 : 58.1 54.0 79.3 74.5 39.5 32.1 52.3 44.4
Old : 58.1 54.0 79.3 74.5 39.5 32.1 52.3 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 12,733: 834 370 124 11,123 11,797 12,081 12,291: 652 442
Old : 12,733: 834 370 124 11,123 11,797 12,081 12,291: 652 442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 187: 0 0 0 187 -93 187 -93: -0 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.9 1.0 87.4 92.6 94.9 96.5: 5.1 3.5
Old : 100.0: 6.6 2.9 1.0 87.4 92.6 94.9 96.5: 5.1 3.5
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 : 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 : 48.1 74.1 72.1 86.7 45.0 68.2 62.9 78.1
Old : 48.1 74.1 72.1 86.7 45.0 68.2 62.9 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 29,646: 1,122 90 326 26,484 28,740 27,932 29,156: 1,714 490
Old : 29,646: 1,122 90 326 26,484 28,740 27,932 29,156: 1,714 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -10: 0 0 0 -30 -10 -30 -10: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.3 1.1 89.3 96.9 94.2 98.3: 5.8 1.7
Old : 100.0: 3.8 0.3 1.1 89.3 96.9 94.2 98.3: 5.8 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 : 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 49.2 71.6 71.9 38.3 37.5 50.2 52.3
Old : 53.8 49.2 71.6 71.9 38.3 37.5 50.2 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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 27,356: 340 604 1,380 24,842 24,834 26,562 26,818: 794 538
Old : 27,356: 340 604 1,380 24,842 24,834 26,562 26,818: 794 538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -44: 0 0 0 -44 -24 -44 -24: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.2 5.0 90.8 90.8 97.1 98.0: 2.9 2.0
Old : 100.0: 1.2 2.2 5.0 90.8 90.8 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 : 53.1 58.7 78.0 83.1 31.2 36.5 42.4 46.7
Old : 53.1 58.7 78.0 83.1 31.2 36.5 42.4 46.7
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, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:-----------------------------