GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 8,778: 1,675 0 175 5,953 8,153 7,803 8,328: 975 450
Old : 8,778: 1,675 0 175 5,953 8,153 7,803 8,328: 975 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 250: 0 0 0 175 -150 175 -150: 75 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 0.0 2.0 67.8 92.9 88.9 94.9: 11.1 5.1
Old : 100.0: 19.1 0.0 2.0 67.8 92.9 88.9 94.9: 11.1 5.1
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 : 25: 2 0 2 15 18 17 20:
Old : 25: 2 0 2 15 18 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 61.7 78.4 81.7 50.5 54.9 61.4 66.8
Old : 63.6 61.7 78.4 81.7 50.5 54.9 61.4 66.8
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 26, 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 : 16,794: 0 6,487 0 16,339 8,771 16,339 15,258: 455 1,536
Old : 16,794: 0 6,487 0 16,339 8,771 16,339 15,258: 455 1,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 417: 0 120 0 392 307 392 427: 25 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 38.6 0.0 97.3 52.2 97.3 90.9: 2.7 9.1
Old : 100.0: 0.0 38.6 0.0 97.3 52.2 97.3 90.9: 2.7 9.1
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 : 36: 0 2 0 28 28 28 30:
Old : 36: 0 2 0 28 28 28 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 : 55.3 50.8 74.4 65.9 45.5 44.0 55.8 51.0
Old : 55.3 50.8 74.4 65.9 45.5 44.0 55.8 51.0
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, June 26, 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 : 3,790: 0 0 0 3,351 3,142 3,351 3,142: 439 648
Old : 3,790: 0 0 0 3,351 3,142 3,351 3,142: 439 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 365: 0 0 0 390 326 390 326: -25 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.4 82.9 88.4 82.9: 11.6 17.1
Old : 100.0: 0.0 0.0 0.0 88.4 82.9 88.4 82.9: 11.6 17.1
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: 0 0 0 30 30 30 30:
Old : 32: 0 0 0 30 30 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 33.4 55.9 52.7 31.5 27.3 43.6 41.4
Old : 35.0 33.4 55.9 52.7 31.5 27.3 43.6 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 250,339: 36,122 20,487 38,065 136,013 164,004 210,200 222,557: 40,139 27,782
Old : 250,339: 36,122 20,487 38,065 136,013 164,004 210,200 222,557: 40,139 27,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -4,332: -3,042 -1,438 -2,139 -1,274 -954 -6,455 -4,530: 2,122 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 8.2 15.2 54.3 65.5 84.0 88.9: 16.0 11.1
Old : 100.0: 14.4 8.2 15.2 54.3 65.5 84.0 88.9: 16.0 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 40 24 34 64 69 122 112:
Old : 139: 40 24 34 64 69 122 112:
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 21.0 32.6 32.4 15.1 13.5 22.1 20.1
Old : 20.6 21.0 32.6 32.4 15.1 13.5 22.1 20.1
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 26, 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 : 1,268,462: 71,452 152,340 497,498 630,472 579,844 1,199,421 1,229,682: 69,041 38,780
Old : 1,268,462: 71,452 152,340 497,498 630,472 579,844 1,199,421 1,229,682: 69,041 38,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 1,494: -3,294 -10,191 12,028 -4,666 -952 4,068 884: -2,574 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 12.0 39.2 49.7 45.7 94.6 96.9: 5.4 3.1
Old : 100.0: 5.6 12.0 39.2 49.7 45.7 94.6 96.9: 5.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 66 80 88 87 79 205 197:
Old : 238: 66 80 88 87 79 205 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 33.7 47.6 50.5 6.9 7.1 9.8 11.0
Old : 34.8 33.7 47.6 50.5 6.9 7.1 9.8 11.0
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 26, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 88,174: 2,024 15,102 2,602 76,388 64,308 81,014 82,012: 7,160 6,162
Old : 88,174: 2,024 15,102 2,602 76,388 64,308 81,014 82,012: 7,160 6,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 779: 177 -118 301 503 350 981 533: -202 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 17.1 3.0 86.6 72.9 91.9 93.0: 8.1 7.0
Old : 100.0: 2.3 17.1 3.0 86.6 72.9 91.9 93.0: 8.1 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 4 2 24 23 26 28:
Old : 32: 1 4 2 24 23 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 : 48.0 38.6 67.8 58.6 41.9 37.3 53.2 52.6
Old : 48.0 38.6 67.8 58.6 41.9 37.3 53.2 52.6
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 26, 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 : 79,577: 0 5,952 2,993 69,402 60,794 72,395 69,739: 7,182 9,838
Old : 79,577: 0 5,952 2,993 69,402 60,794 72,395 69,739: 7,182 9,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 2,504: 0 1,994 -553 3,179 1,830 2,626 3,271: -122 -767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.5 3.8 87.2 76.4 91.0 87.6: 9.0 12.4
Old : 100.0: 0.0 7.5 3.8 87.2 76.4 91.0 87.6: 9.0 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 2 2 26 21 28 23:
Old : 35: 0 2 2 26 21 28 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 : 34.0 47.6 57.3 65.6 34.0 43.6 55.5 59.0
Old : 34.0 47.6 57.3 65.6 34.0 43.6 55.5 59.0
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 26, 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 : 126,512: 9,204 345 5,898 102,633 112,878 117,735 119,121: 8,777 7,391
Old : 126,512: 9,204 345 5,898 102,633 112,878 117,735 119,121: 8,777 7,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 332: -420 0 -1,416 3,561 1,089 1,725 -327: -1,393 659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.3 4.7 81.1 89.2 93.1 94.2: 6.9 5.8
Old : 100.0: 7.3 0.3 4.7 81.1 89.2 93.1 94.2: 6.9 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 2 5 30 31 35 36:
Old : 41: 3 2 5 30 31 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 44.6 59.5 62.7 41.5 42.3 52.6 53.6
Old : 45.3 44.6 59.5 62.7 41.5 42.3 52.6 53.6
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 26, 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 : 103,679: 10,817 4,705 11,196 72,295 79,185 94,308 95,086: 9,371 8,593
Old : 103,679: 10,817 4,705 11,196 72,295 79,185 94,308 95,086: 9,371 8,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 2,776: 0 -1,452 422 2,447 3,806 2,869 2,776: -93 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 4.5 10.8 69.7 76.4 91.0 91.7: 9.0 8.3
Old : 100.0: 10.4 4.5 10.8 69.7 76.4 91.0 91.7: 9.0 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 3 3 23 22 27 25:
Old : 32: 1 3 3 23 22 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 49.5 63.1 68.2 45.2 47.8 55.9 56.7
Old : 48.5 49.5 63.1 68.2 45.2 47.8 55.9 56.7
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 26, 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 : 83,244: 5,530 1,057 7,746 65,926 67,517 79,202 76,320: 4,042 6,924
Old : 83,244: 5,530 1,057 7,746 65,926 67,517 79,202 76,320: 4,042 6,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 1,758: 304 -278 549 1,287 749 2,140 1,020: -382 738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.3 9.3 79.2 81.1 95.1 91.7: 4.9 8.3
Old : 100.0: 6.6 1.3 9.3 79.2 81.1 95.1 91.7: 4.9 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 4 19 19 23 23:
Old : 30: 2 2 4 19 19 23 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 : 54.1 47.5 71.2 65.1 46.7 41.7 58.9 55.1
Old : 54.1 47.5 71.2 65.1 46.7 41.7 58.9 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 68,935: 9,633 0 1,991 51,200 57,455 62,824 59,446: 6,111 9,489
Old : 68,935: 9,633 0 1,991 51,200 57,455 62,824 59,446: 6,111 9,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -246: -1,531 0 516 547 -887 -468 -371: 222 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 0.0 2.9 74.3 83.3 91.1 86.2: 8.9 13.8
Old : 100.0: 14.0 0.0 2.9 74.3 83.3 91.1 86.2: 8.9 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 2 20 21 22 23:
Old : 29: 2 0 2 20 21 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 37.7 78.2 56.6 54.5 37.4 65.0 53.4
Old : 61.5 37.7 78.2 56.6 54.5 37.4 65.0 53.4
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 26, 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 : 92,002: 4,686 1,889 2,637 77,319 79,094 84,642 83,620: 7,360 8,382
Old : 92,002: 4,686 1,889 2,637 77,319 79,094 84,642 83,620: 7,360 8,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -290: -573 93 25 932 -194 384 -76: -674 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 2.1 2.9 84.0 86.0 92.0 90.9: 8.0 9.1
Old : 100.0: 5.1 2.1 2.9 84.0 86.0 92.0 90.9: 8.0 9.1
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 : 42: 2 2 2 29 30 32 33:
Old : 42: 2 2 2 29 30 32 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 : 48.2 28.0 66.4 45.5 35.4 22.0 48.9 38.2
Old : 48.2 28.0 66.4 45.5 35.4 22.0 48.9 38.2
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 26, 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 : 94,800: 1,216 5,148 4,127 78,393 74,693 83,736 83,968: 11,064 10,832
Old : 94,800: 1,216 5,148 4,127 78,393 74,693 83,736 83,968: 11,064 10,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 5,907: 0 -3,829 1,779 5,895 9,129 7,674 7,079: -1,767 -1,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.4 4.4 82.7 78.8 88.3 88.6: 11.7 11.4
Old : 100.0: 1.3 5.4 4.4 82.7 78.8 88.3 88.6: 11.7 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 3 3 23 22 27 25:
Old : 36: 1 3 3 23 22 27 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 : 38.1 33.9 58.4 57.5 35.8 30.6 52.0 50.5
Old : 38.1 33.9 58.4 57.5 35.8 30.6 52.0 50.5
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 26, 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 : 39,034: 7,369 2,630 929 26,859 26,883 35,157 30,442: 3,877 8,592
Old : 39,034: 7,369 2,630 929 26,859 26,883 35,157 30,442: 3,877 8,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 1,884: 493 62 -191 862 124 1,164 -5: 720 1,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 6.7 2.4 68.8 68.9 90.1 78.0: 9.9 22.0
Old : 100.0: 18.9 6.7 2.4 68.8 68.9 90.1 78.0: 9.9 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 3 12 11 16 14:
Old : 21: 3 1 3 12 11 16 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 : 46.8 42.6 70.5 65.8 36.3 42.6 56.4 58.8
Old : 46.8 42.6 70.5 65.8 36.3 42.6 56.4 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 83,967: 11,871 496 2,934 64,771 75,868 79,576 79,298: 4,391 4,669
Old : 83,967: 11,871 496 2,934 64,771 75,868 79,576 79,298: 4,391 4,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 2,721: -198 0 794 2,526 1,540 3,122 2,334: -401 387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.6 3.5 77.1 90.4 94.8 94.4: 5.2 5.6
Old : 100.0: 14.1 0.6 3.5 77.1 90.4 94.8 94.4: 5.2 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 : 35: 3 1 2 27 23 30 26:
Old : 35: 3 1 2 27 23 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 : 38.7 45.7 60.7 62.1 28.1 32.9 41.1 44.8
Old : 38.7 45.7 60.7 62.1 28.1 32.9 41.1 44.8
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 26, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 120,338: 4,452 8,202 7,390 100,817 94,730 112,659 110,322: 7,679 10,016
Old : 120,338: 4,452 8,202 7,390 100,817 94,730 112,659 110,322: 7,679 10,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 1,762: 1,885 -2,032 300 70 5,348 2,255 3,616: -493 -1,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 6.8 6.1 83.8 78.7 93.6 91.7: 6.4 8.3
Old : 100.0: 3.7 6.8 6.1 83.8 78.7 93.6 91.7: 6.4 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 2 3 33 30 37 34:
Old : 45: 3 2 3 33 30 37 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 29.4 55.2 49.4 33.4 27.8 47.2 46.8
Old : 36.7 29.4 55.2 49.4 33.4 27.8 47.2 46.8
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 26, 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 : 60,966: 0 4,069 1,182 48,428 45,155 49,610 50,406: 11,356 10,560
Old : 60,966: 0 4,069 1,182 48,428 45,155 49,610 50,406: 11,356 10,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 362: 0 -889 -39 386 616 347 -312: 15 674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 1.9 79.4 74.1 81.4 82.7: 18.6 17.3
Old : 100.0: 0.0 6.7 1.9 79.4 74.1 81.4 82.7: 18.6 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 2 19 21 21 23:
Old : 28: 0 2 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 : 42.6 37.6 61.2 62.3 41.6 37.2 58.3 57.5
Old : 42.6 37.6 61.2 62.3 41.6 37.2 58.3 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 36,251: 7,072 8,364 0 27,855 27,608 34,927 35,972: 1,324 279
Old : 36,251: 7,072 8,364 0 27,855 27,608 34,927 35,972: 1,324 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 23.1 0.0 76.8 76.2 96.3 99.2: 3.7 0.8
Old : 100.0: 19.5 23.1 0.0 76.8 76.2 96.3 99.2: 3.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 0 12 13 15 14:
Old : 26: 3 1 0 12 13 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 : 69.8 66.4 87.9 89.4 53.3 52.1 64.2 67.4
Old : 69.8 66.4 87.9 89.4 53.3 52.1 64.2 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 27,322: 1,906 0 0 25,354 24,737 27,260 24,737: 62 2,585
Old : 27,322: 1,906 0 0 25,354 24,737 27,260 24,737: 62 2,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.0 92.8 90.5 99.8 90.5: 0.2 9.5
Old : 100.0: 7.0 0.0 0.0 92.8 90.5 99.8 90.5: 0.2 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 0 11 11 13 11:
Old : 20: 2 0 0 11 11 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 71.6 92.6 88.0 69.6 68.7 92.1 84.9
Old : 70.1 71.6 92.6 88.0 69.6 68.7 92.1 84.9
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 26, 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 : 164,787: 3,101 19,173 19,500 131,996 120,607 154,597 159,280: 10,190 5,507
Old : 164,787: 3,101 19,173 19,500 131,996 120,607 154,597 159,280: 10,190 5,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 1,480: 367 1,462 -715 1,176 1,060 828 1,807: 652 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 11.6 11.8 80.1 73.2 93.8 96.7: 6.2 3.3
Old : 100.0: 1.9 11.6 11.8 80.1 73.2 93.8 96.7: 6.2 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 : 50: 2 6 7 37 38 44 46:
Old : 50: 2 6 7 37 38 44 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 : 33.5 31.9 49.8 52.8 29.7 26.2 38.3 39.6
Old : 33.5 31.9 49.8 52.8 29.7 26.2 38.3 39.6
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 26, 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 : 93,916: 4,251 4,943 4,329 78,733 74,263 87,313 83,535: 6,603 10,381
Old : 93,916: 4,251 4,943 4,329 78,733 74,263 87,313 83,535: 6,603 10,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 119: -958 -227 -150 -233 -174 -1,341 -551: 1,460 670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.3 4.6 83.8 79.1 93.0 88.9: 7.0 11.1
Old : 100.0: 4.5 5.3 4.6 83.8 79.1 93.0 88.9: 7.0 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 2 4 21 22 25 27:
Old : 33: 3 2 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 : 55.4 36.0 70.3 56.9 52.3 31.4 63.4 50.9
Old : 55.4 36.0 70.3 56.9 52.3 31.4 63.4 50.9
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 26, 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 : 72,705: 7,072 8,364 0 63,518 59,811 70,590 68,175: 2,115 4,530
Old : 72,705: 7,072 8,364 0 63,518 59,811 70,590 68,175: 2,115 4,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 6,926: 372 -868 -300 7,036 7,772 7,108 6,604: -182 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.5 0.0 87.4 82.3 97.1 93.8: 2.9 6.2
Old : 100.0: 9.7 11.5 0.0 87.4 82.3 97.1 93.8: 2.9 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 0 16 19 19 20:
Old : 30: 3 1 0 16 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 49.6 85.9 77.1 55.5 48.9 72.2 67.2
Old : 64.0 49.6 85.9 77.1 55.5 48.9 72.2 67.2
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 26, 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 : 286,811: 20,584 1,493 4,600 250,204 268,674 275,388 274,767: 11,423 12,044
Old : 286,811: 20,584 1,493 4,600 250,204 268,674 275,388 274,767: 11,423 12,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 6,615: -134 -167 612 3,688 4,226 4,166 4,671: 2,449 1,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.5 1.6 87.2 93.7 96.0 95.8: 4.0 4.2
Old : 100.0: 7.2 0.5 1.6 87.2 93.7 96.0 95.8: 4.0 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 4 2 5 46 51 51 57:
Old : 62: 4 2 5 46 51 51 57:
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 : 33.3 51.9 53.8 63.7 30.3 44.4 47.5 54.5
Old : 33.3 51.9 53.8 63.7 30.3 44.4 47.5 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 178,485: 6,044 7,542 12,358 146,227 151,364 164,629 171,264: 13,856 7,221
Old : 178,485: 6,044 7,542 12,358 146,227 151,364 164,629 171,264: 13,856 7,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -2,110: 0 -1,401 -1,117 479 2,930 -638 412: -1,472 -2,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 4.2 6.9 81.9 84.8 92.2 96.0: 7.8 4.0
Old : 100.0: 3.4 4.2 6.9 81.9 84.8 92.2 96.0: 7.8 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 : 46: 1 4 4 39 34 43 39:
Old : 46: 1 4 4 39 34 43 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 40.1 48.8 61.3 28.2 35.6 41.6 48.4
Old : 33.5 40.1 48.8 61.3 28.2 35.6 41.6 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 175,183: 3,085 5,377 11,983 139,100 147,288 154,168 164,648: 21,015 10,535
Old : 175,183: 3,085 5,377 11,983 139,100 147,288 154,168 164,648: 21,015 10,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -1,217: -4,839 -788 521 6,097 604 1,779 337: -2,996 -1,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 3.1 6.8 79.4 84.1 88.0 94.0: 12.0 6.0
Old : 100.0: 1.8 3.1 6.8 79.4 84.1 88.0 94.0: 12.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 2 5 39 36 44 41:
Old : 48: 3 2 5 39 36 44 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 : 30.2 41.1 50.2 57.8 27.4 38.6 43.2 49.8
Old : 30.2 41.1 50.2 57.8 27.4 38.6 43.2 49.8
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 26, 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 : 60,502: 0 2,185 2,472 42,241 42,932 44,713 47,589: 15,789 12,913
Old : 60,502: 0 2,185 2,472 42,241 42,932 44,713 47,589: 15,789 12,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 2,597: 0 28 200 1,452 1,685 1,652 1,913: 945 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 4.1 69.8 71.0 73.9 78.7: 26.1 21.3
Old : 100.0: 0.0 3.6 4.1 69.8 71.0 73.9 78.7: 26.1 21.3
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 : 22: 0 1 1 19 16 20 17:
Old : 22: 0 1 1 19 16 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 39.9 52.4 61.4 30.6 32.5 43.0 46.6
Old : 35.9 39.9 52.4 61.4 30.6 32.5 43.0 46.6
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 26, 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 : 249,733: 29,117 5,773 23,656 179,955 201,773 232,728 231,202: 17,005 18,531
Old : 249,733: 29,117 5,773 23,656 179,955 201,773 232,728 231,202: 17,005 18,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 2,854: -863 1,954 87 3,629 336 2,853 2,377: 1 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 2.3 9.5 72.1 80.8 93.2 92.6: 6.8 7.4
Old : 100.0: 11.7 2.3 9.5 72.1 80.8 93.2 92.6: 6.8 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 5 5 8 40 40 50 48:
Old : 56: 5 5 8 40 40 50 48:
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 : 30.0 35.7 44.6 52.2 22.5 31.9 35.3 41.4
Old : 30.0 35.7 44.6 52.2 22.5 31.9 35.3 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 71,123: 1,105 4,570 3,614 60,120 57,935 64,839 66,119: 6,284 5,004
Old : 71,123: 1,105 4,570 3,614 60,120 57,935 64,839 66,119: 6,284 5,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 1,387: -1,201 889 -1,228 4,138 1,973 1,709 1,634: -322 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 6.4 5.1 84.5 81.5 91.2 93.0: 8.8 7.0
Old : 100.0: 1.6 6.4 5.1 84.5 81.5 91.2 93.0: 8.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 4 3 25 29 28 34:
Old : 36: 1 4 3 25 29 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 26.4 58.9 43.6 32.7 19.9 45.5 32.7
Old : 34.9 26.4 58.9 43.6 32.7 19.9 45.5 32.7
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 26, 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 : 2,660,841: 346,498 162,599 797,361 1,493,111 1,689,463 2,636,970 2,649,423: 23,871 11,418
Old : 2,660,841: 346,498 162,599 797,361 1,493,111 1,689,463 2,636,970 2,649,423: 23,871 11,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 110,921: 112,351 108,740 -14,843 19,979 19,640 117,487 113,537: -6,566 -2,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 6.1 30.0 56.1 63.5 99.1 99.6: 0.9 0.4
Old : 100.0: 13.0 6.1 30.0 56.1 63.5 99.1 99.6: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 35 22 47 108 94 161 146:
Old : 169: 35 22 47 108 94 161 146:
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 : 29.4 39.1 43.6 53.6 9.5 20.2 15.3 24.1
Old : 29.4 39.1 43.6 53.6 9.5 20.2 15.3 24.1
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 26, 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 : 1,116,344: 107,407 294,652 216,799 780,233 600,757 1,104,439 1,112,208: 11,905 4,136
Old : 1,116,344: 107,407 294,652 216,799 780,233 600,757 1,104,439 1,112,208: 11,905 4,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 23,606: -6,764 -921 12,355 8,521 10,046 14,112 21,480: 9,494 2,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 26.4 19.4 69.9 53.8 98.9 99.6: 1.1 0.4
Old : 100.0: 9.6 26.4 19.4 69.9 53.8 98.9 99.6: 1.1 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 : 92: 28 21 31 41 41 83 79:
Old : 92: 28 21 31 41 41 83 79:
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 : 46.0 36.9 63.6 57.4 33.2 23.2 41.9 36.0
Old : 46.0 36.9 63.6 57.4 33.2 23.2 41.9 36.0
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 26, 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 : 9,975: 1,340 0 30 8,100 9,660 9,470 9,690: 505 285
Old : 9,975: 1,340 0 30 8,100 9,660 9,470 9,690: 505 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -1,055: -165 0 30 -1,010 -1,070 -1,145 -1,040: 90 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 0.0 0.3 81.2 96.8 94.9 97.1: 5.1 2.9
Old : 100.0: 13.4 0.0 0.3 81.2 96.8 94.9 97.1: 5.1 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 1 14 14 16 15:
Old : 20: 2 0 1 14 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 73.0 78.7 88.9 55.7 64.4 71.9 77.5
Old : 57.4 73.0 78.7 88.9 55.7 64.4 71.9 77.5
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, June 26, 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 : 104,424: 3,596 836 4,336 95,451 98,518 103,383 103,690: 1,041 733
Old : 104,424: 3,596 836 4,336 95,451 98,518 103,383 103,690: 1,041 733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 5,922: 1,371 129 -104 4,658 5,874 5,925 5,899: -2 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.8 4.2 91.4 94.3 99.0 99.3: 1.0 0.7
Old : 100.0: 3.4 0.8 4.2 91.4 94.3 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 : 56: 8 5 9 38 37 51 46:
Old : 56: 8 5 9 38 37 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 : 48.4 44.0 70.9 67.6 13.7 14.5 19.1 20.3
Old : 48.4 44.0 70.9 67.6 13.7 14.5 19.1 20.3
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 26, 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 : 19,796: 1,333 88 678 17,785 18,861 19,796 19,627: 0 169
Old : 19,796: 1,333 88 678 17,785 18,861 19,796 19,627: 0 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 241: 176 88 0 65 153 241 241: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.4 3.4 89.8 95.3 100.0 99.1: 0.0 0.9
Old : 100.0: 6.7 0.4 3.4 89.8 95.3 100.0 99.1: 0.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 2 15 21 17 24:
Old : 29: 2 1 2 15 21 17 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 : 66.1 72.9 87.1 89.6 43.4 56.8 58.2 61.1
Old : 66.1 72.9 87.1 89.6 43.4 56.8 58.2 61.1
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 26, 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 : 23,653: 5,644 459 284 16,758 22,125 22,686 22,868: 967 785
Old : 23,653: 5,644 459 284 16,758 22,125 22,686 22,868: 967 785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 4,100: 3,925 459 -22 229 3,978 4,133 4,415: -32 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 1.9 1.2 70.8 93.5 95.9 96.7: 4.1 3.3
Old : 100.0: 23.9 1.9 1.2 70.8 93.5 95.9 96.7: 4.1 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 : 28: 2 2 3 18 20 21 24:
Old : 28: 2 2 3 18 20 21 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 : 57.6 60.7 78.8 77.3 46.0 42.7 57.2 53.0
Old : 57.6 60.7 78.8 77.3 46.0 42.7 57.2 53.0
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 26, 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 : 13,060: 834 398 136 11,434 12,360 12,404 12,894: 656 166
Old : 13,060: 834 398 136 11,434 12,360 12,404 12,894: 656 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 310: 0 28 12 294 566 306 606: 4 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 3.0 1.0 87.5 94.6 95.0 98.7: 5.0 1.3
Old : 100.0: 6.4 3.0 1.0 87.5 94.6 95.0 98.7: 5.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 3 16 14 19 17:
Old : 24: 1 2 3 16 14 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 74.1 70.7 87.2 44.3 64.1 61.2 73.7
Old : 47.2 74.1 70.7 87.2 44.3 64.1 61.2 73.7
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 26, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:-----------------------------