NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 154,755: 12,754 26,076 11,368 105,746 91,181 129,868 128,625: 24,887 26,130
Old : 154,755: 12,754 26,076 11,368 105,746 91,181 129,868 128,625: 24,887 26,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 4,264: 2,810 1,097 -725 1,502 1,232 3,587 1,604: 677 2,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 16.8 7.3 68.3 58.9 83.9 83.1: 16.1 16.9
Old : 100.0: 8.2 16.8 7.3 68.3 58.9 83.9 83.1: 16.1 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 : 131: 26 30 33 57 68 104 111:
Old : 131: 26 30 33 57 68 104 111:
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 : 29.6 15.7 40.9 25.9 26.6 11.1 34.6 18.5
Old : 29.6 15.7 40.9 25.9 26.6 11.1 34.6 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 410,253: 22,250 77,740 106,635 223,440 199,170 352,325 383,545: 57,928 26,708
Old : 410,253: 22,250 77,740 106,635 223,440 199,170 352,325 383,545: 57,928 26,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 5,012: 1,237 1,845 849 5,224 5,184 7,310 7,878: -2,298 -2,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 18.9 26.0 54.5 48.5 85.9 93.5: 14.1 6.5
Old : 100.0: 5.4 18.9 26.0 54.5 48.5 85.9 93.5: 14.1 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 : 220: 45 64 73 102 83 189 185:
Old : 220: 45 64 73 102 83 189 185:
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 : 16.2 22.2 26.9 35.2 6.9 10.4 9.7 15.8
Old : 16.2 22.2 26.9 35.2 6.9 10.4 9.7 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 69,270: 3,015 4,708 2,121 59,695 61,223 64,831 68,052: 4,439 1,218
Old : 69,270: 3,015 4,708 2,121 59,695 61,223 64,831 68,052: 4,439 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,063: 0 -1,712 0 711 3,631 711 1,919: 352 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 6.8 3.1 86.2 88.4 93.6 98.2: 6.4 1.8
Old : 100.0: 4.4 6.8 3.1 86.2 88.4 93.6 98.2: 6.4 1.8
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 : 36: 1 1 1 30 25 31 27:
Old : 36: 1 1 1 30 25 31 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 : 43.7 58.0 64.2 72.3 42.0 53.7 52.1 62.3
Old : 43.7 58.0 64.2 72.3 42.0 53.7 52.1 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,053: 5,266 2,464 428 37,120 36,980 42,814 39,872: 2,239 5,181
Old : 45,053: 5,266 2,464 428 37,120 36,980 42,814 39,872: 2,239 5,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 302: 0 0 0 302 302 302 302: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 5.5 0.9 82.4 82.1 95.0 88.5: 5.0 11.5
Old : 100.0: 11.7 5.5 0.9 82.4 82.1 95.0 88.5: 5.0 11.5
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 : 22: 1 2 1 15 13 17 15:
Old : 22: 1 2 1 15 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 62.5 82.4 77.9 45.8 61.2 73.4 73.1
Old : 51.3 62.5 82.4 77.9 45.8 61.2 73.4 73.1
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
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,607: 3,781 3,635 1,661 25,753 27,884 31,195 33,180: 3,412 1,427
Old : 34,607: 3,781 3,635 1,661 25,753 27,884 31,195 33,180: 3,412 1,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 3,002: 517 1,336 617 2,050 1,162 3,184 3,115: -182 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 10.5 4.8 74.4 80.6 90.1 95.9: 9.9 4.1
Old : 100.0: 10.9 10.5 4.8 74.4 80.6 90.1 95.9: 9.9 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 3 21 18 24 22:
Old : 26: 2 2 3 21 18 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 38.8 65.2 61.0 36.3 31.0 52.9 49.2
Old : 42.1 38.8 65.2 61.0 36.3 31.0 52.9 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 59,079: 4,788 489 1,678 50,186 49,541 56,652 51,708: 2,427 7,371
Old : 59,079: 4,788 489 1,678 50,186 49,541 56,652 51,708: 2,427 7,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,733: -58 205 360 1,878 1,503 2,180 2,068: -447 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.8 2.8 84.9 83.9 95.9 87.5: 4.1 12.5
Old : 100.0: 8.1 0.8 2.8 84.9 83.9 95.9 87.5: 4.1 12.5
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 : 27: 1 1 2 23 17 25 19:
Old : 27: 1 1 2 23 17 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 60.5 70.7 72.4 40.9 49.6 57.8 59.2
Old : 46.5 60.5 70.7 72.4 40.9 49.6 57.8 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,739: 1,872 394 1,156 17,023 20,361 20,051 21,911: 6,688 4,828
Old : 26,739: 1,872 394 1,156 17,023 20,361 20,051 21,911: 6,688 4,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 1,623: 285 -174 -43 1,734 1,502 1,976 1,285: -353 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.5 4.3 63.7 76.1 75.0 81.9: 25.0 18.1
Old : 100.0: 7.0 1.5 4.3 63.7 76.1 75.0 81.9: 25.0 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 2 13 14 15 16:
Old : 21: 1 1 2 13 14 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 40.7 65.1 63.0 44.2 37.3 52.4 56.2
Old : 47.7 40.7 65.1 63.0 44.2 37.3 52.4 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 906,796: 216,464 67,311 144,467 529,802 688,496 890,733 900,274: 16,063 6,522
Old : 906,796: 216,464 67,311 144,467 529,802 688,496 890,733 900,274: 16,063 6,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 22,987: 16,569 6,223 1,832 4,747 14,729 23,148 22,784: -161 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 7.4 15.9 58.4 75.9 98.2 99.3: 1.8 0.7
Old : 100.0: 23.9 7.4 15.9 58.4 75.9 98.2 99.3: 1.8 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 : 114: 15 14 26 78 72 108 99:
Old : 114: 15 14 26 78 72 108 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 23.2 45.0 36.8 27.5 19.3 33.4 28.7
Old : 32.9 23.2 45.0 36.8 27.5 19.3 33.4 28.7
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
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 88,728: 24,714 22,990 20,337 39,782 43,421 84,833 86,748: 3,895 1,980
Old : 88,728: 24,714 22,990 20,337 39,782 43,421 84,833 86,748: 3,895 1,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,119: 12,213 5,083 -2,123 -257 6,425 9,833 9,385: 286 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 25.9 22.9 44.8 48.9 95.6 97.8: 4.4 2.2
Old : 100.0: 27.9 25.9 22.9 44.8 48.9 95.6 97.8: 4.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 8 5 10 22 23 34 34:
Old : 39: 8 5 10 22 23 34 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 : 53.8 47.1 68.6 70.7 27.6 34.1 39.3 47.3
Old : 53.8 47.1 68.6 70.7 27.6 34.1 39.3 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,310: 5,496 1,830 4,915 23,749 27,375 34,160 34,120: 150 190
Old : 34,310: 5,496 1,830 4,915 23,749 27,375 34,160 34,120: 150 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 237: 370 440 -260 136 556 246 736: -9 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 5.3 14.3 69.2 79.8 99.6 99.4: 0.4 0.6
Old : 100.0: 16.0 5.3 14.3 69.2 79.8 99.6 99.4: 0.4 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 : 35: 3 4 6 25 26 31 33:
Old : 35: 3 4 6 25 26 31 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 : 52.9 68.5 74.4 80.1 48.3 60.8 60.5 66.6
Old : 52.9 68.5 74.4 80.1 48.3 60.8 60.5 66.6
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
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,039: 2,123 4,358 861 17,055 14,820 20,039 20,039: 0 0
Old : 20,039: 2,123 4,358 861 17,055 14,820 20,039 20,039: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 432: 396 348 0 80 128 476 476: -44 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 21.7 4.3 85.1 74.0 100.0 100.0: 0.0 0.0
Old : 100.0: 10.6 21.7 4.3 85.1 74.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 3 2 16 14 19 18:
Old : 25: 2 3 2 16 14 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 : 76.5 61.9 88.3 81.8 73.9 59.4 80.2 75.7
Old : 76.5 61.9 88.3 81.8 73.9 59.4 80.2 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,536: 302 2,686 1,174 6,060 3,676 7,536 7,536: 0 0
Old : 7,536: 302 2,686 1,174 6,060 3,676 7,536 7,536: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 0: -242 -242 242 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 35.6 15.6 80.4 48.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.0 35.6 15.6 80.4 48.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 3 11 10 14 14:
Old : 21: 1 3 3 11 10 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
Old : 67.5 61.5 90.6 88.7 60.2 52.0 72.6 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 718,813: 86,451 70,526 85,441 495,530 491,377 667,422 647,344: 51,391 71,469
Old : 718,813: 86,451 70,526 85,441 495,530 491,377 667,422 647,344: 51,391 71,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 11,452: 6,888 -423 -4,703 7,307 13,211 9,492 8,085: 1,960 3,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 9.8 11.9 68.9 68.4 92.9 90.1: 7.1 9.9
Old : 100.0: 12.0 9.8 11.9 68.9 68.4 92.9 90.1: 7.1 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 50 66 70 75 84 174 178:
Old : 212: 50 66 70 75 84 174 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 22.8 35.5 34.3 14.9 13.9 22.7 18.9
Old : 22.0 22.8 35.5 34.3 14.9 13.9 22.7 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,785: 7,543 2,082 0 2,460 9,574 10,003 11,656: 2,782 1,129
Old : 12,785: 7,543 2,082 0 2,460 9,574 10,003 11,656: 2,782 1,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 49: 126 -417 -91 -2 426 33 -82: 16 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 16.3 0.0 19.2 74.9 78.2 91.2: 21.8 8.8
Old : 100.0: 59.0 16.3 0.0 19.2 74.9 78.2 91.2: 21.8 8.8
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 : 113: 66 15 0 9 23 75 38:
Old : 113: 66 15 0 9 23 75 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 : 24.2 42.3 37.7 60.5 24.2 42.3 37.7 60.5
Old : 24.2 42.3 37.7 60.5 24.2 42.3 37.7 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 6,609: 2,637 229 0 2,478 5,648 5,115 5,877: 1,494 732
Old : 6,609: 2,637 229 0 2,478 5,648 5,115 5,877: 1,494 732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 166: 238 -320 0 -124 453 114 133: 52 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 3.5 0.0 37.5 85.5 77.4 88.9: 22.6 11.1
Old : 100.0: 39.9 3.5 0.0 37.5 85.5 77.4 88.9: 22.6 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 : 41: 15 3 0 9 15 24 18:
Old : 41: 15 3 0 9 15 24 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 : 38.1 62.2 52.7 76.6 38.1 62.2 52.7 76.6
Old : 38.1 62.2 52.7 76.6 38.1 62.2 52.7 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 168,381: 20,112 8,379 12,137 121,615 133,646 153,864 154,162: 14,517 14,219
Old : 168,381: 20,112 8,379 12,137 121,615 133,646 153,864 154,162: 14,517 14,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 10,634: 2,654 -1,013 -717 6,667 11,281 8,604 9,551: 2,030 1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 5.0 7.2 72.2 79.4 91.4 91.6: 8.6 8.4
Old : 100.0: 11.9 5.0 7.2 72.2 79.4 91.4 91.6: 8.6 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 32 26 35 77 80 128 125:
Old : 153: 32 26 35 77 80 128 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 18.6 43.8 29.9 27.9 14.5 35.2 23.5
Old : 32.4 18.6 43.8 29.9 27.9 14.5 35.2 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,879: 0 3,251 4,578 14,046 10,975 18,624 18,804: 255 75
Old : 18,879: 0 3,251 4,578 14,046 10,975 18,624 18,804: 255 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: 89: 0 -234 -12 56 260 44 14: 45 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.2 24.2 74.4 58.1 98.6 99.6: 1.4 0.4
Old : 100.0: 0.0 17.2 24.2 74.4 58.1 98.6 99.6: 1.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 5 2 15 13 17 18:
Old : 25: 0 5 2 15 13 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 76.6 88.3 88.2 45.0 48.2 56.2 56.8
Old : 66.1 76.6 88.3 88.2 45.0 48.2 56.2 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 18, 2005
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,587: 450 2,106 402 7,660 5,929 8,512 8,437: 75 150
Old : 8,587: 450 2,106 402 7,660 5,929 8,512 8,437: 75 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2005 :
: -165: 0 75 0 -240 -390 -240 -315: 75 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 24.5 4.7 89.2 69.0 99.1 98.3: 0.9 1.7
Old : 100.0: 5.2 24.5 4.7 89.2 69.0 99.1 98.3: 0.9 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 : 21: 1 1 2 16 14 18 16:
Old : 21: 1 1 2 16 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 75.5 79.1 87.9 40.8 50.4 52.2 53.4
Old : 56.4 75.5 79.1 87.9 40.8 50.4 52.2 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2005