NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 181,115: 29,860 26,130 19,884 98,465 109,809 148,209 155,823: 32,906 25,292
Old : 181,115: 29,860 26,130 19,884 98,465 109,809 148,209 155,823: 32,906 25,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 932: 472 -900 1,431 -3,730 -1,083 -1,827 -552: 2,759 1,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 14.4 11.0 54.4 60.6 81.8 86.0: 18.2 14.0
Old : 100.0: 16.5 14.4 11.0 54.4 60.6 81.8 86.0: 18.2 14.0
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 : 116: 27 24 29 58 56 105 93:
Old : 116: 27 24 29 58 56 105 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 28.3 32.2 38.4 14.3 18.0 21.5 25.0
Old : 21.0 28.3 32.2 38.4 14.3 18.0 21.5 25.0
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, April 26, 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 : 481,312: 36,711 45,073 161,731 210,513 242,063 408,955 448,867: 72,357 32,445
Old : 481,312: 36,711 45,073 161,731 210,513 242,063 408,955 448,867: 72,357 32,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -5,155: -1,150 -6,554 1,512 -3,057 -959 -2,695 -6,001: -2,460 846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 9.4 33.6 43.7 50.3 85.0 93.3: 15.0 6.7
Old : 100.0: 7.6 9.4 33.6 43.7 50.3 85.0 93.3: 15.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 41 52 63 84 74 165 153:
Old : 183: 41 52 63 84 74 165 153:
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 24.4 30.6 38.1 6.6 10.5 10.1 15.7
Old : 20.6 24.4 30.6 38.1 6.6 10.5 10.1 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 34,482: 5,460 2,728 1,908 23,248 18,984 30,616 23,620: 3,866 10,862
Old : 34,482: 5,460 2,728 1,908 23,248 18,984 30,616 23,620: 3,866 10,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.9 5.5 67.4 55.1 88.8 68.5: 11.2 31.5
Old : 100.0: 15.8 7.9 5.5 67.4 55.1 88.8 68.5: 11.2 31.5
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 1 3 12 12 15 15:
Old : 20: 2 1 3 12 12 15 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 39.4 75.8 57.5 48.4 32.7 63.7 44.3
Old : 51.3 39.4 75.8 57.5 48.4 32.7 63.7 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 99,882: 11,444 2,932 1,758 78,007 88,767 91,209 93,457: 8,673 6,425
Old : 99,882: 11,444 2,932 1,758 78,007 88,767 91,209 93,457: 8,673 6,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,050: 998 -1,758 1,758 -498 674 2,258 674: 792 2,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 2.9 1.8 78.1 88.9 91.3 93.6: 8.7 6.4
Old : 100.0: 11.5 2.9 1.8 78.1 88.9 91.3 93.6: 8.7 6.4
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 : 34: 2 1 1 20 26 22 28:
Old : 34: 2 1 1 20 26 22 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 : 62.9 37.4 77.8 55.4 62.7 35.9 70.8 50.5
Old : 62.9 37.4 77.8 55.4 62.7 35.9 70.8 50.5
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, April 26, 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 : 57,186: 7,362 11,664 604 45,519 39,379 53,485 51,647: 3,701 5,539
Old : 57,186: 7,362 11,664 604 45,519 39,379 53,485 51,647: 3,701 5,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,473: 1,624 186 0 -333 4,073 1,291 4,259: 182 -2,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 20.4 1.1 79.6 68.9 93.5 90.3: 6.5 9.7
Old : 100.0: 12.9 20.4 1.1 79.6 68.9 93.5 90.3: 6.5 9.7
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 : 23: 1 3 1 11 14 13 17:
Old : 23: 1 3 1 11 14 13 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 : 55.0 53.3 81.4 72.4 47.0 52.2 72.6 68.6
Old : 55.0 53.3 81.4 72.4 47.0 52.2 72.6 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 44,800: 0 4,171 3,139 34,751 33,420 37,890 40,730: 6,910 4,070
Old : 44,800: 0 4,171 3,139 34,751 33,420 37,890 40,730: 6,910 4,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 2,140: 0 -721 1,079 999 1,720 2,078 2,078: 62 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.3 7.0 77.6 74.6 84.6 90.9: 15.4 9.1
Old : 100.0: 0.0 9.3 7.0 77.6 74.6 84.6 90.9: 15.4 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 : 21: 0 3 3 15 14 18 17:
Old : 21: 0 3 3 15 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 52.2 65.6 76.6 17.3 20.1 26.4 30.7
Old : 46.5 52.2 65.6 76.6 17.3 20.1 26.4 30.7
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, April 26, 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 : 57,172: 4,568 6,522 4,864 42,785 39,104 52,217 50,490: 4,955 6,682
Old : 57,172: 4,568 6,522 4,864 42,785 39,104 52,217 50,490: 4,955 6,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,662: -743 2,128 933 4,637 603 4,827 3,664: -1,165 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.4 8.5 74.8 68.4 91.3 88.3: 8.7 11.7
Old : 100.0: 8.0 11.4 8.5 74.8 68.4 91.3 88.3: 8.7 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 4 18 16 22 21:
Old : 26: 2 3 4 18 16 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 42.5 69.7 64.0 53.2 37.5 62.9 55.4
Old : 56.5 42.5 69.7 64.0 53.2 37.5 62.9 55.4
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, April 26, 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 : 61,688: 0 2,912 4,635 47,056 44,995 51,691 52,542: 9,997 9,146
Old : 61,688: 0 2,912 4,635 47,056 44,995 51,691 52,542: 9,997 9,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -831: 0 -2 -308 -920 -335 -1,228 -645: 397 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 7.5 76.3 72.9 83.8 85.2: 16.2 14.8
Old : 100.0: 0.0 4.7 7.5 76.3 72.9 83.8 85.2: 16.2 14.8
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 : 25: 0 2 2 20 19 22 21:
Old : 25: 0 2 2 20 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 59.4 58.9 72.1 27.6 43.5 39.6 51.4
Old : 35.0 59.4 58.9 72.1 27.6 43.5 39.6 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 71,386: 36,162 16,188 0 30,766 51,628 66,928 67,816: 4,458 3,570
Old : 71,386: 36,162 16,188 0 30,766 51,628 66,928 67,816: 4,458 3,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 15,376: 17,874 9,794 0 -1,960 5,044 15,914 14,838: -538 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 22.7 0.0 43.1 72.3 93.8 95.0: 6.2 5.0
Old : 100.0: 50.7 22.7 0.0 43.1 72.3 93.8 95.0: 6.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 0 14 14 16 15:
Old : 21: 2 1 0 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 : 72.2 57.3 86.9 80.7 69.4 56.8 74.0 72.2
Old : 72.2 57.3 86.9 80.7 69.4 56.8 74.0 72.2
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
Commitments of Traders - Futures Only, April 26, 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 : 32,143: 2,356 496 0 27,668 31,306 30,024 31,802: 2,119 341
Old : 32,143: 2,356 496 0 27,668 31,306 30,024 31,802: 2,119 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 1.5 0.0 86.1 97.4 93.4 98.9: 6.6 1.1
Old : 100.0: 7.3 1.5 0.0 86.1 97.4 93.4 98.9: 6.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 0 6 12 9 13:
Old : 21: 3 1 0 6 12 9 13:
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 : 87.2 82.7 93.0 94.7 87.2 82.3 93.0 94.3
Old : 87.2 82.7 93.0 94.7 87.2 82.3 93.0 94.3
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
Commitments of Traders - Futures Only, April 26, 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 : 22,483: 2,480 496 0 15,479 20,881 17,959 21,377: 4,524 1,106
Old : 22,483: 2,480 496 0 15,479 20,881 17,959 21,377: 4,524 1,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 2.2 0.0 68.8 92.9 79.9 95.1: 20.1 4.9
Old : 100.0: 11.0 2.2 0.0 68.8 92.9 79.9 95.1: 20.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 0 8 11 11 12:
Old : 21: 3 1 0 8 11 11 12:
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 : 57.9 66.3 75.5 86.9 52.0 66.3 66.2 83.1
Old : 57.9 66.3 75.5 86.9 52.0 66.3 66.2 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 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 : 1,001,483: 274,100 71,178 144,637 558,931 774,249 977,668 990,064: 23,815 11,419
Old : 1,001,483: 274,100 71,178 144,637 558,931 774,249 977,668 990,064: 23,815 11,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 22,229: -4,536 3,207 -5,060 31,456 24,173 21,860 22,320: 369 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 7.1 14.4 55.8 77.3 97.6 98.9: 2.4 1.1
Old : 100.0: 27.4 7.1 14.4 55.8 77.3 97.6 98.9: 2.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 20 9 29 85 82 116 113:
Old : 125: 20 9 29 85 82 116 113:
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 21.9 44.1 37.3 27.3 18.1 34.5 29.8
Old : 32.4 21.9 44.1 37.3 27.3 18.1 34.5 29.8
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, April 26, 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 : 157,969: 29,323 45,842 33,949 88,402 58,515 151,674 138,306: 6,295 19,663
Old : 157,969: 29,323 45,842 33,949 88,402 58,515 151,674 138,306: 6,295 19,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 10,115: 2,482 -11,072 3,384 2,332 1,564 8,198 -6,124: 1,917 16,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 29.0 21.5 56.0 37.0 96.0 87.6: 4.0 12.4
Old : 100.0: 18.6 29.0 21.5 56.0 37.0 96.0 87.6: 4.0 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 : 48: 12 8 15 25 25 43 42:
Old : 48: 12 8 15 25 25 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 45.4 48.3 62.7 21.4 28.6 32.4 34.3
Old : 31.3 45.4 48.3 62.7 21.4 28.6 32.4 34.3
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, April 26, 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 : 55,413: 14,518 1,260 12,263 28,388 41,830 55,169 55,353: 244 60
Old : 55,413: 14,518 1,260 12,263 28,388 41,830 55,169 55,353: 244 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,480: -524 -2,000 2,290 1,634 3,190 3,400 3,480: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 2.3 22.1 51.2 75.5 99.6 99.9: 0.4 0.1
Old : 100.0: 26.2 2.3 22.1 51.2 75.5 99.6 99.9: 0.4 0.1
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: 3 4 8 31 29 39 37:
Old : 41: 3 4 8 31 29 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 42.1 69.7 64.0 38.4 37.1 45.7 47.6
Old : 52.7 42.1 69.7 64.0 38.4 37.1 45.7 47.6
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, April 26, 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 : 22,839: 2,461 325 1,781 18,359 19,986 22,601 22,092: 238 747
Old : 22,839: 2,461 325 1,781 18,359 19,986 22,601 22,092: 238 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,011: -244 0 -220 1,519 766 1,055 546: -44 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 1.4 7.8 80.4 87.5 99.0 96.7: 1.0 3.3
Old : 100.0: 10.8 1.4 7.8 80.4 87.5 99.0 96.7: 1.0 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 : 27: 3 1 4 17 19 21 23:
Old : 27: 3 1 4 17 19 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 51.4 82.9 70.6 65.8 47.1 69.5 60.7
Old : 67.8 51.4 82.9 70.6 65.8 47.1 69.5 60.7
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, April 26, 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 : 9,412: 256 6,319 856 8,300 2,237 9,412 9,412: 0 0
Old : 9,412: 256 6,319 856 8,300 2,237 9,412 9,412: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 67.1 9.1 88.2 23.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 67.1 9.1 88.2 23.8 100.0 100.0: 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 2 11 8 14 11:
Old : 21: 1 3 2 11 8 14 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 : 65.6 85.7 91.0 98.9 65.6 76.6 86.2 88.4
Old : 65.6 85.7 91.0 98.9 65.6 76.6 86.2 88.4
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, April 26, 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 : 810,502: 121,606 95,598 125,652 508,385 520,232 755,643 741,482: 54,859 69,020
Old : 810,502: 121,606 95,598 125,652 508,385 520,232 755,643 741,482: 54,859 69,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -11,713: -3,694 2,949 6,597 -9,196 -19,760 -6,293 -10,214: -5,420 -1,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 11.8 15.5 62.7 64.2 93.2 91.5: 6.8 8.5
Old : 100.0: 15.0 11.8 15.5 62.7 64.2 93.2 91.5: 6.8 8.5
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 : 264: 68 88 94 85 89 217 216:
Old : 264: 68 88 94 85 89 217 216:
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 : 20.3 20.1 31.4 31.5 14.3 13.3 23.3 20.8
Old : 20.3 20.1 31.4 31.5 14.3 13.3 23.3 20.8
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, April 26, 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 : 13,381: 8,740 2,676 150 1,455 10,016 10,345 12,842: 3,036 539
Old : 13,381: 8,740 2,676 150 1,455 10,016 10,345 12,842: 3,036 539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 216: -23 420 -47 262 -114 192 259: 24 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 20.0 1.1 10.9 74.9 77.3 96.0: 22.7 4.0
Old : 100.0: 65.3 20.0 1.1 10.9 74.9 77.3 96.0: 22.7 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 : 117: 65 14 4 12 26 81 42:
Old : 117: 65 14 4 12 26 81 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 43.1 32.1 63.2 22.1 43.1 32.1 63.2
Old : 22.1 43.1 32.1 63.2 22.1 43.1 32.1 63.2
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, April 26, 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 : 9,180: 6,254 1,078 5 894 7,307 7,153 8,390: 2,027 790
Old : 9,180: 6,254 1,078 5 894 7,307 7,153 8,390: 2,027 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 926: 868 71 -1 -7 782 860 852: 66 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 11.7 0.1 9.7 79.6 77.9 91.4: 22.1 8.6
Old : 100.0: 68.1 11.7 0.1 9.7 79.6 77.9 91.4: 22.1 8.6
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 : 55: 25 7 1 8 19 34 26:
Old : 55: 25 7 1 8 19 34 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 : 35.8 52.6 49.9 67.1 35.8 52.5 49.9 66.9
Old : 35.8 52.6 49.9 67.1 35.8 52.5 49.9 66.9
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, April 26, 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 : 159,754: 38,419 7,202 10,020 93,041 127,637 141,480 144,859: 18,274 14,895
Old : 159,754: 38,419 7,202 10,020 93,041 127,637 141,480 144,859: 18,274 14,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -2,308: 1,655 1,586 -666 -1,407 -3,862 -418 -2,942: -1,890 634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 4.5 6.3 58.2 79.9 88.6 90.7: 11.4 9.3
Old : 100.0: 24.0 4.5 6.3 58.2 79.9 88.6 90.7: 11.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 48 21 35 70 77 132 121:
Old : 159: 48 21 35 70 77 132 121:
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 : 27.3 19.1 39.9 31.0 24.3 12.9 35.1 21.5
Old : 27.3 19.1 39.9 31.0 24.3 12.9 35.1 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2005