NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 176,445: 27,289 22,953 22,103 94,166 107,052 143,558 152,108: 32,887 24,337
Old : 176,445: 27,289 22,953 22,103 94,166 107,052 143,558 152,108: 32,887 24,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 5,083: 2,013 -1,459 -452 625 4,714 2,186 2,803: 2,897 2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.0 12.5 53.4 60.7 81.4 86.2: 18.6 13.8
Old : 100.0: 15.5 13.0 12.5 53.4 60.7 81.4 86.2: 18.6 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 : 125: 31 25 28 62 60 110 97:
Old : 125: 31 25 28 62 60 110 97:
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 : 16.7 25.6 28.7 35.7 13.8 18.3 20.8 26.2
Old : 16.7 25.6 28.7 35.7 13.8 18.3 20.8 26.2
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, May 10, 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 : 473,695: 33,450 58,377 146,464 222,430 230,715 402,344 435,556: 71,351 38,139
Old : 473,695: 33,450 58,377 146,464 222,430 230,715 402,344 435,556: 71,351 38,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,701: -1,746 4,141 -4,535 6,446 137 165 -257: 1,536 1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 12.3 30.9 47.0 48.7 84.9 91.9: 15.1 8.1
Old : 100.0: 7.1 12.3 30.9 47.0 48.7 84.9 91.9: 15.1 8.1
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 : 185: 38 58 60 84 73 158 157:
Old : 185: 38 58 60 84 73 158 157:
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 : 21.5 23.0 30.4 35.5 6.8 10.2 10.6 15.0
Old : 21.5 23.0 30.4 35.5 6.8 10.2 10.6 15.0
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
Commitments of Traders - Futures Only, May 10, 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 : 103,462: 8,556 8,768 842 85,496 83,535 94,894 93,145: 8,568 10,317
Old : 103,462: 8,556 8,768 842 85,496 83,535 94,894 93,145: 8,568 10,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 2,069: -2,512 8,124 -3,922 7,833 -5,365 1,399 -1,163: 670 3,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 8.5 0.8 82.6 80.7 91.7 90.0: 8.3 10.0
Old : 100.0: 8.3 8.5 0.8 82.6 80.7 91.7 90.0: 8.3 10.0
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 : 31: 1 2 1 18 24 20 26:
Old : 31: 1 2 1 18 24 20 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 : 67.8 39.2 82.5 57.6 64.2 38.8 75.1 55.4
Old : 67.8 39.2 82.5 57.6 64.2 38.8 75.1 55.4
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, May 10, 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 : 53,634: 8,860 9,434 604 40,969 36,008 50,433 46,046: 3,201 7,588
Old : 53,634: 8,860 9,434 604 40,969 36,008 50,433 46,046: 3,201 7,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 734: 0 0 0 734 734 734 734: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 17.6 1.1 76.4 67.1 94.0 85.9: 6.0 14.1
Old : 100.0: 16.5 17.6 1.1 76.4 67.1 94.0 85.9: 6.0 14.1
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 : 20: 1 3 1 12 11 14 14:
Old : 20: 1 3 1 12 11 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 52.0 82.9 73.3 49.3 50.4 71.7 66.5
Old : 57.3 52.0 82.9 73.3 49.3 50.4 71.7 66.5
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, May 10, 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 : 47,138: 1,483 5,063 2,785 37,523 36,562 41,791 44,410: 5,347 2,728
Old : 47,138: 1,483 5,063 2,785 37,523 36,562 41,791 44,410: 5,347 2,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,751: -1,027 2,212 -75 3,638 -82 2,536 2,055: -785 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 10.7 5.9 79.6 77.6 88.7 94.2: 11.3 5.8
Old : 100.0: 3.1 10.7 5.9 79.6 77.6 88.7 94.2: 11.3 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 : 22: 1 2 1 18 15 19 18:
Old : 22: 1 2 1 18 15 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 : 48.3 47.1 66.0 74.7 17.9 27.5 31.7 39.7
Old : 48.3 47.1 66.0 74.7 17.9 27.5 31.7 39.7
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, May 10, 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 : 55,940: 6,774 11,243 2,397 43,233 38,141 52,404 51,781: 3,536 4,159
Old : 55,940: 6,774 11,243 2,397 43,233 38,141 52,404 51,781: 3,536 4,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 3,660: 64 -840 142 3,763 4,301 3,969 3,603: -309 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 20.1 4.3 77.3 68.2 93.7 92.6: 6.3 7.4
Old : 100.0: 12.1 20.1 4.3 77.3 68.2 93.7 92.6: 6.3 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 : 28: 2 3 4 20 17 24 22:
Old : 28: 2 3 4 20 17 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 : 50.9 40.8 71.5 63.6 49.5 35.0 62.4 52.4
Old : 50.9 40.8 71.5 63.6 49.5 35.0 62.4 52.4
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, May 10, 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 : 61,877: 0 3,032 4,357 46,254 44,558 50,611 51,947: 11,266 9,930
Old : 61,877: 0 3,032 4,357 46,254 44,558 50,611 51,947: 11,266 9,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -517: 0 -122 -92 -484 -543 -576 -757: 59 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 7.0 74.8 72.0 81.8 84.0: 18.2 16.0
Old : 100.0: 0.0 4.9 7.0 74.8 72.0 81.8 84.0: 18.2 16.0
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 : 26: 0 2 2 19 20 21 22:
Old : 26: 0 2 2 19 20 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 61.5 57.8 73.1 28.2 46.0 41.8 54.0
Old : 36.2 61.5 57.8 73.1 28.2 46.0 41.8 54.0
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, May 10, 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 : 74,010: 36,208 24,550 420 32,214 46,048 68,842 71,018: 5,168 2,992
Old : 74,010: 36,208 24,550 420 32,214 46,048 68,842 71,018: 5,168 2,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 4,581: -300 5,732 300 4,111 -1,090 4,111 4,942: 470 -361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 33.2 0.6 43.5 62.2 93.0 96.0: 7.0 4.0
Old : 100.0: 48.9 33.2 0.6 43.5 62.2 93.0 96.0: 7.0 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 : 24: 2 1 1 17 17 19 19:
Old : 24: 2 1 1 17 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 63.0 83.8 80.4 65.1 62.3 72.1 72.4
Old : 70.2 63.0 83.8 80.4 65.1 62.3 72.1 72.4
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, May 10, 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 : 975,192: 247,554 69,482 157,707 549,050 735,731 954,311 962,920: 20,881 12,272
Old : 975,192: 247,554 69,482 157,707 549,050 735,731 954,311 962,920: 20,881 12,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 10,604: -26,784 -4,543 18,978 20,965 -1,556 13,159 12,879: -2,555 -2,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 7.1 16.2 56.3 75.4 97.9 98.7: 2.1 1.3
Old : 100.0: 25.4 7.1 16.2 56.3 75.4 97.9 98.7: 2.1 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 : 124: 23 10 31 82 77 118 109:
Old : 124: 23 10 31 82 77 118 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 22.7 43.1 38.2 25.0 17.8 32.4 29.2
Old : 30.7 22.7 43.1 38.2 25.0 17.8 32.4 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 136,983: 21,328 51,325 28,402 84,011 55,434 133,741 135,161: 3,242 1,822
Old : 136,983: 21,328 51,325 28,402 84,011 55,434 133,741 135,161: 3,242 1,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 6,084: 2,445 -1,994 4,118 434 5,180 6,997 7,304: -913 -1,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 37.5 20.7 61.3 40.5 97.6 98.7: 2.4 1.3
Old : 100.0: 15.6 37.5 20.7 61.3 40.5 97.6 98.7: 2.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 10 10 15 26 26 43 44:
Old : 48: 10 10 15 26 26 43 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 48.6 48.8 67.4 24.6 35.7 36.7 44.5
Old : 30.5 48.6 48.8 67.4 24.6 35.7 36.7 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 58,759: 15,618 2,740 12,997 29,542 42,922 58,157 58,659: 602 100
Old : 58,759: 15,618 2,740 12,997 29,542 42,922 58,157 58,659: 602 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 2,723: -1,440 -20 1,844 2,268 868 2,672 2,692: 51 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 4.7 22.1 50.3 73.0 99.0 99.8: 1.0 0.2
Old : 100.0: 26.6 4.7 22.1 50.3 73.0 99.0 99.8: 1.0 0.2
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 : 42: 4 4 7 31 28 38 36:
Old : 42: 4 4 7 31 28 38 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 : 52.0 41.1 68.5 63.7 37.0 32.5 45.5 46.1
Old : 52.0 41.1 68.5 63.7 37.0 32.5 45.5 46.1
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, May 10, 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 : 22,325: 3,184 731 1,482 17,275 19,219 21,941 21,432: 384 893
Old : 22,325: 3,184 731 1,482 17,275 19,219 21,941 21,432: 384 893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 335: 1,142 88 -109 -800 254 233 233: 102 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 3.3 6.6 77.4 86.1 98.3 96.0: 1.7 4.0
Old : 100.0: 14.3 3.3 6.6 77.4 86.1 98.3 96.0: 1.7 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 : 27: 2 2 3 17 18 21 21:
Old : 27: 2 2 3 17 18 21 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 : 61.4 51.7 81.6 71.1 60.4 47.8 69.7 60.1
Old : 61.4 51.7 81.6 71.1 60.4 47.8 69.7 60.1
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, May 10, 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 : 8,935: 172 5,474 856 7,907 2,605 8,935 8,935: 0 0
Old : 8,935: 172 5,474 856 7,907 2,605 8,935 8,935: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 216: 0 0 0 216 216 216 216: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 61.3 9.6 88.5 29.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 61.3 9.6 88.5 29.2 100.0 100.0: 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 : 23: 1 3 2 12 9 15 12:
Old : 23: 1 3 2 12 9 15 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 : 64.8 79.9 89.5 96.6 64.7 70.3 83.7 85.6
Old : 64.8 79.9 89.5 96.6 64.7 70.3 83.7 85.6
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
Commitments of Traders - Futures Only, May 10, 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 : 9,430: 3,680 2,800 1,700 3,780 4,530 9,160 9,030: 270 400
Old : 9,430: 3,680 2,800 1,700 3,780 4,530 9,160 9,030: 270 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 210: 180 240 60 60 -10 300 290: -90 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 29.7 18.0 40.1 48.0 97.1 95.8: 2.9 4.2
Old : 100.0: 39.0 29.7 18.0 40.1 48.0 97.1 95.8: 2.9 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 : 21: 3 2 5 13 14 18 19:
Old : 21: 3 2 5 13 14 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 59.4 82.3 81.2 51.3 49.8 62.1 63.0
Old : 63.4 59.4 82.3 81.2 51.3 49.8 62.1 63.0
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, May 10, 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 : 831,666: 103,029 102,944 140,008 520,162 504,290 763,199 747,242: 68,467 84,424
Old : 831,666: 103,029 102,944 140,008 520,162 504,290 763,199 747,242: 68,467 84,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 20,873: -3,974 4,344 5,416 8,586 1,684 10,028 11,444: 10,845 9,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 12.4 16.8 62.5 60.6 91.8 89.8: 8.2 10.2
Old : 100.0: 12.4 12.4 16.8 62.5 60.6 91.8 89.8: 8.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 61 98 100 79 88 206 229:
Old : 262: 61 98 100 79 88 206 229:
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 : 19.7 16.5 31.0 27.5 15.1 11.8 24.0 18.2
Old : 19.7 16.5 31.0 27.5 15.1 11.8 24.0 18.2
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, May 10, 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 : 13,320: 8,099 3,071 256 2,127 9,189 10,482 12,516: 2,838 804
Old : 13,320: 8,099 3,071 256 2,127 9,189 10,482 12,516: 2,838 804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 85: -487 298 -63 564 -246 14 -11: 71 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 23.1 1.9 16.0 69.0 78.7 94.0: 21.3 6.0
Old : 100.0: 60.8 23.1 1.9 16.0 69.0 78.7 94.0: 21.3 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 : 117: 60 19 5 12 24 77 47:
Old : 117: 60 19 5 12 24 77 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 44.0 35.4 61.2 22.2 44.0 35.4 61.2
Old : 22.2 44.0 35.4 61.2 22.2 44.0 35.4 61.2
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, May 10, 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 : 9,459: 6,395 1,237 5 1,052 7,167 7,452 8,409: 2,007 1,050
Old : 9,459: 6,395 1,237 5 1,052 7,167 7,452 8,409: 2,007 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 775: 497 70 -88 209 472 618 454: 157 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 13.1 0.1 11.1 75.8 78.8 88.9: 21.2 11.1
Old : 100.0: 67.6 13.1 0.1 11.1 75.8 78.8 88.9: 21.2 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 : 59: 27 9 1 5 19 33 28:
Old : 59: 27 9 1 5 19 33 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 : 34.7 47.6 50.2 61.6 34.7 47.6 50.2 61.6
Old : 34.7 47.6 50.2 61.6 34.7 47.6 50.2 61.6
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, May 10, 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 : 149,482: 31,923 9,449 10,881 90,451 116,083 133,255 136,413: 16,227 13,069
Old : 149,482: 31,923 9,449 10,881 90,451 116,083 133,255 136,413: 16,227 13,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 2,962: -1,573 2,099 1,144 1,359 -1,076 930 2,167: 2,032 795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 6.3 7.3 60.5 77.7 89.1 91.3: 10.9 8.7
Old : 100.0: 21.4 6.3 7.3 60.5 77.7 89.1 91.3: 10.9 8.7
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 : 153: 48 20 37 62 72 126 115:
Old : 153: 48 20 37 62 72 126 115:
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 : 26.3 17.9 39.6 31.1 23.0 11.9 34.7 19.4
Old : 26.3 17.9 39.6 31.1 23.0 11.9 34.7 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2005