NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 174,829: 18,689 25,491 21,179 105,526 105,891 145,394 152,561: 29,435 22,268
Old : 174,829: 18,689 25,491 21,179 105,526 105,891 145,394 152,561: 29,435 22,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,616: -8,600 2,538 -924 11,360 -1,161 1,836 453: -3,452 -2,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 14.6 12.1 60.4 60.6 83.2 87.3: 16.8 12.7
Old : 100.0: 10.7 14.6 12.1 60.4 60.6 83.2 87.3: 16.8 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 19 29 30 63 63 103 103:
Old : 120: 19 29 30 63 63 103 103:
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 : 18.7 25.0 31.1 35.1 12.5 15.3 20.1 21.7
Old : 18.7 25.0 31.1 35.1 12.5 15.3 20.1 21.7
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 17, 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 : 489,788: 32,120 67,569 148,960 232,118 232,913 413,198 449,442: 76,590 40,346
Old : 489,788: 32,120 67,569 148,960 232,118 232,913 413,198 449,442: 76,590 40,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 16,093: -1,330 9,192 2,496 9,688 2,198 10,854 13,886: 5,239 2,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 13.8 30.4 47.4 47.6 84.4 91.8: 15.6 8.2
Old : 100.0: 6.6 13.8 30.4 47.4 47.6 84.4 91.8: 15.6 8.2
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 : 189: 39 60 60 84 74 161 159:
Old : 189: 39 60 60 84 74 161 159:
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 22.9 30.8 34.6 6.5 10.0 10.1 14.8
Old : 22.2 22.9 30.8 34.6 6.5 10.0 10.1 14.8
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, May 17, 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 : 108,014: 8,556 9,380 904 88,828 86,807 98,288 97,091: 9,726 10,923
Old : 108,014: 8,556 9,380 904 88,828 86,807 98,288 97,091: 9,726 10,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 4,552: 0 612 62 3,332 3,272 3,394 3,946: 1,158 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 8.7 0.8 82.2 80.4 91.0 89.9: 9.0 10.1
Old : 100.0: 7.9 8.7 0.8 82.2 80.4 91.0 89.9: 9.0 10.1
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 : 31: 1 2 2 19 24 22 26:
Old : 31: 1 2 2 19 24 22 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 : 68.4 36.7 82.0 56.5 64.1 36.0 71.9 52.3
Old : 68.4 36.7 82.0 56.5 64.1 36.0 71.9 52.3
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, May 17, 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 : 53,934: 9,716 9,554 604 40,661 36,556 50,981 46,714: 2,953 7,220
Old : 53,934: 9,716 9,554 604 40,661 36,556 50,981 46,714: 2,953 7,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 300: 856 120 0 -308 548 548 668: -248 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 17.7 1.1 75.4 67.8 94.5 86.6: 5.5 13.4
Old : 100.0: 18.0 17.7 1.1 75.4 67.8 94.5 86.6: 5.5 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 1 12 12 14 15:
Old : 21: 1 3 1 12 12 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 51.7 83.1 71.9 49.5 50.1 71.7 64.8
Old : 57.7 51.7 83.1 71.9 49.5 50.1 71.7 64.8
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 17, 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 : 53,690: 2,518 4,809 3,643 42,242 42,570 48,403 51,022: 5,287 2,668
Old : 53,690: 2,518 4,809 3,643 42,242 42,570 48,403 51,022: 5,287 2,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 6,552: 1,035 -254 858 4,719 6,008 6,612 6,612: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 9.0 6.8 78.7 79.3 90.2 95.0: 9.8 5.0
Old : 100.0: 4.7 9.0 6.8 78.7 79.3 90.2 95.0: 9.8 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 : 22: 1 2 2 18 15 20 18:
Old : 22: 1 2 2 18 15 20 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 : 52.0 47.8 70.3 73.7 27.3 28.8 41.2 42.6
Old : 52.0 47.8 70.3 73.7 27.3 28.8 41.2 42.6
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 17, 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 : 59,606: 6,408 13,984 2,747 46,697 38,676 55,852 55,407: 3,754 4,199
Old : 59,606: 6,408 13,984 2,747 46,697 38,676 55,852 55,407: 3,754 4,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 3,666: -366 2,741 350 3,464 535 3,448 3,626: 218 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 23.5 4.6 78.3 64.9 93.7 93.0: 6.3 7.0
Old : 100.0: 10.8 23.5 4.6 78.3 64.9 93.7 93.0: 6.3 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 3 3 22 20 25 24:
Old : 28: 1 3 3 22 20 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 39.6 72.7 62.8 50.5 34.3 63.2 53.3
Old : 51.6 39.6 72.7 62.8 50.5 34.3 63.2 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 36,041: 2,476 0 246 32,341 33,391 35,063 33,637: 978 2,404
Old : 36,041: 2,476 0 246 32,341 33,391 35,063 33,637: 978 2,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.7 89.7 92.6 97.3 93.3: 2.7 6.7
Old : 100.0: 6.9 0.0 0.7 89.7 92.6 97.3 93.3: 2.7 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 : 20: 1 0 1 17 17 18 18:
Old : 20: 1 0 1 17 17 18 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 : 54.4 45.3 82.9 73.6 43.0 30.4 56.9 47.4
Old : 54.4 45.3 82.9 73.6 43.0 30.4 56.9 47.4
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 17, 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 : 60,503: 0 1,742 3,999 43,750 44,494 47,749 50,235: 12,754 10,268
Old : 60,503: 0 1,742 3,999 43,750 44,494 47,749 50,235: 12,754 10,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,374: 0 -1,290 -358 -2,504 -64 -2,862 -1,712: 1,488 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 6.6 72.3 73.5 78.9 83.0: 21.1 17.0
Old : 100.0: 0.0 2.9 6.6 72.3 73.5 78.9 83.0: 21.1 17.0
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: 0 1 1 19 20 20 21:
Old : 24: 0 1 1 19 20 20 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 : 34.6 59.0 56.5 71.8 28.3 44.2 42.6 53.0
Old : 34.6 59.0 56.5 71.8 28.3 44.2 42.6 53.0
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 17, 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 : 74,732: 36,148 24,670 480 32,634 46,530 69,262 71,680: 5,470 3,052
Old : 74,732: 36,148 24,670 480 32,634 46,530 69,262 71,680: 5,470 3,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 722: -60 120 60 420 482 420 662: 302 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 33.0 0.6 43.7 62.3 92.7 95.9: 7.3 4.1
Old : 100.0: 48.4 33.0 0.6 43.7 62.3 92.7 95.9: 7.3 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 : 24: 2 1 1 18 18 20 20:
Old : 24: 2 1 1 18 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 62.5 83.0 79.7 64.4 62.0 70.9 71.9
Old : 69.5 62.5 83.0 79.7 64.4 62.0 70.9 71.9
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 17, 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 : 981,974: 231,571 72,477 162,815 568,352 735,946 962,738 971,238: 19,236 10,736
Old : 981,974: 231,571 72,477 162,815 568,352 735,946 962,738 971,238: 19,236 10,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 6,782: -15,983 2,995 5,108 19,302 215 8,427 8,318: -1,645 -1,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 7.4 16.6 57.9 74.9 98.0 98.9: 2.0 1.1
Old : 100.0: 23.6 7.4 16.6 57.9 74.9 98.0 98.9: 2.0 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 : 126: 24 9 31 84 79 120 111:
Old : 126: 24 9 31 84 79 120 111:
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 : 29.3 22.7 42.1 38.5 23.7 17.6 31.1 29.1
Old : 29.3 22.7 42.1 38.5 23.7 17.6 31.1 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 139,803: 21,038 51,791 30,102 87,181 56,284 138,321 138,177: 1,482 1,626
Old : 139,803: 21,038 51,791 30,102 87,181 56,284 138,321 138,177: 1,482 1,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 2,820: -290 466 1,700 3,170 850 4,580 3,016: -1,760 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 37.0 21.5 62.4 40.3 98.9 98.8: 1.1 1.2
Old : 100.0: 15.0 37.0 21.5 62.4 40.3 98.9 98.8: 1.1 1.2
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 : 50: 11 9 14 28 27 46 43:
Old : 50: 11 9 14 28 27 46 43:
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 : 29.1 48.5 46.9 67.9 24.9 36.4 36.6 44.6
Old : 29.1 48.5 46.9 67.9 24.9 36.4 36.6 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 59,850: 16,918 2,260 13,269 28,821 44,121 59,008 59,650: 842 200
Old : 59,850: 16,918 2,260 13,269 28,821 44,121 59,008 59,650: 842 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,091: 1,300 -480 272 -721 1,199 851 991: 240 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 3.8 22.2 48.2 73.7 98.6 99.7: 1.4 0.3
Old : 100.0: 28.3 3.8 22.2 48.2 73.7 98.6 99.7: 1.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 4 7 32 28 39 35:
Old : 41: 3 4 7 32 28 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 41.1 70.0 63.3 38.5 33.3 46.0 46.3
Old : 52.9 41.1 70.0 63.3 38.5 33.3 46.0 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 21,977: 3,184 809 1,438 17,311 19,177 21,933 21,424: 44 553
Old : 21,977: 3,184 809 1,438 17,311 19,177 21,933 21,424: 44 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -348: 0 78 -44 36 -42 -8 -8: -340 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 3.7 6.5 78.8 87.3 99.8 97.5: 0.2 2.5
Old : 100.0: 14.5 3.7 6.5 78.8 87.3 99.8 97.5: 0.2 2.5
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: 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 : 62.8 52.7 83.3 72.4 61.8 48.8 71.2 61.1
Old : 62.8 52.7 83.3 72.4 61.8 48.8 71.2 61.1
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 17, 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 10, 2005 :
: 0: 0 0 0 0 0 0 0: 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 17, 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 : 9,650: 3,480 2,900 1,700 4,220 4,670 9,400 9,270: 250 380
Old : 9,650: 3,480 2,900 1,700 4,220 4,670 9,400 9,270: 250 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 220: -200 100 0 440 140 240 240: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 30.1 17.6 43.7 48.4 97.4 96.1: 2.6 3.9
Old : 100.0: 36.1 30.1 17.6 43.7 48.4 97.4 96.1: 2.6 3.9
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 : 22: 3 2 5 15 15 20 20:
Old : 22: 3 2 5 15 15 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 58.7 80.8 80.4 50.4 49.3 61.1 60.9
Old : 61.3 58.7 80.8 80.4 50.4 49.3 61.1 60.9
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 17, 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 : 791,036: 87,892 90,200 140,233 510,659 489,926 738,784 720,359: 52,252 70,677
Old : 791,036: 87,892 90,200 140,233 510,659 489,926 738,784 720,359: 52,252 70,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -40,630: -15,137 -12,744 225 -9,503 -14,364 -24,415 -26,883: -16,215 -13,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 11.4 17.7 64.6 61.9 93.4 91.1: 6.6 8.9
Old : 100.0: 11.1 11.4 17.7 64.6 61.9 93.4 91.1: 6.6 8.9
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 : 250: 54 93 95 85 92 201 224:
Old : 250: 54 93 95 85 92 201 224:
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 : 20.9 15.5 31.7 25.5 17.2 12.4 26.4 18.8
Old : 20.9 15.5 31.7 25.5 17.2 12.4 26.4 18.8
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, May 17, 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 : 13,181: 8,017 3,190 333 2,118 8,806 10,468 12,329: 2,713 852
Old : 13,181: 8,017 3,190 333 2,118 8,806 10,468 12,329: 2,713 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -139: -82 119 77 -9 -383 -14 -187: -125 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 24.2 2.5 16.1 66.8 79.4 93.5: 20.6 6.5
Old : 100.0: 60.8 24.2 2.5 16.1 66.8 79.4 93.5: 20.6 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 60 20 6 13 22 77 47:
Old : 116: 60 20 6 13 22 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 : 22.7 44.1 36.4 63.0 22.7 44.1 36.4 63.0
Old : 22.7 44.1 36.4 63.0 22.7 44.1 36.4 63.0
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 17, 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 : 8,140: 4,875 1,530 146 1,368 5,549 6,389 7,225: 1,751 915
Old : 8,140: 4,875 1,530 146 1,368 5,549 6,389 7,225: 1,751 915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,319: -1,520 293 141 316 -1,618 -1,063 -1,184: -256 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 18.8 1.8 16.8 68.2 78.5 88.8: 21.5 11.2
Old : 100.0: 59.9 18.8 1.8 16.8 68.2 78.5 88.8: 21.5 11.2
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 : 52: 20 10 3 7 15 29 26:
Old : 52: 20 10 3 7 15 29 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 : 36.4 43.7 54.3 61.5 36.4 43.7 54.3 60.9
Old : 36.4 43.7 54.3 61.5 36.4 43.7 54.3 60.9
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, May 17, 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 : 149,061: 25,140 12,017 11,341 99,760 113,739 136,241 137,097: 12,820 11,964
Old : 149,061: 25,140 12,017 11,341 99,760 113,739 136,241 137,097: 12,820 11,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -421: -6,783 2,568 460 9,309 -2,344 2,986 684: -3,407 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 8.1 7.6 66.9 76.3 91.4 92.0: 8.6 8.0
Old : 100.0: 16.9 8.1 7.6 66.9 76.3 91.4 92.0: 8.6 8.0
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 : 155: 38 28 38 66 75 122 126:
Old : 155: 38 28 38 66 75 122 126:
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 : 30.6 16.8 44.5 27.9 25.6 12.9 36.9 19.4
Old : 30.6 16.8 44.5 27.9 25.6 12.9 36.9 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2005