NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, May 31, 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 : 174,903: 24,012 26,368 19,097 98,537 102,232 141,646 147,697: 33,257 27,206 Old : 174,903: 24,012 26,368 19,097 98,537 102,232 141,646 147,697: 33,257 27,206 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : -5,087: 4,574 3,613 -3,127 -10,126 -7,213 -8,679 -6,727: 3,592 1,640 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 15.1 10.9 56.3 58.5 81.0 84.4: 19.0 15.6 Old : 100.0: 13.7 15.1 10.9 56.3 58.5 81.0 84.4: 19.0 15.6 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 : 114: 24 21 23 59 60 96 92: Old : 114: 24 21 23 59 60 96 92: 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 : 19.2 23.8 31.3 33.7 14.2 14.7 21.8 21.9 Old : 19.2 23.8 31.3 33.7 14.2 14.7 21.8 21.9 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 31, 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 : 476,836: 38,489 83,823 147,603 219,614 209,830 405,706 441,256: 71,130 35,580 Old : 476,836: 38,489 83,823 147,603 219,614 209,830 405,706 441,256: 71,130 35,580 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : -9,363: 3,635 3,946 -2,143 -5,605 -11,144 -4,113 -9,341: -5,250 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 17.6 31.0 46.1 44.0 85.1 92.5: 14.9 7.5 Old : 100.0: 8.1 17.6 31.0 46.1 44.0 85.1 92.5: 14.9 7.5 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 : 204: 45 63 61 87 75 165 172: Old : 204: 45 63 61 87 75 165 172: 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 : 20.4 21.9 30.6 33.5 7.2 11.3 10.8 17.3 Old : 20.4 21.9 30.6 33.5 7.2 11.3 10.8 17.3 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, May 31, 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 : 35,985: 8,013 3,118 1,400 22,203 21,508 31,616 26,026: 4,369 9,959 Old : 35,985: 8,013 3,118 1,400 22,203 21,508 31,616 26,026: 4,369 9,959 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : 1,717: 1,988 0 -391 -62 1,618 1,535 1,227: 182 490 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 8.7 3.9 61.7 59.8 87.9 72.3: 12.1 27.7 Old : 100.0: 22.3 8.7 3.9 61.7 59.8 87.9 72.3: 12.1 27.7 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 : 22: 2 1 2 15 14 18 16: Old : 22: 2 1 2 15 14 18 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 35.8 74.5 55.1 46.3 28.6 62.1 43.3 Old : 49.3 35.8 74.5 55.1 46.3 28.6 62.1 43.3 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, May 31, 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 : 123,050: 8,254 11,746 14,372 89,610 87,285 112,236 113,403: 10,814 9,647 Old : 123,050: 8,254 11,746 14,372 89,610 87,285 112,236 113,403: 10,814 9,647 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : 10,812: -302 -2,942 13,104 -3,444 -930 9,358 9,232: 1,454 1,580 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 9.5 11.7 72.8 70.9 91.2 92.2: 8.8 7.8 Old : 100.0: 6.7 9.5 11.7 72.8 70.9 91.2 92.2: 8.8 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 2 2 18 23 21 25: Old : 29: 1 2 2 18 23 21 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 39.6 76.9 61.9 56.8 33.0 62.2 48.2 Old : 64.1 39.6 76.9 61.9 56.8 33.0 62.2 48.2 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 31, 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 : 56,432: 10,442 8,942 848 40,783 35,894 52,073 45,684: 4,359 10,748 Old : 56,432: 10,442 8,942 848 40,783 35,894 52,073 45,684: 4,359 10,748 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : 1,034: 726 -368 0 122 124 848 -244: 186 1,278 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 15.8 1.5 72.3 63.6 92.3 81.0: 7.7 19.0 Old : 100.0: 18.5 15.8 1.5 72.3 63.6 92.3 81.0: 7.7 19.0 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 : 20: 1 3 2 12 11 15 14: Old : 20: 1 3 2 12 11 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 50.0 80.9 68.8 48.6 48.5 70.1 61.6 Old : 56.5 50.0 80.9 68.8 48.6 48.5 70.1 61.6 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, May 31, 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 : 57,283: 2,710 6,313 3,211 47,387 46,491 53,308 56,015: 3,975 1,268 Old : 57,283: 2,710 6,313 3,211 47,387 46,491 53,308 56,015: 3,975 1,268 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : 2,203: 560 800 -186 3,473 3,049 3,847 3,663: -1,644 -1,460 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 11.0 5.6 82.7 81.2 93.1 97.8: 6.9 2.2 Old : 100.0: 4.7 11.0 5.6 82.7 81.2 93.1 97.8: 6.9 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 2 2 17 15 19 18: Old : 23: 1 2 2 17 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 : 51.2 48.8 72.2 72.4 28.0 33.6 42.9 48.0 Old : 51.2 48.8 72.2 72.4 28.0 33.6 42.9 48.0 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 31, 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 : 62,754: 7,928 17,299 2,989 47,541 37,876 58,458 58,164: 4,296 4,590 Old : 62,754: 7,928 17,299 2,989 47,541 37,876 58,458 58,164: 4,296 4,590 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : 848: 1,710 16 -970 -558 1,904 182 950: 666 -102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 27.6 4.8 75.8 60.4 93.2 92.7: 6.8 7.3 Old : 100.0: 12.6 27.6 4.8 75.8 60.4 93.2 92.7: 6.8 7.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 3 4 23 21 27 26: Old : 30: 2 3 4 23 21 27 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 : 49.0 39.5 70.8 60.9 47.9 35.8 61.7 55.5 Old : 49.0 39.5 70.8 60.9 47.9 35.8 61.7 55.5 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 31, 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 : 38,184: 1,648 240 558 34,938 34,622 37,144 35,420: 1,040 2,764 Old : 38,184: 1,648 240 558 34,938 34,622 37,144 35,420: 1,040 2,764 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : -395: -1,280 240 62 823 -577 -395 -275: 0 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 0.6 1.5 91.5 90.7 97.3 92.8: 2.7 7.2 Old : 100.0: 4.3 0.6 1.5 91.5 90.7 97.3 92.8: 2.7 7.2 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: 1 1 1 18 18 19 20: Old : 21: 1 1 1 18 18 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 42.7 83.3 72.8 48.8 32.8 56.0 48.5 Old : 55.3 42.7 83.3 72.8 48.8 32.8 56.0 48.5 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 31, 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 : 64,605: 0 5,896 3,004 50,663 46,736 53,667 55,636: 10,938 8,969 Old : 64,605: 0 5,896 3,004 50,663 46,736 53,667 55,636: 10,938 8,969 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : 2,001: 0 611 94 3,811 1,264 3,905 1,969: -1,904 32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.1 4.6 78.4 72.3 83.1 86.1: 16.9 13.9 Old : 100.0: 0.0 9.1 4.6 78.4 72.3 83.1 86.1: 16.9 13.9 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 : 25: 0 2 2 19 19 21 21: Old : 25: 0 2 2 19 19 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 : 33.2 56.1 54.5 70.8 26.5 43.1 42.6 54.1 Old : 33.2 56.1 54.5 70.8 26.5 43.1 42.6 54.1 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 31, 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 : 76,442: 35,176 24,114 732 34,892 47,750 70,800 72,596: 5,642 3,846 Old : 76,442: 35,176 24,114 732 34,892 47,750 70,800 72,596: 5,642 3,846 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : 686: -120 -1,340 -600 2,202 2,374 1,482 434: -796 252 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.0 31.5 1.0 45.6 62.5 92.6 95.0: 7.4 5.0 Old : 100.0: 46.0 31.5 1.0 45.6 62.5 92.6 95.0: 7.4 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 : 24: 2 1 1 19 19 21 21: Old : 24: 2 1 1 19 19 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 : 67.7 58.2 81.2 77.5 62.0 56.8 66.1 67.5 Old : 67.7 58.2 81.2 77.5 62.0 56.8 66.1 67.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, May 31, 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 : 42,490: 4,080 2,310 0 36,762 39,214 40,842 41,524: 1,648 966 Old : 42,490: 4,080 2,310 0 36,762 39,214 40,842 41,524: 1,648 966 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 5.4 0.0 86.5 92.3 96.1 97.7: 3.9 2.3 Old : 100.0: 9.6 5.4 0.0 86.5 92.3 96.1 97.7: 3.9 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 2 0 11 17 14 19: Old : 30: 3 2 0 11 17 14 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 : 83.8 74.2 92.2 84.6 82.4 73.9 90.8 84.4 Old : 83.8 74.2 92.2 84.6 82.4 73.9 90.8 84.4 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, May 31, 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 : 28,456: 2,280 2,400 0 23,526 24,746 25,806 27,146: 2,650 1,310 Old : 28,456: 2,280 2,400 0 23,526 24,746 25,806 27,146: 2,650 1,310 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 8.4 0.0 82.7 87.0 90.7 95.4: 9.3 4.6 Old : 100.0: 8.0 8.4 0.0 82.7 87.0 90.7 95.4: 9.3 4.6 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 : 26: 2 2 0 11 16 13 18: Old : 26: 2 2 0 11 16 13 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 : 63.4 62.4 83.6 80.4 58.2 62.4 77.0 78.6 Old : 63.4 62.4 83.6 80.4 58.2 62.4 77.0 78.6 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 31, 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 : 956,352: 221,158 61,795 156,852 559,111 724,694 937,121 943,341: 19,231 13,011 Old : 956,352: 221,158 61,795 156,852 559,111 724,694 937,121 943,341: 19,231 13,011 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : -50,858: 11,259 -8,321 -22,290 -41,150 -22,323 -52,181 -52,934: 1,323 2,076 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.1 6.5 16.4 58.5 75.8 98.0 98.6: 2.0 1.4 Old : 100.0: 23.1 6.5 16.4 58.5 75.8 98.0 98.6: 2.0 1.4 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 : 119: 22 9 28 82 75 115 104: Old : 119: 22 9 28 82 75 115 104: 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 : 27.8 23.2 40.6 38.9 23.4 18.1 31.1 27.8 Old : 27.8 23.2 40.6 38.9 23.4 18.1 31.1 27.8 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, May 31, 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 : 136,587: 22,866 46,110 33,389 79,269 55,492 135,524 134,991: 1,063 1,596 Old : 136,587: 22,866 46,110 33,389 79,269 55,492 135,524 134,991: 1,063 1,596 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : -17,815: -3,470 -11,565 -2,896 -11,246 -4,046 -17,612 -18,507: -203 692 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 33.8 24.4 58.0 40.6 99.2 98.8: 0.8 1.2 Old : 100.0: 16.7 33.8 24.4 58.0 40.6 99.2 98.8: 0.8 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: 12 8 17 29 27 48 45: Old : 50: 12 8 17 29 27 48 45: 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 : 27.9 49.0 47.5 68.0 17.8 35.1 29.9 40.9 Old : 27.9 49.0 47.5 68.0 17.8 35.1 29.9 40.9 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 31, 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 : 57,267: 16,356 3,043 11,366 29,133 42,496 56,855 56,905: 412 362 Old : 57,267: 16,356 3,043 11,366 29,133 42,496 56,855 56,905: 412 362 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : -3,022: 478 1,943 -2,855 -715 -2,052 -3,092 -2,964: 70 -58 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 5.3 19.8 50.9 74.2 99.3 99.4: 0.7 0.6 Old : 100.0: 28.6 5.3 19.8 50.9 74.2 99.3 99.4: 0.7 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 3 5 6 33 30 40 37: Old : 43: 3 5 6 33 30 40 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 : 53.1 41.3 69.6 62.2 39.7 33.9 46.9 44.5 Old : 53.1 41.3 69.6 62.2 39.7 33.9 46.9 44.5 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 31, 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 : 22,822: 4,156 1,779 1,100 17,566 19,390 22,822 22,269: 0 553 Old : 22,822: 4,156 1,779 1,100 17,566 19,390 22,822 22,269: 0 553 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : 298: 390 898 -388 340 -212 342 298: -44 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.2 7.8 4.8 77.0 85.0 100.0 97.6: 0.0 2.4 Old : 100.0: 18.2 7.8 4.8 77.0 85.0 100.0 97.6: 0.0 2.4 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 2 3 19 18 23 21: Old : 28: 2 2 3 19 18 23 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 : 64.7 51.3 82.0 72.1 63.8 46.2 72.3 60.3 Old : 64.7 51.3 82.0 72.1 63.8 46.2 72.3 60.3 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 31, 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 : 9,155: 216 5,052 856 8,039 3,247 9,111 9,155: 44 0 Old : 9,155: 216 5,052 856 8,039 3,247 9,111 9,155: 44 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : 176: 44 -250 0 88 426 132 176: 44 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 55.2 9.4 87.8 35.5 99.5 100.0: 0.5 0.0 Old : 100.0: 2.4 55.2 9.4 87.8 35.5 99.5 100.0: 0.5 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 : 24: 1 3 2 13 11 16 14: Old : 24: 1 3 2 13 11 16 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 73.4 87.9 91.1 63.1 64.0 80.4 80.4 Old : 63.2 73.4 87.9 91.1 63.1 64.0 80.4 80.4 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 31, 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 : 10,170: 3,140 2,880 2,020 4,820 4,950 9,980 9,850: 190 320 Old : 10,170: 3,140 2,880 2,020 4,820 4,950 9,980 9,850: 190 320 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : 520: -280 -20 200 600 340 520 520: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 28.3 19.9 47.4 48.7 98.1 96.9: 1.9 3.1 Old : 100.0: 30.9 28.3 19.9 47.4 48.7 98.1 96.9: 1.9 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 3 3 5 15 17 20 23: Old : 23: 3 3 5 15 17 20 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 : 58.4 55.7 81.4 78.3 43.3 45.2 54.5 56.0 Old : 58.4 55.7 81.4 78.3 43.3 45.2 54.5 56.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, May 31, 2005 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2.5 MEGAWATTS PER OFF PEAK HRS) : : : : All : 10,250: 1,670 300 1,750 6,270 7,060 9,690 9,110: 560 1,140 Old : 10,250: 1,670 300 1,750 6,270 7,060 9,690 9,110: 560 1,140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : 60: 20 -140 -60 -20 -20 -60 -220: 120 280 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 2.9 17.1 61.2 68.9 94.5 88.9: 5.5 11.1 Old : 100.0: 16.3 2.9 17.1 61.2 68.9 94.5 88.9: 5.5 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 : 21: 2 2 3 16 12 19 16: Old : 21: 2 2 3 16 12 19 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 54.0 73.9 71.9 28.9 40.0 42.5 42.7 Old : 51.3 54.0 73.9 71.9 28.9 40.0 42.5 42.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, May 31, 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 : 783,354: 83,989 101,390 133,243 512,236 473,136 729,468 707,769: 53,886 75,585 Old : 783,354: 83,989 101,390 133,243 512,236 473,136 729,468 707,769: 53,886 75,585 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : 20,391: 3,422 6,504 11,723 4,381 -5,890 19,526 12,337: 865 8,054 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 12.9 17.0 65.4 60.4 93.1 90.4: 6.9 9.6 Old : 100.0: 10.7 12.9 17.0 65.4 60.4 93.1 90.4: 6.9 9.6 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 : 254: 51 96 94 81 92 198 224: Old : 254: 51 96 94 81 92 198 224: 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 : 22.4 16.4 33.2 26.5 19.5 12.4 28.2 19.5 Old : 22.4 16.4 33.2 26.5 19.5 12.4 28.2 19.5 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 31, 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 : 13,212: 8,048 4,440 339 2,283 7,298 10,670 12,077: 2,542 1,135 Old : 13,212: 8,048 4,440 339 2,283 7,298 10,670 12,077: 2,542 1,135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : -467: -46 818 -250 91 -1,339 -205 -771: -262 304 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.9 33.6 2.6 17.3 55.2 80.8 91.4: 19.2 8.6 Old : 100.0: 60.9 33.6 2.6 17.3 55.2 80.8 91.4: 19.2 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 : 113: 58 21 7 18 24 79 50: Old : 113: 58 21 7 18 24 79 50: 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 : 23.3 41.2 35.5 58.2 23.2 40.6 35.4 57.5 Old : 23.3 41.2 35.5 58.2 23.2 40.6 35.4 57.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PLATINUM - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, May 31, 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 : 7,946: 4,525 1,059 331 1,447 5,523 6,303 6,913: 1,643 1,033 Old : 7,946: 4,525 1,059 331 1,447 5,523 6,303 6,913: 1,643 1,033 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : 228: -68 -83 216 107 -51 255 82: -27 146 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.9 13.3 4.2 18.2 69.5 79.3 87.0: 20.7 13.0 Old : 100.0: 56.9 13.3 4.2 18.2 69.5 79.3 87.0: 20.7 13.0 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 : 52: 20 9 5 6 15 30 27: Old : 52: 20 9 5 6 15 30 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.3 43.6 53.0 61.1 37.3 43.6 52.2 61.1 Old : 37.3 43.6 53.0 61.1 37.3 43.6 52.2 61.1 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 31, 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 : 130,807: 25,125 9,332 8,196 86,321 102,722 119,642 120,250: 11,165 10,557 Old : 130,807: 25,125 9,332 8,196 86,321 102,722 119,642 120,250: 11,165 10,557 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2005 : : -13,253: 175 -801 -3,312 -8,642 -7,746 -11,779 -11,859: -1,474 -1,394 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.2 7.1 6.3 66.0 78.5 91.5 91.9: 8.5 8.1 Old : 100.0: 19.2 7.1 6.3 66.0 78.5 91.5 91.9: 8.5 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 : 145: 39 19 26 59 78 107 115: Old : 145: 39 19 26 59 78 107 115: 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 : 32.0 18.7 45.5 30.7 29.8 14.1 39.9 24.0 Old : 32.0 18.7 45.5 30.7 29.8 14.1 39.9 24.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2005