NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 179,860: 31,097 25,187 23,717 91,599 102,258 146,413 151,162: 33,447 28,698
Old : 179,860: 31,097 25,187 23,717 91,599 102,258 146,413 151,162: 33,447 28,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 4,957: 7,085 -1,181 4,620 -6,938 26 4,767 3,465: 190 1,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 14.0 13.2 50.9 56.9 81.4 84.0: 18.6 16.0
Old : 100.0: 17.3 14.0 13.2 50.9 56.9 81.4 84.0: 18.6 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 : 126: 33 23 29 58 63 109 99:
Old : 126: 33 23 29 58 63 109 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 21.0 27.6 30.8 12.9 14.1 21.4 21.1
Old : 16.5 21.0 27.6 30.8 12.9 14.1 21.4 21.1
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, June 7, 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 : 459,896: 31,758 64,715 143,427 209,469 217,639 384,654 425,781: 75,242 34,115
Old : 459,896: 31,758 64,715 143,427 209,469 217,639 384,654 425,781: 75,242 34,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -16,940: -6,731 -19,108 -4,176 -10,145 7,809 -21,052 -15,475: 4,112 -1,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 14.1 31.2 45.5 47.3 83.6 92.6: 16.4 7.4
Old : 100.0: 6.9 14.1 31.2 45.5 47.3 83.6 92.6: 16.4 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 : 192: 43 57 62 85 71 166 157:
Old : 192: 43 57 62 85 71 166 157:
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 : 18.3 22.9 28.1 35.0 7.1 10.5 10.8 16.8
Old : 18.3 22.9 28.1 35.0 7.1 10.5 10.8 16.8
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, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 34,632: 11,717 2,717 496 19,084 21,906 31,297 25,119: 3,335 9,513
Old : 34,632: 11,717 2,717 496 19,084 21,906 31,297 25,119: 3,335 9,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,353: 3,704 -401 -904 -3,119 398 -319 -907: -1,034 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 7.8 1.4 55.1 63.3 90.4 72.5: 9.6 27.5
Old : 100.0: 33.8 7.8 1.4 55.1 63.3 90.4 72.5: 9.6 27.5
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 : 21: 2 1 1 15 13 17 15:
Old : 21: 2 1 1 15 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 37.9 78.2 58.2 55.2 32.6 70.7 48.0
Old : 56.7 37.9 78.2 58.2 55.2 32.6 70.7 48.0
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, June 7, 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 : 124,381: 5,840 15,692 18,466 89,255 84,148 113,561 118,306: 10,820 6,075
Old : 124,381: 5,840 15,692 18,466 89,255 84,148 113,561 118,306: 10,820 6,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,331: -2,414 3,946 4,094 -355 -3,137 1,325 4,903: 6 -3,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 12.6 14.8 71.8 67.7 91.3 95.1: 8.7 4.9
Old : 100.0: 4.7 12.6 14.8 71.8 67.7 91.3 95.1: 8.7 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 3 20 24 23 27:
Old : 30: 1 2 3 20 24 23 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 : 61.4 44.1 74.5 64.8 52.2 30.6 57.9 47.0
Old : 61.4 44.1 74.5 64.8 52.2 30.6 57.9 47.0
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, June 7, 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 : 50,423: 9,466 6,838 848 36,279 33,230 46,593 40,916: 3,830 9,507
Old : 50,423: 9,466 6,838 848 36,279 33,230 46,593 40,916: 3,830 9,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -6,009: -976 -2,104 0 -4,504 -2,664 -5,480 -4,768: -529 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 13.6 1.7 71.9 65.9 92.4 81.1: 7.6 18.9
Old : 100.0: 18.8 13.6 1.7 71.9 65.9 92.4 81.1: 7.6 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 2 12 11 15 14:
Old : 21: 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 : 58.0 49.3 81.4 69.3 49.9 47.6 71.2 60.2
Old : 58.0 49.3 81.4 69.3 49.9 47.6 71.2 60.2
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, June 7, 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 : 54,693: 2,132 6,585 3,451 44,363 42,779 49,946 52,815: 4,747 1,878
Old : 54,693: 2,132 6,585 3,451 44,363 42,779 49,946 52,815: 4,747 1,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -2,590: -578 272 240 -3,024 -3,712 -3,362 -3,200: 772 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 12.0 6.3 81.1 78.2 91.3 96.6: 8.7 3.4
Old : 100.0: 3.9 12.0 6.3 81.1 78.2 91.3 96.6: 8.7 3.4
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 : 22: 1 2 2 16 15 18 18:
Old : 22: 1 2 2 16 15 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 : 53.3 49.8 75.1 73.2 24.3 31.5 39.1 47.2
Old : 53.3 49.8 75.1 73.2 24.3 31.5 39.1 47.2
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, June 7, 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 : 57,980: 10,430 13,286 2,766 40,874 35,964 54,070 52,016: 3,910 5,964
Old : 57,980: 10,430 13,286 2,766 40,874 35,964 54,070 52,016: 3,910 5,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -4,774: 2,502 -4,013 -223 -6,667 -1,912 -4,388 -6,148: -386 1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 22.9 4.8 70.5 62.0 93.3 89.7: 6.7 10.3
Old : 100.0: 18.0 22.9 4.8 70.5 62.0 93.3 89.7: 6.7 10.3
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 : 29: 2 3 3 19 19 23 23:
Old : 29: 2 3 3 19 19 23 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 : 51.8 34.9 73.3 58.9 51.7 32.1 65.5 52.0
Old : 51.8 34.9 73.3 58.9 51.7 32.1 65.5 52.0
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, June 7, 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 : 40,217: 24 0 1,488 37,645 36,471 39,157 37,959: 1,060 2,258
Old : 40,217: 24 0 1,488 37,645 36,471 39,157 37,959: 1,060 2,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,033: -1,624 -240 930 2,707 1,849 2,013 2,539: 20 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 3.7 93.6 90.7 97.4 94.4: 2.6 5.6
Old : 100.0: 0.1 0.0 3.7 93.6 90.7 97.4 94.4: 2.6 5.6
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 : 21: 1 0 1 18 17 19 18:
Old : 21: 1 0 1 18 17 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 : 62.4 38.3 85.7 67.2 61.6 30.4 62.5 50.8
Old : 62.4 38.3 85.7 67.2 61.6 30.4 62.5 50.8
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, June 7, 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 : 63,538: 0 6,107 3,440 51,836 48,233 55,276 57,780: 8,262 5,758
Old : 63,538: 0 6,107 3,440 51,836 48,233 55,276 57,780: 8,262 5,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,067: 0 211 436 1,173 1,497 1,609 2,144: -2,676 -3,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.6 5.4 81.6 75.9 87.0 90.9: 13.0 9.1
Old : 100.0: 0.0 9.6 5.4 81.6 75.9 87.0 90.9: 13.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 2 21 18 23 20:
Old : 26: 0 2 2 21 18 23 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 : 33.2 59.1 54.6 73.8 27.3 47.7 43.9 58.3
Old : 33.2 59.1 54.6 73.8 27.3 47.7 43.9 58.3
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, June 7, 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 : 70,796: 33,708 23,212 1,360 28,546 41,731 63,614 66,303: 7,182 4,493
Old : 70,796: 33,708 23,212 1,360 28,546 41,731 63,614 66,303: 7,182 4,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -5,646: -1,468 -902 628 -6,346 -6,019 -7,186 -6,293: 1,540 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 32.8 1.9 40.3 58.9 89.9 93.7: 10.1 6.3
Old : 100.0: 47.6 32.8 1.9 40.3 58.9 89.9 93.7: 10.1 6.3
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 : 22: 2 1 1 16 17 18 19:
Old : 22: 2 1 1 16 17 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 : 69.0 60.2 81.9 78.2 63.4 57.8 66.1 67.6
Old : 69.0 60.2 81.9 78.2 63.4 57.8 66.1 67.6
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, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,011,954: 236,435 54,025 180,228 577,612 765,954 994,275 1,000,207: 17,679 11,747
Old : 1,011,954: 236,435 54,025 180,228 577,612 765,954 994,275 1,000,207: 17,679 11,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 55,602: 15,277 -7,770 23,376 18,501 41,260 57,154 56,866: -1,552 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 5.3 17.8 57.1 75.7 98.3 98.8: 1.7 1.2
Old : 100.0: 23.4 5.3 17.8 57.1 75.7 98.3 98.8: 1.7 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 : 124: 23 11 29 85 78 119 109:
Old : 124: 23 11 29 85 78 119 109:
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 : 27.0 23.2 40.6 38.7 22.7 18.1 31.0 27.9
Old : 27.0 23.2 40.6 38.7 22.7 18.1 31.0 27.9
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, June 7, 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 : 143,175: 29,150 50,798 31,526 81,445 59,053 142,121 141,377: 1,054 1,798
Old : 143,175: 29,150 50,798 31,526 81,445 59,053 142,121 141,377: 1,054 1,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 6,588: 6,284 4,688 -1,863 2,176 3,561 6,597 6,386: -9 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 35.5 22.0 56.9 41.2 99.3 98.7: 0.7 1.3
Old : 100.0: 20.4 35.5 22.0 56.9 41.2 99.3 98.7: 0.7 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 : 49: 13 6 17 29 27 47 45:
Old : 49: 13 6 17 29 27 47 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 : 30.4 49.5 49.9 69.0 19.1 38.3 30.9 44.7
Old : 30.4 49.5 49.9 69.0 19.1 38.3 30.9 44.7
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, June 7, 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 : 58,403: 14,356 4,243 11,566 32,173 42,292 58,095 58,101: 308 302
Old : 58,403: 14,356 4,243 11,566 32,173 42,292 58,095 58,101: 308 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,136: -2,000 1,200 200 3,040 -204 1,240 1,196: -104 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.3 19.8 55.1 72.4 99.5 99.5: 0.5 0.5
Old : 100.0: 24.6 7.3 19.8 55.1 72.4 99.5 99.5: 0.5 0.5
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 : 48: 5 5 7 36 32 45 40:
Old : 48: 5 5 7 36 32 45 40:
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 : 50.3 43.0 66.7 62.8 35.4 34.7 43.3 45.1
Old : 50.3 43.0 66.7 62.8 35.4 34.7 43.3 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 2,410: 1,060 1,440 0 1,330 870 2,390 2,310: 20 100
Old : 2,410: 1,060 1,440 0 1,330 870 2,390 2,310: 20 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 59.8 0.0 55.2 36.1 99.2 95.9: 0.8 4.1
Old : 100.0: 44.0 59.8 0.0 55.2 36.1 99.2 95.9: 0.8 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 : 25: 3 5 0 9 8 12 13:
Old : 25: 3 5 0 9 8 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 75.1 90.5 87.6 72.2 75.1 90.5 87.6
Old : 72.2 75.1 90.5 87.6 72.2 75.1 90.5 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 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 : 22,103: 4,261 847 1,486 16,356 19,085 22,103 21,418: 0 685
Old : 22,103: 4,261 847 1,486 16,356 19,085 22,103 21,418: 0 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -719: 105 -932 386 -1,210 -305 -719 -851: 0 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 3.8 6.7 74.0 86.3 100.0 96.9: 0.0 3.1
Old : 100.0: 19.3 3.8 6.7 74.0 86.3 100.0 96.9: 0.0 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 : 28: 2 2 3 19 19 23 22:
Old : 28: 2 2 3 19 19 23 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 : 60.9 51.0 81.1 71.1 58.2 47.2 69.7 60.8
Old : 60.9 51.0 81.1 71.1 58.2 47.2 69.7 60.8
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, June 7, 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 : 8,783: 174 4,800 772 7,793 3,211 8,739 8,783: 44 0
Old : 8,783: 174 4,800 772 7,793 3,211 8,739 8,783: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -372: -42 -252 -84 -246 -36 -372 -372: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 54.7 8.8 88.7 36.6 99.5 100.0: 0.5 0.0
Old : 100.0: 2.0 54.7 8.8 88.7 36.6 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 : 25: 1 3 2 14 11 17 14:
Old : 25: 1 3 2 14 11 17 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 : 62.3 71.7 87.8 91.2 61.5 62.9 80.5 80.5
Old : 62.3 71.7 87.8 91.2 61.5 62.9 80.5 80.5
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, June 7, 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 : 10,040: 3,240 2,260 2,000 4,330 4,910 9,570 9,170: 470 870
Old : 10,040: 3,240 2,260 2,000 4,330 4,910 9,570 9,170: 470 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -130: 100 -620 -20 -490 -40 -410 -680: 280 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 22.5 19.9 43.1 48.9 95.3 91.3: 4.7 8.7
Old : 100.0: 32.3 22.5 19.9 43.1 48.9 95.3 91.3: 4.7 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 : 22: 3 2 5 13 17 18 22:
Old : 22: 3 2 5 13 17 18 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 : 53.2 53.2 77.6 74.5 38.9 42.4 54.4 52.2
Old : 53.2 53.2 77.6 74.5 38.9 42.4 54.4 52.2
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, June 7, 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 : 12,610: 3,150 600 1,130 7,970 10,260 12,250 11,990: 360 620
Old : 12,610: 3,150 600 1,130 7,970 10,260 12,250 11,990: 360 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,360: 1,480 300 -620 1,700 3,200 2,560 2,880: -200 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 4.8 9.0 63.2 81.4 97.1 95.1: 2.9 4.9
Old : 100.0: 25.0 4.8 9.0 63.2 81.4 97.1 95.1: 2.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 3 19 16 22 21:
Old : 26: 3 2 3 19 16 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 55.8 73.4 74.9 37.7 46.0 55.4 60.3
Old : 48.9 55.8 73.4 74.9 37.7 46.0 55.4 60.3
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, June 7, 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 : 783,546: 92,147 90,772 133,195 496,939 485,653 722,281 709,620: 61,265 73,926
Old : 783,546: 92,147 90,772 133,195 496,939 485,653 722,281 709,620: 61,265 73,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 192: 8,158 -10,618 -48 -15,297 12,517 -7,187 1,851: 7,379 -1,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.6 17.0 63.4 62.0 92.2 90.6: 7.8 9.4
Old : 100.0: 11.8 11.6 17.0 63.4 62.0 92.2 90.6: 7.8 9.4
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 : 262: 58 91 99 83 93 213 224:
Old : 262: 58 91 99 83 93 213 224:
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 : 21.7 16.4 32.7 26.3 18.9 12.6 27.4 19.2
Old : 21.7 16.4 32.7 26.3 18.9 12.6 27.4 19.2
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, June 7, 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 : 13,063: 8,078 4,663 365 1,906 7,147 10,349 12,175: 2,714 888
Old : 13,063: 8,078 4,663 365 1,906 7,147 10,349 12,175: 2,714 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -149: 30 223 26 -377 -151 -321 98: 172 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 35.7 2.8 14.6 54.7 79.2 93.2: 20.8 6.8
Old : 100.0: 61.8 35.7 2.8 14.6 54.7 79.2 93.2: 20.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 58 21 5 15 23 76 48:
Old : 113: 58 21 5 15 23 76 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 42.9 37.4 59.9 24.8 42.7 37.3 59.6
Old : 24.8 42.9 37.4 59.9 24.8 42.7 37.3 59.6
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, June 7, 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 : 8,806: 5,913 790 133 1,031 6,700 7,077 7,623: 1,729 1,183
Old : 8,806: 5,913 790 133 1,031 6,700 7,077 7,623: 1,729 1,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 860: 1,388 -269 -198 -416 1,177 774 710: 86 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 9.0 1.5 11.7 76.1 80.4 86.6: 19.6 13.4
Old : 100.0: 67.1 9.0 1.5 11.7 76.1 80.4 86.6: 19.6 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 : 49: 23 6 3 4 17 27 26:
Old : 49: 23 6 3 4 17 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 : 37.0 50.3 52.5 66.5 37.0 49.8 52.5 66.0
Old : 37.0 50.3 52.5 66.5 37.0 49.8 52.5 66.0
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, June 7, 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 : 141,590: 29,347 9,171 11,385 87,268 109,061 128,000 129,617: 13,590 11,973
Old : 141,590: 29,347 9,171 11,385 87,268 109,061 128,000 129,617: 13,590 11,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 10,783: 4,222 -161 3,189 947 6,339 8,358 9,367: 2,425 1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 6.5 8.0 61.6 77.0 90.4 91.5: 9.6 8.5
Old : 100.0: 20.7 6.5 8.0 61.6 77.0 90.4 91.5: 9.6 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 47 24 33 62 74 126 118:
Old : 158: 47 24 33 62 74 126 118:
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 : 27.6 20.3 40.9 32.9 25.1 13.8 35.1 23.4
Old : 27.6 20.3 40.9 32.9 25.1 13.8 35.1 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2005