NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, June 14, 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 : 187,142: 32,749 27,714 29,103 85,797 98,440 147,649 155,257: 39,493 31,885 Old : 187,142: 32,749 27,714 29,103 85,797 98,440 147,649 155,257: 39,493 31,885 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 7,282: 1,652 2,527 5,386 -5,802 -3,818 1,236 4,095: 6,046 3,187 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 14.8 15.6 45.8 52.6 78.9 83.0: 21.1 17.0 Old : 100.0: 17.5 14.8 15.6 45.8 52.6 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 : 131: 33 25 32 59 63 113 104: Old : 131: 33 25 32 59 63 113 104: 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 : 16.2 20.1 26.6 29.8 12.7 12.6 20.6 19.1 Old : 16.2 20.1 26.6 29.8 12.7 12.6 20.6 19.1 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 14, 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 : 466,300: 32,053 63,806 147,816 207,238 220,275 387,107 431,897: 79,193 34,403 Old : 466,300: 32,053 63,806 147,816 207,238 220,275 387,107 431,897: 79,193 34,403 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 6,404: 295 -909 4,389 -2,231 2,636 2,453 6,116: 3,951 288 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 13.7 31.7 44.4 47.2 83.0 92.6: 17.0 7.4 Old : 100.0: 6.9 13.7 31.7 44.4 47.2 83.0 92.6: 17.0 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 : 193: 48 54 65 85 74 173 157: Old : 193: 48 54 65 85 74 173 157: 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 : 19.2 24.1 29.0 36.3 6.9 10.3 10.6 17.3 Old : 19.2 24.1 29.0 36.3 6.9 10.3 10.6 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, June 14, 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 : 34,056: 12,067 1,793 512 17,580 22,400 30,159 24,705: 3,897 9,351 Old : 34,056: 12,067 1,793 512 17,580 22,400 30,159 24,705: 3,897 9,351 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : -576: 350 -924 16 -1,504 494 -1,138 -414: 562 -162 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.4 5.3 1.5 51.6 65.8 88.6 72.5: 11.4 27.5 Old : 100.0: 35.4 5.3 1.5 51.6 65.8 88.6 72.5: 11.4 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 : 22: 3 1 2 14 14 17 17: Old : 22: 3 1 2 14 14 17 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 38.2 76.7 58.1 54.8 31.7 69.3 48.6 Old : 56.3 38.2 76.7 58.1 54.8 31.7 69.3 48.6 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 14, 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 : 123,996: 4,570 16,024 18,992 90,165 81,398 113,727 116,414: 10,269 7,582 Old : 123,996: 4,570 16,024 18,992 90,165 81,398 113,727 116,414: 10,269 7,582 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : -385: -1,270 332 526 910 -2,750 166 -1,892: -551 1,507 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 12.9 15.3 72.7 65.6 91.7 93.9: 8.3 6.1 Old : 100.0: 3.7 12.9 15.3 72.7 65.6 91.7 93.9: 8.3 6.1 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 3 22 23 25 26: Old : 31: 1 2 3 22 23 25 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 : 61.2 44.2 73.8 63.7 51.7 32.4 57.3 45.9 Old : 61.2 44.2 73.8 63.7 51.7 32.4 57.3 45.9 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 14, 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 : 52,762: 11,031 6,838 848 37,117 35,202 48,996 42,888: 3,766 9,874 Old : 52,762: 11,031 6,838 848 37,117 35,202 48,996 42,888: 3,766 9,874 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 2,339: 1,565 0 0 838 1,972 2,403 1,972: -64 367 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.9 13.0 1.6 70.3 66.7 92.9 81.3: 7.1 18.7 Old : 100.0: 20.9 13.0 1.6 70.3 66.7 92.9 81.3: 7.1 18.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 4 2 14 13 17 17: Old : 23: 1 4 2 14 13 17 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 45.4 80.2 65.6 49.0 42.4 68.7 54.8 Old : 58.1 45.4 80.2 65.6 49.0 42.4 68.7 54.8 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, June 14, 2005 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 61,827: 0 8,997 5,877 50,834 42,259 56,711 57,133: 5,116 4,694 Old : 61,827: 0 8,997 5,877 50,834 42,259 56,711 57,133: 5,116 4,694 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 7,134: -2,132 2,412 2,426 6,471 -520 6,765 4,318: 369 2,816 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 14.6 9.5 82.2 68.4 91.7 92.4: 8.3 7.6 Old : 100.0: 0.0 14.6 9.5 82.2 68.4 91.7 92.4: 8.3 7.6 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: 0 3 3 16 13 19 16: Old : 21: 0 3 3 16 13 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 : 52.1 44.4 72.7 72.0 27.7 28.5 41.6 46.4 Old : 52.1 44.4 72.7 72.0 27.7 28.5 41.6 46.4 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 14, 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 : 60,403: 4,294 13,609 6,184 44,150 34,702 54,628 54,495: 5,775 5,908 Old : 60,403: 4,294 13,609 6,184 44,150 34,702 54,628 54,495: 5,775 5,908 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 2,423: -6,136 323 3,418 3,276 -1,262 558 2,479: 1,865 -56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 22.5 10.2 73.1 57.5 90.4 90.2: 9.6 9.8 Old : 100.0: 7.1 22.5 10.2 73.1 57.5 90.4 90.2: 9.6 9.8 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 : 28: 2 3 5 19 16 24 21: Old : 28: 2 3 5 19 16 24 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 : 44.9 36.1 69.0 59.1 39.2 30.2 54.1 52.8 Old : 44.9 36.1 69.0 59.1 39.2 30.2 54.1 52.8 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 14, 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 : 41,030: 1,317 0 867 37,786 37,971 39,970 38,838: 1,060 2,192 Old : 41,030: 1,317 0 867 37,786 37,971 39,970 38,838: 1,060 2,192 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 813: 1,293 0 -621 141 1,500 813 879: 0 -66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 0.0 2.1 92.1 92.5 97.4 94.7: 2.6 5.3 Old : 100.0: 3.2 0.0 2.1 92.1 92.5 97.4 94.7: 2.6 5.3 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: 1 0 1 18 18 19 19: Old : 22: 1 0 1 18 18 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.8 40.1 80.6 67.5 58.3 29.2 63.0 49.2 Old : 58.8 40.1 80.6 67.5 58.3 29.2 63.0 49.2 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 14, 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 : 65,348: 0 7,215 3,558 55,165 47,953 58,723 58,726: 6,625 6,622 Old : 65,348: 0 7,215 3,558 55,165 47,953 58,723 58,726: 6,625 6,622 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 1,810: 0 1,108 118 3,329 -280 3,447 946: -1,637 864 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 11.0 5.4 84.4 73.4 89.9 89.9: 10.1 10.1 Old : 100.0: 0.0 11.0 5.4 84.4 73.4 89.9 89.9: 10.1 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 : 28: 0 2 2 24 20 26 22: Old : 28: 0 2 2 24 20 26 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.2 58.0 57.4 72.0 30.8 48.2 47.8 59.4 Old : 36.2 58.0 57.4 72.0 30.8 48.2 47.8 59.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, June 14, 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 : 76,826: 34,816 26,274 2,104 32,362 42,821 69,282 71,199: 7,544 5,627 Old : 76,826: 34,816 26,274 2,104 32,362 42,821 69,282 71,199: 7,544 5,627 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 6,030: 1,108 3,062 744 3,816 1,090 5,668 4,896: 362 1,134 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.3 34.2 2.7 42.1 55.7 90.2 92.7: 9.8 7.3 Old : 100.0: 45.3 34.2 2.7 42.1 55.7 90.2 92.7: 9.8 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 : 23: 3 1 1 15 17 18 19: Old : 23: 3 1 1 15 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 : 67.4 60.2 80.1 77.6 63.3 57.7 66.5 67.3 Old : 67.4 60.2 80.1 77.6 63.3 57.7 66.5 67.3 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 14, 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 : 1,040,586: 252,101 40,073 195,255 576,963 792,696 1,024,319 1,028,024: 16,267 12,562 Old : 1,040,586: 252,101 40,073 195,255 576,963 792,696 1,024,319 1,028,024: 16,267 12,562 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 28,632: 15,666 -13,952 15,027 -649 26,742 30,044 27,817: -1,412 815 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 3.9 18.8 55.4 76.2 98.4 98.8: 1.6 1.2 Old : 100.0: 24.2 3.9 18.8 55.4 76.2 98.4 98.8: 1.6 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 : 128: 25 12 32 84 79 121 113: Old : 128: 25 12 32 84 79 121 113: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.1 24.2 40.0 39.5 21.1 19.5 30.1 29.3 Old : 26.1 24.2 40.0 39.5 21.1 19.5 30.1 29.3 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 14, 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 : 160,448: 38,486 53,539 34,484 86,121 70,093 159,091 158,116: 1,357 2,332 Old : 160,448: 38,486 53,539 34,484 86,121 70,093 159,091 158,116: 1,357 2,332 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 17,273: 9,336 2,741 2,958 4,676 11,040 16,970 16,739: 303 534 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 33.4 21.5 53.7 43.7 99.2 98.5: 0.8 1.5 Old : 100.0: 24.0 33.4 21.5 53.7 43.7 99.2 98.5: 0.8 1.5 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 : 49: 13 7 17 28 27 47 45: Old : 49: 13 7 17 28 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 : 37.8 46.4 55.5 67.5 21.7 37.4 32.8 43.5 Old : 37.8 46.4 55.5 67.5 21.7 37.4 32.8 43.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, June 14, 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 : 60,411: 14,596 4,823 12,076 33,379 43,280 60,051 60,179: 360 232 Old : 60,411: 14,596 4,823 12,076 33,379 43,280 60,051 60,179: 360 232 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 2,008: 240 580 510 1,206 988 1,956 2,078: 52 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 8.0 20.0 55.3 71.6 99.4 99.6: 0.6 0.4 Old : 100.0: 24.2 8.0 20.0 55.3 71.6 99.4 99.6: 0.6 0.4 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 : 47: 4 4 6 37 33 45 39: Old : 47: 4 4 6 37 33 45 39: 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 : 50.7 44.7 65.5 64.8 35.1 35.0 42.3 43.6 Old : 50.7 44.7 65.5 64.8 35.1 35.0 42.3 43.6 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 14, 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 : 1,840: 480 740 140 1,120 860 1,740 1,740: 100 100 Old : 1,840: 480 740 140 1,120 860 1,740 1,740: 100 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : -570: -580 -700 140 -210 -10 -650 -570: 80 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 40.2 7.6 60.9 46.7 94.6 94.6: 5.4 5.4 Old : 100.0: 26.1 40.2 7.6 60.9 46.7 94.6 94.6: 5.4 5.4 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 : 23: 3 4 2 10 11 15 15: Old : 23: 3 4 2 10 11 15 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.6 60.9 78.3 77.2 57.6 54.3 70.7 68.5 Old : 57.6 60.9 78.3 77.2 57.6 54.3 70.7 68.5 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, June 14, 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 : 23,661: 3,989 201 3,396 16,136 19,513 23,521 23,110: 140 551 Old : 23,661: 3,989 201 3,396 16,136 19,513 23,521 23,110: 140 551 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 1,558: -272 -646 1,910 -220 428 1,418 1,692: 140 -134 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 0.8 14.4 68.2 82.5 99.4 97.7: 0.6 2.3 Old : 100.0: 16.9 0.8 14.4 68.2 82.5 99.4 97.7: 0.6 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 : 28: 3 1 4 19 18 23 22: Old : 28: 3 1 4 19 18 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 : 59.8 49.2 80.7 69.0 50.3 45.3 60.7 57.2 Old : 59.8 49.2 80.7 69.0 50.3 45.3 60.7 57.2 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 14, 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 : 9,000: 260 4,126 815 7,713 3,933 8,788 8,874: 212 126 Old : 9,000: 260 4,126 815 7,713 3,933 8,788 8,874: 212 126 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 217: 86 -674 43 -80 722 49 91: 168 126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 45.8 9.1 85.7 43.7 97.6 98.6: 2.4 1.4 Old : 100.0: 2.9 45.8 9.1 85.7 43.7 97.6 98.6: 2.4 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 : 26: 2 3 3 13 12 18 15: Old : 26: 2 3 3 13 12 18 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 : 60.8 62.9 84.3 84.8 60.0 53.9 73.3 73.4 Old : 60.8 62.9 84.3 84.8 60.0 53.9 73.3 73.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, June 14, 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 : 9,014: 1,058 1,277 546 7,259 6,933 8,863 8,756: 151 258 Old : 9,014: 1,058 1,277 546 7,259 6,933 8,863 8,756: 151 258 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.7 14.2 6.1 80.5 76.9 98.3 97.1: 1.7 2.9 Old : 100.0: 11.7 14.2 6.1 80.5 76.9 98.3 97.1: 1.7 2.9 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: 2 3 3 11 9 14 14: Old : 21: 2 3 3 11 9 14 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.1 71.6 91.6 92.3 66.7 61.0 73.3 72.2 Old : 74.1 71.6 91.6 92.3 66.7 61.0 73.3 72.2 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 14, 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 : 10,840: 3,160 2,200 2,420 4,860 5,650 10,440 10,270: 400 570 Old : 10,840: 3,160 2,200 2,420 4,860 5,650 10,440 10,270: 400 570 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 800: -80 -60 420 530 740 870 1,100: -70 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 20.3 22.3 44.8 52.1 96.3 94.7: 3.7 5.3 Old : 100.0: 29.2 20.3 22.3 44.8 52.1 96.3 94.7: 3.7 5.3 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 : 24: 3 1 5 16 18 21 23: Old : 24: 3 1 5 16 18 21 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.2 55.2 72.8 74.5 34.4 42.8 48.0 50.1 Old : 50.2 55.2 72.8 74.5 34.4 42.8 48.0 50.1 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 14, 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 : 12,730: 3,090 280 1,210 7,970 10,920 12,270 12,410: 460 320 Old : 12,730: 3,090 280 1,210 7,970 10,920 12,270 12,410: 460 320 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 120: -60 -320 80 0 660 20 420: 100 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 2.2 9.5 62.6 85.8 96.4 97.5: 3.6 2.5 Old : 100.0: 24.3 2.2 9.5 62.6 85.8 96.4 97.5: 3.6 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 : 25: 3 1 3 19 16 22 20: Old : 25: 3 1 3 19 16 22 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 : 49.3 59.9 73.0 80.7 37.2 47.0 53.4 61.1 Old : 49.3 59.9 73.0 80.7 37.2 47.0 53.4 61.1 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 14, 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 : 807,148: 99,237 86,674 119,735 529,397 522,129 748,369 728,538: 58,779 78,610 Old : 807,148: 99,237 86,674 119,735 529,397 522,129 748,369 728,538: 58,779 78,610 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 23,602: 7,090 -4,098 -13,460 32,458 36,476 26,088 18,918: -2,486 4,684 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 10.7 14.8 65.6 64.7 92.7 90.3: 7.3 9.7 Old : 100.0: 12.3 10.7 14.8 65.6 64.7 92.7 90.3: 7.3 9.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 263: 73 77 97 83 94 217 222: Old : 263: 73 77 97 83 94 217 222: 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 : 22.3 18.0 33.7 27.9 18.8 12.2 26.8 19.3 Old : 22.3 18.0 33.7 27.9 18.8 12.2 26.8 19.3 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 14, 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 : 13,269: 8,001 5,196 364 2,041 6,886 10,406 12,446: 2,863 823 Old : 13,269: 8,001 5,196 364 2,041 6,886 10,406 12,446: 2,863 823 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 206: -77 533 -1 135 -261 57 271: 149 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.3 39.2 2.7 15.4 51.9 78.4 93.8: 21.6 6.2 Old : 100.0: 60.3 39.2 2.7 15.4 51.9 78.4 93.8: 21.6 6.2 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 : 116: 60 22 4 15 23 77 48: Old : 116: 60 22 4 15 23 77 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 : 24.5 45.9 36.8 62.5 24.4 45.9 36.8 62.4 Old : 24.5 45.9 36.8 62.5 24.4 45.9 36.8 62.4 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 14, 2005 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50 TROY OUNCES) : : : : All : 9,380: 6,470 790 99 946 7,384 7,515 8,273: 1,865 1,107 Old : 9,380: 6,470 790 99 946 7,384 7,515 8,273: 1,865 1,107 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 574: 557 0 -34 -85 684 438 650: 136 -76 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.0 8.4 1.1 10.1 78.7 80.1 88.2: 19.9 11.8 Old : 100.0: 69.0 8.4 1.1 10.1 78.7 80.1 88.2: 19.9 11.8 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 : 52: 26 6 2 5 18 31 26: Old : 52: 26 6 2 5 18 31 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 : 37.6 50.6 52.1 66.5 37.6 50.1 52.1 66.0 Old : 37.6 50.6 52.1 66.5 37.6 50.1 52.1 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 14, 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 : 153,351: 29,783 7,929 11,116 92,490 119,928 133,389 138,973: 19,962 14,378 Old : 153,351: 29,783 7,929 11,116 92,490 119,928 133,389 138,973: 19,962 14,378 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2005 : : 11,761: 436 -1,242 -269 5,222 10,867 5,389 9,356: 6,372 2,405 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.4 5.2 7.2 60.3 78.2 87.0 90.6: 13.0 9.4 Old : 100.0: 19.4 5.2 7.2 60.3 78.2 87.0 90.6: 13.0 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 : 151: 45 18 30 66 78 123 116: Old : 151: 45 18 30 66 78 123 116: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.2 20.2 39.6 33.5 22.1 14.1 32.0 22.8 Old : 26.2 20.2 39.6 33.5 22.1 14.1 32.0 22.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 17, 2005