NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 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 : 178,861: 30,882 21,319 24,141 88,548 107,288 143,571 152,748: 35,290 26,113
Old : 178,861: 30,882 21,319 24,141 88,548 107,288 143,571 152,748: 35,290 26,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -5,438: -1,119 -4,495 -3,621 4,974 7,689 234 -427: -5,672 -5,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 11.9 13.5 49.5 60.0 80.3 85.4: 19.7 14.6
Old : 100.0: 17.3 11.9 13.5 49.5 60.0 80.3 85.4: 19.7 14.6
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 : 123: 31 24 32 62 58 114 95:
Old : 123: 31 24 32 62 58 114 95:
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 : 14.6 18.4 25.4 30.7 12.9 12.9 19.2 19.5
Old : 14.6 18.4 25.4 30.7 12.9 12.9 19.2 19.5
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, July 19, 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 : 512,089: 48,327 72,426 167,083 224,046 243,546 439,456 483,055: 72,633 29,034
Old : 512,089: 48,327 72,426 167,083 224,046 243,546 439,456 483,055: 72,633 29,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 17,613: -232 3,067 7,420 11,417 8,741 18,605 19,228: -992 -1,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 14.1 32.6 43.8 47.6 85.8 94.3: 14.2 5.7
Old : 100.0: 9.4 14.1 32.6 43.8 47.6 85.8 94.3: 14.2 5.7
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 : 199: 50 44 65 95 81 186 154:
Old : 199: 50 44 65 95 81 186 154:
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 : 18.8 25.1 27.7 37.6 6.7 10.9 10.3 17.4
Old : 18.8 25.1 27.7 37.6 6.7 10.9 10.3 17.4
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, July 19, 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 : 38,062: 8,053 3,870 1,462 23,638 23,850 33,153 29,182: 4,909 8,880
Old : 38,062: 8,053 3,870 1,462 23,638 23,850 33,153 29,182: 4,909 8,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -160: -2,512 240 180 1,583 -1,132 -749 -712: 589 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 10.2 3.8 62.1 62.7 87.1 76.7: 12.9 23.3
Old : 100.0: 21.2 10.2 3.8 62.1 62.7 87.1 76.7: 12.9 23.3
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 2 2 17 12 20 16:
Old : 24: 3 2 2 17 12 20 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 : 45.4 41.3 69.0 61.6 36.8 38.9 57.8 55.1
Old : 45.4 41.3 69.0 61.6 36.8 38.9 57.8 55.1
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, July 19, 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 : 128,105: 3,464 29,142 15,291 98,751 79,162 117,506 123,595: 10,599 4,510
Old : 128,105: 3,464 29,142 15,291 98,751 79,162 117,506 123,595: 10,599 4,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 703: 3,105 7,911 -8,909 6,703 3,563 899 2,565: -196 -1,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 22.7 11.9 77.1 61.8 91.7 96.5: 8.3 3.5
Old : 100.0: 2.7 22.7 11.9 77.1 61.8 91.7 96.5: 8.3 3.5
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 : 35: 1 4 5 25 26 30 31:
Old : 35: 1 4 5 25 26 30 31:
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 : 60.4 44.5 73.4 62.4 51.8 33.3 57.9 50.2
Old : 60.4 44.5 73.4 62.4 51.8 33.3 57.9 50.2
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, July 19, 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 : 72,509: 27,917 11,347 2,684 38,028 49,433 68,629 63,464: 3,880 9,045
Old : 72,509: 27,917 11,347 2,684 38,028 49,433 68,629 63,464: 3,880 9,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 4,524: 3,096 0 0 1,002 3,792 4,098 3,792: 426 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 15.6 3.7 52.4 68.2 94.6 87.5: 5.4 12.5
Old : 100.0: 38.5 15.6 3.7 52.4 68.2 94.6 87.5: 5.4 12.5
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 : 24: 2 3 1 15 14 17 18:
Old : 24: 2 3 1 15 14 17 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 : 65.6 43.5 85.1 65.7 57.5 34.8 70.4 53.8
Old : 65.6 43.5 85.1 65.7 57.5 34.8 70.4 53.8
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, July 19, 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 : 56,797: 0 10,072 5,153 47,821 38,076 52,974 53,301: 3,823 3,496
Old : 56,797: 0 10,072 5,153 47,821 38,076 52,974 53,301: 3,823 3,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,834: 0 4,845 -959 4,219 -1,776 3,260 2,110: -426 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.7 9.1 84.2 67.0 93.3 93.8: 6.7 6.2
Old : 100.0: 0.0 17.7 9.1 84.2 67.0 93.3 93.8: 6.7 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 : 25: 0 4 2 18 17 20 21:
Old : 25: 0 4 2 18 17 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 45.6 67.5 65.4 24.1 26.6 35.8 35.5
Old : 46.5 45.6 67.5 65.4 24.1 26.6 35.8 35.5
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, July 19, 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 : 63,576: 1,866 15,382 7,183 50,006 34,293 59,055 56,858: 4,521 6,718
Old : 63,576: 1,866 15,382 7,183 50,006 34,293 59,055 56,858: 4,521 6,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 5,523: 912 889 788 4,688 2,427 6,388 4,104: -865 1,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 24.2 11.3 78.7 53.9 92.9 89.4: 7.1 10.6
Old : 100.0: 2.9 24.2 11.3 78.7 53.9 92.9 89.4: 7.1 10.6
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 : 32: 2 4 6 24 20 30 26:
Old : 32: 2 4 6 24 20 30 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 : 34.6 33.1 58.9 52.0 30.4 27.5 42.9 39.4
Old : 34.6 33.1 58.9 52.0 30.4 27.5 42.9 39.4
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, July 19, 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 : 46,457: 0 397 1,410 44,111 38,656 45,521 40,463: 936 5,994
Old : 46,457: 0 397 1,410 44,111 38,656 45,521 40,463: 936 5,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 5,292: -639 397 -87 6,018 1,086 5,292 1,396: 0 3,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 3.0 95.0 83.2 98.0 87.1: 2.0 12.9
Old : 100.0: 0.0 0.9 3.0 95.0 83.2 98.0 87.1: 2.0 12.9
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 : 23: 0 1 1 18 18 19 19:
Old : 23: 0 1 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 : 58.9 41.6 82.9 63.3 53.7 34.1 64.8 50.8
Old : 58.9 41.6 82.9 63.3 53.7 34.1 64.8 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, July 19, 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 : 63,407: 0 13,201 605 53,186 44,459 53,791 58,265: 9,616 5,142
Old : 63,407: 0 13,201 605 53,186 44,459 53,791 58,265: 9,616 5,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 268: 0 4,719 -2,171 1,830 -2,552 -341 -4: 609 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.8 1.0 83.9 70.1 84.8 91.9: 15.2 8.1
Old : 100.0: 0.0 20.8 1.0 83.9 70.1 84.8 91.9: 15.2 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 : 28: 0 2 1 22 20 23 22:
Old : 28: 0 2 1 22 20 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 : 37.6 51.3 58.1 73.9 31.2 47.3 46.9 65.0
Old : 37.6 51.3 58.1 73.9 31.2 47.3 46.9 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 103,055: 46,055 50,823 4,453 46,744 43,020 97,252 98,296: 5,803 4,759
Old : 103,055: 46,055 50,823 4,453 46,744 43,020 97,252 98,296: 5,803 4,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 12,614: 2,614 12,144 1,220 9,718 -662 13,552 12,702: -938 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 49.3 4.3 45.4 41.7 94.4 95.4: 5.6 4.6
Old : 100.0: 44.7 49.3 4.3 45.4 41.7 94.4 95.4: 5.6 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: 3 1 2 17 21 20 24:
Old : 26: 3 1 2 17 21 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 67.4 80.4 79.4 58.8 61.5 70.5 68.6
Old : 62.2 67.4 80.4 79.4 58.8 61.5 70.5 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 36,776: 780 4,714 1,077 28,591 22,201 30,448 27,992: 6,328 8,784
Old : 36,776: 780 4,714 1,077 28,591 22,201 30,448 27,992: 6,328 8,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,583: -372 3,123 -803 3,386 93 2,211 2,413: 372 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 12.8 2.9 77.7 60.4 82.8 76.1: 17.2 23.9
Old : 100.0: 2.1 12.8 2.9 77.7 60.4 82.8 76.1: 17.2 23.9
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 : 23: 1 2 3 18 17 21 20:
Old : 23: 1 2 3 18 17 21 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 : 47.4 45.7 70.4 60.5 45.3 36.0 59.6 48.2
Old : 47.4 45.7 70.4 60.5 45.3 36.0 59.6 48.2
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, July 19, 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 : 1,140,001: 295,321 62,869 211,984 615,120 852,485 1,122,425 1,127,338: 17,576 12,663
Old : 1,140,001: 295,321 62,869 211,984 615,120 852,485 1,122,425 1,127,338: 17,576 12,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 12,013: 13,226 2,754 -2,267 5,125 14,654 16,084 15,141: -4,071 -3,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 5.5 18.6 54.0 74.8 98.5 98.9: 1.5 1.1
Old : 100.0: 25.9 5.5 18.6 54.0 74.8 98.5 98.9: 1.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 21 17 34 84 80 120 116:
Old : 127: 21 17 34 84 80 120 116:
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 : 27.0 22.2 42.4 38.2 22.2 17.7 32.1 28.0
Old : 27.0 22.2 42.4 38.2 22.2 17.7 32.1 28.0
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, July 19, 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 : 187,150: 27,895 36,186 61,271 95,946 86,398 185,112 183,855: 2,038 3,295
Old : 187,150: 27,895 36,186 61,271 95,946 86,398 185,112 183,855: 2,038 3,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 11,931: -6,655 -3,565 8,761 9,388 6,296 11,494 11,492: 437 439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 19.3 32.7 51.3 46.2 98.9 98.2: 1.1 1.8
Old : 100.0: 14.9 19.3 32.7 51.3 46.2 98.9 98.2: 1.1 1.8
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 : 50: 13 7 17 27 28 46 46:
Old : 50: 13 7 17 27 28 46 46:
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 : 39.3 43.5 58.4 65.0 17.3 20.7 24.6 27.9
Old : 39.3 43.5 58.4 65.0 17.3 20.7 24.6 27.9
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, July 19, 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 : 71,269: 20,465 3,980 16,875 33,259 50,014 70,599 70,869: 670 400
Old : 71,269: 20,465 3,980 16,875 33,259 50,014 70,599 70,869: 670 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,181: -780 -140 810 1,891 1,271 1,921 1,941: 260 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 5.6 23.7 46.7 70.2 99.1 99.4: 0.9 0.6
Old : 100.0: 28.7 5.6 23.7 46.7 70.2 99.1 99.4: 0.9 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 : 50: 5 5 9 36 32 45 42:
Old : 50: 5 5 9 36 32 45 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 46.4 66.3 69.1 36.5 37.2 41.3 45.6
Old : 54.1 46.4 66.3 69.1 36.5 37.2 41.3 45.6
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, July 19, 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 : 26,384: 3,153 1,179 4,202 17,925 20,412 25,280 25,793: 1,104 591
Old : 26,384: 3,153 1,179 4,202 17,925 20,412 25,280 25,793: 1,104 591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 182: 0 -154 82 -922 762 -840 690: 1,022 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 4.5 15.9 67.9 77.4 95.8 97.8: 4.2 2.2
Old : 100.0: 12.0 4.5 15.9 67.9 77.4 95.8 97.8: 4.2 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 : 33: 3 2 3 19 22 24 25:
Old : 33: 3 2 3 19 22 24 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 : 57.3 43.4 78.1 66.2 49.4 38.2 55.3 50.7
Old : 57.3 43.4 78.1 66.2 49.4 38.2 55.3 50.7
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, July 19, 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 : 10,852: 780 3,788 2,437 7,083 4,077 10,300 10,302: 552 550
Old : 10,852: 780 3,788 2,437 7,083 4,077 10,300 10,302: 552 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,618: 86 1,018 86 894 -36 1,066 1,068: 552 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 34.9 22.5 65.3 37.6 94.9 94.9: 5.1 5.1
Old : 100.0: 7.2 34.9 22.5 65.3 37.6 94.9 94.9: 5.1 5.1
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 : 30: 3 2 4 16 15 21 19:
Old : 30: 3 2 4 16 15 21 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 : 49.2 66.7 70.3 84.0 34.6 49.4 52.2 58.1
Old : 49.2 66.7 70.3 84.0 34.6 49.4 52.2 58.1
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, July 19, 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 : 11,939: 2,398 2,971 546 8,442 7,696 11,386 11,213: 553 726
Old : 11,939: 2,398 2,971 546 8,442 7,696 11,386 11,213: 553 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 24.9 4.6 70.7 64.5 95.4 93.9: 4.6 6.1
Old : 100.0: 20.1 24.9 4.6 70.7 64.5 95.4 93.9: 4.6 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 : 20: 2 3 3 10 8 13 13:
Old : 20: 2 3 3 10 8 13 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 : 74.1 79.9 91.1 90.6 70.2 73.2 79.1 78.7
Old : 74.1 79.9 91.1 90.6 70.2 73.2 79.1 78.7
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, July 19, 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 : 12,236: 3,260 1,624 2,640 5,936 7,402 11,836 11,666: 400 570
Old : 12,236: 3,260 1,624 2,640 5,936 7,402 11,836 11,666: 400 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -916: 40 4 0 -256 -200 -216 -196: -700 -720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 13.3 21.6 48.5 60.5 96.7 95.3: 3.3 4.7
Old : 100.0: 26.6 13.3 21.6 48.5 60.5 96.7 95.3: 3.3 4.7
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 : 24: 4 2 4 16 15 22 19:
Old : 24: 4 2 4 16 15 22 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 : 48.4 57.9 71.8 75.2 32.9 38.3 45.8 48.7
Old : 48.4 57.9 71.8 75.2 32.9 38.3 45.8 48.7
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, July 19, 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 : 20,150: 9,610 280 1,170 8,890 17,720 19,670 19,170: 480 980
Old : 20,150: 9,610 280 1,170 8,890 17,720 19,670 19,170: 480 980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,180: 700 0 120 340 660 1,160 780: 20 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 1.4 5.8 44.1 87.9 97.6 95.1: 2.4 4.9
Old : 100.0: 47.7 1.4 5.8 44.1 87.9 97.6 95.1: 2.4 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 : 28: 4 1 3 18 20 22 24:
Old : 28: 4 1 3 18 20 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 54.2 84.3 81.2 61.4 48.9 71.2 69.7
Old : 68.1 54.2 84.3 81.2 61.4 48.9 71.2 69.7
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, July 19, 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 : 822,636: 108,705 89,806 137,627 511,125 523,348 757,457 750,781: 65,179 71,855
Old : 822,636: 108,705 89,806 137,627 511,125 523,348 757,457 750,781: 65,179 71,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -5,560: -13,564 1,566 4,632 9,006 -4,440 74 1,758: -5,634 -7,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 10.9 16.7 62.1 63.6 92.1 91.3: 7.9 8.7
Old : 100.0: 13.2 10.9 16.7 62.1 63.6 92.1 91.3: 7.9 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 66 82 94 80 91 213 216:
Old : 259: 66 82 94 80 91 213 216:
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 14.8 35.3 25.9 17.8 11.3 25.0 17.4
Old : 22.4 14.8 35.3 25.9 17.8 11.3 25.0 17.4
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, July 19, 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 : 13,868: 8,476 5,527 26 2,562 7,073 11,064 12,626: 2,804 1,242
Old : 13,868: 8,476 5,527 26 2,562 7,073 11,064 12,626: 2,804 1,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 105: 181 225 -36 -75 -101 70 88: 35 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 39.9 0.2 18.5 51.0 79.8 91.0: 20.2 9.0
Old : 100.0: 61.1 39.9 0.2 18.5 51.0 79.8 91.0: 20.2 9.0
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 : 116: 58 23 2 11 24 70 48:
Old : 116: 58 23 2 11 24 70 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 43.1 39.0 59.0 24.8 43.1 39.0 59.0
Old : 24.8 43.1 39.0 59.0 24.8 43.1 39.0 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 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 : 7,869: 4,140 870 111 1,544 5,774 5,795 6,755: 2,074 1,114
Old : 7,869: 4,140 870 111 1,544 5,774 5,795 6,755: 2,074 1,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -39: 51 10 -34 -19 -74 -2 -98: -37 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 11.1 1.4 19.6 73.4 73.6 85.8: 26.4 14.2
Old : 100.0: 52.6 11.1 1.4 19.6 73.4 73.6 85.8: 26.4 14.2
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 : 43: 16 8 2 9 12 25 22:
Old : 43: 16 8 2 9 12 25 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 : 33.9 49.9 48.8 69.6 33.9 49.2 48.8 69.0
Old : 33.9 49.9 48.8 69.6 33.9 49.2 48.8 69.0
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, July 19, 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 : 157,927: 41,980 9,707 9,699 87,989 128,155 139,668 147,561: 18,259 10,366
Old : 157,927: 41,980 9,707 9,699 87,989 128,155 139,668 147,561: 18,259 10,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -3,227: -4,013 2,749 -319 4,750 -1,039 418 1,391: -3,645 -4,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 6.1 6.1 55.7 81.1 88.4 93.4: 11.6 6.6
Old : 100.0: 26.6 6.1 6.1 55.7 81.1 88.4 93.4: 11.6 6.6
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 : 158: 52 19 28 70 76 139 108:
Old : 158: 52 19 28 70 76 139 108:
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 : 21.1 21.3 35.9 34.6 15.0 14.0 24.2 22.6
Old : 21.1 21.3 35.9 34.6 15.0 14.0 24.2 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2005