NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, July 26, 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 : 178,409: 28,066 18,367 22,604 90,628 109,559 141,298 150,530: 37,111 27,879 Old : 178,409: 28,066 18,367 22,604 90,628 109,559 141,298 150,530: 37,111 27,879 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : -452: -2,816 -2,952 -1,537 2,080 2,271 -2,273 -2,218: 1,821 1,766 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 10.3 12.7 50.8 61.4 79.2 84.4: 20.8 15.6 Old : 100.0: 15.7 10.3 12.7 50.8 61.4 79.2 84.4: 20.8 15.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 119: 29 24 34 60 56 110 96: Old : 119: 29 24 34 60 56 110 96: 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 : 15.8 19.3 26.8 31.1 13.5 12.0 20.1 18.9 Old : 15.8 19.3 26.8 31.1 13.5 12.0 20.1 18.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, July 26, 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 : 508,216: 40,690 67,594 172,902 220,557 239,493 434,149 479,989: 74,067 28,227 Old : 508,216: 40,690 67,594 172,902 220,557 239,493 434,149 479,989: 74,067 28,227 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : -3,873: -7,637 -4,832 5,819 -3,489 -4,053 -5,307 -3,066: 1,434 -807 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 13.3 34.0 43.4 47.1 85.4 94.4: 14.6 5.6 Old : 100.0: 8.0 13.3 34.0 43.4 47.1 85.4 94.4: 14.6 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 : 203: 48 55 71 92 80 189 161: Old : 203: 48 55 71 92 80 189 161: 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 : 19.5 25.1 29.0 38.3 7.0 10.6 10.2 17.1 Old : 19.5 25.1 29.0 38.3 7.0 10.6 10.2 17.1 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 26, 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 : 38,324: 6,850 1,862 1,652 26,149 25,018 34,651 28,532: 3,673 9,792 Old : 38,324: 6,850 1,862 1,652 26,149 25,018 34,651 28,532: 3,673 9,792 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : 262: -1,203 -2,008 190 2,511 1,168 1,498 -650: -1,236 912 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.9 4.9 4.3 68.2 65.3 90.4 74.4: 9.6 25.6 Old : 100.0: 17.9 4.9 4.3 68.2 65.3 90.4 74.4: 9.6 25.6 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 : 25: 2 2 1 19 13 21 16: Old : 25: 2 2 1 19 13 21 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 : 42.7 38.7 66.1 58.6 33.2 36.9 54.1 51.4 Old : 42.7 38.7 66.1 58.6 33.2 36.9 54.1 51.4 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 26, 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 : 128,997: 3,038 29,873 14,435 101,241 79,572 118,714 123,880: 10,283 5,117 Old : 128,997: 3,038 29,873 14,435 101,241 79,572 118,714 123,880: 10,283 5,117 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : 892: -426 731 -856 2,490 410 1,208 285: -316 607 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 23.2 11.2 78.5 61.7 92.0 96.0: 8.0 4.0 Old : 100.0: 2.4 23.2 11.2 78.5 61.7 92.0 96.0: 8.0 4.0 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 : 34: 1 3 4 25 26 29 30: Old : 34: 1 3 4 25 26 29 30: 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 : 59.5 44.2 73.6 62.2 51.5 33.7 59.2 50.7 Old : 59.5 44.2 73.6 62.2 51.5 33.7 59.2 50.7 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 26, 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 : 79,429: 32,951 11,347 2,684 39,550 57,331 75,185 71,362: 4,244 8,067 Old : 79,429: 32,951 11,347 2,684 39,550 57,331 75,185 71,362: 4,244 8,067 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : 6,920: 5,034 0 0 1,522 7,898 6,556 7,898: 364 -978 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.5 14.3 3.4 49.8 72.2 94.7 89.8: 5.3 10.2 Old : 100.0: 41.5 14.3 3.4 49.8 72.2 94.7 89.8: 5.3 10.2 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: 2 3 1 15 15 17 19: Old : 25: 2 3 1 15 15 17 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 : 68.1 40.8 85.8 64.5 58.9 32.7 70.7 53.4 Old : 68.1 40.8 85.8 64.5 58.9 32.7 70.7 53.4 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 26, 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 : 54,603: 0 9,132 4,967 45,305 37,384 50,272 51,483: 4,331 3,120 Old : 54,603: 0 9,132 4,967 45,305 37,384 50,272 51,483: 4,331 3,120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : -2,194: 0 -940 -186 -2,516 -692 -2,702 -1,818: 508 -376 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 16.7 9.1 83.0 68.5 92.1 94.3: 7.9 5.7 Old : 100.0: 0.0 16.7 9.1 83.0 68.5 92.1 94.3: 7.9 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 : 26: 0 3 2 19 19 21 22: Old : 26: 0 3 2 19 19 21 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 : 39.2 45.2 62.3 66.2 23.9 31.9 37.0 41.9 Old : 39.2 45.2 62.3 66.2 23.9 31.9 37.0 41.9 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 26, 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 : 61,683: 7,461 12,054 3,805 46,516 42,165 57,782 58,024: 3,901 3,659 Old : 61,683: 7,461 12,054 3,805 46,516 42,165 57,782 58,024: 3,901 3,659 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : -1,893: 5,595 -3,328 -3,378 -3,490 7,872 -1,273 1,166: -620 -3,059 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 19.5 6.2 75.4 68.4 93.7 94.1: 6.3 5.9 Old : 100.0: 12.1 19.5 6.2 75.4 68.4 93.7 94.1: 6.3 5.9 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 : 35: 2 5 5 25 22 30 29: Old : 35: 2 5 5 25 22 30 29: 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 : 39.2 32.5 65.5 51.9 34.1 28.0 47.1 42.1 Old : 39.2 32.5 65.5 51.9 34.1 28.0 47.1 42.1 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 26, 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 : 48,583: 0 1,121 897 46,688 40,085 47,585 42,103: 998 6,480 Old : 48,583: 0 1,121 897 46,688 40,085 47,585 42,103: 998 6,480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : 2,126: 0 724 -513 2,577 1,429 2,064 1,640: 62 486 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.3 1.8 96.1 82.5 97.9 86.7: 2.1 13.3 Old : 100.0: 0.0 2.3 1.8 96.1 82.5 97.9 86.7: 2.1 13.3 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: 0 1 1 20 18 21 19: Old : 23: 0 1 1 20 18 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 : 55.6 40.6 80.2 62.8 51.9 33.7 62.5 48.7 Old : 55.6 40.6 80.2 62.8 51.9 33.7 62.5 48.7 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 26, 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 : 67,086: 0 15,259 450 58,326 45,689 58,776 61,398: 8,310 5,688 Old : 67,086: 0 15,259 450 58,326 45,689 58,776 61,398: 8,310 5,688 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : 3,679: 0 2,058 -155 5,140 1,230 4,985 3,133: -1,306 546 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 22.7 0.7 86.9 68.1 87.6 91.5: 12.4 8.5 Old : 100.0: 0.0 22.7 0.7 86.9 68.1 87.6 91.5: 12.4 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 : 29: 0 2 1 25 21 26 23: Old : 29: 0 2 1 25 21 26 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 : 37.1 53.3 55.8 74.8 31.0 48.6 45.8 63.9 Old : 37.1 53.3 55.8 74.8 31.0 48.6 45.8 63.9 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 26, 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 : 102,363: 40,153 49,726 5,259 52,244 43,010 97,656 97,995: 4,707 4,368 Old : 102,363: 40,153 49,726 5,259 52,244 43,010 97,656 97,995: 4,707 4,368 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : -692: -5,902 -1,097 806 5,500 -10 404 -301: -1,096 -391 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.2 48.6 5.1 51.0 42.0 95.4 95.7: 4.6 4.3 Old : 100.0: 39.2 48.6 5.1 51.0 42.0 95.4 95.7: 4.6 4.3 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 : 27: 2 2 2 18 21 21 24: Old : 27: 2 2 2 18 21 21 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 : 64.3 66.2 81.1 80.2 60.0 60.6 71.8 69.3 Old : 64.3 66.2 81.1 80.2 60.0 60.6 71.8 69.3 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 26, 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 : 36,767: 780 4,455 1,259 28,376 22,519 30,415 28,233: 6,352 8,534 Old : 36,767: 780 4,455 1,259 28,376 22,519 30,415 28,233: 6,352 8,534 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : -9: 0 -259 182 -215 318 -33 241: 24 -250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 12.1 3.4 77.2 61.2 82.7 76.8: 17.3 23.2 Old : 100.0: 2.1 12.1 3.4 77.2 61.2 82.7 76.8: 17.3 23.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 2 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 : 47.5 46.0 70.1 60.8 45.2 36.4 59.2 49.3 Old : 47.5 46.0 70.1 60.8 45.2 36.4 59.2 49.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, July 26, 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 : 47,446: 2,108 1,178 0 45,152 45,160 47,260 46,338: 186 1,108 Old : 47,446: 2,108 1,178 0 45,152 45,160 47,260 46,338: 186 1,108 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 2.5 0.0 95.2 95.2 99.6 97.7: 0.4 2.3 Old : 100.0: 4.4 2.5 0.0 95.2 95.2 99.6 97.7: 0.4 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 : 27: 2 2 0 14 14 16 16: Old : 27: 2 2 0 14 14 16 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 : 82.3 83.1 93.3 91.9 64.4 63.5 72.0 70.0 Old : 82.3 83.1 93.3 91.9 64.4 63.5 72.0 70.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, July 26, 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 : 26,897: 620 1,178 0 25,905 24,797 26,525 25,975: 372 922 Old : 26,897: 620 1,178 0 25,905 24,797 26,525 25,975: 372 922 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 4.4 0.0 96.3 92.2 98.6 96.6: 1.4 3.4 Old : 100.0: 2.3 4.4 0.0 96.3 92.2 98.6 96.6: 1.4 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 : 29: 1 2 0 15 16 16 18: Old : 29: 1 2 0 15 16 16 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 : 57.1 60.5 84.2 77.9 54.7 59.6 72.2 72.5 Old : 57.1 60.5 84.2 77.9 54.7 59.6 72.2 72.5 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 26, 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 : 1,175,650: 287,853 56,432 226,000 645,565 881,918 1,159,418 1,164,350: 16,232 11,300 Old : 1,175,650: 287,853 56,432 226,000 645,565 881,918 1,159,418 1,164,350: 16,232 11,300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : 35,649: -7,468 -6,437 14,016 30,445 29,433 36,993 37,012: -1,344 -1,363 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.5 4.8 19.2 54.9 75.0 98.6 99.0: 1.4 1.0 Old : 100.0: 24.5 4.8 19.2 54.9 75.0 98.6 99.0: 1.4 1.0 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 : 141: 20 19 34 97 87 133 124: Old : 141: 20 19 34 97 87 133 124: 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 : 26.0 21.9 40.5 37.6 20.5 17.4 30.2 27.8 Old : 26.0 21.9 40.5 37.6 20.5 17.4 30.2 27.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, July 26, 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 : 204,032: 38,190 36,193 72,523 90,236 86,581 200,949 195,297: 3,083 8,735 Old : 204,032: 38,190 36,193 72,523 90,236 86,581 200,949 195,297: 3,083 8,735 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : 16,882: 10,295 7 11,252 -5,710 183 15,837 11,442: 1,045 5,440 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 17.7 35.5 44.2 42.4 98.5 95.7: 1.5 4.3 Old : 100.0: 18.7 17.7 35.5 44.2 42.4 98.5 95.7: 1.5 4.3 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 : 50: 15 6 17 27 28 46 47: Old : 50: 15 6 17 27 28 46 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.7 42.3 62.0 60.9 18.5 24.7 26.7 30.7 Old : 42.7 42.3 62.0 60.9 18.5 24.7 26.7 30.7 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, July 26, 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 : 73,320: 20,495 4,040 18,255 34,020 50,765 72,770 73,060: 550 260 Old : 73,320: 20,495 4,040 18,255 34,020 50,765 72,770 73,060: 550 260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : 2,051: 30 60 1,380 761 751 2,171 2,191: -120 -140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 5.5 24.9 46.4 69.2 99.2 99.6: 0.8 0.4 Old : 100.0: 28.0 5.5 24.9 46.4 69.2 99.2 99.6: 0.8 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 : 51: 7 3 11 37 34 48 45: Old : 51: 7 3 11 37 34 48 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 47.0 65.8 69.4 35.2 38.3 40.4 46.0 Old : 53.6 47.0 65.8 69.4 35.2 38.3 40.4 46.0 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 26, 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: 3,027 1,425 4,082 19,151 19,736 26,260 25,243: 124 1,141 Old : 26,384: 3,027 1,425 4,082 19,151 19,736 26,260 25,243: 124 1,141 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : 0: -126 246 -120 1,226 -676 980 -550: -980 550 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 5.4 15.5 72.6 74.8 99.5 95.7: 0.5 4.3 Old : 100.0: 11.5 5.4 15.5 72.6 74.8 99.5 95.7: 0.5 4.3 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 : 34: 3 3 4 19 22 24 27: Old : 34: 3 3 4 19 22 24 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 : 60.6 43.8 81.5 67.0 56.0 38.8 62.3 52.6 Old : 60.6 43.8 81.5 67.0 56.0 38.8 62.3 52.6 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 26, 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 : 11,278: 780 3,914 2,737 7,209 4,077 10,726 10,728: 552 550 Old : 11,278: 780 3,914 2,737 7,209 4,077 10,726 10,728: 552 550 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : 426: 0 126 300 126 0 426 426: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 34.7 24.3 63.9 36.2 95.1 95.1: 4.9 4.9 Old : 100.0: 6.9 34.7 24.3 63.9 36.2 95.1 95.1: 4.9 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 : 30: 3 2 4 17 15 22 19: Old : 30: 3 2 4 17 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 : 50.0 68.0 70.3 84.6 33.3 49.4 50.2 57.0 Old : 50.0 68.0 70.3 84.6 33.3 49.4 50.2 57.0 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 26, 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: 1,888 2,971 546 8,952 8,206 11,386 11,723: 553 216 Old : 11,939: 1,888 2,971 546 8,952 8,206 11,386 11,723: 553 216 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : 0: -510 0 0 510 510 0 510: 0 -510 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.8 24.9 4.6 75.0 68.7 95.4 98.2: 4.6 1.8 Old : 100.0: 15.8 24.9 4.6 75.0 68.7 95.4 98.2: 4.6 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 : 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 : 69.8 84.2 91.1 94.9 67.7 77.5 79.1 83.0 Old : 69.8 84.2 91.1 94.9 67.7 77.5 79.1 83.0 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 26, 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 : 13,596: 3,700 1,644 3,220 6,416 8,242 13,336 13,106: 260 490 Old : 13,596: 3,700 1,644 3,220 6,416 8,242 13,336 13,106: 260 490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : 1,360: 440 20 580 480 840 1,500 1,440: -140 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 12.1 23.7 47.2 60.6 98.1 96.4: 1.9 3.6 Old : 100.0: 27.2 12.1 23.7 47.2 60.6 98.1 96.4: 1.9 3.6 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 : 24: 4 2 5 15 16 21 21: Old : 24: 4 2 5 15 16 21 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 55.9 72.4 74.0 33.2 34.5 45.5 44.0 Old : 47.2 55.9 72.4 74.0 33.2 34.5 45.5 44.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, July 26, 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 : 20,370: 9,430 280 1,230 9,240 18,480 19,900 19,990: 470 380 Old : 20,370: 9,430 280 1,230 9,240 18,480 19,900 19,990: 470 380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : 220: -180 0 60 350 760 230 820: -10 -600 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.3 1.4 6.0 45.4 90.7 97.7 98.1: 2.3 1.9 Old : 100.0: 46.3 1.4 6.0 45.4 90.7 97.7 98.1: 2.3 1.9 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: 4 1 3 19 22 23 26: Old : 30: 4 1 3 19 22 23 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 : 66.6 57.1 80.7 81.6 58.8 52.5 69.5 71.2 Old : 66.6 57.1 80.7 81.6 58.8 52.5 69.5 71.2 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 26, 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 : 802,588: 106,194 94,265 138,605 502,164 504,112 746,963 736,982: 55,625 65,606 Old : 802,588: 106,194 94,265 138,605 502,164 504,112 746,963 736,982: 55,625 65,606 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : -20,048: -2,511 4,459 978 -8,961 -19,236 -10,494 -13,799: -9,554 -6,249 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 11.7 17.3 62.6 62.8 93.1 91.8: 6.9 8.2 Old : 100.0: 13.2 11.7 17.3 62.6 62.8 93.1 91.8: 6.9 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 256: 65 84 91 81 90 209 212: Old : 256: 65 84 91 81 90 209 212: 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 : 22.9 15.4 35.8 25.6 19.0 11.7 26.3 17.6 Old : 22.9 15.4 35.8 25.6 19.0 11.7 26.3 17.6 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 26, 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 : 13,860: 8,654 4,372 196 2,328 8,697 11,178 13,265: 2,682 595 Old : 13,860: 8,654 4,372 196 2,328 8,697 11,178 13,265: 2,682 595 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : -8: 178 -1,155 170 -234 1,624 114 639: -122 -647 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.4 31.5 1.4 16.8 62.7 80.6 95.7: 19.4 4.3 Old : 100.0: 62.4 31.5 1.4 16.8 62.7 80.6 95.7: 19.4 4.3 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 : 115: 57 20 3 10 27 70 48: Old : 115: 57 20 3 10 27 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 38.4 38.5 56.3 24.8 38.4 38.5 56.3 Old : 24.8 38.4 38.5 56.3 24.8 38.4 38.5 56.3 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 26, 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 : 8,809: 5,576 762 9 1,051 7,160 6,636 7,931: 2,173 878 Old : 8,809: 5,576 762 9 1,051 7,160 6,636 7,931: 2,173 878 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : 940: 1,436 -108 -102 -493 1,386 841 1,176: 99 -236 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.3 8.7 0.1 11.9 81.3 75.3 90.0: 24.7 10.0 Old : 100.0: 63.3 8.7 0.1 11.9 81.3 75.3 90.0: 24.7 10.0 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 : 51: 21 7 1 6 19 27 27: Old : 51: 21 7 1 6 19 27 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 : 34.2 49.4 49.5 70.4 34.2 48.8 49.3 69.9 Old : 34.2 49.4 49.5 70.4 34.2 48.8 49.3 69.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, July 26, 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 : 155,247: 39,370 11,085 8,957 89,822 125,637 138,149 145,679: 17,098 9,568 Old : 155,247: 39,370 11,085 8,957 89,822 125,637 138,149 145,679: 17,098 9,568 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2005 : : -2,680: -2,610 1,378 -742 1,833 -2,518 -1,519 -1,882: -1,161 -798 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 7.1 5.8 57.9 80.9 89.0 93.8: 11.0 6.2 Old : 100.0: 25.4 7.1 5.8 57.9 80.9 89.0 93.8: 11.0 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 : 159: 51 20 31 70 76 138 111: Old : 159: 51 20 31 70 76 138 111: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.1 22.4 38.9 35.5 15.7 13.6 25.3 22.9 Old : 24.1 22.4 38.9 35.5 15.7 13.6 25.3 22.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2005