NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, August 9, 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 : 181,744: 35,550 21,486 22,289 87,842 112,404 145,681 156,179: 36,063 25,565 Old : 181,744: 35,550 21,486 22,289 87,842 112,404 145,681 156,179: 36,063 25,565 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : 5,062: 2,353 -220 600 1,263 3,641 4,216 4,021: 846 1,041 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 11.8 12.3 48.3 61.8 80.2 85.9: 19.8 14.1 Old : 100.0: 19.6 11.8 12.3 48.3 61.8 80.2 85.9: 19.8 14.1 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 : 128: 30 32 33 59 57 114 100: Old : 128: 30 32 33 59 57 114 100: 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 : 14.8 20.2 25.9 31.9 12.9 13.7 20.4 19.8 Old : 14.8 20.2 25.9 31.9 12.9 13.7 20.4 19.8 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, August 9, 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 : 527,804: 64,888 75,464 177,589 213,638 245,741 456,115 498,794: 71,689 29,010 Old : 527,804: 64,888 75,464 177,589 213,638 245,741 456,115 498,794: 71,689 29,010 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : 25,710: 11,959 6,738 9,119 5,058 7,569 26,136 23,426: -426 2,284 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 14.3 33.6 40.5 46.6 86.4 94.5: 13.6 5.5 Old : 100.0: 12.3 14.3 33.6 40.5 46.6 86.4 94.5: 13.6 5.5 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 : 209: 57 44 64 100 85 194 161: Old : 209: 57 44 64 100 85 194 161: 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 : 20.3 26.0 29.9 38.3 7.6 11.5 11.7 17.6 Old : 20.3 26.0 29.9 38.3 7.6 11.5 11.7 17.6 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, August 9, 2005 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 35,375: 5,250 4,471 740 25,664 23,463 31,654 28,674: 3,721 6,701 Old : 35,375: 5,250 4,471 740 25,664 23,463 31,654 28,674: 3,721 6,701 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : -1,049: 1,300 578 -599 -1,444 -684 -743 -705: -306 -344 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 12.6 2.1 72.5 66.3 89.5 81.1: 10.5 18.9 Old : 100.0: 14.8 12.6 2.1 72.5 66.3 89.5 81.1: 10.5 18.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 3 1 16 12 18 16: Old : 24: 2 3 1 16 12 18 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 41.7 70.7 65.3 42.0 38.5 64.1 61.7 Old : 47.8 41.7 70.7 65.3 42.0 38.5 64.1 61.7 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, August 9, 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 : 126,411: 6,353 19,204 14,604 93,012 88,013 113,969 121,821: 12,442 4,590 Old : 126,411: 6,353 19,204 14,604 93,012 88,013 113,969 121,821: 12,442 4,590 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : 3,498: 3,442 -6,244 -1,904 -687 9,608 851 1,460: 2,647 2,038 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 15.2 11.6 73.6 69.6 90.2 96.4: 9.8 3.6 Old : 100.0: 5.0 15.2 11.6 73.6 69.6 90.2 96.4: 9.8 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 : 36: 2 3 4 24 28 28 33: Old : 36: 2 3 4 24 28 28 33: 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 : 62.0 38.2 73.4 60.3 52.1 31.1 58.3 49.7 Old : 62.0 38.2 73.4 60.3 52.1 31.1 58.3 49.7 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, August 9, 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 : 73,912: 36,820 10,137 2,684 30,729 50,993 70,233 63,814: 3,679 10,098 Old : 73,912: 36,820 10,137 2,684 30,729 50,993 70,233 63,814: 3,679 10,098 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : 706: 2,568 1,208 0 -2,196 -743 372 465: 334 241 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.8 13.7 3.6 41.6 69.0 95.0 86.3: 5.0 13.7 Old : 100.0: 49.8 13.7 3.6 41.6 69.0 95.0 86.3: 5.0 13.7 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: 2 3 1 14 13 16 17: Old : 23: 2 3 1 14 13 16 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 : 71.8 41.1 87.8 65.7 65.5 33.6 75.9 56.8 Old : 71.8 41.1 87.8 65.7 65.5 33.6 75.9 56.8 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, August 9, 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 : 55,037: 550 13,770 4,571 44,530 34,300 49,651 52,641: 5,386 2,396 Old : 55,037: 550 13,770 4,571 44,530 34,300 49,651 52,641: 5,386 2,396 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : 5,303: 550 920 1,890 1,707 3,339 4,147 6,149: 1,156 -846 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 25.0 8.3 80.9 62.3 90.2 95.6: 9.8 4.4 Old : 100.0: 1.0 25.0 8.3 80.9 62.3 90.2 95.6: 9.8 4.4 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 : 25: 1 3 3 18 17 21 21: Old : 25: 1 3 3 18 17 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 : 35.7 49.3 59.1 71.8 28.1 37.8 40.6 50.5 Old : 35.7 49.3 59.1 71.8 28.1 37.8 40.6 50.5 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, August 9, 2005 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 57,997: 10,432 9,751 2,654 38,765 40,353 51,851 52,758: 6,146 5,239 Old : 57,997: 10,432 9,751 2,654 38,765 40,353 51,851 52,758: 6,146 5,239 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : 2,837: 2,729 293 -697 -1,394 1,662 638 1,258: 2,199 1,579 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 16.8 4.6 66.8 69.6 89.4 91.0: 10.6 9.0 Old : 100.0: 18.0 16.8 4.6 66.8 69.6 89.4 91.0: 10.6 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 : 29: 1 3 4 21 21 25 25: Old : 29: 1 3 4 21 21 25 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 : 46.4 34.1 68.1 54.5 39.6 31.7 50.5 45.1 Old : 46.4 34.1 68.1 54.5 39.6 31.7 50.5 45.1 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, August 9, 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 : 55,074: 1,063 0 1,191 52,132 48,873 54,386 50,064: 688 5,010 Old : 55,074: 1,063 0 1,191 52,132 48,873 54,386 50,064: 688 5,010 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : -182: -6 0 -2 -296 62 -304 60: 122 -242 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 0.0 2.2 94.7 88.7 98.8 90.9: 1.2 9.1 Old : 100.0: 1.9 0.0 2.2 94.7 88.7 98.8 90.9: 1.2 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 0 1 20 21 21 22: Old : 25: 1 0 1 20 21 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 : 61.9 42.5 81.1 66.1 57.6 38.9 68.8 57.3 Old : 61.9 42.5 81.1 66.1 57.6 38.9 68.8 57.3 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, August 9, 2005 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (2,500 MMBTU'S) : : : : All : 62,160: 0 13,321 453 54,236 43,343 54,689 57,117: 7,471 5,043 Old : 62,160: 0 13,321 453 54,236 43,343 54,689 57,117: 7,471 5,043 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : -219: 0 -1,091 123 -404 844 -281 -124: 62 -95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 21.4 0.7 87.3 69.7 88.0 91.9: 12.0 8.1 Old : 100.0: 0.0 21.4 0.7 87.3 69.7 88.0 91.9: 12.0 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 : 29: 0 2 1 24 20 25 22: Old : 29: 0 2 1 24 20 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 : 38.0 54.6 58.6 76.3 32.5 51.6 49.1 68.2 Old : 38.0 54.6 58.6 76.3 32.5 51.6 49.1 68.2 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, August 9, 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 : 91,270: 26,811 41,677 5,463 55,186 39,959 87,460 87,099: 3,810 4,171 Old : 91,270: 26,811 41,677 5,463 55,186 39,959 87,460 87,099: 3,810 4,171 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : -2,445: -9,362 -5,444 1,272 6,433 1,609 -1,657 -2,563: -788 118 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 45.7 6.0 60.5 43.8 95.8 95.4: 4.2 4.6 Old : 100.0: 29.4 45.7 6.0 60.5 43.8 95.8 95.4: 4.2 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 3 19 20 22 24: Old : 26: 3 1 3 19 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 : 63.2 66.1 82.1 78.8 57.2 60.6 71.4 67.4 Old : 63.2 66.1 82.1 78.8 57.2 60.6 71.4 67.4 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, August 9, 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 : 34,212: 3,651 1,065 945 26,573 24,316 31,169 26,326: 3,043 7,886 Old : 34,212: 3,651 1,065 945 26,573 24,316 31,169 26,326: 3,043 7,886 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : 1,393: 236 865 -351 904 396 789 910: 604 483 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 3.1 2.8 77.7 71.1 91.1 76.9: 8.9 23.1 Old : 100.0: 10.7 3.1 2.8 77.7 71.1 91.1 76.9: 8.9 23.1 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 : 24: 3 1 1 16 18 20 19: Old : 24: 3 1 1 16 18 20 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 : 42.2 41.9 69.6 61.3 39.0 29.6 62.5 44.7 Old : 42.2 41.9 69.6 61.3 39.0 29.6 62.5 44.7 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, August 9, 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 : 1,178,264: 313,590 66,992 220,724 625,374 880,103 1,159,688 1,167,819: 18,576 10,445 Old : 1,178,264: 313,590 66,992 220,724 625,374 880,103 1,159,688 1,167,819: 18,576 10,445 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : 58,760: 7,442 5,899 24,287 27,789 30,158 59,518 60,344: -758 -1,584 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 5.7 18.7 53.1 74.7 98.4 99.1: 1.6 0.9 Old : 100.0: 26.6 5.7 18.7 53.1 74.7 98.4 99.1: 1.6 0.9 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 : 130: 22 18 35 85 82 121 121: Old : 130: 22 18 35 85 82 121 121: 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 : 28.4 24.8 43.6 40.4 23.1 16.9 32.8 28.9 Old : 28.4 24.8 43.6 40.4 23.1 16.9 32.8 28.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, August 9, 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 : 183,652: 23,188 45,555 58,180 99,528 77,974 180,896 181,709: 2,756 1,943 Old : 183,652: 23,188 45,555 58,180 99,528 77,974 180,896 181,709: 2,756 1,943 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : 4,674: -4,160 2,461 2,000 7,254 451 5,094 4,912: -420 -238 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 24.8 31.7 54.2 42.5 98.5 98.9: 1.5 1.1 Old : 100.0: 12.6 24.8 31.7 54.2 42.5 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 : 50: 9 12 17 28 28 47 47: Old : 50: 9 12 17 28 28 47 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 : 41.1 42.9 57.6 63.3 24.3 25.3 32.2 34.1 Old : 41.1 42.9 57.6 63.3 24.3 25.3 32.2 34.1 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, August 9, 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 : 78,178: 22,022 4,180 19,482 36,426 54,416 77,930 78,078: 248 100 Old : 78,178: 22,022 4,180 19,482 36,426 54,416 77,930 78,078: 248 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : 5,358: 2,690 100 1,860 908 4,078 5,458 6,038: -100 -680 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 5.3 24.9 46.6 69.6 99.7 99.9: 0.3 0.1 Old : 100.0: 28.2 5.3 24.9 46.6 69.6 99.7 99.9: 0.3 0.1 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 : 51: 7 3 9 37 35 47 44: Old : 51: 7 3 9 37 35 47 44: 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 : 52.7 48.6 67.2 68.7 36.2 41.7 43.6 49.3 Old : 52.7 48.6 67.2 68.7 36.2 41.7 43.6 49.3 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, August 9, 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 : 780: 280 140 20 360 520 660 680: 120 100 Old : 780: 280 140 20 360 520 660 680: 120 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.9 17.9 2.6 46.2 66.7 84.6 87.2: 15.4 12.8 Old : 100.0: 35.9 17.9 2.6 46.2 66.7 84.6 87.2: 15.4 12.8 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 1 7 9 10 12: Old : 20: 2 3 1 7 9 10 12: 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 : 56.4 38.5 76.9 69.2 56.4 38.5 76.9 66.7 Old : 56.4 38.5 76.9 69.2 56.4 38.5 76.9 66.7 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, August 9, 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 : 24,051: 2,601 2,073 4,012 17,396 17,415 24,009 23,500: 42 551 Old : 24,051: 2,601 2,073 4,012 17,396 17,415 24,009 23,500: 42 551 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : -741: 0 210 -36 -623 -325 -659 -151: -82 -590 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 8.6 16.7 72.3 72.4 99.8 97.7: 0.2 2.3 Old : 100.0: 10.8 8.6 16.7 72.3 72.4 99.8 97.7: 0.2 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 : 33: 2 4 4 19 24 24 29: Old : 33: 2 4 4 19 24 24 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 : 63.3 46.8 81.2 64.5 55.3 35.4 60.0 47.8 Old : 63.3 46.8 81.2 64.5 55.3 35.4 60.0 47.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, August 9, 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 : 10,630: 540 3,478 2,590 6,906 3,970 10,036 10,038: 594 592 Old : 10,630: 540 3,478 2,590 6,906 3,970 10,036 10,038: 594 592 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : 426: -42 -84 63 363 405 384 384: 42 42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 32.7 24.4 65.0 37.3 94.4 94.4: 5.6 5.6 Old : 100.0: 5.1 32.7 24.4 65.0 37.3 94.4 94.4: 5.6 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 : 28: 3 2 3 17 12 22 15: Old : 28: 3 2 3 17 12 22 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 : 46.6 67.5 68.9 84.8 31.2 49.5 49.7 59.8 Old : 46.6 67.5 68.9 84.8 31.2 49.5 49.7 59.8 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, August 9, 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 : 10,848: 2,149 2,913 567 8,109 7,234 10,825 10,714: 23 134 Old : 10,848: 2,149 2,913 567 8,109 7,234 10,825 10,714: 23 134 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : -1,091: 261 -58 21 -843 -972 -561 -1,009: -530 -82 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 26.9 5.2 74.8 66.7 99.8 98.8: 0.2 1.2 Old : 100.0: 19.8 26.9 5.2 74.8 66.7 99.8 98.8: 0.2 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 : 20: 2 3 3 11 6 14 11: Old : 20: 2 3 3 11 6 14 11: 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 : 75.3 87.8 96.5 97.5 72.8 81.5 83.8 84.4 Old : 75.3 87.8 96.5 97.5 72.8 81.5 83.8 84.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Commitments of Traders - Futures Only, August 9, 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 : 13,354: 3,280 2,414 2,860 7,034 7,620 13,174 12,894: 180 460 Old : 13,354: 3,280 2,414 2,860 7,034 7,620 13,174 12,894: 180 460 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : 428: -240 720 -80 768 -232 448 408: -20 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 18.1 21.4 52.7 57.1 98.7 96.6: 1.3 3.4 Old : 100.0: 24.6 18.1 21.4 52.7 57.1 98.7 96.6: 1.3 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 : 23: 4 2 5 16 16 22 21: Old : 23: 4 2 5 16 16 22 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.6 60.6 72.5 77.6 34.3 42.0 47.9 49.8 Old : 44.6 60.6 72.5 77.6 34.3 42.0 47.9 49.8 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, August 9, 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 : 22,306: 11,120 280 1,200 9,650 20,454 21,970 21,934: 336 372 Old : 22,306: 11,120 280 1,200 9,650 20,454 21,970 21,934: 336 372 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : 1,794: 1,320 0 -40 550 1,834 1,830 1,794: -36 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 1.3 5.4 43.3 91.7 98.5 98.3: 1.5 1.7 Old : 100.0: 49.9 1.3 5.4 43.3 91.7 98.5 98.3: 1.5 1.7 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 : 30: 4 1 4 21 22 25 27: Old : 30: 4 1 4 21 22 25 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 : 69.5 59.8 82.1 82.9 62.3 55.7 73.1 73.6 Old : 69.5 59.8 82.1 82.9 62.3 55.7 73.1 73.6 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, August 9, 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 : 887,515: 139,400 104,412 162,445 509,259 533,649 811,104 800,506: 76,411 87,009 Old : 887,515: 139,400 104,412 162,445 509,259 533,649 811,104 800,506: 76,411 87,009 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : 47,336: 18,339 9,421 1,707 18,808 25,321 38,854 36,449: 8,482 10,887 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 11.8 18.3 57.4 60.1 91.4 90.2: 8.6 9.8 Old : 100.0: 15.7 11.8 18.3 57.4 60.1 91.4 90.2: 8.6 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 : 293: 86 97 104 80 91 232 238: Old : 293: 86 97 104 80 91 232 238: 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 : 19.9 15.5 31.1 25.9 16.7 11.5 23.4 18.0 Old : 19.9 15.5 31.1 25.9 16.7 11.5 23.4 18.0 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, August 9, 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 : 14,310: 8,790 4,346 277 2,468 9,020 11,535 13,643: 2,775 667 Old : 14,310: 8,790 4,346 277 2,468 9,020 11,535 13,643: 2,775 667 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : 11: -57 106 -8 67 -204 2 -106: 9 117 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.4 30.4 1.9 17.2 63.0 80.6 95.3: 19.4 4.7 Old : 100.0: 61.4 30.4 1.9 17.2 63.0 80.6 95.3: 19.4 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 : 111: 57 16 2 12 26 71 43: Old : 111: 57 16 2 12 26 71 43: 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 37.7 37.9 55.3 24.1 37.7 37.9 55.3 Old : 24.1 37.7 37.9 55.3 24.1 37.7 37.9 55.3 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, August 9, 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 : 12,334: 8,655 724 8 1,170 10,373 9,833 11,105: 2,501 1,229 Old : 12,334: 8,655 724 8 1,170 10,373 9,833 11,105: 2,501 1,229 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : 1,402: 1,077 -102 0 212 1,280 1,289 1,178: 113 224 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 5.9 0.1 9.5 84.1 79.7 90.0: 20.3 10.0 Old : 100.0: 70.2 5.9 0.1 9.5 84.1 79.7 90.0: 20.3 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 : 57: 27 7 1 7 20 34 28: Old : 57: 27 7 1 7 20 34 28: 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 : 33.5 48.0 46.9 68.9 33.5 47.7 46.6 68.5 Old : 33.5 48.0 46.9 68.9 33.5 47.7 46.6 68.5 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, August 9, 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 : 157,071: 49,302 9,233 7,506 83,428 130,472 140,236 147,211: 16,835 9,860 Old : 157,071: 49,302 9,233 7,506 83,428 130,472 140,236 147,211: 16,835 9,860 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 2, 2005 : : 4,214: 4,453 -2,642 372 -695 4,429 4,130 2,159: 84 2,055 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 5.9 4.8 53.1 83.1 89.3 93.7: 10.7 6.3 Old : 100.0: 31.4 5.9 4.8 53.1 83.1 89.3 93.7: 10.7 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 169: 60 17 32 72 74 148 110: Old : 169: 60 17 32 72 74 148 110: 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 : 21.4 22.9 36.4 38.8 16.0 16.9 26.1 28.4 Old : 21.4 22.9 36.4 38.8 16.0 16.9 26.1 28.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2005