NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, September 13, 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 : 169,113: 22,966 17,941 23,202 89,562 104,914 135,730 146,057: 33,383 23,056
Old : 169,113: 22,966 17,941 23,202 89,562 104,914 135,730 146,057: 33,383 23,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -9,633: -7,341 -489 -676 425 -9,077 -7,592 -10,242: -2,041 609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 10.6 13.7 53.0 62.0 80.3 86.4: 19.7 13.6
Old : 100.0: 13.6 10.6 13.7 53.0 62.0 80.3 86.4: 19.7 13.6
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 : 129: 36 28 41 56 56 116 103:
Old : 129: 36 28 41 56 56 116 103:
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 : 17.7 19.3 28.9 29.0 13.4 13.7 18.7 20.3
Old : 17.7 19.3 28.9 29.0 13.4 13.7 18.7 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, September 13, 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 : 541,075: 63,019 73,800 168,821 233,393 270,573 465,233 513,194: 75,842 27,881
Old : 541,075: 63,019 73,800 168,821 233,393 270,573 465,233 513,194: 75,842 27,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 21,348: 2,706 4,883 7,342 7,515 13,150 17,563 25,375: 3,785 -4,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.6 31.2 43.1 50.0 86.0 94.8: 14.0 5.2
Old : 100.0: 11.6 13.6 31.2 43.1 50.0 86.0 94.8: 14.0 5.2
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 : 206: 57 45 65 96 81 190 159:
Old : 206: 57 45 65 96 81 190 159:
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 : 19.0 25.5 29.6 39.2 6.9 12.8 11.0 19.6
Old : 19.0 25.5 29.6 39.2 6.9 12.8 11.0 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 41,085: 0 2,655 5,525 30,602 25,876 36,127 34,056: 4,958 7,029
Old : 41,085: 0 2,655 5,525 30,602 25,876 36,127 34,056: 4,958 7,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 164: 0 -939 596 -434 147 162 -196: 2 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 13.4 74.5 63.0 87.9 82.9: 12.1 17.1
Old : 100.0: 0.0 6.5 13.4 74.5 63.0 87.9 82.9: 12.1 17.1
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 : 23: 0 3 2 16 14 18 17:
Old : 23: 0 3 2 16 14 18 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 : 46.8 41.8 71.3 64.6 39.3 32.8 58.7 52.4
Old : 46.8 41.8 71.3 64.6 39.3 32.8 58.7 52.4
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 Code-02365C
Commitments of Traders - Futures Only, September 13, 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 : 108,000: 9,796 4,130 1,931 86,758 97,461 98,485 103,522: 9,515 4,478
Old : 108,000: 9,796 4,130 1,931 86,758 97,461 98,485 103,522: 9,515 4,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 2,006: 321 -1,170 -2,465 3,995 5,757 1,851 2,122: 155 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 3.8 1.8 80.3 90.2 91.2 95.9: 8.8 4.1
Old : 100.0: 9.1 3.8 1.8 80.3 90.2 91.2 95.9: 8.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 2 5 26 30 32 35:
Old : 38: 4 2 5 26 30 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 35.9 67.0 58.0 51.9 32.0 59.2 52.5
Old : 54.9 35.9 67.0 58.0 51.9 32.0 59.2 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, September 13, 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 : 59,284: 5,700 8,832 1,364 49,018 41,302 56,082 51,498: 3,202 7,786
Old : 59,284: 5,700 8,832 1,364 49,018 41,302 56,082 51,498: 3,202 7,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -54: 780 -1,989 -151 192 1,410 821 -730: -875 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 14.9 2.3 82.7 69.7 94.6 86.9: 5.4 13.1
Old : 100.0: 9.6 14.9 2.3 82.7 69.7 94.6 86.9: 5.4 13.1
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: 3 2 1 20 17 23 20:
Old : 29: 3 2 1 20 17 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 42.1 79.5 65.7 50.5 34.8 66.3 53.8
Old : 56.9 42.1 79.5 65.7 50.5 34.8 66.3 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,677: 188 19,517 1,700 58,035 39,969 59,923 61,186: 3,754 2,491
Old : 63,677: 188 19,517 1,700 58,035 39,969 59,923 61,186: 3,754 2,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -1,331: 0 -5,618 276 -608 4,011 -332 -1,331: -999 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 30.6 2.7 91.1 62.8 94.1 96.1: 5.9 3.9
Old : 100.0: 0.3 30.6 2.7 91.1 62.8 94.1 96.1: 5.9 3.9
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 : 27: 1 3 3 21 20 24 24:
Old : 27: 1 3 3 21 20 24 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 : 41.9 51.8 64.1 72.7 35.0 44.0 50.4 58.7
Old : 41.9 51.8 64.1 72.7 35.0 44.0 50.4 58.7
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 Code-02365F
Commitments of Traders - Futures Only, September 13, 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 : 62,656: 19,001 14,194 2,004 36,126 39,574 57,131 55,772: 5,525 6,884
Old : 62,656: 19,001 14,194 2,004 36,126 39,574 57,131 55,772: 5,525 6,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 6,546: 4,906 1,172 888 759 2,627 6,553 4,687: -7 1,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 22.7 3.2 57.7 63.2 91.2 89.0: 8.8 11.0
Old : 100.0: 30.3 22.7 3.2 57.7 63.2 91.2 89.0: 8.8 11.0
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: 2 5 4 19 19 23 26:
Old : 29: 2 5 4 19 19 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 : 52.9 42.1 72.3 59.1 48.4 40.8 60.7 56.4
Old : 52.9 42.1 72.3 59.1 48.4 40.8 60.7 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, September 13, 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 : 61,000: 211 0 2,597 57,436 52,375 60,244 54,972: 756 6,028
Old : 61,000: 211 0 2,597 57,436 52,375 60,244 54,972: 756 6,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 400: -192 0 608 -237 176 179 784: 221 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 4.3 94.2 85.9 98.8 90.1: 1.2 9.9
Old : 100.0: 0.3 0.0 4.3 94.2 85.9 98.8 90.1: 1.2 9.9
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 : 25: 1 0 1 20 20 21 21:
Old : 25: 1 0 1 20 20 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 : 62.9 39.5 80.9 66.1 55.8 38.1 65.0 53.1
Old : 62.9 39.5 80.9 66.1 55.8 38.1 65.0 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, September 13, 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 : 64,975: 0 11,953 772 59,754 47,536 60,526 60,261: 4,449 4,714
Old : 64,975: 0 11,953 772 59,754 47,536 60,526 60,261: 4,449 4,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -525: 0 -4,670 710 1,776 3,734 2,486 -226: -3,011 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.4 1.2 92.0 73.2 93.2 92.7: 6.8 7.3
Old : 100.0: 0.0 18.4 1.2 92.0 73.2 93.2 92.7: 6.8 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 2 2 23 22 25 24:
Old : 31: 0 2 2 23 22 25 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 : 33.8 50.1 56.0 76.8 24.3 43.8 38.9 54.3
Old : 33.8 50.1 56.0 76.8 24.3 43.8 38.9 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, September 13, 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 : 66,232: 18,444 0 2,376 40,641 57,715 61,461 60,091: 4,771 6,141
Old : 66,232: 18,444 0 2,376 40,641 57,715 61,461 60,091: 4,771 6,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -1,148: -3,820 -565 -544 2,671 -74 -1,693 -1,183: 545 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 0.0 3.6 61.4 87.1 92.8 90.7: 7.2 9.3
Old : 100.0: 27.8 0.0 3.6 61.4 87.1 92.8 90.7: 7.2 9.3
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 : 26: 2 0 2 18 22 20 24:
Old : 26: 2 0 2 18 22 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 49.0 77.1 67.3 41.1 29.8 50.0 40.6
Old : 60.2 49.0 77.1 67.3 41.1 29.8 50.0 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, September 13, 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 : 44,057: 1,022 0 4,682 33,751 30,308 39,455 34,990: 4,602 9,067
Old : 44,057: 1,022 0 4,682 33,751 30,308 39,455 34,990: 4,602 9,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 6,130: -370 -648 1,520 4,281 6,238 5,431 7,110: 699 -980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 10.6 76.6 68.8 89.6 79.4: 10.4 20.6
Old : 100.0: 2.3 0.0 10.6 76.6 68.8 89.6 79.4: 10.4 20.6
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: 3 0 2 17 16 20 18:
Old : 24: 3 0 2 17 16 20 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 : 46.1 33.7 71.8 58.1 39.3 29.9 53.7 44.1
Old : 46.1 33.7 71.8 58.1 39.3 29.9 53.7 44.1
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 Code-03565B
Commitments of Traders - Futures Only, September 13, 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 : 1,265,203: 326,522 54,937 244,076 674,743 955,079 1,245,341 1,254,092: 19,862 11,111
Old : 1,265,203: 326,522 54,937 244,076 674,743 955,079 1,245,341 1,254,092: 19,862 11,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 34,749: 4,119 -570 5,497 24,047 28,427 33,663 33,354: 1,086 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 4.3 19.3 53.3 75.5 98.4 99.1: 1.6 0.9
Old : 100.0: 25.8 4.3 19.3 53.3 75.5 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 : 128: 26 12 35 81 79 118 116:
Old : 128: 26 12 35 81 79 118 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 26.7 41.4 41.7 18.8 17.2 29.1 29.3
Old : 26.5 26.7 41.4 41.7 18.8 17.2 29.1 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, September 13, 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 : 218,300: 50,977 46,092 57,831 107,121 111,211 215,929 215,134: 2,371 3,166
Old : 218,300: 50,977 46,092 57,831 107,121 111,211 215,929 215,134: 2,371 3,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 13,468: 750 4,479 5,903 6,817 3,939 13,470 14,321: -2 -853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 21.1 26.5 49.1 50.9 98.9 98.5: 1.1 1.5
Old : 100.0: 23.4 21.1 26.5 49.1 50.9 98.9 98.5: 1.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 13 7 18 29 30 48 49:
Old : 51: 13 7 18 29 30 48 49:
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 : 32.0 44.8 56.0 62.5 22.7 26.2 34.0 36.3
Old : 32.0 44.8 56.0 62.5 22.7 26.2 34.0 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, September 13, 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 : 80,852: 23,679 7,620 16,925 40,100 56,207 80,704 80,752: 148 100
Old : 80,852: 23,679 7,620 16,925 40,100 56,207 80,704 80,752: 148 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 810: 1,740 1,440 -1,260 700 1,050 1,180 1,230: -370 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 9.4 20.9 49.6 69.5 99.8 99.9: 0.2 0.1
Old : 100.0: 29.3 9.4 20.9 49.6 69.5 99.8 99.9: 0.2 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: 3 8 9 36 38 45 49:
Old : 51: 3 8 9 36 38 45 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 44.4 71.7 65.3 42.6 40.2 49.4 51.2
Old : 58.8 44.4 71.7 65.3 42.6 40.2 49.4 51.2
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 Code-06465A
Commitments of Traders - Futures Only, September 13, 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 : 25,241: 2,322 5,211 2,422 19,210 16,971 23,954 24,604: 1,287 637
Old : 25,241: 2,322 5,211 2,422 19,210 16,971 23,954 24,604: 1,287 637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 176: 208 143 -225 841 522 824 440: -648 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 20.6 9.6 76.1 67.2 94.9 97.5: 5.1 2.5
Old : 100.0: 9.2 20.6 9.6 76.1 67.2 94.9 97.5: 5.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 4 5 20 23 26 28:
Old : 34: 2 4 5 20 23 26 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 : 58.9 49.7 75.8 70.3 55.4 42.7 64.6 56.7
Old : 58.9 49.7 75.8 70.3 55.4 42.7 64.6 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,957: 260 3,513 1,791 6,550 4,145 8,601 9,449: 1,356 508
Old : 9,957: 260 3,513 1,791 6,550 4,145 8,601 9,449: 1,356 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -302: 0 -466 -42 -218 248 -260 -260: -42 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 35.3 18.0 65.8 41.6 86.4 94.9: 13.6 5.1
Old : 100.0: 2.6 35.3 18.0 65.8 41.6 86.4 94.9: 13.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 3 18 11 22 15:
Old : 28: 2 3 3 18 11 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 : 35.3 64.1 60.3 87.7 28.0 53.5 48.7 69.1
Old : 35.3 64.1 60.3 87.7 28.0 53.5 48.7 69.1
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 Code-06465H
Commitments of Traders - Futures Only, September 13, 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 : 17,048: 3,300 3,180 2,180 11,048 11,480 16,528 16,840: 520 208
Old : 17,048: 3,300 3,180 2,180 11,048 11,480 16,528 16,840: 520 208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 948: 100 -40 -220 880 1,228 760 968: 188 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 18.7 12.8 64.8 67.3 96.9 98.8: 3.1 1.2
Old : 100.0: 19.4 18.7 12.8 64.8 67.3 96.9 98.8: 3.1 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 : 29: 3 3 6 19 19 25 25:
Old : 29: 3 3 6 19 19 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 : 45.9 57.1 73.0 77.0 40.9 46.7 57.9 61.5
Old : 45.9 57.1 73.0 77.0 40.9 46.7 57.9 61.5
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 Code-06465M
Commitments of Traders - Futures Only, September 13, 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 : 23,766: 11,850 240 1,540 9,798 21,734 23,188 23,514: 578 252
Old : 23,766: 11,850 240 1,540 9,798 21,734 23,188 23,514: 578 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -320: 0 0 60 -92 -120 -32 -60: -288 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 1.0 6.5 41.2 91.4 97.6 98.9: 2.4 1.1
Old : 100.0: 49.9 1.0 6.5 41.2 91.4 97.6 98.9: 2.4 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 : 30: 5 1 5 19 20 25 25:
Old : 30: 5 1 5 19 20 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 : 69.8 56.8 83.5 80.0 61.7 54.2 74.1 75.3
Old : 69.8 56.8 83.5 80.0 61.7 54.2 74.1 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, September 13, 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 : 872,847: 114,638 122,886 144,157 534,826 526,988 793,621 794,031: 79,226 78,816
Old : 872,847: 114,638 122,886 144,157 534,826 526,988 793,621 794,031: 79,226 78,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -24,713: -26,139 6,203 -17,245 9,924 -13,472 -33,460 -24,514: 8,747 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 14.1 16.5 61.3 60.4 90.9 91.0: 9.1 9.0
Old : 100.0: 13.1 14.1 16.5 61.3 60.4 90.9 91.0: 9.1 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 : 261: 71 90 96 74 83 209 216:
Old : 261: 71 90 96 74 83 209 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 15.7 34.5 25.6 18.0 9.8 24.7 16.6
Old : 23.0 15.7 34.5 25.6 18.0 9.8 24.7 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, September 13, 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 : 13,287: 8,601 6,965 130 2,082 5,340 10,813 12,435: 2,474 852
Old : 13,287: 8,601 6,965 130 2,082 5,340 10,813 12,435: 2,474 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -28: 209 267 -106 -209 -275 -106 -114: 78 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 52.4 1.0 15.7 40.2 81.4 93.6: 18.6 6.4
Old : 100.0: 64.7 52.4 1.0 15.7 40.2 81.4 93.6: 18.6 6.4
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 : 108: 56 16 2 13 25 71 41:
Old : 108: 56 16 2 13 25 71 41:
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 : 26.4 47.1 39.9 61.9 26.4 46.4 39.9 60.8
Old : 26.4 47.1 39.9 61.9 26.4 46.4 39.9 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, September 13, 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 : 11,960: 8,383 914 226 950 9,704 9,559 10,844: 2,401 1,116
Old : 11,960: 8,383 914 226 950 9,704 9,559 10,844: 2,401 1,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 641: 601 96 -19 -55 458 527 535: 114 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 7.6 1.9 7.9 81.1 79.9 90.7: 20.1 9.3
Old : 100.0: 70.1 7.6 1.9 7.9 81.1 79.9 90.7: 20.1 9.3
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 : 59: 25 10 3 7 22 35 32:
Old : 59: 25 10 3 7 22 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 46.7 47.0 68.9 30.1 46.3 47.0 68.5
Old : 30.1 46.7 47.0 68.9 30.1 46.3 47.0 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 Code-111652
Commitments of Traders - Futures Only, September 13, 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 : 137,926: 32,607 5,324 8,614 80,426 113,744 121,647 127,682: 16,279 10,244
Old : 137,926: 32,607 5,324 8,614 80,426 113,744 121,647 127,682: 16,279 10,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -1,799: -3,058 -435 2,343 513 -2,888 -202 -980: -1,597 -819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 3.9 6.2 58.3 82.5 88.2 92.6: 11.8 7.4
Old : 100.0: 23.6 3.9 6.2 58.3 82.5 88.2 92.6: 11.8 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 55 14 33 57 67 122 105:
Old : 145: 55 14 33 57 67 122 105:
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 : 22.5 25.1 37.7 40.2 16.7 19.0 25.1 29.6
Old : 22.5 25.1 37.7 40.2 16.7 19.0 25.1 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2005