NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, November 8, 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 : 169,181: 13,991 22,949 20,905 103,510 100,190 138,406 144,044: 30,775 25,137
Old : 169,181: 13,991 22,949 20,905 103,510 100,190 138,406 144,044: 30,775 25,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 2,882: -1,907 -3,693 1,192 500 5,481 -215 2,980: 3,097 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 13.6 12.4 61.2 59.2 81.8 85.1: 18.2 14.9
Old : 100.0: 8.3 13.6 12.4 61.2 59.2 81.8 85.1: 18.2 14.9
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 : 137: 27 30 33 72 63 119 108:
Old : 137: 27 30 33 72 63 119 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 16.3 32.0 27.2 15.3 12.1 23.1 19.5
Old : 19.8 16.3 32.0 27.2 15.3 12.1 23.1 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, November 8, 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 : 543,504: 48,626 89,412 175,381 248,678 249,158 472,685 513,951: 70,819 29,553
Old : 543,504: 48,626 89,412 175,381 248,678 249,158 472,685 513,951: 70,819 29,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 15,830: 464 5,314 6,193 5,377 2,538 12,034 14,045: 3,796 1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 16.5 32.3 45.8 45.8 87.0 94.6: 13.0 5.4
Old : 100.0: 8.9 16.5 32.3 45.8 45.8 87.0 94.6: 13.0 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 46 46 65 90 76 175 151:
Old : 189: 46 46 65 90 76 175 151:
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 29.2 35.4 44.4 8.4 13.5 12.5 19.9
Old : 24.8 29.2 35.4 44.4 8.4 13.5 12.5 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, November 8, 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 : 39,109: 2,673 372 675 30,173 35,238 33,521 36,285: 5,588 2,824
Old : 39,109: 2,673 372 675 30,173 35,238 33,521 36,285: 5,588 2,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,317: 135 372 -23 -157 -796 -45 -447: -1,272 -870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.0 1.7 77.2 90.1 85.7 92.8: 14.3 7.2
Old : 100.0: 6.8 1.0 1.7 77.2 90.1 85.7 92.8: 14.3 7.2
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 : 24: 1 1 1 15 15 16 17:
Old : 24: 1 1 1 15 15 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 : 55.9 63.9 75.3 78.7 50.7 63.2 68.3 76.7
Old : 55.9 63.9 75.3 78.7 50.7 63.2 68.3 76.7
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, November 8, 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 : 37,848: 0 7,913 1,141 30,760 21,697 31,901 30,751: 5,947 7,097
Old : 37,848: 0 7,913 1,141 30,760 21,697 31,901 30,751: 5,947 7,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,776: 0 1,263 185 1,621 190 1,806 1,638: -30 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.9 3.0 81.3 57.3 84.3 81.2: 15.7 18.8
Old : 100.0: 0.0 20.9 3.0 81.3 57.3 84.3 81.2: 15.7 18.8
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 : 22: 0 2 2 15 14 17 16:
Old : 22: 0 2 2 15 14 17 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 : 42.1 40.4 66.2 60.1 38.4 37.4 60.1 56.3
Old : 42.1 40.4 66.2 60.1 38.4 37.4 60.1 56.3
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, November 8, 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 : 106,480: 15,358 1,863 3,962 80,662 90,887 99,982 96,712: 6,498 9,768
Old : 106,480: 15,358 1,863 3,962 80,662 90,887 99,982 96,712: 6,498 9,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 4,316: 4,947 -228 170 -708 4,740 4,409 4,682: -93 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 1.7 3.7 75.8 85.4 93.9 90.8: 6.1 9.2
Old : 100.0: 14.4 1.7 3.7 75.8 85.4 93.9 90.8: 6.1 9.2
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 : 38: 5 1 5 27 27 33 32:
Old : 38: 5 1 5 27 27 33 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 : 47.9 45.3 63.8 63.6 46.7 42.6 57.7 58.9
Old : 47.9 45.3 63.8 63.6 46.7 42.6 57.7 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, November 8, 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 : 53,324: 4,616 5,684 0 43,369 41,059 47,985 46,743: 5,339 6,581
Old : 53,324: 4,616 5,684 0 43,369 41,059 47,985 46,743: 5,339 6,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -2,911: -720 -2,648 0 -1,914 200 -2,634 -2,448: -277 -463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.7 0.0 81.3 77.0 90.0 87.7: 10.0 12.3
Old : 100.0: 8.7 10.7 0.0 81.3 77.0 90.0 87.7: 10.0 12.3
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: 1 2 0 14 15 15 17:
Old : 23: 1 2 0 14 15 15 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 : 53.3 43.7 76.8 66.8 47.7 40.4 69.8 62.2
Old : 53.3 43.7 76.8 66.8 47.7 40.4 69.8 62.2
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, November 8, 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 : 66,546: 0 13,471 3,857 53,974 45,485 57,831 62,813: 8,715 3,733
Old : 66,546: 0 13,471 3,857 53,974 45,485 57,831 62,813: 8,715 3,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -227: 0 -1,637 1,029 -167 157 862 -451: -1,089 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.2 5.8 81.1 68.4 86.9 94.4: 13.1 5.6
Old : 100.0: 0.0 20.2 5.8 81.1 68.4 86.9 94.4: 13.1 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 : 22: 0 3 3 16 15 19 18:
Old : 22: 0 3 3 16 15 19 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 : 45.6 60.6 68.6 78.3 38.1 47.7 53.5 58.3
Old : 45.6 60.6 68.6 78.3 38.1 47.7 53.5 58.3
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, November 8, 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 : 70,068: 22,407 6,051 4,256 34,671 53,677 61,334 63,984: 8,734 6,084
Old : 70,068: 22,407 6,051 4,256 34,671 53,677 61,334 63,984: 8,734 6,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -299: 1,496 360 -1,412 -2,676 362 -2,592 -690: 2,293 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 8.6 6.1 49.5 76.6 87.5 91.3: 12.5 8.7
Old : 100.0: 32.0 8.6 6.1 49.5 76.6 87.5 91.3: 12.5 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 2 18 20 21 23:
Old : 25: 2 2 2 18 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 45.4 73.5 63.0 47.9 36.1 53.7 49.5
Old : 58.9 45.4 73.5 63.0 47.9 36.1 53.7 49.5
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, November 8, 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 : 59,715: 0 2,015 1,643 56,521 49,502 58,164 53,160: 1,551 6,555
Old : 59,715: 0 2,015 1,643 56,521 49,502 58,164 53,160: 1,551 6,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -5,396: 0 700 210 -6,159 -4,785 -5,949 -3,875: 553 -1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 2.8 94.7 82.9 97.4 89.0: 2.6 11.0
Old : 100.0: 0.0 3.4 2.8 94.7 82.9 97.4 89.0: 2.6 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 : 25: 0 1 1 17 18 18 19:
Old : 25: 0 1 1 17 18 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 44.2 79.6 66.1 61.8 39.9 70.4 57.2
Old : 65.0 44.2 79.6 66.1 61.8 39.9 70.4 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, November 8, 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 : 55,878: 720 10,488 1,317 47,006 37,889 49,043 49,694: 6,835 6,184
Old : 55,878: 720 10,488 1,317 47,006 37,889 49,043 49,694: 6,835 6,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -2,976: -248 1,120 158 -4,580 -6,055 -4,670 -4,777: 1,694 1,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 18.8 2.4 84.1 67.8 87.8 88.9: 12.2 11.1
Old : 100.0: 1.3 18.8 2.4 84.1 67.8 87.8 88.9: 12.2 11.1
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 : 27: 1 2 2 21 14 24 16:
Old : 27: 1 2 2 21 14 24 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 : 35.8 56.0 56.6 78.5 25.7 40.7 37.3 50.5
Old : 35.8 56.0 56.6 78.5 25.7 40.7 37.3 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, November 8, 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 : 40,329: 0 284 1,946 34,669 33,496 36,615 35,726: 3,714 4,603
Old : 40,329: 0 284 1,946 34,669 33,496 36,615 35,726: 3,714 4,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 4.8 86.0 83.1 90.8 88.6: 9.2 11.4
Old : 100.0: 0.0 0.7 4.8 86.0 83.1 90.8 88.6: 9.2 11.4
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 : 20: 0 1 1 14 13 15 14:
Old : 20: 0 1 1 14 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 59.9 74.5 78.3 54.3 53.2 69.1 65.2
Old : 54.3 59.9 74.5 78.3 54.3 53.2 69.1 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,777: 13,879 0 2,190 33,957 47,994 50,026 50,184: 6,751 6,593
Old : 56,777: 13,879 0 2,190 33,957 47,994 50,026 50,184: 6,751 6,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,504: 608 0 -484 1,874 1,935 1,998 1,451: -494 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 0.0 3.9 59.8 84.5 88.1 88.4: 11.9 11.6
Old : 100.0: 24.4 0.0 3.9 59.8 84.5 88.1 88.4: 11.9 11.6
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 0 3 15 18 19 21:
Old : 24: 4 0 3 15 18 19 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 : 61.4 43.6 78.4 66.2 38.6 28.4 46.9 41.0
Old : 61.4 43.6 78.4 66.2 38.6 28.4 46.9 41.0
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, November 8, 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 : 48,006: 4,946 751 3,335 32,709 31,816 40,990 35,902: 7,016 12,104
Old : 48,006: 4,946 751 3,335 32,709 31,816 40,990 35,902: 7,016 12,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,381: 2,305 751 -340 -3,188 -1,816 -1,223 -1,405: -158 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 1.6 6.9 68.1 66.3 85.4 74.8: 14.6 25.2
Old : 100.0: 10.3 1.6 6.9 68.1 66.3 85.4 74.8: 14.6 25.2
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 : 21: 1 1 2 15 15 17 17:
Old : 21: 1 1 2 15 15 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 36.8 70.1 58.9 44.7 32.1 59.0 43.3
Old : 48.3 36.8 70.1 58.9 44.7 32.1 59.0 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, November 8, 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 : 1,378,009: 346,905 64,225 259,719 755,287 1,042,322 1,361,911 1,366,266: 16,098 11,743
Old : 1,378,009: 346,905 64,225 259,719 755,287 1,042,322 1,361,911 1,366,266: 16,098 11,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 34,419: 948 -23,749 13,343 24,040 44,580 38,331 34,174: -3,912 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 4.7 18.8 54.8 75.6 98.8 99.1: 1.2 0.9
Old : 100.0: 25.2 4.7 18.8 54.8 75.6 98.8 99.1: 1.2 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 : 135: 29 12 33 88 80 128 115:
Old : 135: 29 12 33 88 80 128 115:
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 : 25.2 25.1 38.6 43.1 17.7 18.8 26.5 31.6
Old : 25.2 25.1 38.6 43.1 17.7 18.8 26.5 31.6
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, November 8, 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 : 276,744: 62,467 97,505 63,750 146,934 114,796 273,151 276,051: 3,593 693
Old : 276,744: 62,467 97,505 63,750 146,934 114,796 273,151 276,051: 3,593 693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 30,231: 5,988 28,560 1,821 22,030 255 29,839 30,636: 392 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 35.2 23.0 53.1 41.5 98.7 99.7: 1.3 0.3
Old : 100.0: 22.6 35.2 23.0 53.1 41.5 98.7 99.7: 1.3 0.3
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 : 53: 14 8 18 30 28 51 47:
Old : 53: 14 8 18 30 28 51 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 : 37.8 57.9 56.0 73.0 25.8 43.1 37.1 48.1
Old : 37.8 57.9 56.0 73.0 25.8 43.1 37.1 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, November 8, 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 : 72,419: 23,596 8,460 10,654 37,915 53,063 72,165 72,177: 254 242
Old : 72,419: 23,596 8,460 10,654 37,915 53,063 72,165 72,177: 254 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,282: -2,710 -960 328 960 -790 -1,422 -1,422: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 11.7 14.7 52.4 73.3 99.6 99.7: 0.4 0.3
Old : 100.0: 32.6 11.7 14.7 52.4 73.3 99.6 99.7: 0.4 0.3
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 : 53: 3 8 10 37 39 47 50:
Old : 53: 3 8 10 37 39 47 50:
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 40.1 69.3 59.9 47.9 33.6 53.3 46.7
Old : 56.4 40.1 69.3 59.9 47.9 33.6 53.3 46.7
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 Code-06465A
Commitments of Traders - Futures Only, November 8, 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 : 25,567: 4,534 3,939 2,247 18,786 18,872 25,567 25,058: 0 509
Old : 25,567: 4,534 3,939 2,247 18,786 18,872 25,567 25,058: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -2,181: -185 -972 46 -2,042 -1,213 -2,181 -2,139: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 15.4 8.8 73.5 73.8 100.0 98.0: 0.0 2.0
Old : 100.0: 17.7 15.4 8.8 73.5 73.8 100.0 98.0: 0.0 2.0
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 : 38: 3 4 6 22 24 29 30:
Old : 38: 3 4 6 22 24 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 : 58.2 50.7 77.3 71.4 54.1 47.4 71.7 65.2
Old : 58.2 50.7 77.3 71.4 54.1 47.4 71.7 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, November 8, 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 : 11,628: 1,677 4,372 846 9,105 6,320 11,628 11,538: 0 90
Old : 11,628: 1,677 4,372 846 9,105 6,320 11,628 11,538: 0 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 609: -1,068 991 -1,260 2,937 788 609 519: 0 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 37.6 7.3 78.3 54.4 100.0 99.2: 0.0 0.8
Old : 100.0: 14.4 37.6 7.3 78.3 54.4 100.0 99.2: 0.0 0.8
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 : 26: 3 3 2 16 11 20 15:
Old : 26: 3 3 2 16 11 20 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 : 51.4 58.3 76.1 81.5 41.0 49.6 58.5 65.2
Old : 51.4 58.3 76.1 81.5 41.0 49.6 58.5 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, November 8, 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 : 19,128: 3,500 5,152 1,782 13,586 11,686 18,868 18,620: 260 508
Old : 19,128: 3,500 5,152 1,782 13,586 11,686 18,868 18,620: 260 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,772: 40 1,144 150 1,552 468 1,742 1,762: 30 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 26.9 9.3 71.0 61.1 98.6 97.3: 1.4 2.7
Old : 100.0: 18.3 26.9 9.3 71.0 61.1 98.6 97.3: 1.4 2.7
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: 3 4 6 20 21 26 28:
Old : 30: 3 4 6 20 21 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 : 46.3 52.6 71.1 80.8 39.4 43.7 58.3 62.8
Old : 46.3 52.6 71.1 80.8 39.4 43.7 58.3 62.8
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 Code-06465M
Commitments of Traders - Futures Only, November 8, 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 : 22,796: 10,000 120 1,330 10,770 21,118 22,100 22,568: 696 228
Old : 22,796: 10,000 120 1,330 10,770 21,118 22,100 22,568: 696 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -928: -1,200 0 0 292 -928 -908 -928: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 0.5 5.8 47.2 92.6 96.9 99.0: 3.1 1.0
Old : 100.0: 43.9 0.5 5.8 47.2 92.6 96.9 99.0: 3.1 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 : 32: 2 1 3 22 26 25 29:
Old : 32: 2 1 3 22 26 25 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 : 65.3 52.6 78.1 76.2 58.5 49.9 70.6 69.9
Old : 65.3 52.6 78.1 76.2 58.5 49.9 70.6 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, November 8, 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 : 9,834: 1,266 80 688 7,840 9,006 9,794 9,774: 40 60
Old : 9,834: 1,266 80 688 7,840 9,006 9,794 9,774: 40 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -212: -384 0 -112 264 -120 -232 -232: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.8 7.0 79.7 91.6 99.6 99.4: 0.4 0.6
Old : 100.0: 12.9 0.8 7.0 79.7 91.6 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 2 15 11 17 14:
Old : 21: 2 1 2 15 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 74.1 86.6 91.4 47.9 70.2 69.4 74.8
Old : 58.9 74.1 86.6 91.4 47.9 70.2 69.4 74.8
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, November 8, 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 : 830,757: 122,079 169,895 128,331 530,501 465,085 780,911 763,311: 49,846 67,446
Old : 830,757: 122,079 169,895 128,331 530,501 465,085 780,911 763,311: 49,846 67,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 8,924: 1,952 7,728 1,381 9,430 3,878 12,763 12,987: -3,839 -4,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 20.5 15.4 63.9 56.0 94.0 91.9: 6.0 8.1
Old : 100.0: 14.7 20.5 15.4 63.9 56.0 94.0 91.9: 6.0 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 : 263: 55 108 95 76 83 197 230:
Old : 263: 55 108 95 76 83 197 230:
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 17.5 38.4 26.8 21.1 11.6 28.9 17.8
Old : 26.5 17.5 38.4 26.8 21.1 11.6 28.9 17.8
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, November 8, 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 : 14,221: 9,295 2,145 284 2,175 11,513 11,754 13,942: 2,467 279
Old : 14,221: 9,295 2,145 284 2,175 11,513 11,754 13,942: 2,467 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 41: 106 -114 -43 84 443 147 286: -106 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 15.1 2.0 15.3 81.0 82.7 98.0: 17.3 2.0
Old : 100.0: 65.4 15.1 2.0 15.3 81.0 82.7 98.0: 17.3 2.0
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 : 118: 64 11 6 13 29 82 44:
Old : 118: 64 11 6 13 29 82 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 : 25.8 35.1 40.2 53.7 25.8 35.1 40.2 53.6
Old : 25.8 35.1 40.2 53.7 25.8 35.1 40.2 53.6
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, November 8, 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 : 11,525: 8,500 462 0 945 9,948 9,445 10,410: 2,080 1,115
Old : 11,525: 8,500 462 0 945 9,948 9,445 10,410: 2,080 1,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 450: 476 -10 -12 54 514 518 492: -68 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 4.0 0.0 8.2 86.3 82.0 90.3: 18.0 9.7
Old : 100.0: 73.8 4.0 0.0 8.2 86.3 82.0 90.3: 18.0 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 30 4 0 8 19 38 23:
Old : 57: 30 4 0 8 19 38 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 : 34.2 51.0 50.7 74.0 34.2 49.6 50.7 72.6
Old : 34.2 51.0 50.7 74.0 34.2 49.6 50.7 72.6
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, November 8, 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 : 132,044: 28,071 6,711 11,360 80,581 102,900 120,012 120,971: 12,032 11,073
Old : 132,044: 28,071 6,711 11,360 80,581 102,900 120,012 120,971: 12,032 11,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 2,137: -426 1,959 2,373 -625 -3,939 1,322 393: 815 1,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 5.1 8.6 61.0 77.9 90.9 91.6: 9.1 8.4
Old : 100.0: 21.3 5.1 8.6 61.0 77.9 90.9 91.6: 9.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 47 21 36 61 70 124 113:
Old : 151: 47 21 36 61 70 124 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 22.2 41.1 35.3 19.6 18.4 29.7 28.7
Old : 25.6 22.2 41.1 35.3 19.6 18.4 29.7 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005