NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 171,362 COMMITMENTS 25,276 24,412 22,555 93,541 102,338 141,372 149,305 29,990 22,057 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -9,753) -4,584 -1,718 2,671 -4,924 -7,471 -6,837 -6,518 -2,916 -3,235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 14.2 13.2 54.6 59.7 82.5 87.1 17.5 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 29 26 33 59 57 109 98 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 471,994 COMMITMENTS 35,196 54,236 150,999 215,984 230,578 402,179 435,813 69,815 36,181 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -9,318) -1,515 9,163 -10,732 5,471 -11,485 -6,776 -13,054 -2,542 3,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 11.5 32.0 45.8 48.9 85.2 92.3 14.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 36 60 67 83 72 160 162 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 101,393 COMMITMENTS 11,068 644 4,764 77,663 88,900 93,495 94,308 7,898 7,085 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,511) -376 -2,288 3,006 -344 133 2,286 851 -775 660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 0.6 4.7 76.6 87.7 92.2 93.0 7.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 2 17 25 20 27 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 52,900 COMMITMENTS 8,860 9,434 604 40,235 35,274 49,699 45,312 3,201 7,588 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,286) 1,498 -2,230 0 -5,284 -4,105 -3,786 -6,335 -500 2,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 17.8 1.1 76.1 66.7 93.9 85.7 6.1 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 12 11 14 14 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 45,387 COMMITMENTS 2,510 2,851 2,860 33,885 36,644 39,255 42,355 6,132 3,032 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 587) 2,510 -1,320 -279 -866 3,224 1,365 1,625 -778 -1,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 6.3 6.3 74.7 80.7 86.5 93.3 13.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 15 15 18 18 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 52,280 COMMITMENTS 6,710 12,083 2,255 39,470 33,840 48,435 48,178 3,845 4,102 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,892) 2,142 5,561 -2,609 -3,315 -5,264 -3,782 -2,312 -1,110 -2,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 23.1 4.3 75.5 64.7 92.6 92.2 7.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 3 19 19 23 23 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 62,394 COMMITMENTS 0 3,154 4,449 46,738 45,101 51,187 52,704 11,207 9,690 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 706) 0 242 -186 -318 106 -504 162 1,210 544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 7.1 74.9 72.3 82.0 84.5 18.0 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 19 20 21 22 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 69,429 COMMITMENTS 36,508 18,818 120 28,103 47,138 64,731 66,076 4,698 3,353 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,957) 346 2,630 120 -2,663 -4,490 -2,197 -1,740 240 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.6 27.1 0.2 40.5 67.9 93.2 95.2 6.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 15 16 17 18 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 964,588 COMMITMENTS 274,338 74,025 138,729 528,085 737,287 941,152 950,041 23,436 14,547 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -36,895) 238 2,847 -5,908 -30,846 -36,962 -36,516 -40,023 -379 3,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 7.7 14.4 54.7 76.4 97.6 98.5 2.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 22 8 29 81 77 114 107 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 130,899 COMMITMENTS 18,883 53,319 24,284 83,577 50,254 126,744 127,857 4,155 3,042 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -27,070) -10,440 7,477 -9,665 -4,825 -8,261 -24,930 -10,449 -2,140 -16,621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 40.7 18.6 63.8 38.4 96.8 97.7 3.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 8 10 15 23 23 39 40 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 56,036 COMMITMENTS 17,058 2,760 11,153 27,274 42,054 55,485 55,967 551 69 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 623) 2,540 1,500 -1,110 -1,114 224 316 614 307 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 4.9 19.9 48.7 75.0 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 4 7 32 29 39 37 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,990 COMMITMENTS 2,042 643 1,591 18,075 18,965 21,708 21,199 282 791 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -849) -419 318 -190 -284 -1,021 -893 -893 44 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 2.9 7.2 82.2 86.2 98.7 96.4 1.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 4 17 18 21 22 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,719 COMMITMENTS 172 5,474 856 7,691 2,389 8,719 8,719 0 0 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -693) -84 -845 0 -609 152 -693 -693 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 62.8 9.8 88.2 27.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 2 11 7 14 10 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,220 COMMITMENTS 3,500 2,560 1,640 3,720 4,540 8,860 8,740 360 480 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 27.8 17.8 40.3 49.2 96.1 94.8 3.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 4 14 14 19 18 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 810,793 COMMITMENTS 107,003 98,600 134,592 511,576 502,606 753,171 735,798 57,622 74,995 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 291) -14,603 3,002 8,940 3,191 -17,626 -2,472 -5,684 2,763 5,975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 12.2 16.6 63.1 62.0 92.9 90.8 7.1 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 63 97 100 86 86 213 225 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,235 COMMITMENTS 8,586 2,773 319 1,563 9,435 10,468 12,527 2,767 708 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -146) -154 97 169 108 -581 123 -315 -269 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.9 21.0 2.4 11.8 71.3 79.1 94.7 20.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 63 18 7 11 25 79 48 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,684 COMMITMENTS 5,898 1,167 93 843 6,695 6,834 7,955 1,850 729 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -496) -356 89 88 -51 -612 -319 -435 -177 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.9 13.4 1.1 9.7 77.1 78.7 91.6 21.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 25 8 2 4 18 30 27 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/03/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 146,520 COMMITMENTS 33,496 7,350 9,737 89,092 117,159 132,325 134,246 14,195 12,274 CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -13,234) -4,923 148 -283 -3,949 -10,478 -9,155 -10,613 -4,079 -2,621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 5.0 6.6 60.8 80.0 90.3 91.6 9.7 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 50 21 37 61 73 127 118
Updated May 6, 2005