NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 174,829 COMMITMENTS 18,689 25,491 21,179 105,526 105,891 145,394 152,561 29,435 22,268 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,616) -8,600 2,538 -924 11,360 -1,161 1,836 453 -3,452 -2,069 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 14.6 12.1 60.4 60.6 83.2 87.3 16.8 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 19 29 30 63 63 103 103 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 489,788 COMMITMENTS 32,120 67,569 148,960 232,118 232,913 413,198 449,442 76,590 40,346 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 16,093) -1,330 9,192 2,496 9,688 2,198 10,854 13,886 5,239 2,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 13.8 30.4 47.4 47.6 84.4 91.8 15.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 39 60 60 84 74 161 159 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 108,014 COMMITMENTS 8,556 9,380 904 88,828 86,807 98,288 97,091 9,726 10,923 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 4,552) 0 612 62 3,332 3,272 3,394 3,946 1,158 606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 8.7 0.8 82.2 80.4 91.0 89.9 9.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 2 19 24 22 26 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,934 COMMITMENTS 9,716 9,554 604 40,661 36,556 50,981 46,714 2,953 7,220 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 300) 856 120 0 -308 548 548 668 -248 -368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 17.7 1.1 75.4 67.8 94.5 86.6 5.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 12 12 14 15 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,690 COMMITMENTS 2,518 4,809 3,643 42,242 42,570 48,403 51,022 5,287 2,668 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,552) 1,035 -254 858 4,719 6,008 6,612 6,612 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 9.0 6.8 78.7 79.3 90.2 95.0 9.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 18 15 20 18 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,606 COMMITMENTS 6,408 13,984 2,747 46,697 38,676 55,852 55,407 3,754 4,199 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 3,666) -366 2,741 350 3,464 535 3,448 3,626 218 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 23.5 4.6 78.3 64.9 93.7 93.0 6.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 3 22 20 25 24 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 36,041 COMMITMENTS 2,476 0 246 32,341 33,391 35,063 33,637 978 2,404 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.0 0.7 89.7 92.6 97.3 93.3 2.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 17 17 18 18 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,503 COMMITMENTS 0 1,742 3,999 43,750 44,494 47,749 50,235 12,754 10,268 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,374) 0 -1,290 -358 -2,504 -64 -2,862 -1,712 1,488 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 6.6 72.3 73.5 78.9 83.0 21.1 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 19 20 20 21 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 74,732 COMMITMENTS 36,148 24,670 480 32,634 46,530 69,262 71,680 5,470 3,052 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 722) -60 120 60 420 482 420 662 302 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 33.0 0.6 43.7 62.3 92.7 95.9 7.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 18 18 20 20 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 981,974 COMMITMENTS 231,571 72,477 162,815 568,352 735,946 962,738 971,238 19,236 10,736 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,782) -15,983 2,995 5,108 19,302 215 8,427 8,318 -1,645 -1,536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 7.4 16.6 57.9 74.9 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 24 9 31 84 79 120 111 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 139,803 COMMITMENTS 21,038 51,791 30,102 87,181 56,284 138,321 138,177 1,482 1,626 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 2,820) -290 466 1,700 3,170 850 4,580 3,016 -1,760 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 37.0 21.5 62.4 40.3 98.9 98.8 1.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 11 9 14 28 27 46 43 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 59,850 COMMITMENTS 16,918 2,260 13,269 28,821 44,121 59,008 59,650 842 200 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,091) 1,300 -480 272 -721 1,199 851 991 240 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 3.8 22.2 48.2 73.7 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 4 7 32 28 39 35 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,977 COMMITMENTS 3,184 809 1,438 17,311 19,177 21,933 21,424 44 553 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -348) 0 78 -44 36 -42 -8 -8 -340 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 3.7 6.5 78.8 87.3 99.8 97.5 0.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 17 18 21 21 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,935 COMMITMENTS 172 5,474 856 7,907 2,605 8,935 8,935 0 0 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 61.3 9.6 88.5 29.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 2 12 9 15 12 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,650 COMMITMENTS 3,480 2,900 1,700 4,220 4,670 9,400 9,270 250 380 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 220) -200 100 0 440 140 240 240 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 30.1 17.6 43.7 48.4 97.4 96.1 2.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 5 15 15 20 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 791,036 COMMITMENTS 87,892 90,200 140,233 510,659 489,926 738,784 720,359 52,252 70,677 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -40,630) -15,137 -12,744 225 -9,503 -14,364 -24,415 -26,883 -16,215 -13,747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 11.4 17.7 64.6 61.9 93.4 91.1 6.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 54 93 95 85 92 201 224 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,181 COMMITMENTS 8,017 3,190 333 2,118 8,806 10,468 12,329 2,713 852 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -139) -82 119 77 -9 -383 -14 -187 -125 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.8 24.2 2.5 16.1 66.8 79.4 93.5 20.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 60 20 6 13 22 77 47 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,140 COMMITMENTS 4,875 1,530 146 1,368 5,549 6,389 7,225 1,751 915 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,319) -1,520 293 141 316 -1,618 -1,063 -1,184 -256 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.9 18.8 1.8 16.8 68.2 78.5 88.8 21.5 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 20 10 3 7 15 29 26 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 149,061 COMMITMENTS 25,140 12,017 11,341 99,760 113,739 136,241 137,097 12,820 11,964 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -421) -6,783 2,568 460 9,309 -2,344 2,986 684 -3,407 -1,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 8.1 7.6 66.9 76.3 91.4 92.0 8.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 38 28 38 66 75 122 126
Updated May 20, 2005