NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 179,990 COMMITMENTS 19,438 22,755 22,224 108,663 109,445 150,325 154,424 29,665 25,566 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 5,161) 749 -2,736 1,045 3,137 3,554 4,931 1,863 230 3,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 12.6 12.3 60.4 60.8 83.5 85.8 16.5 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 21 24 28 63 63 102 99 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 486,199 COMMITMENTS 34,854 79,877 149,746 225,219 220,974 409,819 450,597 76,380 35,602 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -3,589) 2,734 12,308 786 -6,899 -11,939 -3,379 1,155 -210 -4,744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 16.4 30.8 46.3 45.4 84.3 92.7 15.7 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 40 63 60 86 76 160 170 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 34,268 COMMITMENTS 6,025 3,118 1,791 22,265 19,890 30,081 24,799 4,187 9,469 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 9.1 5.2 65.0 58.0 87.8 72.4 12.2 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 15 14 18 17 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 112,238 COMMITMENTS 8,556 14,688 1,268 93,054 88,215 102,878 104,171 9,360 8,067 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 4,224) 0 5,308 364 4,226 1,408 4,590 7,080 -366 -2,856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 13.1 1.1 82.9 78.6 91.7 92.8 8.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 2 20 25 23 27 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,398 COMMITMENTS 9,716 9,310 848 40,661 35,770 51,225 45,928 4,173 9,470 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,464) 0 -244 244 0 -786 244 -786 1,220 2,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 16.8 1.5 73.4 64.6 92.5 82.9 7.5 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 2 12 11 15 14 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,080 COMMITMENTS 2,150 5,513 3,397 43,914 43,442 49,461 52,352 5,619 2,728 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,390) -368 704 -246 1,672 872 1,058 1,330 332 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 10.0 6.2 79.7 78.9 89.8 95.0 10.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 16 15 18 18 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,906 COMMITMENTS 6,218 17,283 3,959 48,099 35,972 58,276 57,214 3,630 4,692 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,300) -190 3,299 1,212 1,402 -2,704 2,424 1,807 -124 493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 27.9 6.4 77.7 58.1 94.1 92.4 5.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 4 23 21 27 26 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,579 COMMITMENTS 2,928 0 496 34,115 35,199 37,539 35,695 1,040 2,884 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,538) 452 0 250 1,774 1,808 2,476 2,058 62 480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 0.0 1.3 88.4 91.2 97.3 92.5 2.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 18 18 19 19 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 62,604 COMMITMENTS 0 5,285 2,910 46,852 45,472 49,762 53,667 12,842 8,937 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,101) 0 3,543 -1,089 3,102 978 2,013 3,432 88 -1,331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.4 4.6 74.8 72.6 79.5 85.7 20.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 19 19 21 21 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 75,756 COMMITMENTS 35,296 25,454 1,332 32,690 45,376 69,318 72,162 6,438 3,594 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,024) -852 784 852 56 -1,154 56 482 968 542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 33.6 1.8 43.2 59.9 91.5 95.3 8.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 17 17 19 19 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,007,210 COMMITMENTS 209,899 70,116 179,142 600,261 747,017 989,302 996,275 17,908 10,935 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 25,236) -21,672 -2,361 16,327 31,909 11,071 26,564 25,037 -1,328 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 7.0 17.8 59.6 74.2 98.2 98.9 1.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 21 10 30 90 84 124 115 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 154,402 COMMITMENTS 26,336 57,675 36,285 90,515 59,538 153,136 153,498 1,266 904 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 14,599) 5,298 5,884 6,183 3,334 3,254 14,815 15,321 -216 -722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 37.4 23.5 58.6 38.6 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 11 9 14 30 30 48 46 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 60,289 COMMITMENTS 15,878 1,100 14,221 29,848 44,548 59,947 59,869 342 420 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 439) -1,040 -1,160 952 1,027 427 939 219 -500 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 1.8 23.6 49.5 73.9 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 6 7 33 31 41 40 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,524 COMMITMENTS 3,766 881 1,488 17,226 19,602 22,480 21,971 44 553 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 547) 582 72 50 -85 425 547 547 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 3.9 6.6 76.5 87.0 99.8 97.5 0.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 3 18 18 22 21 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,979 COMMITMENTS 172 5,302 856 7,951 2,821 8,979 8,979 0 0 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 44) 0 -172 0 44 216 44 44 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 59.0 9.5 88.6 31.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 2 13 10 16 13 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| 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 3,420 2,900 1,820 4,220 4,610 9,460 9,330 190 320 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 0) -60 0 120 0 -60 60 60 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 30.1 18.9 43.7 47.8 98.0 96.7 2.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 5 15 15 20 21 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,190 COMMITMENTS 1,650 440 1,810 6,290 7,080 9,750 9,330 440 860 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 4.3 17.8 61.7 69.5 95.7 91.6 4.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 3 15 12 18 16 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 762,963 COMMITMENTS 80,567 94,886 121,520 507,855 479,026 709,942 695,432 53,021 67,531 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -28,073) -7,325 4,686 -18,713 -2,804 -10,900 -28,842 -24,927 769 -3,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 12.4 15.9 66.6 62.8 93.1 91.1 6.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 54 81 87 82 93 191 215 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,679 COMMITMENTS 8,094 3,622 589 2,192 8,637 10,875 12,848 2,804 831 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 498) 77 432 256 74 -169 407 519 91 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.2 26.5 4.3 16.0 63.1 79.5 93.9 20.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 57 23 7 14 19 77 47 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,718 COMMITMENTS 4,593 1,142 115 1,340 5,574 6,048 6,831 1,670 887 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -422) -282 -388 -31 -28 25 -341 -394 -81 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.5 14.8 1.5 17.4 72.2 78.4 88.5 21.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 21 9 2 6 16 28 26 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 05/24/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 144,060 COMMITMENTS 24,950 10,133 11,508 94,963 110,468 131,421 132,109 12,639 11,951 CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -5,001) -190 -1,884 167 -4,797 -3,271 -4,820 -4,988 -181 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 7.0 8.0 65.9 76.7 91.2 91.7 8.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 39 25 35 64 76 119 122
Updated May 27, 2005