NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 179,860 COMMITMENTS 31,097 25,187 23,717 91,599 102,258 146,413 151,162 33,447 28,698 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 4,957) 7,085 -1,181 4,620 -6,938 26 4,767 3,465 190 1,492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 14.0 13.2 50.9 56.9 81.4 84.0 18.6 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 33 23 29 58 63 109 99 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 459,896 COMMITMENTS 31,758 64,715 143,427 209,469 217,639 384,654 425,781 75,242 34,115 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -16,940) -6,731 -19,108 -4,176 -10,145 7,809 -21,052 -15,475 4,112 -1,465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 14.1 31.2 45.5 47.3 83.6 92.6 16.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 43 57 62 85 71 166 157 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 34,632 COMMITMENTS 11,717 2,717 496 19,084 21,906 31,297 25,119 3,335 9,513 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,353) 3,704 -401 -904 -3,119 398 -319 -907 -1,034 -446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 7.8 1.4 55.1 63.3 90.4 72.5 9.6 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 15 13 17 15 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 124,381 COMMITMENTS 5,840 15,692 18,466 89,255 84,148 113,561 118,306 10,820 6,075 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,331) -2,414 3,946 4,094 -355 -3,137 1,325 4,903 6 -3,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 12.6 14.8 71.8 67.7 91.3 95.1 8.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 3 20 24 23 27 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 50,423 COMMITMENTS 9,466 6,838 848 36,279 33,230 46,593 40,916 3,830 9,507 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -6,009) -976 -2,104 0 -4,504 -2,664 -5,480 -4,768 -529 -1,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 13.6 1.7 71.9 65.9 92.4 81.1 7.6 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 2 12 11 15 14 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 54,693 COMMITMENTS 2,132 6,585 3,451 44,363 42,779 49,946 52,815 4,747 1,878 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -2,590) -578 272 240 -3,024 -3,712 -3,362 -3,200 772 610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 12.0 6.3 81.1 78.2 91.3 96.6 8.7 3.4 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 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 57,980 COMMITMENTS 10,430 13,286 2,766 40,874 35,964 54,070 52,016 3,910 5,964 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -4,774) 2,502 -4,013 -223 -6,667 -1,912 -4,388 -6,148 -386 1,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 22.9 4.8 70.5 62.0 93.3 89.7 6.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 19 19 23 23 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 40,217 COMMITMENTS 24 0 1,488 37,645 36,471 39,157 37,959 1,060 2,258 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,033) -1,624 -240 930 2,707 1,849 2,013 2,539 20 -506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 3.7 93.6 90.7 97.4 94.4 2.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 18 17 19 18 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,538 COMMITMENTS 0 6,107 3,440 51,836 48,233 55,276 57,780 8,262 5,758 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,067) 0 211 436 1,173 1,497 1,609 2,144 -2,676 -3,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.6 5.4 81.6 75.9 87.0 90.9 13.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 21 18 23 20 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 70,796 COMMITMENTS 33,708 23,212 1,360 28,546 41,731 63,614 66,303 7,182 4,493 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -5,646) -1,468 -902 628 -6,346 -6,019 -7,186 -6,293 1,540 647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.6 32.8 1.9 40.3 58.9 89.9 93.7 10.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 16 17 18 19 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,011,954 COMMITMENTS 236,435 54,025 180,228 577,612 765,954 994,275 1000207 17,679 11,747 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 55,602) 15,277 -7,770 23,376 18,501 41,260 57,154 56,866 -1,552 -1,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 5.3 17.8 57.1 75.7 98.3 98.8 1.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 23 11 29 85 78 119 109 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 143,175 COMMITMENTS 29,150 50,798 31,526 81,445 59,053 142,121 141,377 1,054 1,798 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 6,588) 6,284 4,688 -1,863 2,176 3,561 6,597 6,386 -9 202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 35.5 22.0 56.9 41.2 99.3 98.7 0.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 6 17 29 27 47 45 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,403 COMMITMENTS 14,356 4,243 11,566 32,173 42,292 58,095 58,101 308 302 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,136) -2,000 1,200 200 3,040 -204 1,240 1,196 -104 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 7.3 19.8 55.1 72.4 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 5 7 36 32 45 40 PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 2,410 COMMITMENTS 1,060 1,440 0 1,330 870 2,390 2,310 20 100 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 59.8 0.0 55.2 36.1 99.2 95.9 0.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 5 0 9 8 12 13 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,103 COMMITMENTS 4,261 847 1,486 16,356 19,085 22,103 21,418 0 685 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -719) 105 -932 386 -1,210 -305 -719 -851 0 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 3.8 6.7 74.0 86.3 100.0 96.9 0.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 3 19 19 23 22 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,783 COMMITMENTS 174 4,800 772 7,793 3,211 8,739 8,783 44 0 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -372) -42 -252 -84 -246 -36 -372 -372 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 54.7 8.8 88.7 36.6 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 2 14 11 17 14 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,040 COMMITMENTS 3,240 2,260 2,000 4,330 4,910 9,570 9,170 470 870 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -130) 100 -620 -20 -490 -40 -410 -680 280 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 22.5 19.9 43.1 48.9 95.3 91.3 4.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 5 13 17 18 22 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,610 COMMITMENTS 3,150 600 1,130 7,970 10,260 12,250 11,990 360 620 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,360) 1,480 300 -620 1,700 3,200 2,560 2,880 -200 -520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 4.8 9.0 63.2 81.4 97.1 95.1 2.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 3 19 16 22 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 783,546 COMMITMENTS 92,147 90,772 133,195 496,939 485,653 722,281 709,620 61,265 73,926 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 192) 8,158 -10,618 -48 -15,297 12,517 -7,187 1,851 7,379 -1,659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 11.6 17.0 63.4 62.0 92.2 90.6 7.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 58 91 99 83 93 213 224 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,063 COMMITMENTS 8,078 4,663 365 1,906 7,147 10,349 12,175 2,714 888 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -149) 30 223 26 -377 -151 -321 98 172 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.8 35.7 2.8 14.6 54.7 79.2 93.2 20.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 58 21 5 15 23 76 48 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,806 COMMITMENTS 5,913 790 133 1,031 6,700 7,077 7,623 1,729 1,183 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 860) 1,388 -269 -198 -416 1,177 774 710 86 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.1 9.0 1.5 11.7 76.1 80.4 86.6 19.6 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 23 6 3 4 17 27 26 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 06/07/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 141,590 COMMITMENTS 29,347 9,171 11,385 87,268 109,061 128,000 129,617 13,590 11,973 CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 10,783) 4,222 -161 3,189 947 6,339 8,358 9,367 2,425 1,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 6.5 8.0 61.6 77.0 90.4 91.5 9.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 47 24 33 62 74 126 118
Updated June 10, 2005