NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 184,299 COMMITMENTS 32,001 25,814 27,762 83,574 99,599 143,337 153,175 40,962 31,124 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -6,086) -4,051 -2,386 -1,168 -2,217 -3,813 -7,436 -7,367 1,350 1,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 14.0 15.1 45.3 54.0 77.8 83.1 22.2 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 32 27 34 61 58 116 99 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 494,476 COMMITMENTS 48,559 69,359 159,663 212,629 234,805 420,851 463,827 73,625 30,649 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 18,213) 10,075 1,982 9,444 -2,371 7,523 17,148 18,949 1,065 -736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 14.0 32.3 43.0 47.5 85.1 93.8 14.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 51 48 62 94 80 185 154 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,222 COMMITMENTS 10,565 3,630 1,282 22,055 24,982 33,902 29,894 4,320 8,328 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 132) -1,957 2,488 485 1,778 24 306 2,997 -174 -2,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 9.5 3.4 57.7 65.4 88.7 78.2 11.3 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 2 15 13 18 17 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 127,402 COMMITMENTS 359 21,231 24,200 92,048 75,599 116,607 121,030 10,795 6,372 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -973) -365 4,172 -4,029 2,922 -509 -1,472 -366 499 -607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 16.7 19.0 72.3 59.3 91.5 95.0 8.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 4 5 22 23 27 28 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,985 COMMITMENTS 24,821 11,347 2,684 37,026 45,641 64,531 59,672 3,454 8,313 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,857) 4,884 453 0 97 5,260 4,981 5,713 -124 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 16.7 3.9 54.5 67.1 94.9 87.8 5.1 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 1 15 14 17 18 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,963 COMMITMENTS 0 5,227 6,112 43,602 39,852 49,714 51,191 4,249 2,772 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -2,751) 0 -2,580 613 -3,976 -1,578 -3,363 -3,545 612 794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.7 11.3 80.8 73.9 92.1 94.9 7.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 2 18 16 20 19 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 58,053 COMMITMENTS 954 14,493 6,395 45,318 31,866 52,667 52,754 5,386 5,299 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,552) -1,773 -729 1,186 2,025 3,105 1,438 3,562 114 -2,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 25.0 11.0 78.1 54.9 90.7 90.9 9.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 5 23 19 28 24 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 41,165 COMMITMENTS 639 0 1,497 38,093 37,570 40,229 39,067 936 2,098 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 476) -1,744 0 820 1,276 -344 352 476 124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 3.6 92.5 91.3 97.7 94.9 2.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 17 18 18 19 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,139 COMMITMENTS 0 8,482 2,776 51,356 47,011 54,132 58,269 9,007 4,870 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -1,296) 0 576 -1,725 369 -147 -1,356 -1,296 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.4 4.4 81.3 74.5 85.7 92.3 14.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 22 19 24 21 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 90,441 COMMITMENTS 43,441 38,679 3,233 37,026 43,682 83,700 85,594 6,741 4,847 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 5,366) 1,123 3,574 589 2,318 719 4,030 4,882 1,336 484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 42.8 3.6 40.9 48.3 92.5 94.6 7.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 16 20 19 23 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 34,193 COMMITMENTS 1,152 1,591 1,880 25,205 22,108 28,237 25,579 5,956 8,614 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,555) -620 463 -1,017 4,900 2,498 3,263 1,944 -708 611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 4.7 5.5 73.7 64.7 82.6 74.8 17.4 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 15 16 18 18 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,127,988 COMMITMENTS 282,095 60,115 214,251 609,995 837,831 1106341 1112197 21,647 15,791 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 54,211) 31,067 8,136 13,205 8,885 30,197 53,157 51,538 1,054 2,673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 5.3 19.0 54.1 74.3 98.1 98.6 1.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 21 17 34 83 80 119 116 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 175,219 COMMITMENTS 34,550 39,751 52,510 86,558 80,102 173,618 172,363 1,601 2,856 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 5,573) 1,044 -3,350 5,814 -1,014 3,336 5,844 5,800 -271 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 22.7 30.0 49.4 45.7 99.1 98.4 0.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 13 7 17 26 27 45 45 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 69,088 COMMITMENTS 21,245 4,120 16,065 31,368 48,743 68,678 68,928 410 160 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,149) 1,840 180 502 227 1,999 2,569 2,681 -420 -532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 6.0 23.3 45.4 70.6 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 7 4 9 36 32 46 42 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,202 COMMITMENTS 3,153 1,333 4,120 18,847 19,650 26,120 25,103 82 1,099 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,038) -230 830 62 2,680 556 2,512 1,448 -474 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 5.1 15.7 71.9 75.0 99.7 95.8 0.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 3 19 22 24 25 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,234 COMMITMENTS 694 2,770 2,351 6,189 4,113 9,234 9,234 0 0 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 156) 0 344 -264 674 76 410 156 -254 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 30.0 25.5 67.0 44.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 17 16 21 20 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,152 COMMITMENTS 3,220 1,620 2,640 6,192 7,602 12,052 11,862 1,100 1,290 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 952) 140 -720 40 292 912 472 232 480 720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 12.3 20.1 47.1 57.8 91.6 90.2 8.4 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 4 17 16 22 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,970 COMMITMENTS 8,910 280 1,050 8,550 17,060 18,510 18,390 460 580 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,820) 1,160 -80 0 1,620 2,920 2,780 2,840 40 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 1.5 5.5 45.1 89.9 97.6 96.9 2.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 3 18 21 22 25 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 828,196 COMMITMENTS 122,269 88,240 132,995 502,119 527,788 757,383 749,023 70,813 79,173 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 14,222) 992 -279 4,050 8,847 16,822 13,889 20,593 333 -6,371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 10.7 16.1 60.6 63.7 91.4 90.4 8.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 80 85 97 80 88 222 220 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,763 COMMITMENTS 8,295 5,302 62 2,637 7,174 10,994 12,538 2,769 1,225 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -9) -107 -242 20 77 336 -10 114 1 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.3 38.5 0.5 19.2 52.1 79.9 91.1 20.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 55 22 2 11 24 68 48 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,908 COMMITMENTS 4,089 860 145 1,563 5,848 5,797 6,853 2,111 1,055 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -1,162) -1,514 40 107 816 -1,197 -591 -1,050 -571 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.7 10.9 1.8 19.8 74.0 73.3 86.7 26.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 16 8 3 9 13 26 23 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 161,154 COMMITMENTS 45,993 6,958 10,018 83,239 129,194 139,250 146,170 21,904 14,984 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 14,455) 3,306 -425 2,451 3,950 8,374 9,707 10,400 4,748 4,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 4.3 6.2 51.7 80.2 86.4 90.7 13.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 53 19 30 65 76 134 112
Updated July 15, 2005