NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 207,690: 36,751 30,942 32,935 105,953 116,115 175,639 179,991: 32,052 27,700
Old : 207,690: 36,751 30,942 32,935 105,953 116,115 175,639 179,991: 32,052 27,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -17,218: -619 2,214 -9,829 -7,084 -9,431 -17,532 -17,047: 314 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 14.9 15.9 51.0 55.9 84.6 86.7: 15.4 13.3
Old : 100.0: 17.7 14.9 15.9 51.0 55.9 84.6 86.7: 15.4 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 36 33 31 59 59 116 103:
Old : 133: 36 33 31 59 59 116 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 27.6 30.7 38.6 13.3 18.5 20.6 24.4
Old : 18.7 27.6 30.7 38.6 13.3 18.5 20.6 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 713,855: 59,592 53,887 282,173 293,083 340,742 634,848 676,803: 79,006 37,052
Old : 713,855: 59,592 53,887 282,173 293,083 340,742 634,848 676,803: 79,006 37,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -45,687: 4,874 -4,617 -20,595 -24,760 -18,707 -40,481 -43,919: -5,205 -1,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 7.5 39.5 41.1 47.7 88.9 94.8: 11.1 5.2
Old : 100.0: 8.3 7.5 39.5 41.1 47.7 88.9 94.8: 11.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 64 46 76 81 73 185 159:
Old : 197: 64 46 76 81 73 185 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 23.1 31.0 36.1 4.7 8.0 7.2 12.8
Old : 19.4 23.1 31.0 36.1 4.7 8.0 7.2 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 92,282: 11,434 3,868 180 71,887 83,949 83,501 87,997: 8,781 4,285
Old : 92,282: 11,434 3,868 180 71,887 83,949 83,501 87,997: 8,781 4,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,974: 1,208 -840 180 1,615 2,689 3,003 2,029: -29 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.2 0.2 77.9 91.0 90.5 95.4: 9.5 4.6
Old : 100.0: 12.4 4.2 0.2 77.9 91.0 90.5 95.4: 9.5 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 1 19 24 21 25:
Old : 31: 1 1 1 19 24 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 36.7 75.8 56.8 60.0 35.2 69.7 53.0
Old : 60.0 36.7 75.8 56.8 60.0 35.2 69.7 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,009: 0 5,340 3,926 47,924 37,612 51,850 46,878: 2,159 7,131
Old : 54,009: 0 5,340 3,926 47,924 37,612 51,850 46,878: 2,159 7,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,967: 0 -1,178 1,208 666 3,252 1,874 3,282: 93 -1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 7.3 88.7 69.6 96.0 86.8: 4.0 13.2
Old : 100.0: 0.0 9.9 7.3 88.7 69.6 96.0 86.8: 4.0 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 3 1 12 13 13 16:
Old : 22: 0 3 1 12 13 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 52.4 81.9 74.0 51.1 50.0 72.2 65.8
Old : 53.2 52.4 81.9 74.0 51.1 50.0 72.2 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,239: 5,183 1,068 3,081 38,169 41,715 46,433 45,864: 3,806 4,375
Old : 50,239: 5,183 1,068 3,081 38,169 41,715 46,433 45,864: 3,806 4,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 3,443: -266 144 -262 4,373 3,253 3,845 3,135: -402 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.1 6.1 76.0 83.0 92.4 91.3: 7.6 8.7
Old : 100.0: 10.3 2.1 6.1 76.0 83.0 92.4 91.3: 7.6 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 3 20 18 23 21:
Old : 24: 2 1 3 20 18 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 44.8 75.5 65.4 54.9 41.8 64.6 57.8
Old : 59.3 44.8 75.5 65.4 54.9 41.8 64.6 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,424: 148 1,541 4,995 52,658 50,508 57,801 57,044: 8,623 9,380
Old : 66,424: 148 1,541 4,995 52,658 50,508 57,801 57,044: 8,623 9,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,355: -1,908 -676 1,910 193 -905 195 329: 1,160 1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.3 7.5 79.3 76.0 87.0 85.9: 13.0 14.1
Old : 100.0: 0.2 2.3 7.5 79.3 76.0 87.0 85.9: 13.0 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 20 17 22 19:
Old : 24: 1 1 2 20 17 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 62.8 59.9 75.3 29.7 48.5 41.7 52.2
Old : 35.2 62.8 59.9 75.3 29.7 48.5 41.7 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 29,880: 2,100 2,190 0 27,360 26,474 29,460 28,664: 420 1,216
Old : 29,880: 2,100 2,190 0 27,360 26,474 29,460 28,664: 420 1,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.3 0.0 91.6 88.6 98.6 95.9: 1.4 4.1
Old : 100.0: 7.0 7.3 0.0 91.6 88.6 98.6 95.9: 1.4 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 0 12 9 14 11:
Old : 23: 2 2 0 12 9 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 82.1 93.5 92.7 74.8 81.3 91.5 91.1
Old : 76.9 82.1 93.5 92.7 74.8 81.3 91.5 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 27,343: 2,100 2,370 0 23,909 23,223 26,009 25,593: 1,334 1,750
Old : 27,343: 2,100 2,370 0 23,909 23,223 26,009 25,593: 1,334 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.7 0.0 87.4 84.9 95.1 93.6: 4.9 6.4
Old : 100.0: 7.7 8.7 0.0 87.4 84.9 95.1 93.6: 4.9 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 0 11 13 13 15:
Old : 25: 2 2 0 11 13 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 63.7 80.6 83.3 51.3 63.7 76.1 81.1
Old : 53.6 63.7 80.6 83.3 51.3 63.7 76.1 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 981,941: 269,052 67,265 154,808 532,248 742,692 956,108 964,765: 25,833 17,176
Old : 981,941: 269,052 67,265 154,808 532,248 742,692 956,108 964,765: 25,833 17,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 18,844: 7,252 1,289 -2,461 4,466 12,641 9,257 11,469: 9,587 7,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 6.9 15.8 54.2 75.6 97.4 98.3: 2.6 1.7
Old : 100.0: 27.4 6.9 15.8 54.2 75.6 97.4 98.3: 2.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 24 6 28 85 80 116 110:
Old : 128: 24 6 28 85 80 116 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 22.2 43.8 37.5 26.6 19.2 33.7 30.4
Old : 32.1 22.2 43.8 37.5 26.6 19.2 33.7 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 137,371: 29,455 41,819 35,355 67,035 56,647 131,845 133,821: 5,526 3,550
Old : 137,371: 29,455 41,819 35,355 67,035 56,647 131,845 133,821: 5,526 3,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,916: -3,386 -4,024 10,524 -1,034 -3,277 6,104 3,223: -1,188 1,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 30.4 25.7 48.8 41.2 96.0 97.4: 4.0 2.6
Old : 100.0: 21.4 30.4 25.7 48.8 41.2 96.0 97.4: 4.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 10 11 21 21 37 36:
Old : 43: 10 10 11 21 21 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 50.6 58.9 71.9 26.7 32.5 35.8 40.7
Old : 37.1 50.6 58.9 71.9 26.7 32.5 35.8 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 48,113: 6,456 2,971 11,883 29,458 33,108 47,797 47,963: 316 150
Old : 48,113: 6,456 2,971 11,883 29,458 33,108 47,797 47,963: 316 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 541: 969 -508 -243 -215 1,422 511 671: 30 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 6.2 24.7 61.2 68.8 99.3 99.7: 0.7 0.3
Old : 100.0: 13.4 6.2 24.7 61.2 68.8 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 7 8 27 27 35 37:
Old : 40: 3 7 8 27 27 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 50.2 72.1 70.0 35.8 42.9 47.2 48.9
Old : 47.0 50.2 72.1 70.0 35.8 42.9 47.2 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 19,052: 3,200 510 1,456 14,158 16,848 18,814 18,814: 238 238
Old : 19,052: 3,200 510 1,456 14,158 16,848 18,814 18,814: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 256: 44 -128 86 126 298 256 256: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 2.7 7.6 74.3 88.4 98.8 98.8: 1.2 1.2
Old : 100.0: 16.8 2.7 7.6 74.3 88.4 98.8 98.8: 1.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 4 17 17 22 21:
Old : 27: 4 1 4 17 17 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 51.3 82.8 71.5 62.3 45.7 69.7 60.9
Old : 67.6 51.3 82.8 71.5 62.3 45.7 69.7 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 8,994: 348 5,792 856 7,790 2,346 8,994 8,994: 0 0
Old : 8,994: 348 5,792 856 7,790 2,346 8,994 8,994: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 64.4 9.5 86.6 26.1 100.0 100.0: 0.0 0.0
Old : 100.0: 3.9 64.4 9.5 86.6 26.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 2 13 7 16 10:
Old : 21: 1 3 2 13 7 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 84.9 90.4 98.5 68.9 75.3 84.2 87.1
Old : 68.9 84.9 90.4 98.5 68.9 75.3 84.2 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,286,514: 169,823 57,821 323,917 720,001 809,960 1,213,741 1,191,698: 72,774 94,816
Old : 1,286,514: 169,823 57,821 323,917 720,001 809,960 1,213,741 1,191,698: 72,774 94,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -3,492: -2,527 -5,905 1,065 -5,538 -4,302 -7,001 -9,142: 3,509 5,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.5 25.2 56.0 63.0 94.3 92.6: 5.7 7.4
Old : 100.0: 13.2 4.5 25.2 56.0 63.0 94.3 92.6: 5.7 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 89 90 116 77 83 227 236:
Old : 276: 89 90 116 77 83 227 236:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 21.2 28.3 32.8 7.8 9.9 12.4 13.8
Old : 18.2 21.2 28.3 32.8 7.8 9.9 12.4 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,463: 8,476 1,753 75 1,063 10,043 9,614 11,871: 2,849 592
Old : 12,463: 8,476 1,753 75 1,063 10,043 9,614 11,871: 2,849 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -433: -368 351 -9 145 -834 -232 -492: -201 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 14.1 0.6 8.5 80.6 77.1 95.2: 22.9 4.8
Old : 100.0: 68.0 14.1 0.6 8.5 80.6 77.1 95.2: 22.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 69 9 2 10 22 81 33:
Old : 112: 69 9 2 10 22 81 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 43.4 34.8 61.3 24.5 43.4 34.8 61.3
Old : 24.5 43.4 34.8 61.3 24.5 43.4 34.8 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,960: 4,558 507 66 1,209 6,656 5,833 7,229: 2,127 731
Old : 7,960: 4,558 507 66 1,209 6,656 5,833 7,229: 2,127 731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -755: -334 4 -20 -174 -518 -528 -534: -227 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 6.4 0.8 15.2 83.6 73.3 90.8: 26.7 9.2
Old : 100.0: 57.3 6.4 0.8 15.2 83.6 73.3 90.8: 26.7 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 22 4 2 8 16 32 20:
Old : 46: 22 4 2 8 16 32 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 59.3 44.6 76.3 30.9 58.5 43.6 75.0
Old : 30.9 59.3 44.6 76.3 30.9 58.5 43.6 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 217,391: 46,886 7,793 41,285 105,949 152,583 194,119 201,660: 23,271 15,730
Old : 217,391: 46,886 7,793 41,285 105,949 152,583 194,119 201,660: 23,271 15,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -9,738: -300 1,275 -5,518 -2,990 -6,729 -8,809 -10,973: -929 1,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 3.6 19.0 48.7 70.2 89.3 92.8: 10.7 7.2
Old : 100.0: 21.6 3.6 19.0 48.7 70.2 89.3 92.8: 10.7 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 59 28 47 76 84 155 142:
Old : 182: 59 28 47 76 84 155 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 16.7 31.9 27.7 14.9 10.7 23.8 18.3
Old : 21.2 16.7 31.9 27.7 14.9 10.7 23.8 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2005