NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 205,396: 18,131 26,676 37,573 118,283 117,140 173,987 181,390: 31,409 24,006
Old : 205,396: 18,131 26,676 37,573 118,283 117,140 173,987 181,390: 31,409 24,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -727: -9,089 2,869 -488 12,065 -1,245 2,488 1,136: -3,215 -1,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 13.0 18.3 57.6 57.0 84.7 88.3: 15.3 11.7
Old : 100.0: 8.8 13.0 18.3 57.6 57.0 84.7 88.3: 15.3 11.7
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 : 122: 23 27 30 63 65 103 107:
Old : 122: 23 27 30 63 65 103 107:
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 : 18.9 24.6 31.1 34.7 11.1 13.5 17.8 19.1
Old : 18.9 24.6 31.1 34.7 11.1 13.5 17.8 19.1
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, May 17, 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 : 776,911: 32,601 62,253 309,075 353,249 360,123 694,925 731,450: 81,986 45,460
Old : 776,911: 32,601 62,253 309,075 353,249 360,123 694,925 731,450: 81,986 45,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 23,236: -1,432 8,593 7,157 12,773 5,549 18,498 21,298: 4,738 1,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 8.0 39.8 45.5 46.4 89.4 94.1: 10.6 5.9
Old : 100.0: 4.2 8.0 39.8 45.5 46.4 89.4 94.1: 10.6 5.9
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 : 202: 47 62 74 88 80 178 176:
Old : 202: 47 62 74 88 80 178 176:
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 : 22.6 22.3 33.4 34.0 4.3 6.5 6.6 9.7
Old : 22.6 22.3 33.4 34.0 4.3 6.5 6.6 9.7
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, May 17, 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 : 108,014: 8,556 9,380 904 88,828 86,807 98,288 97,091: 9,726 10,923
Old : 108,014: 8,556 9,380 904 88,828 86,807 98,288 97,091: 9,726 10,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 4,552: 0 612 62 3,332 3,272 3,394 3,946: 1,158 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 8.7 0.8 82.2 80.4 91.0 89.9: 9.0 10.1
Old : 100.0: 7.9 8.7 0.8 82.2 80.4 91.0 89.9: 9.0 10.1
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 : 31: 1 2 2 19 24 22 26:
Old : 31: 1 2 2 19 24 22 26:
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 : 68.4 36.7 82.0 56.5 64.1 36.0 71.9 52.3
Old : 68.4 36.7 82.0 56.5 64.1 36.0 71.9 52.3
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, May 17, 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 : 53,934: 9,716 9,554 604 40,661 36,556 50,981 46,714: 2,953 7,220
Old : 53,934: 9,716 9,554 604 40,661 36,556 50,981 46,714: 2,953 7,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 300: 856 120 0 -308 548 548 668: -248 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 17.7 1.1 75.4 67.8 94.5 86.6: 5.5 13.4
Old : 100.0: 18.0 17.7 1.1 75.4 67.8 94.5 86.6: 5.5 13.4
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 : 21: 1 3 1 12 12 14 15:
Old : 21: 1 3 1 12 12 14 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 : 57.7 51.7 83.1 71.9 49.5 50.1 71.7 64.8
Old : 57.7 51.7 83.1 71.9 49.5 50.1 71.7 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 53,690: 2,518 4,809 3,643 42,242 42,570 48,403 51,022: 5,287 2,668
Old : 53,690: 2,518 4,809 3,643 42,242 42,570 48,403 51,022: 5,287 2,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 6,552: 1,035 -254 858 4,719 6,008 6,612 6,612: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 9.0 6.8 78.7 79.3 90.2 95.0: 9.8 5.0
Old : 100.0: 4.7 9.0 6.8 78.7 79.3 90.2 95.0: 9.8 5.0
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 : 22: 1 2 2 18 15 20 18:
Old : 22: 1 2 2 18 15 20 18:
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 : 52.0 47.8 70.3 73.7 27.3 28.8 41.2 42.6
Old : 52.0 47.8 70.3 73.7 27.3 28.8 41.2 42.6
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, May 17, 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 : 59,606: 6,408 13,984 2,747 46,697 38,676 55,852 55,407: 3,754 4,199
Old : 59,606: 6,408 13,984 2,747 46,697 38,676 55,852 55,407: 3,754 4,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 3,666: -366 2,741 350 3,464 535 3,448 3,626: 218 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 23.5 4.6 78.3 64.9 93.7 93.0: 6.3 7.0
Old : 100.0: 10.8 23.5 4.6 78.3 64.9 93.7 93.0: 6.3 7.0
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 : 28: 1 3 3 22 20 25 24:
Old : 28: 1 3 3 22 20 25 24:
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 : 51.6 39.6 72.7 62.8 50.5 34.3 63.2 53.3
Old : 51.6 39.6 72.7 62.8 50.5 34.3 63.2 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 36,041: 2,476 0 246 32,341 33,391 35,063 33,637: 978 2,404
Old : 36,041: 2,476 0 246 32,341 33,391 35,063 33,637: 978 2,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.7 89.7 92.6 97.3 93.3: 2.7 6.7
Old : 100.0: 6.9 0.0 0.7 89.7 92.6 97.3 93.3: 2.7 6.7
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 : 20: 1 0 1 17 17 18 18:
Old : 20: 1 0 1 17 17 18 18:
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 : 54.4 45.3 82.9 73.6 43.0 30.4 56.9 47.4
Old : 54.4 45.3 82.9 73.6 43.0 30.4 56.9 47.4
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, May 17, 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 : 60,503: 0 1,742 3,999 43,750 44,494 47,749 50,235: 12,754 10,268
Old : 60,503: 0 1,742 3,999 43,750 44,494 47,749 50,235: 12,754 10,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,374: 0 -1,290 -358 -2,504 -64 -2,862 -1,712: 1,488 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 6.6 72.3 73.5 78.9 83.0: 21.1 17.0
Old : 100.0: 0.0 2.9 6.6 72.3 73.5 78.9 83.0: 21.1 17.0
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 : 24: 0 1 1 19 20 20 21:
Old : 24: 0 1 1 19 20 20 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 : 34.6 59.0 56.5 71.8 28.3 44.2 42.6 53.0
Old : 34.6 59.0 56.5 71.8 28.3 44.2 42.6 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 74,732: 36,148 24,670 480 32,634 46,530 69,262 71,680: 5,470 3,052
Old : 74,732: 36,148 24,670 480 32,634 46,530 69,262 71,680: 5,470 3,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 722: -60 120 60 420 482 420 662: 302 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 33.0 0.6 43.7 62.3 92.7 95.9: 7.3 4.1
Old : 100.0: 48.4 33.0 0.6 43.7 62.3 92.7 95.9: 7.3 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 : 24: 2 1 1 18 18 20 20:
Old : 24: 2 1 1 18 18 20 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 : 69.5 62.5 83.0 79.7 64.4 62.0 70.9 71.9
Old : 69.5 62.5 83.0 79.7 64.4 62.0 70.9 71.9
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, May 17, 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 : 981,974: 231,571 72,477 162,815 568,352 735,946 962,738 971,238: 19,236 10,736
Old : 981,974: 231,571 72,477 162,815 568,352 735,946 962,738 971,238: 19,236 10,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 6,782: -15,983 2,995 5,108 19,302 215 8,427 8,318: -1,645 -1,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 7.4 16.6 57.9 74.9 98.0 98.9: 2.0 1.1
Old : 100.0: 23.6 7.4 16.6 57.9 74.9 98.0 98.9: 2.0 1.1
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 : 126: 24 9 31 84 79 120 111:
Old : 126: 24 9 31 84 79 120 111:
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 : 29.3 22.7 42.1 38.5 23.7 17.6 31.1 29.1
Old : 29.3 22.7 42.1 38.5 23.7 17.6 31.1 29.1
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, May 17, 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 : 139,803: 21,038 51,791 30,102 87,181 56,284 138,321 138,177: 1,482 1,626
Old : 139,803: 21,038 51,791 30,102 87,181 56,284 138,321 138,177: 1,482 1,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 2,820: -290 466 1,700 3,170 850 4,580 3,016: -1,760 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 37.0 21.5 62.4 40.3 98.9 98.8: 1.1 1.2
Old : 100.0: 15.0 37.0 21.5 62.4 40.3 98.9 98.8: 1.1 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 : 50: 11 9 14 28 27 46 43:
Old : 50: 11 9 14 28 27 46 43:
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 : 29.1 48.5 46.9 67.9 24.9 36.4 36.6 44.6
Old : 29.1 48.5 46.9 67.9 24.9 36.4 36.6 44.6
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, May 17, 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 : 62,357: 16,472 2,297 14,875 30,086 44,944 61,433 62,116: 924 241
Old : 62,357: 16,472 2,297 14,875 30,086 44,944 61,433 62,116: 924 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,248: 918 -826 647 -639 1,285 926 1,107: 322 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 3.7 23.9 48.2 72.1 98.5 99.6: 1.5 0.4
Old : 100.0: 26.4 3.7 23.9 48.2 72.1 98.5 99.6: 1.5 0.4
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 : 42: 3 4 7 33 29 40 36:
Old : 42: 3 4 7 33 29 40 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 : 52.3 39.8 69.5 62.0 37.2 31.6 44.5 44.2
Old : 52.3 39.8 69.5 62.0 37.2 31.6 44.5 44.2
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, May 17, 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 : 21,977: 3,184 809 1,438 17,311 19,177 21,933 21,424: 44 553
Old : 21,977: 3,184 809 1,438 17,311 19,177 21,933 21,424: 44 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -348: 0 78 -44 36 -42 -8 -8: -340 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 3.7 6.5 78.8 87.3 99.8 97.5: 0.2 2.5
Old : 100.0: 14.5 3.7 6.5 78.8 87.3 99.8 97.5: 0.2 2.5
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: 2 2 3 17 18 21 21:
Old : 27: 2 2 3 17 18 21 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 : 62.8 52.7 83.3 72.4 61.8 48.8 71.2 61.1
Old : 62.8 52.7 83.3 72.4 61.8 48.8 71.2 61.1
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, May 17, 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 : 8,935: 172 5,474 856 7,907 2,605 8,935 8,935: 0 0
Old : 8,935: 172 5,474 856 7,907 2,605 8,935 8,935: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 61.3 9.6 88.5 29.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 61.3 9.6 88.5 29.2 100.0 100.0: 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 : 23: 1 3 2 12 9 15 12:
Old : 23: 1 3 2 12 9 15 12:
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 : 64.8 79.9 89.5 96.6 64.7 70.3 83.7 85.6
Old : 64.8 79.9 89.5 96.6 64.7 70.3 83.7 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 9,650: 3,480 2,900 1,700 4,220 4,670 9,400 9,270: 250 380
Old : 9,650: 3,480 2,900 1,700 4,220 4,670 9,400 9,270: 250 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 220: -200 100 0 440 140 240 240: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 30.1 17.6 43.7 48.4 97.4 96.1: 2.6 3.9
Old : 100.0: 36.1 30.1 17.6 43.7 48.4 97.4 96.1: 2.6 3.9
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: 3 2 5 15 15 20 20:
Old : 22: 3 2 5 15 15 20 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 : 61.3 58.7 80.8 80.4 50.4 49.3 61.1 60.9
Old : 61.3 58.7 80.8 80.4 50.4 49.3 61.1 60.9
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, May 17, 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 : 1,200,803: 96,192 66,500 306,273 738,759 749,570 1,141,224 1,122,344: 59,579 78,460
Old : 1,200,803: 96,192 66,500 306,273 738,759 749,570 1,141,224 1,122,344: 59,579 78,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -133,551: -15,655 -3,559 -50,485 -47,919 -61,978 -114,060 -116,022: -19,491 -17,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.5 25.5 61.5 62.4 95.0 93.5: 5.0 6.5
Old : 100.0: 8.0 5.5 25.5 61.5 62.4 95.0 93.5: 5.0 6.5
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 : 266: 68 94 110 85 93 212 244:
Old : 266: 68 94 110 85 93 212 244:
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 : 20.2 18.5 30.4 30.2 9.8 8.5 15.7 13.2
Old : 20.2 18.5 30.4 30.2 9.8 8.5 15.7 13.2
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, May 17, 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 : 13,181: 8,017 3,190 333 2,118 8,806 10,468 12,329: 2,713 852
Old : 13,181: 8,017 3,190 333 2,118 8,806 10,468 12,329: 2,713 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -139: -82 119 77 -9 -383 -14 -187: -125 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 24.2 2.5 16.1 66.8 79.4 93.5: 20.6 6.5
Old : 100.0: 60.8 24.2 2.5 16.1 66.8 79.4 93.5: 20.6 6.5
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 : 116: 60 20 6 13 22 77 47:
Old : 116: 60 20 6 13 22 77 47:
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 : 22.7 44.1 36.4 63.0 22.7 44.1 36.4 63.0
Old : 22.7 44.1 36.4 63.0 22.7 44.1 36.4 63.0
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, May 17, 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 : 8,181: 4,875 1,558 146 1,388 5,553 6,409 7,257: 1,772 924
Old : 8,181: 4,875 1,558 146 1,388 5,553 6,409 7,257: 1,772 924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,314: -1,520 293 141 320 -1,614 -1,059 -1,180: -255 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 19.0 1.8 17.0 67.9 78.3 88.7: 21.7 11.3
Old : 100.0: 59.6 19.0 1.8 17.0 67.9 78.3 88.7: 21.7 11.3
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 : 52: 20 10 3 8 15 30 26:
Old : 52: 20 10 3 8 15 30 26:
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 : 36.2 43.5 54.0 61.2 36.2 43.5 54.0 60.6
Old : 36.2 43.5 54.0 61.2 36.2 43.5 54.0 60.6
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, May 17, 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 : 190,366: 22,815 12,844 39,027 112,793 124,287 174,634 176,157: 15,732 14,209
Old : 190,366: 22,815 12,844 39,027 112,793 124,287 174,634 176,157: 15,732 14,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,008: -7,937 2,458 738 10,465 -2,275 3,265 920: -4,273 -1,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 6.7 20.5 59.3 65.3 91.7 92.5: 8.3 7.5
Old : 100.0: 12.0 6.7 20.5 59.3 65.3 91.7 92.5: 8.3 7.5
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 : 166: 45 31 51 69 80 133 145:
Old : 166: 45 31 51 69 80 133 145:
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 : 28.2 15.1 40.0 26.4 20.6 10.0 29.7 15.1
Old : 28.2 15.1 40.0 26.4 20.6 10.0 29.7 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2005