NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 212,409: 18,752 23,950 39,825 121,991 121,369 180,568 185,144: 31,841 27,265
Old : 212,409: 18,752 23,950 39,825 121,991 121,369 180,568 185,144: 31,841 27,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 7,013: 621 -2,726 2,251 3,708 4,229 6,580 3,754: 432 3,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 11.3 18.7 57.4 57.1 85.0 87.2: 15.0 12.8
Old : 100.0: 8.8 11.3 18.7 57.4 57.1 85.0 87.2: 15.0 12.8
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 : 119: 24 23 28 63 65 102 103:
Old : 119: 24 23 28 63 65 102 103:
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 : 19.9 24.6 32.1 34.1 11.2 12.9 18.9 18.0
Old : 19.9 24.6 32.1 34.1 11.2 12.9 18.9 18.0
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 24, 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 : 779,703: 33,185 70,464 314,290 349,808 353,409 697,284 738,163: 82,419 41,541
Old : 779,703: 33,185 70,464 314,290 349,808 353,409 697,284 738,163: 82,419 41,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 2,793: 584 8,211 5,215 -3,440 -6,714 2,359 6,712: 434 -3,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.0 40.3 44.9 45.3 89.4 94.7: 10.6 5.3
Old : 100.0: 4.3 9.0 40.3 44.9 45.3 89.4 94.7: 10.6 5.3
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 : 211: 45 68 76 90 83 178 190:
Old : 211: 45 68 76 90 83 178 190:
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 : 21.5 21.4 32.3 33.2 4.3 6.9 6.6 10.0
Old : 21.5 21.4 32.3 33.2 4.3 6.9 6.6 10.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 34,268: 6,025 3,118 1,791 22,265 19,890 30,081 24,799: 4,187 9,469
Old : 34,268: 6,025 3,118 1,791 22,265 19,890 30,081 24,799: 4,187 9,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 9.1 5.2 65.0 58.0 87.8 72.4: 12.2 27.6
Old : 100.0: 17.6 9.1 5.2 65.0 58.0 87.8 72.4: 12.2 27.6
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 : 22: 2 1 3 15 14 18 17:
Old : 22: 2 1 3 15 14 18 17:
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 : 46.5 36.0 72.3 54.5 43.6 29.0 59.2 41.9
Old : 46.5 36.0 72.3 54.5 43.6 29.0 59.2 41.9
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 24, 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 : 112,238: 8,556 14,688 1,268 93,054 88,215 102,878 104,171: 9,360 8,067
Old : 112,238: 8,556 14,688 1,268 93,054 88,215 102,878 104,171: 9,360 8,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 4,224: 0 5,308 364 4,226 1,408 4,590 7,080: -366 -2,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 13.1 1.1 82.9 78.6 91.7 92.8: 8.3 7.2
Old : 100.0: 7.6 13.1 1.1 82.9 78.6 91.7 92.8: 8.3 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 : 31: 1 2 2 20 25 23 27:
Old : 31: 1 2 2 20 25 23 27:
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 : 67.5 39.8 80.6 59.3 63.6 38.8 70.2 55.1
Old : 67.5 39.8 80.6 59.3 63.6 38.8 70.2 55.1
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 24, 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 : 55,398: 9,716 9,310 848 40,661 35,770 51,225 45,928: 4,173 9,470
Old : 55,398: 9,716 9,310 848 40,661 35,770 51,225 45,928: 4,173 9,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,464: 0 -244 244 0 -786 244 -786: 1,220 2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 16.8 1.5 73.4 64.6 92.5 82.9: 7.5 17.1
Old : 100.0: 17.5 16.8 1.5 73.4 64.6 92.5 82.9: 7.5 17.1
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 : 20: 1 3 2 12 11 15 14:
Old : 20: 1 3 2 12 11 15 14:
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 : 56.1 50.9 80.9 70.5 48.1 49.4 69.8 63.2
Old : 56.1 50.9 80.9 70.5 48.1 49.4 69.8 63.2
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 24, 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 : 55,080: 2,150 5,513 3,397 43,914 43,442 49,461 52,352: 5,619 2,728
Old : 55,080: 2,150 5,513 3,397 43,914 43,442 49,461 52,352: 5,619 2,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,390: -368 704 -246 1,672 872 1,058 1,330: 332 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 10.0 6.2 79.7 78.9 89.8 95.0: 10.2 5.0
Old : 100.0: 3.9 10.0 6.2 79.7 78.9 89.8 95.0: 10.2 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 16 15 18 18:
Old : 22: 1 2 2 16 15 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 : 52.0 48.8 70.5 73.9 28.3 30.9 42.0 44.0
Old : 52.0 48.8 70.5 73.9 28.3 30.9 42.0 44.0
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 24, 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 : 61,906: 6,218 17,283 3,959 48,099 35,972 58,276 57,214: 3,630 4,692
Old : 61,906: 6,218 17,283 3,959 48,099 35,972 58,276 57,214: 3,630 4,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 2,300: -190 3,299 1,212 1,402 -2,704 2,424 1,807: -124 493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 27.9 6.4 77.7 58.1 94.1 92.4: 5.9 7.6
Old : 100.0: 10.0 27.9 6.4 77.7 58.1 94.1 92.4: 5.9 7.6
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 : 30: 2 3 4 23 21 27 26:
Old : 30: 2 3 4 23 21 27 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 : 48.5 42.2 69.7 61.7 45.2 37.2 59.7 52.9
Old : 48.5 42.2 69.7 61.7 45.2 37.2 59.7 52.9
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 24, 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 : 38,579: 2,928 0 496 34,115 35,199 37,539 35,695: 1,040 2,884
Old : 38,579: 2,928 0 496 34,115 35,199 37,539 35,695: 1,040 2,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 2,538: 452 0 250 1,774 1,808 2,476 2,058: 62 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.0 1.3 88.4 91.2 97.3 92.5: 2.7 7.5
Old : 100.0: 7.6 0.0 1.3 88.4 91.2 97.3 92.5: 2.7 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 : 20: 1 0 1 18 18 19 19:
Old : 20: 1 0 1 18 18 19 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 : 54.2 43.4 83.5 73.4 43.3 32.4 57.5 48.0
Old : 54.2 43.4 83.5 73.4 43.3 32.4 57.5 48.0
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 24, 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 : 62,604: 0 5,285 2,910 46,852 45,472 49,762 53,667: 12,842 8,937
Old : 62,604: 0 5,285 2,910 46,852 45,472 49,762 53,667: 12,842 8,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 2,101: 0 3,543 -1,089 3,102 978 2,013 3,432: 88 -1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 4.6 74.8 72.6 79.5 85.7: 20.5 14.3
Old : 100.0: 0.0 8.4 4.6 74.8 72.6 79.5 85.7: 20.5 14.3
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 : 24: 0 2 2 19 19 21 21:
Old : 24: 0 2 2 19 19 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 : 34.9 57.6 54.8 71.5 29.0 45.1 44.7 55.1
Old : 34.9 57.6 54.8 71.5 29.0 45.1 44.7 55.1
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 24, 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 : 75,756: 35,296 25,454 1,332 32,690 45,376 69,318 72,162: 6,438 3,594
Old : 75,756: 35,296 25,454 1,332 32,690 45,376 69,318 72,162: 6,438 3,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,024: -852 784 852 56 -1,154 56 482: 968 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 33.6 1.8 43.2 59.9 91.5 95.3: 8.5 4.7
Old : 100.0: 46.6 33.6 1.8 43.2 59.9 91.5 95.3: 8.5 4.7
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 : 23: 2 1 1 17 17 19 19:
Old : 23: 2 1 1 17 17 19 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 : 68.6 60.0 81.9 77.4 62.4 59.5 66.8 68.3
Old : 68.6 60.0 81.9 77.4 62.4 59.5 66.8 68.3
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 24, 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 : 1,007,210: 209,899 70,116 179,142 600,261 747,017 989,302 996,275: 17,908 10,935
Old : 1,007,210: 209,899 70,116 179,142 600,261 747,017 989,302 996,275: 17,908 10,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 25,236: -21,672 -2,361 16,327 31,909 11,071 26,564 25,037: -1,328 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 7.0 17.8 59.6 74.2 98.2 98.9: 1.8 1.1
Old : 100.0: 20.8 7.0 17.8 59.6 74.2 98.2 98.9: 1.8 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 : 131: 21 10 30 90 84 124 115:
Old : 131: 21 10 30 90 84 124 115:
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 : 27.2 21.9 40.1 38.4 22.2 17.1 29.7 27.7
Old : 27.2 21.9 40.1 38.4 22.2 17.1 29.7 27.7
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 24, 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 : 154,402: 26,336 57,675 36,285 90,515 59,538 153,136 153,498: 1,266 904
Old : 154,402: 26,336 57,675 36,285 90,515 59,538 153,136 153,498: 1,266 904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 14,599: 5,298 5,884 6,183 3,334 3,254 14,815 15,321: -216 -722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 37.4 23.5 58.6 38.6 99.2 99.4: 0.8 0.6
Old : 100.0: 17.1 37.4 23.5 58.6 38.6 99.2 99.4: 0.8 0.6
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 : 52: 11 9 14 30 30 48 46:
Old : 52: 11 9 14 30 30 48 46:
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 : 27.3 45.4 45.3 67.3 17.7 34.5 30.2 41.9
Old : 27.3 45.4 45.3 67.3 17.7 34.5 30.2 41.9
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 24, 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 : 63,032: 15,845 1,607 15,458 31,362 45,546 62,666 62,612: 366 420
Old : 63,032: 15,845 1,607 15,458 31,362 45,546 62,666 62,612: 366 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 674: -627 -689 583 1,276 602 1,233 495: -558 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.6 24.5 49.8 72.3 99.4 99.3: 0.6 0.7
Old : 100.0: 25.1 2.6 24.5 49.8 72.3 99.4 99.3: 0.6 0.7
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 : 46: 3 7 8 34 32 42 42:
Old : 46: 3 7 8 34 32 42 42:
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 : 50.9 40.4 69.1 62.6 36.0 31.8 42.8 42.7
Old : 50.9 40.4 69.1 62.6 36.0 31.8 42.8 42.7
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 24, 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 : 22,524: 3,766 881 1,488 17,226 19,602 22,480 21,971: 44 553
Old : 22,524: 3,766 881 1,488 17,226 19,602 22,480 21,971: 44 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 547: 582 72 50 -85 425 547 547: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 3.9 6.6 76.5 87.0 99.8 97.5: 0.2 2.5
Old : 100.0: 16.7 3.9 6.6 76.5 87.0 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 : 28: 3 1 3 18 18 22 21:
Old : 28: 3 1 3 18 18 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 : 63.3 51.2 83.1 71.0 62.4 47.6 71.0 60.9
Old : 63.3 51.2 83.1 71.0 62.4 47.6 71.0 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, May 24, 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 : 8,979: 172 5,302 856 7,951 2,821 8,979 8,979: 0 0
Old : 8,979: 172 5,302 856 7,951 2,821 8,979 8,979: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 44: 0 -172 0 44 216 44 44: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 59.0 9.5 88.6 31.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 59.0 9.5 88.6 31.4 100.0 100.0: 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 : 24: 1 3 2 13 10 16 13:
Old : 24: 1 3 2 13 10 16 13:
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 : 64.4 77.6 89.1 94.7 64.4 68.0 82.4 83.8
Old : 64.4 77.6 89.1 94.7 64.4 68.0 82.4 83.8
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 24, 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: 3,420 2,900 1,820 4,220 4,610 9,460 9,330: 190 320
Old : 9,650: 3,420 2,900 1,820 4,220 4,610 9,460 9,330: 190 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 0: -60 0 120 0 -60 60 60: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 30.1 18.9 43.7 47.8 98.0 96.7: 2.0 3.3
Old : 100.0: 35.4 30.1 18.9 43.7 47.8 98.0 96.7: 2.0 3.3
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 : 23: 3 3 5 15 15 20 21:
Old : 23: 3 3 5 15 15 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 : 61.1 57.8 80.6 80.0 48.9 48.3 59.1 59.1
Old : 61.1 57.8 80.6 80.0 48.9 48.3 59.1 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 10,190: 1,650 440 1,810 6,290 7,080 9,750 9,330: 440 860
Old : 10,190: 1,650 440 1,810 6,290 7,080 9,750 9,330: 440 860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 4.3 17.8 61.7 69.5 95.7 91.6: 4.3 8.4
Old : 100.0: 16.2 4.3 17.8 61.7 69.5 95.7 91.6: 4.3 8.4
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 : 20: 2 2 3 15 12 18 16:
Old : 20: 2 2 3 15 12 18 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 : 51.0 55.1 73.1 74.7 28.9 39.1 43.0 43.0
Old : 51.0 55.1 73.1 74.7 28.9 39.1 43.0 43.0
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 24, 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 : 1,194,576: 88,063 67,725 299,874 746,000 749,790 1,133,936 1,117,388: 60,639 77,187
Old : 1,194,576: 88,063 67,725 299,874 746,000 749,790 1,133,936 1,117,388: 60,639 77,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -6,228: -8,129 1,225 -6,399 7,240 219 -7,288 -4,956: 1,060 -1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.7 25.1 62.4 62.8 94.9 93.5: 5.1 6.5
Old : 100.0: 7.4 5.7 25.1 62.4 62.8 94.9 93.5: 5.1 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 : 260: 66 86 107 84 94 205 240:
Old : 260: 66 86 107 84 94 205 240:
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 : 21.6 18.7 32.0 31.8 10.9 9.3 16.5 14.1
Old : 21.6 18.7 32.0 31.8 10.9 9.3 16.5 14.1
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 24, 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 : 13,679: 8,094 3,622 589 2,192 8,637 10,875 12,848: 2,804 831
Old : 13,679: 8,094 3,622 589 2,192 8,637 10,875 12,848: 2,804 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 498: 77 432 256 74 -169 407 519: 91 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 26.5 4.3 16.0 63.1 79.5 93.9: 20.5 6.1
Old : 100.0: 59.2 26.5 4.3 16.0 63.1 79.5 93.9: 20.5 6.1
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 : 116: 57 23 7 14 19 77 47:
Old : 116: 57 23 7 14 19 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 : 22.0 43.0 35.5 61.4 22.0 43.0 35.5 61.4
Old : 22.0 43.0 35.5 61.4 22.0 43.0 35.5 61.4
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 24, 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 : 7,751: 4,593 1,160 115 1,355 5,579 6,063 6,854: 1,688 897
Old : 7,751: 4,593 1,160 115 1,355 5,579 6,063 6,854: 1,688 897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -430: -282 -398 -31 -33 26 -346 -403: -83 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 15.0 1.5 17.5 72.0 78.2 88.4: 21.8 11.6
Old : 100.0: 59.3 15.0 1.5 17.5 72.0 78.2 88.4: 21.8 11.6
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 : 52: 21 9 2 7 16 29 26:
Old : 52: 21 9 2 7 16 29 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 : 38.3 44.0 54.9 61.6 38.3 44.0 53.9 61.6
Old : 38.3 44.0 54.9 61.6 38.3 44.0 53.9 61.6
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 24, 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 : 185,745: 22,197 10,486 39,998 108,166 121,368 170,361 171,852: 15,384 13,893
Old : 185,745: 22,197 10,486 39,998 108,166 121,368 170,361 171,852: 15,384 13,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -4,621: -618 -2,358 971 -4,626 -2,919 -4,273 -4,305: -347 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 5.6 21.5 58.2 65.3 91.7 92.5: 8.3 7.5
Old : 100.0: 12.0 5.6 21.5 58.2 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 : 161: 41 32 45 66 80 129 137:
Old : 161: 41 32 45 66 80 129 137:
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 : 28.0 14.9 39.6 25.3 22.1 9.6 29.8 15.6
Old : 28.0 14.9 39.6 25.3 22.1 9.6 29.8 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2005