NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 224,022: 31,076 25,355 49,647 100,121 114,900 180,844 189,901: 43,178 34,121
Old : 224,022: 31,076 25,355 49,647 100,121 114,900 180,844 189,901: 43,178 34,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 3,122: -1,661 -751 2,185 2,894 3,062 3,418 4,496: -297 -1,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 11.3 22.2 44.7 51.3 80.7 84.8: 19.3 15.2
Old : 100.0: 13.9 11.3 22.2 44.7 51.3 80.7 84.8: 19.3 15.2
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 : 130: 32 28 31 58 63 109 105:
Old : 130: 32 28 31 58 63 109 105:
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 : 15.3 20.6 25.6 30.5 11.4 12.3 18.0 17.1
Old : 15.3 20.6 25.6 30.5 11.4 12.3 18.0 17.1
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, June 21, 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 : 812,523: 37,165 73,147 331,894 361,128 372,300 730,187 777,342: 82,336 35,182
Old : 812,523: 37,165 73,147 331,894 361,128 372,300 730,187 777,342: 82,336 35,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 40,284: 10,131 10,738 17,543 16,873 17,456 44,547 45,738: -4,263 -5,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 9.0 40.8 44.4 45.8 89.9 95.7: 10.1 4.3
Old : 100.0: 4.6 9.0 40.8 44.4 45.8 89.9 95.7: 10.1 4.3
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 : 208: 57 55 78 92 87 194 177:
Old : 208: 57 55 78 92 87 194 177:
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 : 19.6 23.0 30.9 35.4 4.3 7.1 6.6 11.7
Old : 19.6 23.0 30.9 35.4 4.3 7.1 6.6 11.7
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, June 21, 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 : 38,940: 11,740 1,545 1,058 23,281 25,518 36,079 28,121: 2,861 10,819
Old : 38,940: 11,740 1,545 1,058 23,281 25,518 36,079 28,121: 2,861 10,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 4,884: -327 -248 546 5,701 3,118 5,920 3,416: -1,036 1,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 4.0 2.7 59.8 65.5 92.7 72.2: 7.3 27.8
Old : 100.0: 30.1 4.0 2.7 59.8 65.5 92.7 72.2: 7.3 27.8
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 : 24: 4 1 1 15 15 19 17:
Old : 24: 4 1 1 15 15 19 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 : 50.1 39.8 73.7 58.1 44.5 32.1 62.2 43.7
Old : 50.1 39.8 73.7 58.1 44.5 32.1 62.2 43.7
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, June 21, 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 : 129,479: 948 17,321 24,437 92,293 81,070 117,678 122,828: 11,801 6,651
Old : 129,479: 948 17,321 24,437 92,293 81,070 117,678 122,828: 11,801 6,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 5,483: -3,622 1,297 5,445 2,128 -328 3,951 6,414: 1,532 -931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 13.4 18.9 71.3 62.6 90.9 94.9: 9.1 5.1
Old : 100.0: 0.7 13.4 18.9 71.3 62.6 90.9 94.9: 9.1 5.1
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 : 33: 1 3 4 23 24 27 28:
Old : 33: 1 3 4 23 24 27 28:
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 : 59.6 41.8 71.2 59.3 48.4 27.9 53.1 42.0
Old : 59.6 41.8 71.2 59.3 48.4 27.9 53.1 42.0
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, June 21, 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 : 54,406: 12,491 7,442 604 37,791 36,662 50,886 44,708: 3,520 9,698
Old : 54,406: 12,491 7,442 604 37,791 36,662 50,886 44,708: 3,520 9,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,644: 1,460 604 -244 674 1,460 1,890 1,820: -246 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.7 1.1 69.5 67.4 93.5 82.2: 6.5 17.8
Old : 100.0: 23.0 13.7 1.1 69.5 67.4 93.5 82.2: 6.5 17.8
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 : 24: 1 4 1 15 14 17 18:
Old : 24: 1 4 1 15 14 17 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 : 59.0 44.1 80.5 64.7 50.2 41.1 70.5 56.3
Old : 59.0 44.1 80.5 64.7 50.2 41.1 70.5 56.3
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, June 21, 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 : 60,671: 0 9,221 5,877 50,414 41,797 56,291 56,895: 4,380 3,776
Old : 60,671: 0 9,221 5,877 50,414 41,797 56,291 56,895: 4,380 3,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -1,156: 0 224 0 -420 -462 -420 -238: -736 -918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.2 9.7 83.1 68.9 92.8 93.8: 7.2 6.2
Old : 100.0: 0.0 15.2 9.7 83.1 68.9 92.8 93.8: 7.2 6.2
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 : 23: 0 3 3 18 15 21 18:
Old : 23: 0 3 3 18 15 21 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 : 49.3 43.7 68.0 69.6 25.1 27.3 38.3 42.3
Old : 49.3 43.7 68.0 69.6 25.1 27.3 38.3 42.3
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, June 21, 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 : 59,522: 2,074 14,835 7,259 45,574 31,094 54,907 53,188: 4,615 6,334
Old : 59,522: 2,074 14,835 7,259 45,574 31,094 54,907 53,188: 4,615 6,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -881: -2,220 1,226 1,075 1,424 -3,608 279 -1,307: -1,160 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 24.9 12.2 76.6 52.2 92.2 89.4: 7.8 10.6
Old : 100.0: 3.5 24.9 12.2 76.6 52.2 92.2 89.4: 7.8 10.6
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: 1 4 5 22 18 27 23:
Old : 30: 1 4 5 22 18 27 23:
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 : 39.4 38.3 62.5 60.7 35.6 31.1 51.9 49.3
Old : 39.4 38.3 62.5 60.7 35.6 31.1 51.9 49.3
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, June 21, 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 : 42,367: 4,793 0 433 36,205 40,044 41,431 40,477: 936 1,890
Old : 42,367: 4,793 0 433 36,205 40,044 41,431 40,477: 936 1,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,337: 3,476 0 -434 -1,581 2,073 1,461 1,639: -124 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.0 1.0 85.5 94.5 97.8 95.5: 2.2 4.5
Old : 100.0: 11.3 0.0 1.0 85.5 94.5 97.8 95.5: 2.2 4.5
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 : 23: 1 0 1 18 19 19 20:
Old : 23: 1 0 1 18 19 19 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 : 59.8 40.0 84.4 67.7 58.5 32.2 65.6 52.5
Old : 59.8 40.0 84.4 67.7 58.5 32.2 65.6 52.5
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, June 21, 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 : 64,685: 0 4,902 4,146 53,560 49,230 57,706 58,278: 6,979 6,407
Old : 64,685: 0 4,902 4,146 53,560 49,230 57,706 58,278: 6,979 6,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -663: 0 -2,313 588 -1,605 1,277 -1,017 -448: 354 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 6.4 82.8 76.1 89.2 90.1: 10.8 9.9
Old : 100.0: 0.0 7.6 6.4 82.8 76.1 89.2 90.1: 10.8 9.9
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 : 28: 0 2 2 24 20 26 22:
Old : 28: 0 2 2 24 20 26 22:
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 : 36.3 56.8 55.6 71.8 30.3 47.2 45.4 58.1
Old : 36.3 56.8 55.6 71.8 30.3 47.2 45.4 58.1
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, June 21, 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 : 85,052: 39,322 32,316 2,104 37,480 45,743 78,906 80,163: 6,146 4,889
Old : 85,052: 39,322 32,316 2,104 37,480 45,743 78,906 80,163: 6,146 4,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 8,226: 4,506 6,042 0 5,118 2,922 9,624 8,964: -1,398 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 38.0 2.5 44.1 53.8 92.8 94.3: 7.2 5.7
Old : 100.0: 46.2 38.0 2.5 44.1 53.8 92.8 94.3: 7.2 5.7
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 : 25: 3 1 1 18 19 21 21:
Old : 25: 3 1 1 18 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 : 63.7 62.5 79.8 77.8 61.0 59.6 68.7 67.8
Old : 63.7 62.5 79.8 77.8 61.0 59.6 68.7 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 34,973: 2,405 2,818 2,830 24,237 20,960 29,472 26,608: 5,501 8,365
Old : 34,973: 2,405 2,818 2,830 24,237 20,960 29,472 26,608: 5,501 8,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 8.1 8.1 69.3 59.9 84.3 76.1: 15.7 23.9
Old : 100.0: 6.9 8.1 8.1 69.3 59.9 84.3 76.1: 15.7 23.9
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 : 20: 2 1 3 14 15 17 18:
Old : 20: 2 1 3 14 15 17 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 : 45.5 40.5 70.7 61.2 42.4 32.8 52.3 42.8
Old : 45.5 40.5 70.7 61.2 42.4 32.8 52.3 42.8
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, June 21, 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 : 1,068,839: 268,352 43,308 194,088 586,568 821,637 1,049,008 1,059,033: 19,831 9,806
Old : 1,068,839: 268,352 43,308 194,088 586,568 821,637 1,049,008 1,059,033: 19,831 9,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 28,253: 16,251 3,235 -1,167 9,605 28,941 24,689 31,009: 3,564 -2,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 4.1 18.2 54.9 76.9 98.1 99.1: 1.9 0.9
Old : 100.0: 25.1 4.1 18.2 54.9 76.9 98.1 99.1: 1.9 0.9
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 : 135: 28 12 32 86 82 126 117:
Old : 135: 28 12 32 86 82 126 117:
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 : 26.7 23.4 41.2 39.2 21.8 18.7 31.5 28.7
Old : 26.7 23.4 41.2 39.2 21.8 18.7 31.5 28.7
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, June 21, 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 : 182,389: 35,722 54,510 46,814 99,259 79,284 181,795 180,608: 594 1,781
Old : 182,389: 35,722 54,510 46,814 99,259 79,284 181,795 180,608: 594 1,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 21,941: -2,764 971 12,330 13,138 9,191 22,704 22,492: -763 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 29.9 25.7 54.4 43.5 99.7 99.0: 0.3 1.0
Old : 100.0: 19.6 29.9 25.7 54.4 43.5 99.7 99.0: 0.3 1.0
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 : 50: 13 6 17 29 28 48 46:
Old : 50: 13 6 17 29 28 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 : 40.0 49.6 56.5 69.5 19.7 32.9 29.2 39.5
Old : 40.0 49.6 56.5 69.5 19.7 32.9 29.2 39.5
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, June 21, 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 : 72,524: 17,437 7,249 16,494 38,241 48,517 72,172 72,260: 352 264
Old : 72,524: 17,437 7,249 16,494 38,241 48,517 72,172 72,260: 352 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 6,970: 2,232 1,188 2,648 2,162 3,116 7,042 6,952: -72 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 10.0 22.7 52.7 66.9 99.5 99.6: 0.5 0.4
Old : 100.0: 24.0 10.0 22.7 52.7 66.9 99.5 99.6: 0.5 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 : 51: 5 5 6 38 36 47 43:
Old : 51: 5 5 6 38 36 47 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 : 51.4 42.8 64.7 62.7 32.0 29.3 38.5 39.7
Old : 51.4 42.8 64.7 62.7 32.0 29.3 38.5 39.7
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, June 21, 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 : 24,358: 3,439 327 4,374 16,545 19,148 24,358 23,849: 0 509
Old : 24,358: 3,439 327 4,374 16,545 19,148 24,358 23,849: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 697: -550 126 978 409 -365 837 739: -140 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 1.3 18.0 67.9 78.6 100.0 97.9: 0.0 2.1
Old : 100.0: 14.1 1.3 18.0 67.9 78.6 100.0 97.9: 0.0 2.1
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 : 30: 4 1 4 19 22 24 26:
Old : 30: 4 1 4 19 22 24 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 : 60.2 44.4 82.3 67.9 50.1 40.2 58.4 52.1
Old : 60.2 44.4 82.3 67.9 50.1 40.2 58.4 52.1
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, June 21, 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 : 9,378: 174 3,782 1,159 7,881 4,273 9,214 9,214: 164 164
Old : 9,378: 174 3,782 1,159 7,881 4,273 9,214 9,214: 164 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 378: -86 -344 344 168 340 426 340: -48 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 40.3 12.4 84.0 45.6 98.3 98.3: 1.7 1.7
Old : 100.0: 1.9 40.3 12.4 84.0 45.6 98.3 98.3: 1.7 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 : 26: 1 3 3 14 13 18 16:
Old : 26: 1 3 3 14 13 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 : 56.6 61.3 79.1 84.1 55.9 48.9 68.5 68.6
Old : 56.6 61.3 79.1 84.1 55.9 48.9 68.5 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 9,186: 714 1,191 804 7,517 6,933 9,035 8,928: 151 258
Old : 9,186: 714 1,191 804 7,517 6,933 9,035 8,928: 151 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 172: -344 -86 258 258 0 172 172: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 13.0 8.8 81.8 75.5 98.4 97.2: 1.6 2.8
Old : 100.0: 7.8 13.0 8.8 81.8 75.5 98.4 97.2: 1.6 2.8
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 : 20: 2 2 3 13 9 16 13:
Old : 20: 2 2 3 13 9 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 : 71.8 70.3 89.0 93.4 61.7 59.8 69.1 69.9
Old : 71.8 70.3 89.0 93.4 61.7 59.8 69.1 69.9
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, June 21, 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 : 11,990: 2,860 1,860 2,980 5,930 6,530 11,770 11,370: 220 620
Old : 11,990: 2,860 1,860 2,980 5,930 6,530 11,770 11,370: 220 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,150: -300 -340 560 1,070 880 1,330 1,100: -180 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 15.5 24.9 49.5 54.5 98.2 94.8: 1.8 5.2
Old : 100.0: 23.9 15.5 24.9 49.5 54.5 98.2 94.8: 1.8 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 : 25: 4 2 5 16 17 22 22:
Old : 25: 4 2 5 16 17 22 22:
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 : 51.4 61.4 75.3 77.6 37.4 44.9 52.6 52.0
Old : 51.4 61.4 75.3 77.6 37.4 44.9 52.6 52.0
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, June 21, 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 : 14,230: 4,710 360 1,570 7,570 11,640 13,850 13,570: 380 660
Old : 14,230: 4,710 360 1,570 7,570 11,640 13,850 13,570: 380 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,500: 1,620 80 360 -400 720 1,580 1,160: -80 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 2.5 11.0 53.2 81.8 97.3 95.4: 2.7 4.6
Old : 100.0: 33.1 2.5 11.0 53.2 81.8 97.3 95.4: 2.7 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 : 26: 3 2 3 18 18 21 23:
Old : 26: 3 2 3 18 18 21 23:
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 : 58.3 55.9 78.5 78.4 48.8 44.1 57.8 58.5
Old : 58.3 55.9 78.5 78.4 48.8 44.1 57.8 58.5
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, June 21, 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 : 1,233,084: 119,813 65,518 302,556 746,143 782,757 1,168,512 1,150,832: 64,572 82,252
Old : 1,233,084: 119,813 65,518 302,556 746,143 782,757 1,168,512 1,150,832: 64,572 82,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -49,806: 12,415 7,352 -22,623 -36,871 -30,859 -47,080 -46,130: -2,726 -3,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 5.3 24.5 60.5 63.5 94.8 93.3: 5.2 6.7
Old : 100.0: 9.7 5.3 24.5 60.5 63.5 94.8 93.3: 5.2 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 : 276: 73 94 104 84 96 220 241:
Old : 276: 73 94 104 84 96 220 241:
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 : 20.6 17.4 31.6 30.5 11.1 9.3 16.5 14.4
Old : 20.6 17.4 31.6 30.5 11.1 9.3 16.5 14.4
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, June 21, 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 : 13,773: 8,100 5,112 412 2,543 7,672 11,055 13,196: 2,718 577
Old : 13,773: 8,100 5,112 412 2,543 7,672 11,055 13,196: 2,718 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 504: 99 -84 48 502 786 649 750: -145 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 37.1 3.0 18.5 55.7 80.3 95.8: 19.7 4.2
Old : 100.0: 58.8 37.1 3.0 18.5 55.7 80.3 95.8: 19.7 4.2
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 : 115: 58 20 5 14 24 76 48:
Old : 115: 58 20 5 14 24 76 48:
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 : 24.0 44.3 38.7 60.8 24.0 44.2 38.1 60.8
Old : 24.0 44.3 38.7 60.8 24.0 44.2 38.1 60.8
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, June 21, 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 : 11,684: 7,796 800 15 722 8,552 8,533 9,367: 3,151 2,317
Old : 11,684: 7,796 800 15 722 8,552 8,533 9,367: 3,151 2,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 2,290: 1,326 5 -84 -227 1,168 1,015 1,089: 1,275 1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 6.8 0.1 6.2 73.2 73.0 80.2: 27.0 19.8
Old : 100.0: 66.7 6.8 0.1 6.2 73.2 73.0 80.2: 27.0 19.8
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 : 54: 28 6 2 5 18 33 26:
Old : 54: 28 6 2 5 18 33 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 : 34.7 45.9 48.1 63.2 34.7 45.5 48.1 62.8
Old : 34.7 45.9 48.1 63.2 34.7 45.5 48.1 62.8
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, June 21, 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 : 185,840: 37,200 7,284 28,053 99,887 135,042 165,141 170,379: 20,699 15,462
Old : 185,840: 37,200 7,284 28,053 99,887 135,042 165,141 170,379: 20,699 15,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 6,137: 7,980 -29 1,209 -536 6,521 8,652 7,701: -2,515 -1,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 3.9 15.1 53.7 72.7 88.9 91.7: 11.1 8.3
Old : 100.0: 20.0 3.9 15.1 53.7 72.7 88.9 91.7: 11.1 8.3
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 : 164: 53 23 34 75 77 144 119:
Old : 164: 53 23 34 75 77 144 119:
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 : 23.4 17.9 35.8 30.8 17.0 11.9 26.0 20.2
Old : 23.4 17.9 35.8 30.8 17.0 11.9 26.0 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2005