NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 226,582: 35,865 26,751 49,171 96,213 116,423 181,249 192,345: 45,333 34,237
Old : 226,582: 35,865 26,751 49,171 96,213 116,423 181,249 192,345: 45,333 34,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -424: 4,802 1,951 2,402 -7,210 -3,903 -6 450: -418 -875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 11.8 21.7 42.5 51.4 80.0 84.9: 20.0 15.1
Old : 100.0: 15.8 11.8 21.7 42.5 51.4 80.0 84.9: 20.0 15.1
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 : 137: 40 30 38 54 58 117 105:
Old : 137: 40 30 38 54 58 117 105:
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 19.7 25.0 29.9 11.2 10.8 17.8 16.8
Old : 15.3 19.7 25.0 29.9 11.2 10.8 17.8 16.8
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, July 5, 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 : 770,089: 33,359 70,892 314,007 343,374 348,923 690,740 733,822: 79,349 36,267
Old : 770,089: 33,359 70,892 314,007 343,374 348,923 690,740 733,822: 79,349 36,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 16,961: -1,981 4,372 13,403 5,983 -1,109 17,406 16,667: -445 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.2 40.8 44.6 45.3 89.7 95.3: 10.3 4.7
Old : 100.0: 4.3 9.2 40.8 44.6 45.3 89.7 95.3: 10.3 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 : 209: 58 51 70 97 86 191 171:
Old : 209: 58 51 70 97 86 191 171:
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 : 20.0 22.9 31.7 36.4 4.2 7.7 6.5 11.6
Old : 20.0 22.9 31.7 36.4 4.2 7.7 6.5 11.6
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, July 5, 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 : 38,090: 12,522 1,142 797 20,277 24,958 33,596 26,897: 4,494 11,193
Old : 38,090: 12,522 1,142 797 20,277 24,958 33,596 26,897: 4,494 11,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -2,774: 1,098 -589 -611 -4,353 -2,356 -3,866 -3,556: 1,092 782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 3.0 2.1 53.2 65.5 88.2 70.6: 11.8 29.4
Old : 100.0: 32.9 3.0 2.1 53.2 65.5 88.2 70.6: 11.8 29.4
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 : 22: 4 1 2 14 13 18 16:
Old : 22: 4 1 2 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 : 55.2 40.6 76.4 56.6 48.8 37.6 66.4 50.6
Old : 55.2 40.6 76.4 56.6 48.8 37.6 66.4 50.6
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, July 5, 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 : 128,375: 724 17,059 28,229 89,126 76,108 118,079 121,396: 10,296 6,979
Old : 128,375: 724 17,059 28,229 89,126 76,108 118,079 121,396: 10,296 6,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -4,267: -62 510 604 -4,477 -5,984 -3,935 -4,870: -332 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 13.3 22.0 69.4 59.3 92.0 94.6: 8.0 5.4
Old : 100.0: 0.6 13.3 22.0 69.4 59.3 92.0 94.6: 8.0 5.4
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 : 34: 1 4 4 23 24 28 28:
Old : 34: 1 4 4 23 24 28 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 : 61.2 42.6 72.8 62.1 46.9 27.3 51.8 41.3
Old : 61.2 42.6 72.8 62.1 46.9 27.3 51.8 41.3
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, July 5, 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 : 63,128: 19,937 10,894 2,684 36,929 40,381 59,550 53,959: 3,578 9,169
Old : 63,128: 19,937 10,894 2,684 36,929 40,381 59,550 53,959: 3,578 9,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -4,596: 1,922 1,228 -1,860 -4,832 -2,945 -4,770 -3,577: 174 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 17.3 4.3 58.5 64.0 94.3 85.5: 5.7 14.5
Old : 100.0: 31.6 17.3 4.3 58.5 64.0 94.3 85.5: 5.7 14.5
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: 2 3 1 15 13 17 17:
Old : 23: 2 3 1 15 13 17 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 : 60.8 49.1 83.5 69.9 53.4 38.2 68.5 56.6
Old : 60.8 49.1 83.5 69.9 53.4 38.2 68.5 56.6
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, July 5, 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 : 56,714: 0 7,807 5,499 47,578 41,430 53,077 54,736: 3,637 1,978
Old : 56,714: 0 7,807 5,499 47,578 41,430 53,077 54,736: 3,637 1,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -3,780: 0 -394 -502 -2,468 -1,050 -2,970 -1,946: -810 -1,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.8 9.7 83.9 73.1 93.6 96.5: 6.4 3.5
Old : 100.0: 0.0 13.8 9.7 83.9 73.1 93.6 96.5: 6.4 3.5
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 : 24: 0 4 3 18 16 21 20:
Old : 24: 0 4 3 18 16 21 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 : 51.7 44.2 71.7 66.4 27.8 26.7 39.2 39.9
Old : 51.7 44.2 71.7 66.4 27.8 26.7 39.2 39.9
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, July 5, 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 : 56,501: 2,727 15,222 5,209 43,293 28,761 51,229 49,192: 5,272 7,309
Old : 56,501: 2,727 15,222 5,209 43,293 28,761 51,229 49,192: 5,272 7,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -5,771: 235 -446 -2,827 -3,356 -5,330 -5,948 -8,603: 177 2,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 26.9 9.2 76.6 50.9 90.7 87.1: 9.3 12.9
Old : 100.0: 4.8 26.9 9.2 76.6 50.9 90.7 87.1: 9.3 12.9
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: 2 3 4 20 17 24 22:
Old : 28: 2 3 4 20 17 24 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 : 37.2 37.3 62.0 59.5 30.5 33.7 46.1 49.2
Old : 37.2 37.3 62.0 59.5 30.5 33.7 46.1 49.2
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, July 5, 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 : 40,689: 2,383 0 677 36,817 37,914 39,877 38,591: 812 2,098
Old : 40,689: 2,383 0 677 36,817 37,914 39,877 38,591: 812 2,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,604: -1,122 0 52 -100 -1,566 -1,170 -1,514: -434 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 1.7 90.5 93.2 98.0 94.8: 2.0 5.2
Old : 100.0: 5.9 0.0 1.7 90.5 93.2 98.0 94.8: 2.0 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 : 22: 1 0 1 17 18 18 19:
Old : 22: 1 0 1 17 18 18 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 : 58.0 42.8 83.5 68.4 57.4 34.4 65.0 53.0
Old : 58.0 42.8 83.5 68.4 57.4 34.4 65.0 53.0
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, July 5, 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 : 64,435: 0 7,906 4,501 50,987 47,158 55,488 59,565: 8,947 4,870
Old : 64,435: 0 7,906 4,501 50,987 47,158 55,488 59,565: 8,947 4,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,901: 0 938 -124 -2,658 -2,006 -2,782 -1,192: 881 -709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.3 7.0 79.1 73.2 86.1 92.4: 13.9 7.6
Old : 100.0: 0.0 12.3 7.0 79.1 73.2 86.1 92.4: 13.9 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 : 27: 0 2 2 22 19 24 21:
Old : 27: 0 2 2 22 19 24 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 : 35.5 59.0 55.1 77.2 30.5 48.2 44.9 63.1
Old : 35.5 59.0 55.1 77.2 30.5 48.2 44.9 63.1
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, July 5, 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 : 85,075: 42,318 35,105 2,644 34,708 42,963 79,670 80,712: 5,405 4,363
Old : 85,075: 42,318 35,105 2,644 34,708 42,963 79,670 80,712: 5,405 4,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -5,715: 274 -67 -678 -5,546 -4,670 -5,950 -5,415: 235 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 41.3 3.1 40.8 50.5 93.6 94.9: 6.4 5.1
Old : 100.0: 49.7 41.3 3.1 40.8 50.5 93.6 94.9: 6.4 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 : 25: 3 1 1 16 20 19 22:
Old : 25: 3 1 1 16 20 19 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 : 68.3 63.5 83.1 77.0 66.3 60.2 73.5 68.7
Old : 68.3 63.5 83.1 77.0 66.3 60.2 73.5 68.7
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, July 5, 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 : 31,638: 1,772 1,128 2,897 20,305 19,610 24,974 23,635: 6,664 8,003
Old : 31,638: 1,772 1,128 2,897 20,305 19,610 24,974 23,635: 6,664 8,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -6,096: -638 -1,442 44 -6,583 -4,055 -7,177 -5,453: 1,081 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 3.6 9.2 64.2 62.0 78.9 74.7: 21.1 25.3
Old : 100.0: 5.6 3.6 9.2 64.2 62.0 78.9 74.7: 21.1 25.3
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 : 21: 1 2 2 14 16 17 18:
Old : 21: 1 2 2 14 16 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 : 41.9 42.2 70.5 58.8 38.7 30.1 51.7 41.0
Old : 41.9 42.2 70.5 58.8 38.7 30.1 51.7 41.0
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, July 5, 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 : 1,073,777: 251,028 51,979 201,046 601,110 807,634 1,053,184 1,060,659: 20,593 13,118
Old : 1,073,777: 251,028 51,979 201,046 601,110 807,634 1,053,184 1,060,659: 20,593 13,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -42,779: -8,160 5,819 -9,050 -19,383 -29,223 -36,593 -32,454: -6,186 -10,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 4.8 18.7 56.0 75.2 98.1 98.8: 1.9 1.2
Old : 100.0: 23.4 4.8 18.7 56.0 75.2 98.1 98.8: 1.9 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 : 126: 21 15 31 83 80 117 114:
Old : 126: 21 15 31 83 80 117 114:
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 : 26.3 23.2 41.8 38.3 20.9 18.1 31.5 27.8
Old : 26.3 23.2 41.8 38.3 20.9 18.1 31.5 27.8
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, July 5, 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 : 169,646: 33,506 43,101 46,696 87,572 76,766 167,774 166,563: 1,872 3,083
Old : 169,646: 33,506 43,101 46,696 87,572 76,766 167,774 166,563: 1,872 3,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 4,346: 345 839 1,604 1,833 823 3,782 3,266: 564 1,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 25.4 27.5 51.6 45.3 98.9 98.2: 1.1 1.8
Old : 100.0: 19.8 25.4 27.5 51.6 45.3 98.9 98.2: 1.1 1.8
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 : 46: 11 8 16 26 25 43 43:
Old : 46: 11 8 16 26 25 43 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 : 42.3 46.6 58.6 68.1 19.4 29.8 30.1 36.4
Old : 42.3 46.6 58.6 68.1 19.4 29.8 30.1 36.4
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, July 5, 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 : 72,687: 20,279 5,094 17,495 34,083 49,406 71,857 71,995: 830 692
Old : 72,687: 20,279 5,094 17,495 34,083 49,406 71,857 71,995: 830 692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,495: 1,491 -1,518 235 -3,470 -492 -1,745 -1,775: 250 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 7.0 24.1 46.9 68.0 98.9 99.0: 1.1 1.0
Old : 100.0: 27.9 7.0 24.1 46.9 68.0 98.9 99.0: 1.1 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 : 49: 4 5 9 36 33 45 43:
Old : 49: 4 5 9 36 33 45 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 : 53.3 43.8 66.3 65.1 35.2 33.0 40.5 42.1
Old : 53.3 43.8 66.3 65.1 35.2 33.0 40.5 42.1
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, July 5, 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 : 24,164: 3,383 503 4,058 16,167 19,094 23,608 23,655: 556 509
Old : 24,164: 3,383 503 4,058 16,167 19,094 23,608 23,655: 556 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,416: 106 176 -310 -1,768 -1,282 -1,972 -1,416: 556 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.1 16.8 66.9 79.0 97.7 97.9: 2.3 2.1
Old : 100.0: 14.0 2.1 16.8 66.9 79.0 97.7 97.9: 2.3 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 : 33: 4 1 3 19 23 24 26:
Old : 33: 4 1 3 19 23 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 : 58.9 43.2 79.7 66.5 49.6 39.4 56.3 52.4
Old : 58.9 43.2 79.7 66.5 49.6 39.4 56.3 52.4
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, July 5, 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 : 9,078: 694 2,426 2,615 5,515 4,037 8,824 9,078: 254 0
Old : 9,078: 694 2,426 2,615 5,515 4,037 8,824 9,078: 254 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -558: 464 16 -130 -1,146 -190 -812 -304: 254 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 26.7 28.8 60.8 44.5 97.2 100.0: 2.8 0.0
Old : 100.0: 7.6 26.7 28.8 60.8 44.5 97.2 100.0: 2.8 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 : 28: 2 3 3 15 16 19 20:
Old : 28: 2 3 3 15 16 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 : 56.6 62.5 80.4 83.7 35.7 39.3 49.3 49.3
Old : 56.6 62.5 80.4 83.7 35.7 39.3 49.3 49.3
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, July 5, 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 : 12,200: 3,080 2,340 2,600 5,900 6,690 11,580 11,630: 620 570
Old : 12,200: 3,080 2,340 2,600 5,900 6,690 11,580 11,630: 620 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,150: 360 160 -820 -330 -290 -790 -950: -360 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 19.2 21.3 48.4 54.8 94.9 95.3: 5.1 4.7
Old : 100.0: 25.2 19.2 21.3 48.4 54.8 94.9 95.3: 5.1 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 : 24: 3 2 4 17 16 22 20:
Old : 24: 3 2 4 17 16 22 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 : 47.7 63.6 70.7 78.7 34.4 44.3 50.2 54.8
Old : 47.7 63.6 70.7 78.7 34.4 44.3 50.2 54.8
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, July 5, 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 : 16,150: 7,750 360 1,050 6,930 14,140 15,730 15,550: 420 600
Old : 16,150: 7,750 360 1,050 6,930 14,140 15,730 15,550: 420 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 1,540: 2,420 0 -200 -660 1,800 1,560 1,600: -20 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 2.2 6.5 42.9 87.6 97.4 96.3: 2.6 3.7
Old : 100.0: 48.0 2.2 6.5 42.9 87.6 97.4 96.3: 2.6 3.7
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 : 27: 3 2 2 18 20 21 24:
Old : 27: 3 2 2 18 20 21 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 : 65.8 59.1 81.7 81.2 56.8 52.4 67.0 67.0
Old : 65.8 59.1 81.7 81.2 56.8 52.4 67.0 67.0
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, July 5, 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 : 1,329,328: 134,611 67,312 352,335 762,786 813,597 1,249,731 1,233,243: 79,597 96,085
Old : 1,329,328: 134,611 67,312 352,335 762,786 813,597 1,249,731 1,233,243: 79,597 96,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 60,351: 9,049 -828 23,726 23,903 30,157 56,678 53,055: 3,673 7,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.1 26.5 57.4 61.2 94.0 92.8: 6.0 7.2
Old : 100.0: 10.1 5.1 26.5 57.4 61.2 94.0 92.8: 6.0 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 : 289: 88 92 119 82 89 237 247:
Old : 289: 88 92 119 82 89 237 247:
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 : 20.0 17.2 31.0 29.2 10.6 8.0 15.3 12.8
Old : 20.0 17.2 31.0 29.2 10.6 8.0 15.3 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 13,772: 8,402 5,544 42 2,560 6,838 11,004 12,424: 2,768 1,348
Old : 13,772: 8,402 5,544 42 2,560 6,838 11,004 12,424: 2,768 1,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -295: 249 287 -373 -156 -742 -280 -828: -15 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 40.3 0.3 18.6 49.7 79.9 90.2: 20.1 9.8
Old : 100.0: 61.0 40.3 0.3 18.6 49.7 79.9 90.2: 20.1 9.8
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 : 118: 58 27 2 11 22 71 49:
Old : 118: 58 27 2 11 22 71 49:
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 : 24.4 43.6 39.2 59.2 24.4 43.6 39.2 59.2
Old : 24.4 43.6 39.2 59.2 24.4 43.6 39.2 59.2
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, July 5, 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 : 9,073: 5,603 820 38 747 7,045 6,388 7,903: 2,685 1,170
Old : 9,073: 5,603 820 38 747 7,045 6,388 7,903: 2,685 1,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -2,287: -2,581 78 -426 247 -1,784 -2,760 -2,133: 473 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 9.0 0.4 8.2 77.7 70.4 87.1: 29.6 12.9
Old : 100.0: 61.8 9.0 0.4 8.2 77.7 70.4 87.1: 29.6 12.9
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 : 52: 24 6 3 8 18 32 27:
Old : 52: 24 6 3 8 18 32 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 : 32.8 46.8 45.1 65.2 32.8 46.2 45.1 64.3
Old : 32.8 46.8 45.1 65.2 32.8 46.2 45.1 64.3
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, July 5, 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 : 174,440: 42,569 7,094 23,492 87,260 129,284 153,322 159,870: 21,119 14,570
Old : 174,440: 42,569 7,094 23,492 87,260 129,284 153,322 159,870: 21,119 14,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -2,327: 6,008 -794 1,878 -8,646 -3,211 -760 -2,127: -1,567 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 4.1 13.5 50.0 74.1 87.9 91.6: 12.1 8.4
Old : 100.0: 24.4 4.1 13.5 50.0 74.1 87.9 91.6: 12.1 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 : 162: 61 20 34 64 73 138 115:
Old : 162: 61 20 34 64 73 138 115:
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 : 21.8 18.1 35.1 30.5 16.0 14.5 26.2 22.5
Old : 21.8 18.1 35.1 30.5 16.0 14.5 26.2 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2005