NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 217,262: 31,275 20,068 45,881 98,057 121,687 175,213 187,635: 42,048 29,627
Old : 217,262: 31,275 20,068 45,881 98,057 121,687 175,213 187,635: 42,048 29,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,985: 4,559 3,086 3,017 -2,292 1,014 5,285 7,118: -300 -2,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 9.2 21.1 45.1 56.0 80.6 86.4: 19.4 13.6
Old : 100.0: 14.4 9.2 21.1 45.1 56.0 80.6 86.4: 19.4 13.6
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 : 130: 36 27 38 58 59 115 106:
Old : 130: 36 27 38 58 59 115 106:
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 : 15.7 19.3 26.3 30.5 11.6 11.6 17.4 17.4
Old : 15.7 19.3 26.3 30.5 11.6 11.6 17.4 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 834,929: 49,140 74,997 361,727 346,181 366,982 757,048 803,705: 77,880 31,224
Old : 834,929: 49,140 74,997 361,727 346,181 366,982 757,048 803,705: 77,880 31,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 32,028: 11,988 3,560 18,983 1,912 10,603 32,883 33,147: -855 -1,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 9.0 43.3 41.5 44.0 90.7 96.3: 9.3 3.7
Old : 100.0: 5.9 9.0 43.3 41.5 44.0 90.7 96.3: 9.3 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 : 217: 55 58 85 99 89 208 181:
Old : 217: 55 58 85 99 89 208 181:
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 : 19.7 22.8 32.5 36.9 4.6 7.3 7.0 11.1
Old : 19.7 22.8 32.5 36.9 4.6 7.3 7.0 11.1
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, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 36,424: 3,950 3,893 1,339 27,108 24,147 32,397 29,379: 4,027 7,045
Old : 36,424: 3,950 3,893 1,339 27,108 24,147 32,397 29,379: 4,027 7,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,900: -2,900 2,031 -313 959 -871 -2,254 847: 354 -2,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 10.7 3.7 74.4 66.3 88.9 80.7: 11.1 19.3
Old : 100.0: 10.8 10.7 3.7 74.4 66.3 88.9 80.7: 11.1 19.3
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: 2 3 1 14 10 16 14:
Old : 23: 2 3 1 14 10 16 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 : 43.4 44.5 70.3 66.5 39.5 43.6 63.0 65.0
Old : 43.4 44.5 70.3 66.5 39.5 43.6 63.0 65.0
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, August 2, 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 : 122,913: 2,911 25,448 16,508 93,699 78,405 113,118 120,361: 9,795 2,552
Old : 122,913: 2,911 25,448 16,508 93,699 78,405 113,118 120,361: 9,795 2,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -6,084: -127 -4,425 2,073 -7,542 -1,167 -5,596 -3,519: -488 -2,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 20.7 13.4 76.2 63.8 92.0 97.9: 8.0 2.1
Old : 100.0: 2.4 20.7 13.4 76.2 63.8 92.0 97.9: 8.0 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 : 35: 2 3 4 24 27 28 32:
Old : 35: 2 3 4 24 27 28 32:
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 : 63.8 42.9 76.5 61.6 52.0 30.3 58.3 48.1
Old : 63.8 42.9 76.5 61.6 52.0 30.3 58.3 48.1
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, August 2, 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 : 73,206: 34,252 8,929 2,684 32,925 51,736 69,861 63,349: 3,345 9,857
Old : 73,206: 34,252 8,929 2,684 32,925 51,736 69,861 63,349: 3,345 9,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -6,223: 1,301 -2,418 0 -6,625 -5,595 -5,324 -8,013: -899 1,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 12.2 3.7 45.0 70.7 95.4 86.5: 4.6 13.5
Old : 100.0: 46.8 12.2 3.7 45.0 70.7 95.4 86.5: 4.6 13.5
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: 2 3 1 15 14 17 18:
Old : 24: 2 3 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 : 70.8 40.2 87.4 64.9 62.7 32.4 73.1 53.7
Old : 70.8 40.2 87.4 64.9 62.7 32.4 73.1 53.7
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, August 2, 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 : 49,734: 0 12,850 2,681 42,823 30,961 45,504 46,492: 4,230 3,242
Old : 49,734: 0 12,850 2,681 42,823 30,961 45,504 46,492: 4,230 3,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -4,869: 0 3,718 -2,286 -2,482 -6,423 -4,768 -4,991: -101 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.8 5.4 86.1 62.3 91.5 93.5: 8.5 6.5
Old : 100.0: 0.0 25.8 5.4 86.1 62.3 91.5 93.5: 8.5 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 : 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 : 40.7 50.1 64.4 71.3 26.7 38.8 43.3 51.2
Old : 40.7 50.1 64.4 71.3 26.7 38.8 43.3 51.2
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, August 2, 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 : 55,160: 7,703 9,458 3,351 40,159 38,691 51,213 51,500: 3,947 3,660
Old : 55,160: 7,703 9,458 3,351 40,159 38,691 51,213 51,500: 3,947 3,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -6,523: 242 -2,596 -454 -6,357 -3,474 -6,569 -6,524: 46 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 17.1 6.1 72.8 70.1 92.8 93.4: 7.2 6.6
Old : 100.0: 14.0 17.1 6.1 72.8 70.1 92.8 93.4: 7.2 6.6
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 : 33: 2 3 4 24 21 28 26:
Old : 33: 2 3 4 24 21 28 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 : 42.1 31.7 66.4 53.5 32.3 28.0 44.4 46.7
Old : 42.1 31.7 66.4 53.5 32.3 28.0 44.4 46.7
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, August 2, 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 : 55,256: 1,069 0 1,193 52,428 48,811 54,690 50,004: 566 5,252
Old : 55,256: 1,069 0 1,193 52,428 48,811 54,690 50,004: 566 5,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 6,673: 1,069 -1,121 296 5,740 8,726 7,105 7,901: -432 -1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 2.2 94.9 88.3 99.0 90.5: 1.0 9.5
Old : 100.0: 1.9 0.0 2.2 94.9 88.3 99.0 90.5: 1.0 9.5
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 : 25: 1 0 1 20 21 21 22:
Old : 25: 1 0 1 20 21 21 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 : 61.7 41.2 80.2 65.3 59.9 37.8 67.0 54.2
Old : 61.7 41.2 80.2 65.3 59.9 37.8 67.0 54.2
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, August 2, 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 : 62,379: 0 14,412 330 54,640 42,499 54,970 57,241: 7,409 5,138
Old : 62,379: 0 14,412 330 54,640 42,499 54,970 57,241: 7,409 5,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -4,707: 0 -847 -120 -3,686 -3,190 -3,806 -4,157: -901 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.1 0.5 87.6 68.1 88.1 91.8: 11.9 8.2
Old : 100.0: 0.0 23.1 0.5 87.6 68.1 88.1 91.8: 11.9 8.2
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 : 29: 0 2 1 24 20 25 22:
Old : 29: 0 2 1 24 20 25 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 : 38.9 56.5 60.1 78.2 33.4 54.7 51.5 71.1
Old : 38.9 56.5 60.1 78.2 33.4 54.7 51.5 71.1
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, August 2, 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 : 93,715: 36,173 47,121 4,191 48,753 38,350 89,117 89,662: 4,598 4,053
Old : 93,715: 36,173 47,121 4,191 48,753 38,350 89,117 89,662: 4,598 4,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -8,648: -3,980 -2,605 -1,068 -3,491 -4,660 -8,539 -8,333: -109 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 50.3 4.5 52.0 40.9 95.1 95.7: 4.9 4.3
Old : 100.0: 38.6 50.3 4.5 52.0 40.9 95.1 95.7: 4.9 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 : 26: 3 1 2 18 20 21 23:
Old : 26: 3 1 2 18 20 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 : 66.6 69.3 82.6 81.9 62.2 64.9 75.0 72.6
Old : 66.6 69.3 82.6 81.9 62.2 64.9 75.0 72.6
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, August 2, 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 : 32,819: 3,415 200 1,296 25,669 23,920 30,380 25,416: 2,439 7,403
Old : 32,819: 3,415 200 1,296 25,669 23,920 30,380 25,416: 2,439 7,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -3,948: 2,635 -4,255 37 -2,707 1,401 -35 -2,817: -3,913 -1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.6 3.9 78.2 72.9 92.6 77.4: 7.4 22.6
Old : 100.0: 10.4 0.6 3.9 78.2 72.9 92.6 77.4: 7.4 22.6
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 : 23: 3 1 2 17 17 21 19:
Old : 23: 3 1 2 17 17 21 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 : 42.1 44.0 70.1 62.2 38.0 31.4 62.2 47.1
Old : 42.1 44.0 70.1 62.2 38.0 31.4 62.2 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 1,119,504: 306,148 61,093 196,437 597,585 849,945 1,100,170 1,107,475: 19,334 12,029
Old : 1,119,504: 306,148 61,093 196,437 597,585 849,945 1,100,170 1,107,475: 19,334 12,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -56,146: 18,295 4,661 -29,563 -47,980 -31,973 -59,248 -56,875: 3,102 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 5.5 17.5 53.4 75.9 98.3 98.9: 1.7 1.1
Old : 100.0: 27.3 5.5 17.5 53.4 75.9 98.3 98.9: 1.7 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 : 125: 20 16 33 84 80 118 115:
Old : 125: 20 16 33 84 80 118 115:
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 : 28.1 23.0 43.5 39.1 23.6 17.8 33.6 29.2
Old : 28.1 23.0 43.5 39.1 23.6 17.8 33.6 29.2
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, August 2, 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 : 178,978: 27,348 43,094 56,180 92,274 77,523 175,802 176,797: 3,176 2,181
Old : 178,978: 27,348 43,094 56,180 92,274 77,523 175,802 176,797: 3,176 2,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -25,054: -10,842 6,901 -16,343 2,038 -9,058 -25,147 -18,500: 93 -6,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 24.1 31.4 51.6 43.3 98.2 98.8: 1.8 1.2
Old : 100.0: 15.3 24.1 31.4 51.6 43.3 98.2 98.8: 1.8 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 : 48: 11 9 17 27 27 45 46:
Old : 48: 11 9 17 27 27 45 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 : 41.1 46.3 59.2 65.9 22.9 27.4 30.3 35.1
Old : 41.1 46.3 59.2 65.9 22.9 27.4 30.3 35.1
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, August 2, 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 : 78,862: 19,471 4,443 20,210 38,827 53,429 78,508 78,082: 354 780
Old : 78,862: 19,471 4,443 20,210 38,827 53,429 78,508 78,082: 354 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -533: -1,870 -585 -113 1,665 -337 -318 -1,034: -215 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 5.6 25.6 49.2 67.7 99.6 99.0: 0.4 1.0
Old : 100.0: 24.7 5.6 25.6 49.2 67.7 99.6 99.0: 0.4 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 : 52: 6 5 10 38 35 49 45:
Old : 52: 6 5 10 38 35 49 45:
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 : 49.7 46.1 64.7 66.4 33.3 36.6 40.2 44.3
Old : 49.7 46.1 64.7 66.4 33.3 36.6 40.2 44.3
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, August 2, 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 : 24,792: 2,601 1,863 4,048 18,019 17,740 24,668 23,651: 124 1,141
Old : 24,792: 2,601 1,863 4,048 18,019 17,740 24,668 23,651: 124 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,592: -426 438 -34 -1,132 -1,996 -1,592 -1,592: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.5 16.3 72.7 71.6 99.5 95.4: 0.5 4.6
Old : 100.0: 10.5 7.5 16.3 72.7 71.6 99.5 95.4: 0.5 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 4 4 19 23 24 28:
Old : 34: 2 4 4 19 23 24 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 : 61.1 44.7 81.4 65.5 57.1 37.5 61.3 50.0
Old : 61.1 44.7 81.4 65.5 57.1 37.5 61.3 50.0
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, August 2, 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 : 10,204: 582 3,562 2,527 6,543 3,565 9,652 9,654: 552 550
Old : 10,204: 582 3,562 2,527 6,543 3,565 9,652 9,654: 552 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,074: -198 -352 -210 -666 -512 -1,074 -1,074: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 34.9 24.8 64.1 34.9 94.6 94.6: 5.4 5.4
Old : 100.0: 5.7 34.9 24.8 64.1 34.9 94.6 94.6: 5.4 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 : 30: 3 2 3 18 14 23 17:
Old : 30: 3 2 3 18 14 23 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 : 49.2 70.5 70.2 85.8 31.9 50.0 49.6 58.5
Old : 49.2 70.5 70.2 85.8 31.9 50.0 49.6 58.5
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, August 2, 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 : 12,926: 3,520 1,694 2,940 6,266 7,852 12,726 12,486: 200 440
Old : 12,926: 3,520 1,694 2,940 6,266 7,852 12,726 12,486: 200 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -670: -180 50 -280 -150 -390 -610 -620: -60 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 13.1 22.7 48.5 60.7 98.5 96.6: 1.5 3.4
Old : 100.0: 27.2 13.1 22.7 48.5 60.7 98.5 96.6: 1.5 3.4
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 : 23: 4 2 5 16 15 22 20:
Old : 23: 4 2 5 16 15 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 : 47.0 57.4 71.6 75.5 33.6 37.6 46.4 46.0
Old : 47.0 57.4 71.6 75.5 33.6 37.6 46.4 46.0
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, August 2, 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 : 20,512: 9,800 280 1,240 9,100 18,620 20,140 20,140: 372 372
Old : 20,512: 9,800 280 1,240 9,100 18,620 20,140 20,140: 372 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 142: 370 0 10 -140 140 240 150: -98 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 1.4 6.0 44.4 90.8 98.2 98.2: 1.8 1.8
Old : 100.0: 47.8 1.4 6.0 44.4 90.8 98.2 98.2: 1.8 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 : 28: 4 1 4 18 20 22 25:
Old : 28: 4 1 4 18 20 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 58.8 81.1 82.9 59.6 54.4 70.7 72.8
Old : 67.5 58.8 81.1 82.9 59.6 54.4 70.7 72.8
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, August 2, 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 : 1,377,388: 136,584 77,260 394,421 768,481 818,238 1,299,487 1,289,920: 77,901 87,468
Old : 1,377,388: 136,584 77,260 394,421 768,481 818,238 1,299,487 1,289,920: 77,901 87,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 75,434: 17,420 4,405 38,944 5,287 18,582 61,652 61,931: 13,783 13,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.6 28.6 55.8 59.4 94.3 93.6: 5.7 6.4
Old : 100.0: 9.9 5.6 28.6 55.8 59.4 94.3 93.6: 5.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 88 100 121 86 95 243 255:
Old : 296: 88 100 121 86 95 243 255:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 17.0 30.3 27.9 10.1 7.2 15.0 11.2
Old : 20.2 17.0 30.3 27.9 10.1 7.2 15.0 11.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 14,299: 8,847 4,240 285 2,401 9,224 11,533 13,749: 2,766 550
Old : 14,299: 8,847 4,240 285 2,401 9,224 11,533 13,749: 2,766 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 439: 193 -132 89 73 527 355 484: 84 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 29.7 2.0 16.8 64.5 80.7 96.2: 19.3 3.8
Old : 100.0: 61.9 29.7 2.0 16.8 64.5 80.7 96.2: 19.3 3.8
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 : 113: 58 17 3 11 27 72 45:
Old : 113: 58 17 3 11 27 72 45:
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 : 24.1 37.0 38.0 55.1 24.1 37.0 38.0 55.1
Old : 24.1 37.0 38.0 55.1 24.1 37.0 38.0 55.1
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, August 2, 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 : 10,941: 7,578 827 8 958 9,093 8,544 9,928: 2,397 1,014
Old : 10,941: 7,578 827 8 958 9,093 8,544 9,928: 2,397 1,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,125: 2,002 65 -1 -93 1,933 1,908 1,997: 217 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 7.6 0.1 8.8 83.1 78.1 90.7: 21.9 9.3
Old : 100.0: 69.3 7.6 0.1 8.8 83.1 78.1 90.7: 21.9 9.3
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 : 57: 26 8 1 5 21 31 30:
Old : 57: 26 8 1 5 21 31 30:
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 : 33.6 47.1 48.3 66.4 33.6 46.7 47.5 66.0
Old : 33.6 47.1 48.3 66.4 33.6 46.7 47.5 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 181,247: 44,663 11,679 24,341 93,217 135,141 162,222 171,161: 19,026 10,086
Old : 181,247: 44,663 11,679 24,341 93,217 135,141 162,222 171,161: 19,026 10,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,622: 5,716 545 1,782 -4,955 1,588 2,543 3,916: 79 -1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.4 13.4 51.4 74.6 89.5 94.4: 10.5 5.6
Old : 100.0: 24.6 6.4 13.4 51.4 74.6 89.5 94.4: 10.5 5.6
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 : 161: 57 19 38 67 74 141 117:
Old : 161: 57 19 38 67 74 141 117:
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 : 21.4 19.8 34.3 32.9 13.8 13.0 23.4 22.9
Old : 21.4 19.8 34.3 32.9 13.8 13.0 23.4 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2005