NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 227,079: 35,327 21,406 48,088 99,692 126,131 183,107 195,625: 43,972 31,454
Old : 227,079: 35,327 21,406 48,088 99,692 126,131 183,107 195,625: 43,972 31,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 9,817: 4,052 1,339 2,207 1,635 4,444 7,894 7,990: 1,924 1,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.4 21.2 43.9 55.5 80.6 86.1: 19.4 13.9
Old : 100.0: 15.6 9.4 21.2 43.9 55.5 80.6 86.1: 19.4 13.9
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 : 131: 36 30 36 60 57 117 104:
Old : 131: 36 30 36 60 57 117 104:
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 : 15.5 20.1 25.3 30.9 11.1 11.5 17.3 17.0
Old : 15.5 20.1 25.3 30.9 11.1 11.5 17.3 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 885,209: 60,264 81,272 389,308 357,489 381,329 807,061 851,908: 78,148 33,300
Old : 885,209: 60,264 81,272 389,308 357,489 381,329 807,061 851,908: 78,148 33,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 50,280: 11,123 6,275 27,581 11,308 14,347 50,013 48,203: 267 2,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 9.2 44.0 40.4 43.1 91.2 96.2: 8.8 3.8
Old : 100.0: 6.8 9.2 44.0 40.4 43.1 91.2 96.2: 8.8 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 : 223: 62 52 79 103 93 213 179:
Old : 223: 62 52 79 103 93 213 179:
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 : 20.4 23.8 33.3 37.8 4.6 7.5 7.0 11.2
Old : 20.4 23.8 33.3 37.8 4.6 7.5 7.0 11.2
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 9, 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 : 35,375: 5,250 4,471 740 25,664 23,463 31,654 28,674: 3,721 6,701
Old : 35,375: 5,250 4,471 740 25,664 23,463 31,654 28,674: 3,721 6,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,049: 1,300 578 -599 -1,444 -684 -743 -705: -306 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 12.6 2.1 72.5 66.3 89.5 81.1: 10.5 18.9
Old : 100.0: 14.8 12.6 2.1 72.5 66.3 89.5 81.1: 10.5 18.9
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 : 24: 2 3 1 16 12 18 16:
Old : 24: 2 3 1 16 12 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 41.7 70.7 65.3 42.0 38.5 64.1 61.7
Old : 47.8 41.7 70.7 65.3 42.0 38.5 64.1 61.7
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, August 9, 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 : 126,411: 6,353 19,204 14,604 93,012 88,013 113,969 121,821: 12,442 4,590
Old : 126,411: 6,353 19,204 14,604 93,012 88,013 113,969 121,821: 12,442 4,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 3,498: 3,442 -6,244 -1,904 -687 9,608 851 1,460: 2,647 2,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 15.2 11.6 73.6 69.6 90.2 96.4: 9.8 3.6
Old : 100.0: 5.0 15.2 11.6 73.6 69.6 90.2 96.4: 9.8 3.6
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 : 36: 2 3 4 24 28 28 33:
Old : 36: 2 3 4 24 28 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 38.2 73.4 60.3 52.1 31.1 58.3 49.7
Old : 62.0 38.2 73.4 60.3 52.1 31.1 58.3 49.7
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 9, 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 : 73,912: 36,820 10,137 2,684 30,729 50,993 70,233 63,814: 3,679 10,098
Old : 73,912: 36,820 10,137 2,684 30,729 50,993 70,233 63,814: 3,679 10,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 706: 2,568 1,208 0 -2,196 -743 372 465: 334 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 13.7 3.6 41.6 69.0 95.0 86.3: 5.0 13.7
Old : 100.0: 49.8 13.7 3.6 41.6 69.0 95.0 86.3: 5.0 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 3 1 14 13 16 17:
Old : 23: 2 3 1 14 13 16 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 : 71.8 41.1 87.8 65.7 65.5 33.6 75.9 56.8
Old : 71.8 41.1 87.8 65.7 65.5 33.6 75.9 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 55,037: 550 13,770 4,571 44,530 34,300 49,651 52,641: 5,386 2,396
Old : 55,037: 550 13,770 4,571 44,530 34,300 49,651 52,641: 5,386 2,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 5,303: 550 920 1,890 1,707 3,339 4,147 6,149: 1,156 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 25.0 8.3 80.9 62.3 90.2 95.6: 9.8 4.4
Old : 100.0: 1.0 25.0 8.3 80.9 62.3 90.2 95.6: 9.8 4.4
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 : 25: 1 3 3 18 17 21 21:
Old : 25: 1 3 3 18 17 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 : 35.7 49.3 59.1 71.8 28.1 37.8 40.6 50.5
Old : 35.7 49.3 59.1 71.8 28.1 37.8 40.6 50.5
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 9, 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 : 57,997: 10,432 9,751 2,654 38,765 40,353 51,851 52,758: 6,146 5,239
Old : 57,997: 10,432 9,751 2,654 38,765 40,353 51,851 52,758: 6,146 5,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,837: 2,729 293 -697 -1,394 1,662 638 1,258: 2,199 1,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 16.8 4.6 66.8 69.6 89.4 91.0: 10.6 9.0
Old : 100.0: 18.0 16.8 4.6 66.8 69.6 89.4 91.0: 10.6 9.0
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 : 29: 1 3 4 21 21 25 25:
Old : 29: 1 3 4 21 21 25 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 : 46.4 34.1 68.1 54.5 39.6 31.7 50.5 45.1
Old : 46.4 34.1 68.1 54.5 39.6 31.7 50.5 45.1
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 9, 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 : 55,074: 1,063 0 1,191 52,132 48,873 54,386 50,064: 688 5,010
Old : 55,074: 1,063 0 1,191 52,132 48,873 54,386 50,064: 688 5,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -182: -6 0 -2 -296 62 -304 60: 122 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 2.2 94.7 88.7 98.8 90.9: 1.2 9.1
Old : 100.0: 1.9 0.0 2.2 94.7 88.7 98.8 90.9: 1.2 9.1
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: 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 : 61.9 42.5 81.1 66.1 57.6 38.9 68.8 57.3
Old : 61.9 42.5 81.1 66.1 57.6 38.9 68.8 57.3
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 9, 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 : 62,160: 0 13,321 453 54,236 43,343 54,689 57,117: 7,471 5,043
Old : 62,160: 0 13,321 453 54,236 43,343 54,689 57,117: 7,471 5,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -219: 0 -1,091 123 -404 844 -281 -124: 62 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.4 0.7 87.3 69.7 88.0 91.9: 12.0 8.1
Old : 100.0: 0.0 21.4 0.7 87.3 69.7 88.0 91.9: 12.0 8.1
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 : 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 : 38.0 54.6 58.6 76.3 32.5 51.6 49.1 68.2
Old : 38.0 54.6 58.6 76.3 32.5 51.6 49.1 68.2
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 9, 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 : 91,270: 26,811 41,677 5,463 55,186 39,959 87,460 87,099: 3,810 4,171
Old : 91,270: 26,811 41,677 5,463 55,186 39,959 87,460 87,099: 3,810 4,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -2,445: -9,362 -5,444 1,272 6,433 1,609 -1,657 -2,563: -788 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 45.7 6.0 60.5 43.8 95.8 95.4: 4.2 4.6
Old : 100.0: 29.4 45.7 6.0 60.5 43.8 95.8 95.4: 4.2 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 1 3 19 20 22 24:
Old : 26: 3 1 3 19 20 22 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 : 63.2 66.1 82.1 78.8 57.2 60.6 71.4 67.4
Old : 63.2 66.1 82.1 78.8 57.2 60.6 71.4 67.4
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 9, 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 : 34,212: 3,651 1,065 945 26,573 24,316 31,169 26,326: 3,043 7,886
Old : 34,212: 3,651 1,065 945 26,573 24,316 31,169 26,326: 3,043 7,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,393: 236 865 -351 904 396 789 910: 604 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.1 2.8 77.7 71.1 91.1 76.9: 8.9 23.1
Old : 100.0: 10.7 3.1 2.8 77.7 71.1 91.1 76.9: 8.9 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 1 16 18 20 19:
Old : 24: 3 1 1 16 18 20 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 : 42.2 41.9 69.6 61.3 39.0 29.6 62.5 44.7
Old : 42.2 41.9 69.6 61.3 39.0 29.6 62.5 44.7
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 9, 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 : 1,178,264: 313,590 66,992 220,724 625,374 880,103 1,159,688 1,167,819: 18,576 10,445
Old : 1,178,264: 313,590 66,992 220,724 625,374 880,103 1,159,688 1,167,819: 18,576 10,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 58,760: 7,442 5,899 24,287 27,789 30,158 59,518 60,344: -758 -1,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.7 18.7 53.1 74.7 98.4 99.1: 1.6 0.9
Old : 100.0: 26.6 5.7 18.7 53.1 74.7 98.4 99.1: 1.6 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 : 130: 22 18 35 85 82 121 121:
Old : 130: 22 18 35 85 82 121 121:
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 : 28.4 24.8 43.6 40.4 23.1 16.9 32.8 28.9
Old : 28.4 24.8 43.6 40.4 23.1 16.9 32.8 28.9
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 9, 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 : 183,652: 23,188 45,555 58,180 99,528 77,974 180,896 181,709: 2,756 1,943
Old : 183,652: 23,188 45,555 58,180 99,528 77,974 180,896 181,709: 2,756 1,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,674: -4,160 2,461 2,000 7,254 451 5,094 4,912: -420 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 24.8 31.7 54.2 42.5 98.5 98.9: 1.5 1.1
Old : 100.0: 12.6 24.8 31.7 54.2 42.5 98.5 98.9: 1.5 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 : 50: 9 12 17 28 28 47 47:
Old : 50: 9 12 17 28 28 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 42.9 57.6 63.3 24.3 25.3 32.2 34.1
Old : 41.1 42.9 57.6 63.3 24.3 25.3 32.2 34.1
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 9, 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 : 85,259: 21,833 4,243 22,564 40,614 58,352 85,011 85,159: 248 100
Old : 85,259: 21,833 4,243 22,564 40,614 58,352 85,011 85,159: 248 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 6,397: 2,362 -199 2,354 1,788 4,923 6,503 7,077: -106 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 5.0 26.5 47.6 68.4 99.7 99.9: 0.3 0.1
Old : 100.0: 25.6 5.0 26.5 47.6 68.4 99.7 99.9: 0.3 0.1
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 : 53: 7 4 10 38 38 49 48:
Old : 53: 7 4 10 38 38 49 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 : 51.5 45.5 66.3 65.9 33.8 37.6 39.9 44.6
Old : 51.5 45.5 66.3 65.9 33.8 37.6 39.9 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 780: 280 140 20 360 520 660 680: 120 100
Old : 780: 280 140 20 360 520 660 680: 120 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 17.9 2.6 46.2 66.7 84.6 87.2: 15.4 12.8
Old : 100.0: 35.9 17.9 2.6 46.2 66.7 84.6 87.2: 15.4 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 1 7 9 10 12:
Old : 20: 2 3 1 7 9 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 38.5 76.9 69.2 56.4 38.5 76.9 66.7
Old : 56.4 38.5 76.9 69.2 56.4 38.5 76.9 66.7
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, August 9, 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 : 24,051: 2,601 2,073 4,012 17,396 17,415 24,009 23,500: 42 551
Old : 24,051: 2,601 2,073 4,012 17,396 17,415 24,009 23,500: 42 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -741: 0 210 -36 -623 -325 -659 -151: -82 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.6 16.7 72.3 72.4 99.8 97.7: 0.2 2.3
Old : 100.0: 10.8 8.6 16.7 72.3 72.4 99.8 97.7: 0.2 2.3
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 : 33: 2 4 4 19 24 24 29:
Old : 33: 2 4 4 19 24 24 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 46.8 81.2 64.5 55.3 35.4 60.0 47.8
Old : 63.3 46.8 81.2 64.5 55.3 35.4 60.0 47.8
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 9, 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 : 10,630: 540 3,478 2,590 6,906 3,970 10,036 10,038: 594 592
Old : 10,630: 540 3,478 2,590 6,906 3,970 10,036 10,038: 594 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 426: -42 -84 63 363 405 384 384: 42 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 32.7 24.4 65.0 37.3 94.4 94.4: 5.6 5.6
Old : 100.0: 5.1 32.7 24.4 65.0 37.3 94.4 94.4: 5.6 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 : 28: 3 2 3 17 12 22 15:
Old : 28: 3 2 3 17 12 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 67.5 68.9 84.8 31.2 49.5 49.7 59.8
Old : 46.6 67.5 68.9 84.8 31.2 49.5 49.7 59.8
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, August 9, 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 : 10,848: 2,149 2,913 567 8,109 7,234 10,825 10,714: 23 134
Old : 10,848: 2,149 2,913 567 8,109 7,234 10,825 10,714: 23 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,091: 261 -58 21 -843 -972 -561 -1,009: -530 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 26.9 5.2 74.8 66.7 99.8 98.8: 0.2 1.2
Old : 100.0: 19.8 26.9 5.2 74.8 66.7 99.8 98.8: 0.2 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 : 20: 2 3 3 11 6 14 11:
Old : 20: 2 3 3 11 6 14 11:
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 : 75.3 87.8 96.5 97.5 72.8 81.5 83.8 84.4
Old : 75.3 87.8 96.5 97.5 72.8 81.5 83.8 84.4
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 9, 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 : 13,354: 3,280 2,414 2,860 7,034 7,620 13,174 12,894: 180 460
Old : 13,354: 3,280 2,414 2,860 7,034 7,620 13,174 12,894: 180 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 428: -240 720 -80 768 -232 448 408: -20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 18.1 21.4 52.7 57.1 98.7 96.6: 1.3 3.4
Old : 100.0: 24.6 18.1 21.4 52.7 57.1 98.7 96.6: 1.3 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 16 22 21:
Old : 23: 4 2 5 16 16 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 60.6 72.5 77.6 34.3 42.0 47.9 49.8
Old : 44.6 60.6 72.5 77.6 34.3 42.0 47.9 49.8
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, August 9, 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 : 22,306: 11,120 280 1,200 9,650 20,454 21,970 21,934: 336 372
Old : 22,306: 11,120 280 1,200 9,650 20,454 21,970 21,934: 336 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,794: 1,320 0 -40 550 1,834 1,830 1,794: -36 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 1.3 5.4 43.3 91.7 98.5 98.3: 1.5 1.7
Old : 100.0: 49.9 1.3 5.4 43.3 91.7 98.5 98.3: 1.5 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 : 30: 4 1 4 21 22 25 27:
Old : 30: 4 1 4 21 22 25 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 : 69.5 59.8 82.1 82.9 62.3 55.7 73.1 73.6
Old : 69.5 59.8 82.1 82.9 62.3 55.7 73.1 73.6
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 9, 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 : 1,452,515: 154,921 87,259 415,351 796,636 853,820 1,366,908 1,356,430: 85,607 96,085
Old : 1,452,515: 154,921 87,259 415,351 796,636 853,820 1,366,908 1,356,430: 85,607 96,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 75,127: 18,337 9,999 20,930 28,155 35,582 67,421 66,510: 7,706 8,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 6.0 28.6 54.8 58.8 94.1 93.4: 5.9 6.6
Old : 100.0: 10.7 6.0 28.6 54.8 58.8 94.1 93.4: 5.9 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 : 316: 86 120 131 83 95 254 272:
Old : 316: 86 120 131 83 95 254 272:
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 : 19.3 17.2 28.5 27.7 9.5 7.3 14.1 11.3
Old : 19.3 17.2 28.5 27.7 9.5 7.3 14.1 11.3
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 9, 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 : 14,310: 8,790 4,346 277 2,468 9,020 11,535 13,643: 2,775 667
Old : 14,310: 8,790 4,346 277 2,468 9,020 11,535 13,643: 2,775 667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 11: -57 106 -8 67 -204 2 -106: 9 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 30.4 1.9 17.2 63.0 80.6 95.3: 19.4 4.7
Old : 100.0: 61.4 30.4 1.9 17.2 63.0 80.6 95.3: 19.4 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 : 111: 57 16 2 12 26 71 43:
Old : 111: 57 16 2 12 26 71 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 : 24.1 37.7 37.9 55.3 24.1 37.7 37.9 55.3
Old : 24.1 37.7 37.9 55.3 24.1 37.7 37.9 55.3
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 9, 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 : 12,343: 8,655 725 8 1,170 10,373 9,833 11,106: 2,510 1,238
Old : 12,343: 8,655 725 8 1,170 10,373 9,833 11,106: 2,510 1,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,402: 1,077 -102 0 212 1,280 1,289 1,178: 113 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 5.9 0.1 9.5 84.0 79.7 90.0: 20.3 10.0
Old : 100.0: 70.1 5.9 0.1 9.5 84.0 79.7 90.0: 20.3 10.0
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 : 57: 27 7 1 7 20 34 28:
Old : 57: 27 7 1 7 20 34 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 : 33.4 48.0 46.9 68.8 33.4 47.6 46.5 68.5
Old : 33.4 48.0 46.9 68.8 33.4 47.6 46.5 68.5
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 9, 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 : 189,985: 48,983 9,485 27,478 94,357 140,751 170,818 177,714: 19,168 12,272
Old : 189,985: 48,983 9,485 27,478 94,357 140,751 170,818 177,714: 19,168 12,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 8,738: 4,320 -2,194 3,137 1,139 5,610 8,596 6,553: 142 2,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 5.0 14.5 49.7 74.1 89.9 93.5: 10.1 6.5
Old : 100.0: 25.8 5.0 14.5 49.7 74.1 89.9 93.5: 10.1 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 61 22 41 75 77 157 122:
Old : 175: 61 22 41 75 77 157 122:
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 20.7 33.4 34.6 13.3 13.6 21.7 23.1
Old : 20.6 20.7 33.4 34.6 13.3 13.6 21.7 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2005