NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 245,480: 40,488 23,185 54,172 104,571 135,782 199,232 213,140: 46,248 32,341
Old : 245,480: 40,488 23,185 54,172 104,571 135,782 199,232 213,140: 46,248 32,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 18,401: 5,162 1,779 6,084 4,879 9,652 16,125 17,515: 2,276 887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 9.4 22.1 42.6 55.3 81.2 86.8: 18.8 13.2
Old : 100.0: 16.5 9.4 22.1 42.6 55.3 81.2 86.8: 18.8 13.2
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 : 135: 41 26 32 63 59 121 102:
Old : 135: 41 26 32 63 59 121 102:
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 22.2 25.3 32.8 10.4 11.8 16.2 17.3
Old : 15.7 22.2 25.3 32.8 10.4 11.8 16.2 17.3
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 16, 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 : 942,891: 64,523 82,519 416,227 382,307 402,057 863,057 900,803: 79,834 42,089
Old : 942,891: 64,523 82,519 416,227 382,307 402,057 863,057 900,803: 79,834 42,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 57,683: 4,259 1,247 26,919 24,818 20,728 55,996 48,894: 1,686 8,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 8.8 44.1 40.5 42.6 91.5 95.5: 8.5 4.5
Old : 100.0: 6.8 8.8 44.1 40.5 42.6 91.5 95.5: 8.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 73 47 86 101 92 218 183:
Old : 226: 73 47 86 101 92 218 183:
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 22.1 31.9 36.6 4.0 7.8 6.5 11.4
Old : 19.3 22.1 31.9 36.6 4.0 7.8 6.5 11.4
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 16, 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 : 37,939: 3,436 4,837 1,764 28,658 23,503 33,858 30,104: 4,081 7,835
Old : 37,939: 3,436 4,837 1,764 28,658 23,503 33,858 30,104: 4,081 7,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,564: -1,814 366 1,024 2,994 40 2,204 1,430: 360 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 12.7 4.6 75.5 61.9 89.2 79.3: 10.8 20.7
Old : 100.0: 9.1 12.7 4.6 75.5 61.9 89.2 79.3: 10.8 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 3 2 17 12 20 16:
Old : 25: 2 3 2 17 12 20 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 : 44.9 40.3 68.2 63.2 39.3 36.3 59.0 58.0
Old : 44.9 40.3 68.2 63.2 39.3 36.3 59.0 58.0
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 16, 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 : 127,255: 12,451 16,004 12,776 90,618 93,817 115,845 122,597: 11,410 4,658
Old : 127,255: 12,451 16,004 12,776 90,618 93,817 115,845 122,597: 11,410 4,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 844: 6,098 -3,200 -1,828 -2,394 5,804 1,876 776: -1,032 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 12.6 10.0 71.2 73.7 91.0 96.3: 9.0 3.7
Old : 100.0: 9.8 12.6 10.0 71.2 73.7 91.0 96.3: 9.0 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 : 36: 3 2 4 24 27 28 32:
Old : 36: 3 2 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 : 61.3 32.5 75.1 57.8 50.8 30.7 60.9 51.6
Old : 61.3 32.5 75.1 57.8 50.8 30.7 60.9 51.6
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 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,760: 24,117 13,157 2,684 45,184 51,587 71,985 67,428: 3,775 8,332
Old : 75,760: 24,117 13,157 2,684 45,184 51,587 71,985 67,428: 3,775 8,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,848: -12,703 3,020 0 14,455 594 1,752 3,614: 96 -1,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 17.4 3.5 59.6 68.1 95.0 89.0: 5.0 11.0
Old : 100.0: 31.8 17.4 3.5 59.6 68.1 95.0 89.0: 5.0 11.0
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 : 27: 2 3 1 18 14 20 18:
Old : 27: 2 3 1 18 14 20 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 : 67.8 38.7 83.3 65.9 58.4 34.0 69.9 58.6
Old : 67.8 38.7 83.3 65.9 58.4 34.0 69.9 58.6
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, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,009: 0 19,006 3,140 51,060 37,203 54,200 59,349: 5,809 660
Old : 60,009: 0 19,006 3,140 51,060 37,203 54,200 59,349: 5,809 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 4,972: -550 5,236 -1,431 6,530 2,903 4,549 6,708: 423 -1,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 31.7 5.2 85.1 62.0 90.3 98.9: 9.7 1.1
Old : 100.0: 0.0 31.7 5.2 85.1 62.0 90.3 98.9: 9.7 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 : 26: 0 4 4 18 19 22 23:
Old : 26: 0 4 4 18 19 22 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 : 40.6 45.8 61.8 71.3 26.2 41.0 37.5 50.9
Old : 40.6 45.8 61.8 71.3 26.2 41.0 37.5 50.9
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, August 16, 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 : 62,010: 11,990 12,075 3,655 41,565 40,334 57,210 56,064: 4,800 5,946
Old : 62,010: 11,990 12,075 3,655 41,565 40,334 57,210 56,064: 4,800 5,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 4,013: 1,558 2,324 1,001 2,800 -19 5,359 3,306: -1,346 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 19.5 5.9 67.0 65.0 92.3 90.4: 7.7 9.6
Old : 100.0: 19.3 19.5 5.9 67.0 65.0 92.3 90.4: 7.7 9.6
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 : 31: 3 4 6 21 21 27 28:
Old : 31: 3 4 6 21 21 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 32.4 68.5 53.4 42.0 30.2 53.4 44.8
Old : 48.9 32.4 68.5 53.4 42.0 30.2 53.4 44.8
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 16, 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 : 56,533: 397 0 1,801 53,709 49,844 55,907 51,645: 626 4,888
Old : 56,533: 397 0 1,801 53,709 49,844 55,907 51,645: 626 4,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,459: -666 0 610 1,577 971 1,521 1,581: -62 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 3.2 95.0 88.2 98.9 91.4: 1.1 8.6
Old : 100.0: 0.7 0.0 3.2 95.0 88.2 98.9 91.4: 1.1 8.6
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 : 25: 1 0 1 22 22 23 23:
Old : 25: 1 0 1 22 22 23 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 : 59.9 42.5 78.6 65.5 55.1 38.2 66.5 56.0
Old : 59.9 42.5 78.6 65.5 55.1 38.2 66.5 56.0
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, August 16, 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 : 64,816: 0 15,995 240 56,065 43,716 56,305 59,951: 8,511 4,865
Old : 64,816: 0 15,995 240 56,065 43,716 56,305 59,951: 8,511 4,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,656: 0 2,674 -213 1,829 373 1,616 2,834: 1,040 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.7 0.4 86.5 67.4 86.9 92.5: 13.1 7.5
Old : 100.0: 0.0 24.7 0.4 86.5 67.4 86.9 92.5: 13.1 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 34.6 52.0 56.1 77.2 28.9 47.4 47.0 67.2
Old : 34.6 52.0 56.1 77.2 28.9 47.4 47.0 67.2
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 16, 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 : 82,538: 23,745 10,801 5,463 49,794 61,424 79,002 77,688: 3,536 4,850
Old : 82,538: 23,745 10,801 5,463 49,794 61,424 79,002 77,688: 3,536 4,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -8,732: -3,066 -30,876 0 -5,392 21,465 -8,458 -9,411: -274 679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 13.1 6.6 60.3 74.4 95.7 94.1: 4.3 5.9
Old : 100.0: 28.8 13.1 6.6 60.3 74.4 95.7 94.1: 4.3 5.9
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 : 27: 3 1 3 19 21 22 25:
Old : 27: 3 1 3 19 21 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 : 59.1 50.9 80.5 69.4 50.7 36.0 59.4 49.2
Old : 59.1 50.9 80.5 69.4 50.7 36.0 59.4 49.2
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 16, 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 : 38,007: 3,013 1,023 2,061 30,060 25,786 35,134 28,870: 2,873 9,137
Old : 38,007: 3,013 1,023 2,061 30,060 25,786 35,134 28,870: 2,873 9,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 3,795: -638 -42 1,116 3,487 1,470 3,965 2,544: -170 1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 2.7 5.4 79.1 67.8 92.4 76.0: 7.6 24.0
Old : 100.0: 7.9 2.7 5.4 79.1 67.8 92.4 76.0: 7.6 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 2 16 17 20 19:
Old : 24: 3 1 2 16 17 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 : 46.1 37.9 71.8 57.3 38.3 26.6 60.2 40.8
Old : 46.1 37.9 71.8 57.3 38.3 26.6 60.2 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 1,212,777: 326,100 68,268 230,994 633,989 899,984 1,191,083 1,199,246: 21,694 13,531
Old : 1,212,777: 326,100 68,268 230,994 633,989 899,984 1,191,083 1,199,246: 21,694 13,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 34,513: 12,510 1,276 10,270 8,615 19,881 31,395 31,427: 3,118 3,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 5.6 19.0 52.3 74.2 98.2 98.9: 1.8 1.1
Old : 100.0: 26.9 5.6 19.0 52.3 74.2 98.2 98.9: 1.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 22 17 36 86 80 123 118:
Old : 130: 22 17 36 86 80 123 118:
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 39.9 22.4 16.5 32.2 28.5
Old : 28.4 24.8 43.6 39.9 22.4 16.5 32.2 28.5
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 16, 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 : 190,499: 25,419 38,607 63,439 100,125 86,060 188,983 188,106: 1,516 2,393
Old : 190,499: 25,419 38,607 63,439 100,125 86,060 188,983 188,106: 1,516 2,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 6,847: 2,231 -6,948 5,259 597 8,086 8,087 6,397: -1,240 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 20.3 33.3 52.6 45.2 99.2 98.7: 0.8 1.3
Old : 100.0: 13.3 20.3 33.3 52.6 45.2 99.2 98.7: 0.8 1.3
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 : 53: 12 10 19 30 29 51 49:
Old : 53: 12 10 19 30 29 51 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 : 37.9 38.7 55.2 61.9 20.6 17.8 28.6 27.6
Old : 37.9 38.7 55.2 61.9 20.6 17.8 28.6 27.6
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 16, 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 : 87,477: 21,787 2,867 22,485 42,857 61,825 87,129 87,177: 348 300
Old : 87,477: 21,787 2,867 22,485 42,857 61,825 87,129 87,177: 348 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,218: -46 -1,376 -79 2,242 3,473 2,118 2,018: 100 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 3.3 25.7 49.0 70.7 99.6 99.7: 0.4 0.3
Old : 100.0: 24.9 3.3 25.7 49.0 70.7 99.6 99.7: 0.4 0.3
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 : 55: 7 5 10 40 39 51 50:
Old : 55: 7 5 10 40 39 51 50:
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 45.6 65.6 66.8 32.4 37.5 38.7 43.6
Old : 51.5 45.6 65.6 66.8 32.4 37.5 38.7 43.6
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 16, 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 : 25,582: 2,666 3,064 4,136 18,738 17,621 25,540 24,821: 42 761
Old : 25,582: 2,666 3,064 4,136 18,738 17,621 25,540 24,821: 42 761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,531: 65 991 124 1,342 206 1,531 1,321: 0 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 12.0 16.2 73.2 68.9 99.8 97.0: 0.2 3.0
Old : 100.0: 10.4 12.0 16.2 73.2 68.9 99.8 97.0: 0.2 3.0
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 : 33: 1 5 4 19 24 24 29:
Old : 33: 1 5 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 : 60.6 46.9 81.7 65.1 54.8 36.3 62.4 47.8
Old : 60.6 46.9 81.7 65.1 54.8 36.3 62.4 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 16, 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 : 12,257: 540 3,354 2,842 7,605 5,003 10,987 11,199: 1,270 1,058
Old : 12,257: 540 3,354 2,842 7,605 5,003 10,987 11,199: 1,270 1,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,627: 0 -124 252 699 1,033 951 1,161: 676 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 27.4 23.2 62.0 40.8 89.6 91.4: 10.4 8.6
Old : 100.0: 4.4 27.4 23.2 62.0 40.8 89.6 91.4: 10.4 8.6
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 14 22 17:
Old : 28: 3 2 3 17 14 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 59.6 65.8 79.2 30.7 43.0 47.4 58.1
Old : 46.4 59.6 65.8 79.2 30.7 43.0 47.4 58.1
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 16, 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 : 11,866: 2,151 2,913 567 8,617 7,744 11,335 11,224: 531 642
Old : 11,866: 2,151 2,913 567 8,617 7,744 11,335 11,224: 531 642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,018: 2 0 0 508 510 510 510: 508 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 24.5 4.8 72.6 65.3 95.5 94.6: 4.5 5.4
Old : 100.0: 18.1 24.5 4.8 72.6 65.3 95.5 94.6: 4.5 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 : 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 : 77.4 84.6 92.5 93.5 75.1 78.8 80.9 81.5
Old : 77.4 84.6 92.5 93.5 75.1 78.8 80.9 81.5
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 16, 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 : 15,302: 3,100 3,414 3,120 8,922 8,508 15,142 15,042: 160 260
Old : 15,302: 3,100 3,414 3,120 8,922 8,508 15,142 15,042: 160 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,948: -180 1,000 260 1,888 888 1,968 2,148: -20 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 22.3 20.4 58.3 55.6 99.0 98.3: 1.0 1.7
Old : 100.0: 20.3 22.3 20.4 58.3 55.6 99.0 98.3: 1.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 2 6 17 19 23 25:
Old : 26: 4 2 6 17 19 23 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 : 48.5 60.6 75.6 76.8 40.3 43.1 51.3 51.9
Old : 48.5 60.6 75.6 76.8 40.3 43.1 51.3 51.9
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 16, 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 : 25,076: 12,390 280 2,010 10,200 22,434 24,600 24,724: 476 352
Old : 25,076: 12,390 280 2,010 10,200 22,434 24,600 24,724: 476 352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,770: 1,270 0 810 550 1,980 2,630 2,790: 140 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 1.1 8.0 40.7 89.5 98.1 98.6: 1.9 1.4
Old : 100.0: 49.4 1.1 8.0 40.7 89.5 98.1 98.6: 1.9 1.4
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 : 31: 4 1 4 22 23 26 28:
Old : 31: 4 1 4 22 23 26 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 : 70.1 53.9 82.1 78.1 60.3 49.3 71.1 69.0
Old : 70.1 53.9 82.1 78.1 60.3 49.3 71.1 69.0
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, August 16, 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 : 1,560,459: 167,863 86,920 466,199 847,477 908,667 1,481,539 1,461,785: 78,920 98,674
Old : 1,560,459: 167,863 86,920 466,199 847,477 908,667 1,481,539 1,461,785: 78,920 98,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 107,945: 12,942 -340 50,848 50,841 54,847 114,631 105,355: -6,687 2,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 5.6 29.9 54.3 58.2 94.9 93.7: 5.1 6.3
Old : 100.0: 10.8 5.6 29.9 54.3 58.2 94.9 93.7: 5.1 6.3
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 : 317: 88 114 131 85 97 260 269:
Old : 317: 88 114 131 85 97 260 269:
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 : 19.0 17.5 27.8 28.2 8.8 7.1 13.0 11.1
Old : 19.0 17.5 27.8 28.2 8.8 7.1 13.0 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 14,444: 8,598 5,063 572 2,568 8,189 11,738 13,824: 2,706 620
Old : 14,444: 8,598 5,063 572 2,568 8,189 11,738 13,824: 2,706 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 134: -192 717 295 100 -831 203 181: -69 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 35.1 4.0 17.8 56.7 81.3 95.7: 18.7 4.3
Old : 100.0: 59.5 35.1 4.0 17.8 56.7 81.3 95.7: 18.7 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 : 112: 57 18 5 12 25 72 46:
Old : 112: 57 18 5 12 25 72 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 : 23.8 41.0 38.2 58.0 23.8 41.0 37.8 57.6
Old : 23.8 41.0 38.2 58.0 23.8 41.0 37.8 57.6
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 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 11,667: 8,117 641 8 1,020 10,005 9,145 10,654: 2,522 1,013
Old : 11,667: 8,117 641 8 1,020 10,005 9,145 10,654: 2,522 1,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -676: -538 -84 0 -150 -368 -688 -452: 12 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 5.5 0.1 8.7 85.8 78.4 91.3: 21.6 8.7
Old : 100.0: 69.6 5.5 0.1 8.7 85.8 78.4 91.3: 21.6 8.7
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 : 58: 28 6 1 7 22 35 29:
Old : 58: 28 6 1 7 22 35 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 : 32.4 52.0 46.4 71.2 32.4 51.7 45.7 70.8
Old : 32.4 52.0 46.4 71.2 32.4 51.7 45.7 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 201,443: 50,651 7,368 34,965 95,053 145,610 180,669 187,943: 20,774 13,500
Old : 201,443: 50,651 7,368 34,965 95,053 145,610 180,669 187,943: 20,774 13,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 11,457: 1,668 -2,117 7,487 697 4,859 9,851 10,229: 1,606 1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 3.7 17.4 47.2 72.3 89.7 93.3: 10.3 6.7
Old : 100.0: 25.1 3.7 17.4 47.2 72.3 89.7 93.3: 10.3 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 65 17 41 75 79 155 125:
Old : 173: 65 17 41 75 79 155 125:
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 : 19.8 22.3 32.2 35.5 12.5 14.7 20.2 22.8
Old : 19.8 22.3 32.2 35.5 12.5 14.7 20.2 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2005