NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 245,545: 34,840 20,793 57,138 108,334 136,795 200,312 214,725: 45,233 30,819
Old : 245,545: 34,840 20,793 57,138 108,334 136,795 200,312 214,725: 45,233 30,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 64: -5,648 -2,392 2,965 3,763 1,012 1,080 1,586: -1,016 -1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 8.5 23.3 44.1 55.7 81.6 87.4: 18.4 12.6
Old : 100.0: 14.2 8.5 23.3 44.1 55.7 81.6 87.4: 18.4 12.6
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 : 131: 36 26 37 64 60 121 104:
Old : 131: 36 26 37 64 60 121 104:
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 : 16.1 23.0 26.2 33.0 10.2 12.3 15.7 17.7
Old : 16.1 23.0 26.2 33.0 10.2 12.3 15.7 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 943,280: 61,464 83,373 418,552 386,871 407,188 866,887 909,113: 76,394 34,167
Old : 943,280: 61,464 83,373 418,552 386,871 407,188 866,887 909,113: 76,394 34,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 389: -3,059 855 2,325 4,563 5,131 3,829 8,310: -3,440 -7,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 8.8 44.4 41.0 43.2 91.9 96.4: 8.1 3.6
Old : 100.0: 6.5 8.8 44.4 41.0 43.2 91.9 96.4: 8.1 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 : 226: 69 50 89 100 93 215 190:
Old : 226: 69 50 89 100 93 215 190:
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 : 18.9 21.9 31.7 36.9 4.1 8.3 6.4 11.5
Old : 18.9 21.9 31.7 36.9 4.1 8.3 6.4 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 40,078: 2,076 3,679 2,119 32,162 27,113 36,357 32,911: 3,721 7,167
Old : 40,078: 2,076 3,679 2,119 32,162 27,113 36,357 32,911: 3,721 7,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,139: -1,360 -1,158 355 3,504 3,610 2,499 2,807: -360 -668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 9.2 5.3 80.2 67.7 90.7 82.1: 9.3 17.9
Old : 100.0: 5.2 9.2 5.3 80.2 67.7 90.7 82.1: 9.3 17.9
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 : 26: 2 3 2 18 14 21 18:
Old : 26: 2 3 2 18 14 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 40.4 65.1 62.2 38.1 34.8 57.0 54.7
Old : 41.7 40.4 65.1 62.2 38.1 34.8 57.0 54.7
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 Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 110,088: 6,793 5,732 5,754 85,711 94,224 98,258 105,710: 11,830 4,378
Old : 110,088: 6,793 5,732 5,754 85,711 94,224 98,258 105,710: 11,830 4,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -17,167: -5,658 -10,272 -7,022 -4,907 407 -17,587 -16,887: 420 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.2 5.2 77.9 85.6 89.3 96.0: 10.7 4.0
Old : 100.0: 6.2 5.2 5.2 77.9 85.6 89.3 96.0: 10.7 4.0
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 : 36: 3 2 4 25 27 29 32:
Old : 36: 3 2 4 25 27 29 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 : 57.9 34.4 70.1 55.6 53.1 31.1 59.5 50.9
Old : 57.9 34.4 70.1 55.6 53.1 31.1 59.5 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 71,167: 15,210 12,943 2,684 48,958 47,762 66,852 63,389: 4,315 7,778
Old : 71,167: 15,210 12,943 2,684 48,958 47,762 66,852 63,389: 4,315 7,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -4,593: -8,907 -214 0 3,774 -3,825 -5,133 -4,039: 540 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 18.2 3.8 68.8 67.1 93.9 89.1: 6.1 10.9
Old : 100.0: 21.4 18.2 3.8 68.8 67.1 93.9 89.1: 6.1 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 1 19 15 21 19:
Old : 28: 2 3 1 19 15 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 : 66.2 38.8 80.2 67.8 56.9 35.9 68.3 60.5
Old : 66.2 38.8 80.2 67.8 56.9 35.9 68.3 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,458: 0 24,245 3,682 55,762 32,862 59,444 60,789: 4,014 2,669
Old : 63,458: 0 24,245 3,682 55,762 32,862 59,444 60,789: 4,014 2,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 3,449: 0 5,239 542 4,702 -4,341 5,244 1,440: -1,795 2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 38.2 5.8 87.9 51.8 93.7 95.8: 6.3 4.2
Old : 100.0: 0.0 38.2 5.8 87.9 51.8 93.7 95.8: 6.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 4 4 21 19 25 23:
Old : 27: 0 4 4 21 19 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 53.6 59.0 71.9 29.9 43.7 41.4 51.5
Old : 39.6 53.6 59.0 71.9 29.9 43.7 41.4 51.5
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 Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 62,579: 13,403 13,917 2,963 41,765 40,413 58,131 57,293: 4,448 5,286
Old : 62,579: 13,403 13,917 2,963 41,765 40,413 58,131 57,293: 4,448 5,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 569: 1,413 1,842 -692 200 79 921 1,229: -352 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 22.2 4.7 66.7 64.6 92.9 91.6: 7.1 8.4
Old : 100.0: 21.4 22.2 4.7 66.7 64.6 92.9 91.6: 7.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 4 6 20 21 26 28:
Old : 31: 3 4 6 20 21 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 : 49.0 32.5 68.4 53.2 41.8 29.8 54.6 46.4
Old : 49.0 32.5 68.4 53.2 41.8 29.8 54.6 46.4
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 Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,171: 0 2,037 854 57,203 51,092 58,057 53,983: 1,114 5,188
Old : 59,171: 0 2,037 854 57,203 51,092 58,057 53,983: 1,114 5,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,638: -397 2,037 -947 3,494 1,248 2,150 2,338: 488 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 1.4 96.7 86.3 98.1 91.2: 1.9 8.8
Old : 100.0: 0.0 3.4 1.4 96.7 86.3 98.1 91.2: 1.9 8.8
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 : 25: 0 1 1 22 22 23 23:
Old : 25: 0 1 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 : 63.7 41.1 80.5 66.7 55.9 36.8 67.0 54.0
Old : 63.7 41.1 80.5 66.7 55.9 36.8 67.0 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 65,712: 0 15,951 310 57,869 45,001 58,179 61,262: 7,533 4,450
Old : 65,712: 0 15,951 310 57,869 45,001 58,179 61,262: 7,533 4,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 896: 0 -44 70 1,804 1,285 1,874 1,311: -978 -415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.3 0.5 88.1 68.5 88.5 93.2: 11.5 6.8
Old : 100.0: 0.0 24.3 0.5 88.1 68.5 88.5 93.2: 11.5 6.8
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 : 30: 0 2 1 24 22 25 24:
Old : 30: 0 2 1 24 22 25 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 : 33.4 52.7 55.0 77.8 27.1 47.4 44.9 66.7
Old : 33.4 52.7 55.0 77.8 27.1 47.4 44.9 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 73,304: 24,791 2,341 4,501 39,616 60,892 68,908 67,734: 4,396 5,570
Old : 73,304: 24,791 2,341 4,501 39,616 60,892 68,908 67,734: 4,396 5,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -9,234: 1,046 -8,460 -962 -10,178 -532 -10,094 -9,954: 860 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 3.2 6.1 54.0 83.1 94.0 92.4: 6.0 7.6
Old : 100.0: 33.8 3.2 6.1 54.0 83.1 94.0 92.4: 6.0 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 4 20 21 24 25:
Old : 27: 3 1 4 20 21 24 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 : 56.9 51.1 76.5 67.2 51.4 36.9 58.3 48.1
Old : 56.9 51.1 76.5 67.2 51.4 36.9 58.3 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 38,780: 2,101 2,495 2,728 31,936 24,420 36,765 29,643: 2,015 9,137
Old : 38,780: 2,101 2,495 2,728 31,936 24,420 36,765 29,643: 2,015 9,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 773: -912 1,472 667 1,876 -1,366 1,631 773: -858 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 6.4 7.0 82.4 63.0 94.8 76.4: 5.2 23.6
Old : 100.0: 5.4 6.4 7.0 82.4 63.0 94.8 76.4: 5.2 23.6
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 : 24: 3 1 2 17 17 21 19:
Old : 24: 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 : 47.1 36.1 71.8 57.1 37.1 26.6 56.7 37.2
Old : 47.1 36.1 71.8 57.1 37.1 26.6 56.7 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 50,353: 1,712 4,574 1,119 34,893 36,697 37,724 42,390: 12,629 7,963
Old : 50,353: 1,712 4,574 1,119 34,893 36,697 37,724 42,390: 12,629 7,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 9.1 2.2 69.3 72.9 74.9 84.2: 25.1 15.8
Old : 100.0: 3.4 9.1 2.2 69.3 72.9 74.9 84.2: 25.1 15.8
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 : 21: 1 2 1 12 13 14 15:
Old : 21: 1 2 1 12 13 14 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 : 57.7 45.5 68.5 72.8 55.7 41.7 60.2 61.1
Old : 57.7 45.5 68.5 72.8 55.7 41.7 60.2 61.1
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 Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 1,247,489: 326,959 72,846 235,380 665,301 926,711 1,227,640 1,234,937: 19,849 12,552
Old : 1,247,489: 326,959 72,846 235,380 665,301 926,711 1,227,640 1,234,937: 19,849 12,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 34,712: 859 4,578 4,386 31,312 26,727 36,557 35,691: -1,845 -979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 5.8 18.9 53.3 74.3 98.4 99.0: 1.6 1.0
Old : 100.0: 26.2 5.8 18.9 53.3 74.3 98.4 99.0: 1.6 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 : 136: 22 16 36 91 83 127 122:
Old : 136: 22 16 36 91 83 127 122:
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 : 27.7 24.9 42.9 40.4 21.5 16.1 30.9 28.5
Old : 27.7 24.9 42.9 40.4 21.5 16.1 30.9 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 Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 202,404: 31,737 38,120 64,543 104,797 97,579 201,077 200,242: 1,327 2,162
Old : 202,404: 31,737 38,120 64,543 104,797 97,579 201,077 200,242: 1,327 2,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 11,905: 6,318 -487 1,104 4,672 11,519 12,094 12,136: -189 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 18.8 31.9 51.8 48.2 99.3 98.9: 0.7 1.1
Old : 100.0: 15.7 18.8 31.9 51.8 48.2 99.3 98.9: 0.7 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 : 57: 11 12 19 32 33 53 54:
Old : 57: 11 12 19 32 33 53 54:
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 38.0 54.1 61.0 22.5 18.9 30.0 28.9
Old : 37.9 38.0 54.1 61.0 22.5 18.9 30.0 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 90,157: 23,634 3,525 24,148 42,187 62,044 89,969 89,717: 188 440
Old : 90,157: 23,634 3,525 24,148 42,187 62,044 89,969 89,717: 188 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,680: 1,847 658 1,663 -670 219 2,840 2,540: -160 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 3.9 26.8 46.8 68.8 99.8 99.5: 0.2 0.5
Old : 100.0: 26.2 3.9 26.8 46.8 68.8 99.8 99.5: 0.2 0.5
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 : 54: 5 6 13 38 38 51 51:
Old : 54: 5 6 13 38 38 51 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 43.4 67.1 66.0 33.2 36.2 39.4 42.3
Old : 53.7 43.4 67.1 66.0 33.2 36.2 39.4 42.3
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 Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 27,051: 2,666 4,834 3,260 19,496 18,112 25,422 26,206: 1,629 845
Old : 27,051: 2,666 4,834 3,260 19,496 18,112 25,422 26,206: 1,629 845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,469: 0 1,770 -876 758 491 -118 1,385: 1,587 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 17.9 12.1 72.1 67.0 94.0 96.9: 6.0 3.1
Old : 100.0: 9.9 17.9 12.1 72.1 67.0 94.0 96.9: 6.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 5 4 19 25 24 30:
Old : 33: 1 5 4 19 25 24 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 : 56.7 49.3 75.4 67.2 52.4 39.6 61.2 51.5
Old : 56.7 49.3 75.4 67.2 52.4 39.6 61.2 51.5
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 Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 11,566: 540 3,354 2,842 6,906 4,814 10,288 11,010: 1,278 556
Old : 11,566: 540 3,354 2,842 6,906 4,814 10,288 11,010: 1,278 556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -691: 0 0 0 -699 -189 -699 -189: 8 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 29.0 24.6 59.7 41.6 89.0 95.2: 11.0 4.8
Old : 100.0: 4.7 29.0 24.6 59.7 41.6 89.0 95.2: 11.0 4.8
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: 3 2 3 18 14 23 17:
Old : 28: 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 : 47.0 62.6 66.7 83.4 30.3 44.5 47.1 60.5
Old : 47.0 62.6 66.7 83.4 30.3 44.5 47.1 60.5
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 Code-06465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 11,999: 2,319 3,039 483 9,174 8,343 11,976 11,865: 23 134
Old : 11,999: 2,319 3,039 483 9,174 8,343 11,976 11,865: 23 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 133: 168 126 -84 557 599 641 641: -508 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 25.3 4.0 76.5 69.5 99.8 98.9: 0.2 1.1
Old : 100.0: 19.3 25.3 4.0 76.5 69.5 99.8 98.9: 0.2 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 : 21: 2 3 3 12 8 15 13:
Old : 21: 2 3 3 12 8 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.5 83.5 96.5 95.9 72.1 75.1 77.2 77.8
Old : 81.5 83.5 96.5 95.9 72.1 75.1 77.2 77.8
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 Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 16,282: 3,460 3,074 2,940 9,842 10,058 16,242 16,072: 40 210
Old : 16,282: 3,460 3,074 2,940 9,842 10,058 16,242 16,072: 40 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 980: 360 -340 -180 920 1,550 1,100 1,030: -120 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 18.9 18.1 60.4 61.8 99.8 98.7: 0.2 1.3
Old : 100.0: 21.3 18.9 18.1 60.4 61.8 99.8 98.7: 0.2 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 : 27: 4 2 6 19 19 25 25:
Old : 27: 4 2 6 19 19 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 : 47.4 55.7 74.4 74.8 40.4 40.9 52.0 52.0
Old : 47.4 55.7 74.4 74.8 40.4 40.9 52.0 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 24,646: 11,490 280 1,920 10,870 22,294 24,280 24,494: 366 152
Old : 24,646: 11,490 280 1,920 10,870 22,294 24,280 24,494: 366 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -430: -900 0 -90 670 -140 -320 -230: -110 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 1.1 7.8 44.1 90.5 98.5 99.4: 1.5 0.6
Old : 100.0: 46.6 1.1 7.8 44.1 90.5 98.5 99.4: 1.5 0.6
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 : 32: 5 1 4 22 23 27 28:
Old : 32: 5 1 4 22 23 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 : 66.7 53.7 82.2 77.6 57.7 49.0 70.7 69.7
Old : 66.7 53.7 82.2 77.6 57.7 49.0 70.7 69.7
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 Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 1,446,651: 153,382 88,655 423,880 795,037 850,773 1,372,299 1,363,308: 74,352 83,342
Old : 1,446,651: 153,382 88,655 423,880 795,037 850,773 1,372,299 1,363,308: 74,352 83,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -113,809: -14,481 1,736 -42,319 -52,440 -57,894 -109,240 -98,477: -4,569 -15,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 6.1 29.3 55.0 58.8 94.9 94.2: 5.1 5.8
Old : 100.0: 10.6 6.1 29.3 55.0 58.8 94.9 94.2: 5.1 5.8
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 : 294: 84 104 114 80 94 233 252:
Old : 294: 84 104 114 80 94 233 252:
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 : 20.5 19.0 29.7 29.3 9.4 7.7 13.9 11.5
Old : 20.5 19.0 29.7 29.3 9.4 7.7 13.9 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 14,906: 8,478 5,423 938 2,788 7,678 12,204 14,039: 2,702 867
Old : 14,906: 8,478 5,423 938 2,788 7,678 12,204 14,039: 2,702 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 462: -120 360 366 220 -511 466 215: -4 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 36.4 6.3 18.7 51.5 81.9 94.2: 18.1 5.8
Old : 100.0: 56.9 36.4 6.3 18.7 51.5 81.9 94.2: 18.1 5.8
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 : 112: 53 17 8 13 26 74 48:
Old : 112: 53 17 8 13 26 74 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 42.2 38.3 58.3 24.2 42.2 37.6 57.6
Old : 24.2 42.2 38.3 58.3 24.2 42.2 37.6 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 11,301: 7,644 701 8 1,020 9,591 8,672 10,300: 2,629 1,001
Old : 11,301: 7,644 701 8 1,020 9,591 8,672 10,300: 2,629 1,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -366: -473 60 0 0 -414 -473 -354: 107 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 6.2 0.1 9.0 84.9 76.7 91.1: 23.3 8.9
Old : 100.0: 67.6 6.2 0.1 9.0 84.9 76.7 91.1: 23.3 8.9
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 : 55: 27 6 1 7 20 34 27:
Old : 55: 27 6 1 7 20 34 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 : 31.3 51.6 45.9 71.3 31.3 51.2 45.4 70.9
Old : 31.3 51.6 45.9 71.3 31.3 51.2 45.4 70.9
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 Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 196,662: 46,029 5,402 36,117 94,702 142,517 176,848 184,035: 19,814 12,627
Old : 196,662: 46,029 5,402 36,117 94,702 142,517 176,848 184,035: 19,814 12,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -4,781: -4,621 -1,966 1,152 -352 -3,093 -3,821 -3,907: -960 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 2.7 18.4 48.2 72.5 89.9 93.6: 10.1 6.4
Old : 100.0: 23.4 2.7 18.4 48.2 72.5 89.9 93.6: 10.1 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 : 159: 62 15 36 65 69 138 110:
Old : 159: 62 15 36 65 69 138 110:
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 23.2 32.5 36.0 12.0 14.2 19.7 22.3
Old : 19.7 23.2 32.5 36.0 12.0 14.2 19.7 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2005