NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 237,394: 29,560 16,569 60,805 100,336 128,464 190,701 205,838: 46,693 31,557
Old : 237,394: 29,560 16,569 60,805 100,336 128,464 190,701 205,838: 46,693 31,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,869: -1,410 -3,524 2,986 -525 2,218 1,050 1,680: -2,919 -3,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 7.0 25.6 42.3 54.1 80.3 86.7: 19.7 13.3
Old : 100.0: 12.5 7.0 25.6 42.3 54.1 80.3 86.7: 19.7 13.3
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 : 129: 43 20 41 58 59 120 103:
Old : 129: 43 20 41 58 59 120 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 21.3 25.5 30.5 10.2 12.6 14.6 17.8
Old : 15.3 21.3 25.5 30.5 10.2 12.6 14.6 17.8
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, September 6, 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 : 939,828: 56,539 81,237 410,016 394,170 409,201 860,725 900,454: 79,104 39,375
Old : 939,828: 56,539 81,237 410,016 394,170 409,201 860,725 900,454: 79,104 39,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 25,588: -173 -2,331 15,866 8,237 9,825 23,931 23,360: 1,657 2,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 8.6 43.6 41.9 43.5 91.6 95.8: 8.4 4.2
Old : 100.0: 6.0 8.6 43.6 41.9 43.5 91.6 95.8: 8.4 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 : 215: 61 52 86 96 89 204 183:
Old : 215: 61 52 86 96 89 204 183:
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 : 20.4 22.1 33.6 37.9 4.0 7.6 6.7 10.8
Old : 20.4 22.1 33.6 37.9 4.0 7.6 6.7 10.8
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, September 6, 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 : 40,921: 0 3,594 4,929 31,036 25,729 35,965 34,252: 4,956 6,669
Old : 40,921: 0 3,594 4,929 31,036 25,729 35,965 34,252: 4,956 6,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -815: -2,688 -205 2,380 -2,016 -3,018 -2,324 -843: 1,509 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.8 12.0 75.8 62.9 87.9 83.7: 12.1 16.3
Old : 100.0: 0.0 8.8 12.0 75.8 62.9 87.9 83.7: 12.1 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 2 16 14 18 17:
Old : 23: 0 3 2 16 14 18 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 : 45.5 43.1 70.6 66.0 39.4 33.2 59.4 53.0
Old : 45.5 43.1 70.6 66.0 39.4 33.2 59.4 53.0
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 Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 105,994: 9,475 5,300 4,396 82,763 91,704 96,634 101,400: 9,360 4,594
Old : 105,994: 9,475 5,300 4,396 82,763 91,704 96,634 101,400: 9,360 4,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -6,430: -656 -60 -916 -2,082 -5,030 -3,654 -6,006: -2,776 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.0 4.1 78.1 86.5 91.2 95.7: 8.8 4.3
Old : 100.0: 8.9 5.0 4.1 78.1 86.5 91.2 95.7: 8.8 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 : 38: 4 2 4 25 29 30 34:
Old : 38: 4 2 4 25 29 30 34:
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 : 54.2 36.6 67.6 58.4 50.3 33.0 59.2 53.4
Old : 54.2 36.6 67.6 58.4 50.3 33.0 59.2 53.4
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, September 6, 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 : 59,338: 4,920 10,821 1,515 48,826 39,892 55,261 52,228: 4,077 7,110
Old : 59,338: 4,920 10,821 1,515 48,826 39,892 55,261 52,228: 4,077 7,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -16,711: -12,572 -3,746 -1,169 -2,792 -11,624 -16,533 -16,539: -178 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 18.2 2.6 82.3 67.2 93.1 88.0: 6.9 12.0
Old : 100.0: 8.3 18.2 2.6 82.3 67.2 93.1 88.0: 6.9 12.0
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: 2 3 2 20 17 23 21:
Old : 29: 2 3 2 20 17 23 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 : 57.0 39.8 80.5 63.5 50.9 34.8 66.8 53.9
Old : 57.0 39.8 80.5 63.5 50.9 34.8 66.8 53.9
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, September 6, 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 : 65,008: 188 25,135 1,424 58,643 35,958 60,255 62,517: 4,753 2,491
Old : 65,008: 188 25,135 1,424 58,643 35,958 60,255 62,517: 4,753 2,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -3,768: 188 4,993 -2,016 -3,256 -6,902 -5,084 -3,925: 1,316 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 38.7 2.2 90.2 55.3 92.7 96.2: 7.3 3.8
Old : 100.0: 0.3 38.7 2.2 90.2 55.3 92.7 96.2: 7.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 4 21 20 25 24:
Old : 27: 1 3 4 21 20 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 : 43.1 53.1 64.7 72.4 32.3 45.6 46.9 58.9
Old : 43.1 53.1 64.7 72.4 32.3 45.6 46.9 58.9
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 Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 56,110: 14,095 13,022 1,116 35,367 36,947 50,578 51,085: 5,532 5,025
Old : 56,110: 14,095 13,022 1,116 35,367 36,947 50,578 51,085: 5,532 5,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -8,034: -28 -1,219 -1,646 -5,739 -4,084 -7,413 -6,949: -621 -1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 23.2 2.0 63.0 65.8 90.1 91.0: 9.9 9.0
Old : 100.0: 25.1 23.2 2.0 63.0 65.8 90.1 91.0: 9.9 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 : 30: 2 4 3 20 21 23 27:
Old : 30: 2 4 3 20 21 23 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 : 48.5 39.5 69.4 58.5 43.5 37.8 56.3 55.2
Old : 48.5 39.5 69.4 58.5 43.5 37.8 56.3 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 60,600: 403 0 1,989 57,673 52,199 60,065 54,188: 535 6,412
Old : 60,600: 403 0 1,989 57,673 52,199 60,065 54,188: 535 6,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,443: 403 -2,219 43 -2,678 -1,367 -2,232 -3,543: -211 1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 3.3 95.2 86.1 99.1 89.4: 0.9 10.6
Old : 100.0: 0.7 0.0 3.3 95.2 86.1 99.1 89.4: 0.9 10.6
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: 1 0 1 19 20 20 21:
Old : 24: 1 0 1 19 20 20 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 : 65.7 39.7 82.5 66.8 57.8 37.3 65.4 52.8
Old : 65.7 39.7 82.5 66.8 57.8 37.3 65.4 52.8
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, September 6, 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 : 65,500: 0 16,623 62 57,978 43,802 58,040 60,487: 7,460 5,013
Old : 65,500: 0 16,623 62 57,978 43,802 58,040 60,487: 7,460 5,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -3,162: 0 1,166 -460 -2,656 -3,818 -3,116 -3,112: -46 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.4 0.1 88.5 66.9 88.6 92.3: 11.4 7.7
Old : 100.0: 0.0 25.4 0.1 88.5 66.9 88.6 92.3: 11.4 7.7
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 : 28: 0 2 1 22 20 23 22:
Old : 28: 0 2 1 22 20 23 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 : 34.9 49.5 57.1 78.8 25.1 47.7 40.1 57.9
Old : 34.9 49.5 57.1 78.8 25.1 47.7 40.1 57.9
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, September 6, 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 : 67,380: 22,264 565 2,920 37,970 57,789 63,154 61,274: 4,226 6,106
Old : 67,380: 22,264 565 2,920 37,970 57,789 63,154 61,274: 4,226 6,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -8,444: -3,267 -270 -1,213 -4,408 -7,561 -8,888 -9,044: 444 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 0.8 4.3 56.4 85.8 93.7 90.9: 6.3 9.1
Old : 100.0: 33.0 0.8 4.3 56.4 85.8 93.7 90.9: 6.3 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 : 27: 3 1 3 18 21 21 25:
Old : 27: 3 1 3 18 21 21 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 : 58.6 49.9 76.2 67.9 42.2 31.0 50.7 42.1
Old : 58.6 49.9 76.2 67.9 42.2 31.0 50.7 42.1
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, September 6, 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 : 37,927: 1,392 648 3,162 29,470 24,070 34,024 27,880: 3,903 10,047
Old : 37,927: 1,392 648 3,162 29,470 24,070 34,024 27,880: 3,903 10,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -4,426: 325 -2,935 382 -6,887 -1,827 -6,180 -4,380: 1,754 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.7 8.3 77.7 63.5 89.7 73.5: 10.3 26.5
Old : 100.0: 3.7 1.7 8.3 77.7 63.5 89.7 73.5: 10.3 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 2 17 15 21 17:
Old : 24: 3 1 2 17 15 21 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 : 47.6 31.3 70.0 56.8 37.3 26.5 51.9 37.7
Old : 47.6 31.3 70.0 56.8 37.3 26.5 51.9 37.7
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 Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 1,230,454: 322,403 55,507 238,579 650,696 926,652 1,211,678 1,220,738: 18,776 9,716
Old : 1,230,454: 322,403 55,507 238,579 650,696 926,652 1,211,678 1,220,738: 18,776 9,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 19,523: 5,129 1,604 5,531 11,169 15,221 21,829 22,356: -2,306 -2,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 4.5 19.4 52.9 75.3 98.5 99.2: 1.5 0.8
Old : 100.0: 26.2 4.5 19.4 52.9 75.3 98.5 99.2: 1.5 0.8
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 : 127: 28 10 35 81 79 117 116:
Old : 127: 28 10 35 81 79 117 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 26.0 42.3 40.7 19.7 16.7 29.3 28.4
Old : 26.9 26.0 42.3 40.7 19.7 16.7 29.3 28.4
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, September 6, 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 : 204,832: 50,227 41,613 51,928 100,304 107,272 202,459 200,813: 2,373 4,019
Old : 204,832: 50,227 41,613 51,928 100,304 107,272 202,459 200,813: 2,373 4,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 13,171: 8,456 2,408 -633 5,365 10,926 13,188 12,701: -17 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 20.3 25.4 49.0 52.4 98.8 98.0: 1.2 2.0
Old : 100.0: 24.5 20.3 25.4 49.0 52.4 98.8 98.0: 1.2 2.0
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 : 50: 12 7 17 29 30 47 48:
Old : 50: 12 7 17 29 30 47 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 : 34.6 43.5 58.0 62.8 25.6 24.8 35.4 36.8
Old : 34.6 43.5 58.0 62.8 25.6 24.8 35.4 36.8
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, September 6, 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 : 87,681: 21,888 6,123 21,198 44,077 59,840 87,163 87,161: 518 520
Old : 87,681: 21,888 6,123 21,198 44,077 59,840 87,163 87,161: 518 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -5,596: -3,098 416 -1,537 -1,175 -4,578 -5,809 -5,699: 213 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 7.0 24.2 50.3 68.2 99.4 99.4: 0.6 0.6
Old : 100.0: 25.0 7.0 24.2 50.3 68.2 99.4 99.4: 0.6 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 : 51: 3 7 9 37 37 46 48:
Old : 51: 3 7 9 37 37 46 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 : 55.4 42.4 70.7 63.4 36.1 36.6 43.2 45.0
Old : 55.4 42.4 70.7 63.4 36.1 36.6 43.2 45.0
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, September 6, 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 : 25,065: 2,114 5,068 2,647 18,369 16,449 23,130 24,164: 1,935 901
Old : 25,065: 2,114 5,068 2,647 18,369 16,449 23,130 24,164: 1,935 901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,988: -44 322 -571 -909 -1,483 -1,524 -1,732: -464 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 20.2 10.6 73.3 65.6 92.3 96.4: 7.7 3.6
Old : 100.0: 8.4 20.2 10.6 73.3 65.6 92.3 96.4: 7.7 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 : 32: 2 4 4 19 23 24 28:
Old : 32: 2 4 4 19 23 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 50.4 73.6 68.6 51.0 40.9 60.3 53.0
Old : 55.8 50.4 73.6 68.6 51.0 40.9 60.3 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 10,259: 260 3,979 1,833 6,768 3,897 8,861 9,709: 1,398 550
Old : 10,259: 260 3,979 1,833 6,768 3,897 8,861 9,709: 1,398 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,935: -322 -257 -295 -1,444 -917 -2,061 -1,469: 126 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 38.8 17.9 66.0 38.0 86.4 94.6: 13.6 5.4
Old : 100.0: 2.5 38.8 17.9 66.0 38.0 86.4 94.6: 13.6 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 : 28: 2 3 3 18 11 22 15:
Old : 28: 2 3 3 18 11 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 : 38.4 67.6 61.3 88.9 31.3 56.9 50.6 70.4
Old : 38.4 67.6 61.3 88.9 31.3 56.9 50.6 70.4
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 Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 16,100: 3,200 3,220 2,400 10,168 10,252 15,768 15,872: 332 228
Old : 16,100: 3,200 3,220 2,400 10,168 10,252 15,768 15,872: 332 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -762: -160 146 -600 -174 -306 -934 -760: 172 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 20.0 14.9 63.2 63.7 97.9 98.6: 2.1 1.4
Old : 100.0: 19.9 20.0 14.9 63.2 63.7 97.9 98.6: 2.1 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 : 26: 3 3 6 16 16 22 22:
Old : 26: 3 3 6 16 16 22 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 : 48.0 57.6 76.7 77.4 42.5 45.5 58.7 59.1
Old : 48.0 57.6 76.7 77.4 42.5 45.5 58.7 59.1
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, September 6, 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 : 24,086: 11,850 240 1,480 9,890 21,854 23,220 23,574: 866 512
Old : 24,086: 11,850 240 1,480 9,890 21,854 23,220 23,574: 866 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -990: 470 -40 -470 -1,070 -360 -1,070 -870: 80 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 1.0 6.1 41.1 90.7 96.4 97.9: 3.6 2.1
Old : 100.0: 49.2 1.0 6.1 41.1 90.7 96.4 97.9: 3.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 5 19 20 25 25:
Old : 30: 5 1 5 19 20 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 : 68.6 56.3 82.4 79.2 60.7 53.6 73.1 74.5
Old : 68.6 56.3 82.4 79.2 60.7 53.6 73.1 74.5
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, September 6, 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 : 1,525,560: 144,978 78,048 466,947 828,851 886,083 1,440,776 1,431,078: 84,785 94,482
Old : 1,525,560: 144,978 78,048 466,947 828,851 886,083 1,440,776 1,431,078: 84,785 94,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,967: -6,349 -8,701 5,236 2,420 10,330 1,306 6,865: 1,660 -3,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 5.1 30.6 54.3 58.1 94.4 93.8: 5.6 6.2
Old : 100.0: 9.5 5.1 30.6 54.3 58.1 94.4 93.8: 5.6 6.2
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 : 302: 92 110 126 81 91 246 260:
Old : 302: 92 110 126 81 91 246 260:
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 19.1 30.0 29.2 8.8 7.0 12.9 10.9
Old : 20.5 19.1 30.0 29.2 8.8 7.0 12.9 10.9
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, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,315: 8,392 6,698 236 2,291 5,615 10,919 12,549: 2,396 766
Old : 13,315: 8,392 6,698 236 2,291 5,615 10,919 12,549: 2,396 766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,484: 32 817 -420 -929 -1,700 -1,317 -1,303: -167 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 50.3 1.8 17.2 42.2 82.0 94.2: 18.0 5.8
Old : 100.0: 63.0 50.3 1.8 17.2 42.2 82.0 94.2: 18.0 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 : 104: 53 16 2 15 24 70 40:
Old : 104: 53 16 2 15 24 70 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 46.4 39.9 61.7 26.3 45.3 39.9 59.7
Old : 26.3 46.4 39.9 61.7 26.3 45.3 39.9 59.7
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, September 6, 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 : 11,329: 7,782 812 253 1,005 9,246 9,040 10,310: 2,289 1,018
Old : 11,329: 7,782 812 253 1,005 9,246 9,040 10,310: 2,289 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 486: 347 106 186 -100 61 433 352: 53 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 7.2 2.2 8.9 81.6 79.8 91.0: 20.2 9.0
Old : 100.0: 68.7 7.2 2.2 8.9 81.6 79.8 91.0: 20.2 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 : 58: 24 9 3 8 23 35 32:
Old : 58: 24 9 3 8 23 35 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 : 31.9 47.2 47.7 67.3 31.9 46.8 47.7 66.9
Old : 31.9 47.2 47.7 67.3 31.9 46.8 47.7 66.9
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, September 6, 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 : 171,942: 34,801 6,080 27,809 89,212 124,873 151,822 158,762: 20,119 13,180
Old : 171,942: 34,801 6,080 27,809 89,212 124,873 151,822 158,762: 20,119 13,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -12,377: -4,639 -1,690 524 -8,000 -9,380 -12,115 -10,546: -262 -1,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 3.5 16.2 51.9 72.6 88.3 92.3: 11.7 7.7
Old : 100.0: 20.2 3.5 16.2 51.9 72.6 88.3 92.3: 11.7 7.7
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 : 151: 52 20 38 57 75 126 116:
Old : 151: 52 20 38 57 75 126 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 21.7 34.5 36.1 13.7 16.5 22.1 25.6
Old : 21.0 21.7 34.5 36.1 13.7 16.5 22.1 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2005