NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 265,557: 20,149 18,069 65,597 105,075 122,240 190,821 205,906: 74,735 59,651
Old : 265,557: 20,149 18,069 65,597 105,075 122,240 190,821 205,906: 74,735 59,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 42,830: -1,804 205 8,704 4,285 4,683 11,186 13,592: 31,644 29,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 6.8 24.7 39.6 46.0 71.9 77.5: 28.1 22.5
Old : 100.0: 7.6 6.8 24.7 39.6 46.0 71.9 77.5: 28.1 22.5
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 : 133: 38 25 44 60 61 119 113:
Old : 133: 38 25 44 60 61 119 113:
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 : 15.0 17.7 24.0 25.1 9.3 8.6 12.9 13.1
Old : 15.0 17.7 24.0 25.1 9.3 8.6 12.9 13.1
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 20, 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 : 1,000,751: 55,731 83,317 439,388 417,110 429,304 912,230 952,009: 88,521 48,741
Old : 1,000,751: 55,731 83,317 439,388 417,110 429,304 912,230 952,009: 88,521 48,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 45,142: -1,709 -2,873 23,569 17,657 10,322 39,517 31,018: 5,625 14,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 8.3 43.9 41.7 42.9 91.2 95.1: 8.8 4.9
Old : 100.0: 5.6 8.3 43.9 41.7 42.9 91.2 95.1: 8.8 4.9
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 : 217: 59 56 88 98 91 208 185:
Old : 217: 59 56 88 98 91 208 185:
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 : 21.3 23.6 34.4 38.3 4.2 8.3 6.8 11.5
Old : 21.3 23.6 34.4 38.3 4.2 8.3 6.8 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, September 20, 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 : 41,164: 0 3,204 5,028 30,018 25,943 35,046 34,175: 6,118 6,989
Old : 41,164: 0 3,204 5,028 30,018 25,943 35,046 34,175: 6,118 6,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 79: 0 549 -497 -584 67 -1,081 119: 1,160 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 12.2 72.9 63.0 85.1 83.0: 14.9 17.0
Old : 100.0: 0.0 7.8 12.2 72.9 63.0 85.1 83.0: 14.9 17.0
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 : 23: 0 3 2 16 15 18 18:
Old : 23: 0 3 2 16 15 18 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 : 46.7 38.4 68.4 61.1 40.4 30.0 54.9 47.3
Old : 46.7 38.4 68.4 61.1 40.4 30.0 54.9 47.3
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 20, 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 : 111,556: 9,574 4,130 1,931 91,836 99,924 103,341 105,985: 8,215 5,571
Old : 111,556: 9,574 4,130 1,931 91,836 99,924 103,341 105,985: 8,215 5,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 3,556: -222 0 0 5,078 2,463 4,856 2,463: -1,300 1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.7 1.7 82.3 89.6 92.6 95.0: 7.4 5.0
Old : 100.0: 8.6 3.7 1.7 82.3 89.6 92.6 95.0: 7.4 5.0
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 : 42: 4 2 5 29 32 35 37:
Old : 42: 4 2 5 29 32 35 37:
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 : 53.1 36.0 64.6 58.0 50.3 32.3 58.3 52.4
Old : 53.1 36.0 64.6 58.0 50.3 32.3 58.3 52.4
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 20, 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 : 60,068: 7,006 8,832 930 45,925 43,340 53,861 53,102: 6,207 6,966
Old : 60,068: 7,006 8,832 930 45,925 43,340 53,861 53,102: 6,207 6,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 784: 1,306 0 -434 -3,093 2,038 -2,221 1,604: 3,005 -820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.7 1.5 76.5 72.2 89.7 88.4: 10.3 11.6
Old : 100.0: 11.7 14.7 1.5 76.5 72.2 89.7 88.4: 10.3 11.6
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 : 29: 3 2 1 19 18 22 21:
Old : 29: 3 2 1 19 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 41.9 76.9 65.2 50.2 33.5 63.7 52.3
Old : 56.3 41.9 76.9 65.2 50.2 33.5 63.7 52.3
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 20, 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 : 65,559: 312 17,551 2,249 59,244 43,268 61,805 63,068: 3,754 2,491
Old : 65,559: 312 17,551 2,249 59,244 43,268 61,805 63,068: 3,754 2,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,882: 124 -1,966 549 1,209 3,299 1,882 1,882: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 26.8 3.4 90.4 66.0 94.3 96.2: 5.7 3.8
Old : 100.0: 0.5 26.8 3.4 90.4 66.0 94.3 96.2: 5.7 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 3 21 20 24 24:
Old : 27: 1 3 3 21 20 24 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 : 44.3 51.4 66.3 71.2 36.8 43.1 51.6 56.3
Old : 44.3 51.4 66.3 71.2 36.8 43.1 51.6 56.3
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 20, 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 : 65,468: 18,801 13,702 2,620 38,491 41,687 59,912 58,009: 5,556 7,459
Old : 65,468: 18,801 13,702 2,620 38,491 41,687 59,912 58,009: 5,556 7,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 2,812: -200 -492 616 2,365 2,113 2,781 2,237: 31 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 20.9 4.0 58.8 63.7 91.5 88.6: 8.5 11.4
Old : 100.0: 28.7 20.9 4.0 58.8 63.7 91.5 88.6: 8.5 11.4
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 : 29: 2 5 4 19 19 23 26:
Old : 29: 2 5 4 19 19 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 40.3 73.2 56.7 48.7 39.0 61.2 53.9
Old : 53.4 40.3 73.2 56.7 48.7 39.0 61.2 53.9
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 20, 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 : 62,314: 0 3,349 1,701 59,277 51,111 60,978 56,161: 1,336 6,153
Old : 62,314: 0 3,349 1,701 59,277 51,111 60,978 56,161: 1,336 6,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,314: -211 3,349 -896 1,841 -1,264 734 1,189: 580 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 2.7 95.1 82.0 97.9 90.1: 2.1 9.9
Old : 100.0: 0.0 5.4 2.7 95.1 82.0 97.9 90.1: 2.1 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 19 20 20 21:
Old : 24: 0 1 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 : 65.8 38.9 83.6 65.3 60.9 37.3 68.8 53.0
Old : 65.8 38.9 83.6 65.3 60.9 37.3 68.8 53.0
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, September 20, 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 : 65,610: 0 11,457 1,206 59,804 47,728 61,010 60,391: 4,600 5,219
Old : 65,610: 0 11,457 1,206 59,804 47,728 61,010 60,391: 4,600 5,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 635: 0 -496 434 50 192 484 130: 151 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.5 1.8 91.2 72.7 93.0 92.0: 7.0 8.0
Old : 100.0: 0.0 17.5 1.8 91.2 72.7 93.0 92.0: 7.0 8.0
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: 0 2 2 23 20 25 22:
Old : 30: 0 2 2 23 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 : 30.6 49.5 54.6 75.6 27.1 39.8 42.0 56.7
Old : 30.6 49.5 54.6 75.6 27.1 39.8 42.0 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 42,011: 0 2,816 162 34,372 36,000 34,534 38,978: 7,477 3,033
Old : 42,011: 0 2,816 162 34,372 36,000 34,534 38,978: 7,477 3,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.4 81.8 85.7 82.2 92.8: 17.8 7.2
Old : 100.0: 0.0 6.7 0.4 81.8 85.7 82.2 92.8: 17.8 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 13 15 14 16:
Old : 20: 0 1 1 13 15 14 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 : 55.2 69.0 75.6 83.8 53.4 68.7 68.7 79.4
Old : 55.2 69.0 75.6 83.8 53.4 68.7 68.7 79.4
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 20, 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 : 67,402: 18,692 0 2,376 39,417 58,591 60,485 60,967: 6,917 6,435
Old : 67,402: 18,692 0 2,376 39,417 58,591 60,485 60,967: 6,917 6,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,170: 248 0 0 -1,224 876 -976 876: 2,146 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 0.0 3.5 58.5 86.9 89.7 90.5: 10.3 9.5
Old : 100.0: 27.7 0.0 3.5 58.5 86.9 89.7 90.5: 10.3 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 2 19 22 21 24:
Old : 26: 2 0 2 19 22 21 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 : 59.6 48.5 75.2 67.3 39.8 29.7 48.3 40.8
Old : 59.6 48.5 75.2 67.3 39.8 29.7 48.3 40.8
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 20, 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 : 47,816: 1,319 0 5,388 36,385 34,355 43,092 39,743: 4,724 8,073
Old : 47,816: 1,319 0 5,388 36,385 34,355 43,092 39,743: 4,724 8,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 3,759: 297 0 706 2,634 4,047 3,637 4,753: 122 -994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 11.3 76.1 71.8 90.1 83.1: 9.9 16.9
Old : 100.0: 2.8 0.0 11.3 76.1 71.8 90.1 83.1: 9.9 16.9
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: 4 0 2 17 18 21 20:
Old : 27: 4 0 2 17 18 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 34.5 70.0 59.4 38.4 28.2 53.5 44.7
Old : 43.7 34.5 70.0 59.4 38.4 28.2 53.5 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 1,321,065: 335,891 78,264 254,511 709,324 976,644 1,299,726 1,309,419: 21,339 11,646
Old : 1,321,065: 335,891 78,264 254,511 709,324 976,644 1,299,726 1,309,419: 21,339 11,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 55,862: 9,369 23,327 10,435 34,581 21,565 54,385 55,327: 1,477 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 5.9 19.3 53.7 73.9 98.4 99.1: 1.6 0.9
Old : 100.0: 25.4 5.9 19.3 53.7 73.9 98.4 99.1: 1.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 27 11 35 85 81 122 118:
Old : 132: 27 11 35 85 81 122 118:
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 : 24.9 26.9 40.7 41.8 17.6 17.5 28.2 29.0
Old : 24.9 26.9 40.7 41.8 17.6 17.5 28.2 29.0
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 20, 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 : 242,395: 57,314 54,924 74,076 108,313 111,288 239,703 240,288: 2,692 2,107
Old : 242,395: 57,314 54,924 74,076 108,313 111,288 239,703 240,288: 2,692 2,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 24,095: 6,337 8,832 16,245 1,192 77 23,774 25,154: 321 -1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 22.7 30.6 44.7 45.9 98.9 99.1: 1.1 0.9
Old : 100.0: 23.6 22.7 30.6 44.7 45.9 98.9 99.1: 1.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 11 8 18 29 31 47 50:
Old : 50: 11 8 18 29 31 47 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 : 33.3 42.4 55.8 64.9 22.9 25.9 31.3 35.4
Old : 33.3 42.4 55.8 64.9 22.9 25.9 31.3 35.4
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 20, 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 : 90,071: 24,757 7,340 19,711 45,351 62,740 89,820 89,791: 251 280
Old : 90,071: 24,757 7,340 19,711 45,351 62,740 89,820 89,791: 251 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,377: 1,162 -223 -361 472 1,781 1,274 1,197: 103 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 8.1 21.9 50.4 69.7 99.7 99.7: 0.3 0.3
Old : 100.0: 27.5 8.1 21.9 50.4 69.7 99.7 99.7: 0.3 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 : 51: 3 7 9 37 39 46 49:
Old : 51: 3 7 9 37 39 46 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 : 56.3 41.9 71.4 60.3 39.5 35.7 45.9 46.0
Old : 56.3 41.9 71.4 60.3 39.5 35.7 45.9 46.0
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 20, 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 : 25,603: 2,809 4,768 2,763 20,010 17,563 25,582 25,094: 21 509
Old : 25,603: 2,809 4,768 2,763 20,010 17,563 25,582 25,094: 21 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 362: 487 -443 341 800 592 1,628 490: -1,266 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 18.6 10.8 78.2 68.6 99.9 98.0: 0.1 2.0
Old : 100.0: 11.0 18.6 10.8 78.2 68.6 99.9 98.0: 0.1 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 : 36: 5 3 6 21 23 29 29:
Old : 36: 5 3 6 21 23 29 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 : 58.4 47.9 74.7 70.0 54.9 42.5 64.8 57.0
Old : 58.4 47.9 74.7 70.0 54.9 42.5 64.8 57.0
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 20, 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 : 10,696: 936 3,341 2,576 6,676 4,271 10,188 10,188: 508 508
Old : 10,696: 936 3,341 2,576 6,676 4,271 10,188 10,188: 508 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 739: 676 -172 785 126 126 1,587 739: -848 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 31.2 24.1 62.4 39.9 95.3 95.3: 4.7 4.7
Old : 100.0: 8.8 31.2 24.1 62.4 39.9 95.3 95.3: 4.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 3 4 18 11 24 16:
Old : 30: 4 3 4 18 11 24 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 : 38.2 57.1 61.5 85.5 26.1 48.2 45.3 63.9
Old : 38.2 57.1 61.5 85.5 26.1 48.2 45.3 63.9
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 20, 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 : 17,950: 3,852 3,920 1,660 11,998 12,110 17,510 17,690: 440 260
Old : 17,950: 3,852 3,920 1,660 11,998 12,110 17,510 17,690: 440 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 902: 552 740 -520 950 630 982 850: -80 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 21.8 9.2 66.8 67.5 97.5 98.6: 2.5 1.4
Old : 100.0: 21.5 21.8 9.2 66.8 67.5 97.5 98.6: 2.5 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 3 7 18 19 25 26:
Old : 31: 4 3 7 18 19 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 54.8 70.0 75.4 41.7 48.0 56.3 63.3
Old : 46.1 54.8 70.0 75.4 41.7 48.0 56.3 63.3
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 20, 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 : 24,526: 11,790 160 1,680 10,298 22,374 23,768 24,214: 758 312
Old : 24,526: 11,790 160 1,680 10,298 22,374 23,768 24,214: 758 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 760: -60 -80 140 500 640 580 700: 180 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 0.7 6.8 42.0 91.2 96.9 98.7: 3.1 1.3
Old : 100.0: 48.1 0.7 6.8 42.0 91.2 96.9 98.7: 3.1 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 : 32: 5 1 5 21 24 27 29:
Old : 32: 5 1 5 21 24 27 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 : 67.6 55.1 79.8 78.1 59.1 52.1 69.8 72.7
Old : 67.6 55.1 79.8 78.1 59.1 52.1 69.8 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 8,498: 2,960 120 660 4,830 7,478 8,450 8,258: 48 240
Old : 8,498: 2,960 120 660 4,830 7,478 8,450 8,258: 48 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 1.4 7.8 56.8 88.0 99.4 97.2: 0.6 2.8
Old : 100.0: 34.8 1.4 7.8 56.8 88.0 99.4 97.2: 0.6 2.8
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: 2 1 2 12 14 14 17:
Old : 21: 2 1 2 12 14 14 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 : 70.6 63.2 91.8 85.3 57.2 62.7 70.3 69.5
Old : 70.6 63.2 91.8 85.3 57.2 62.7 70.3 69.5
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 20, 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 : 1,460,327: 114,554 79,631 436,474 836,035 865,205 1,387,063 1,381,309: 73,264 79,018
Old : 1,460,327: 114,554 79,631 436,474 836,035 865,205 1,387,063 1,381,309: 73,264 79,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -54,726: -8,192 -1,946 -17,595 -11,994 -24,529 -37,781 -44,070: -16,945 -10,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 5.5 29.9 57.2 59.2 95.0 94.6: 5.0 5.4
Old : 100.0: 7.8 5.5 29.9 57.2 59.2 95.0 94.6: 5.0 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 : 271: 83 92 110 78 90 221 235:
Old : 271: 83 92 110 78 90 221 235:
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 : 22.3 19.1 32.4 29.6 10.0 6.6 14.3 10.9
Old : 22.3 19.1 32.4 29.6 10.0 6.6 14.3 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 20, 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 : 13,368: 9,032 5,107 112 1,437 7,487 10,581 12,706: 2,787 662
Old : 13,368: 9,032 5,107 112 1,437 7,487 10,581 12,706: 2,787 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 81: 431 -1,858 -18 -645 2,147 -232 271: 313 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 38.2 0.8 10.7 56.0 79.2 95.0: 20.8 5.0
Old : 100.0: 67.6 38.2 0.8 10.7 56.0 79.2 95.0: 20.8 5.0
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 : 112: 60 15 4 13 26 77 42:
Old : 112: 60 15 4 13 26 77 42:
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 : 22.1 36.5 34.3 53.7 22.1 36.4 34.3 53.3
Old : 22.1 36.5 34.3 53.7 22.1 36.4 34.3 53.3
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 20, 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 : 13,493: 10,126 783 49 848 10,999 11,023 11,831: 2,470 1,662
Old : 13,493: 10,126 783 49 848 10,999 11,023 11,831: 2,470 1,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,523: 1,743 -123 -186 -102 1,295 1,455 986: 68 537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 5.8 0.4 6.3 81.5 81.7 87.7: 18.3 12.3
Old : 100.0: 75.0 5.8 0.4 6.3 81.5 81.7 87.7: 18.3 12.3
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 : 58: 29 7 1 5 21 35 28:
Old : 58: 29 7 1 5 21 35 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 : 34.3 45.6 51.4 66.7 34.3 45.2 51.4 66.3
Old : 34.3 45.6 51.4 66.7 34.3 45.2 51.4 66.3
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 20, 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 : 176,031: 28,891 3,991 34,829 94,810 126,069 158,529 164,889: 17,502 11,143
Old : 176,031: 28,891 3,991 34,829 94,810 126,069 158,529 164,889: 17,502 11,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 4,666: -2,426 -1,493 2,716 5,377 4,254 5,667 5,477: -1,002 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 2.3 19.8 53.9 71.6 90.1 93.7: 9.9 6.3
Old : 100.0: 16.4 2.3 19.8 53.9 71.6 90.1 93.7: 9.9 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 : 145: 45 19 41 62 76 124 119:
Old : 145: 45 19 41 62 76 124 119:
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 : 22.0 22.8 36.8 37.2 13.4 16.1 20.9 23.6
Old : 22.0 22.8 36.8 37.2 13.4 16.1 20.9 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2005