NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 236,357: 21,561 16,122 59,087 106,873 127,236 187,520 202,445: 48,837 33,912
Old : 236,357: 21,561 16,122 59,087 106,873 127,236 187,520 202,445: 48,837 33,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -29,199: 1,412 -1,947 -6,510 1,797 4,996 -3,301 -3,460: -25,899 -25,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 6.8 25.0 45.2 53.8 79.3 85.7: 20.7 14.3
Old : 100.0: 9.1 6.8 25.0 45.2 53.8 79.3 85.7: 20.7 14.3
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 : 133: 39 21 41 64 64 120 112:
Old : 133: 39 21 41 64 64 120 112:
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 : 16.0 20.1 26.1 28.2 10.3 10.6 15.1 15.7
Old : 16.0 20.1 26.1 28.2 10.3 10.6 15.1 15.7
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, September 27, 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 : 887,977: 49,148 79,303 376,401 384,966 394,403 810,516 850,107: 77,461 37,870
Old : 887,977: 49,148 79,303 376,401 384,966 394,403 810,516 850,107: 77,461 37,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -112,774: -6,583 -4,014 -62,987 -32,144 -34,902 -101,714 -101,903: -11,060 -10,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 8.9 42.4 43.4 44.4 91.3 95.7: 8.7 4.3
Old : 100.0: 5.5 8.9 42.4 43.4 44.4 91.3 95.7: 8.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 56 48 74 96 89 193 172:
Old : 205: 56 48 74 96 89 193 172:
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 : 21.6 25.5 34.7 40.1 5.2 9.4 8.2 12.4
Old : 21.6 25.5 34.7 40.1 5.2 9.4 8.2 12.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 41,541: 982 3,131 4,275 30,290 26,844 35,547 34,250: 5,994 7,291
Old : 41,541: 982 3,131 4,275 30,290 26,844 35,547 34,250: 5,994 7,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 377: 982 -73 -753 272 901 501 75: -124 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 7.5 10.3 72.9 64.6 85.6 82.4: 14.4 17.6
Old : 100.0: 2.4 7.5 10.3 72.9 64.6 85.6 82.4: 14.4 17.6
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 2 2 17 16 19 19:
Old : 24: 1 2 2 17 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 36.1 67.5 58.4 39.2 29.7 53.8 45.1
Old : 46.1 36.1 67.5 58.4 39.2 29.7 53.8 45.1
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 27, 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 : 111,935: 9,574 4,130 1,993 91,684 100,851 103,251 106,974: 8,684 4,961
Old : 111,935: 9,574 4,130 1,993 91,684 100,851 103,251 106,974: 8,684 4,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 379: 0 0 62 -152 927 -90 989: 469 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.7 1.8 81.9 90.1 92.2 95.6: 7.8 4.4
Old : 100.0: 8.6 3.7 1.8 81.9 90.1 92.2 95.6: 7.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 2 5 28 33 34 38:
Old : 42: 4 2 5 28 33 34 38:
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 35.0 64.7 56.8 49.6 32.2 58.0 52.3
Old : 53.1 35.0 64.7 56.8 49.6 32.2 58.0 52.3
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 27, 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 : 59,392: 7,502 8,832 434 48,263 42,642 56,199 51,908: 3,193 7,484
Old : 59,392: 7,502 8,832 434 48,263 42,642 56,199 51,908: 3,193 7,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -676: 496 0 -496 2,338 -698 2,338 -1,194: -3,014 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 14.9 0.7 81.3 71.8 94.6 87.4: 5.4 12.6
Old : 100.0: 12.6 14.9 0.7 81.3 71.8 94.6 87.4: 5.4 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 : 31: 3 2 1 21 17 24 20:
Old : 31: 3 2 1 21 17 24 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 : 55.5 42.1 76.9 65.8 51.6 33.6 67.6 54.1
Old : 55.5 42.1 76.9 65.8 51.6 33.6 67.6 54.1
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 27, 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 : 68,680: 188 18,600 2,675 61,461 44,242 64,324 65,517: 4,356 3,163
Old : 68,680: 188 18,600 2,675 61,461 44,242 64,324 65,517: 4,356 3,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 3,121: -124 1,049 426 2,217 974 2,519 2,449: 602 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 27.1 3.9 89.5 64.4 93.7 95.4: 6.3 4.6
Old : 100.0: 0.3 27.1 3.9 89.5 64.4 93.7 95.4: 6.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 44.2 51.6 65.5 68.7 36.0 41.8 49.2 53.6
Old : 44.2 51.6 65.5 68.7 36.0 41.8 49.2 53.6
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 27, 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 : 66,442: 19,014 13,919 2,742 39,298 42,690 61,054 59,351: 5,388 7,091
Old : 66,442: 19,014 13,919 2,742 39,298 42,690 61,054 59,351: 5,388 7,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 974: 213 217 122 807 1,003 1,142 1,342: -168 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 20.9 4.1 59.1 64.3 91.9 89.3: 8.1 10.7
Old : 100.0: 28.6 20.9 4.1 59.1 64.3 91.9 89.3: 8.1 10.7
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: 2 5 4 20 19 24 26:
Old : 30: 2 5 4 20 19 24 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 : 52.9 39.8 72.5 56.2 47.8 38.4 59.5 53.5
Old : 52.9 39.8 72.5 56.2 47.8 38.4 59.5 53.5
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 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,798: 0 6,391 517 61,195 51,519 61,712 58,427: 3,086 6,371
Old : 64,798: 0 6,391 517 61,195 51,519 61,712 58,427: 3,086 6,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 2,484: 0 3,042 -1,184 1,918 408 734 2,266: 1,750 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 0.8 94.4 79.5 95.2 90.2: 4.8 9.8
Old : 100.0: 0.0 9.9 0.8 94.4 79.5 95.2 90.2: 4.8 9.8
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 : 26: 0 1 1 21 22 22 23:
Old : 26: 0 1 1 21 22 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 40.8 81.0 65.6 58.2 39.3 67.2 56.3
Old : 63.8 40.8 81.0 65.6 58.2 39.3 67.2 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 66,201: 0 11,425 1,034 60,515 48,386 61,549 60,845: 4,652 5,356
Old : 66,201: 0 11,425 1,034 60,515 48,386 61,549 60,845: 4,652 5,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 591: 0 -32 -172 711 658 539 454: 52 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.3 1.6 91.4 73.1 93.0 91.9: 7.0 8.1
Old : 100.0: 0.0 17.3 1.6 91.4 73.1 93.0 91.9: 7.0 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 32.4 48.5 55.6 75.1 25.6 37.6 41.5 54.0
Old : 32.4 48.5 55.6 75.1 25.6 37.6 41.5 54.0
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 27, 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 : 42,464: 0 3,091 162 34,248 35,812 34,410 39,065: 8,054 3,399
Old : 42,464: 0 3,091 162 34,248 35,812 34,410 39,065: 8,054 3,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 453: 0 275 0 -124 -188 -124 87: 577 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.4 80.7 84.3 81.0 92.0: 19.0 8.0
Old : 100.0: 0.0 7.3 0.4 80.7 84.3 81.0 92.0: 19.0 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 : 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 : 54.6 68.4 74.8 83.4 52.9 68.0 69.0 80.0
Old : 54.6 68.4 74.8 83.4 52.9 68.0 69.0 80.0
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 27, 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 : 67,814: 17,700 0 2,500 41,386 58,852 61,586 61,352: 6,228 6,462
Old : 67,814: 17,700 0 2,500 41,386 58,852 61,586 61,352: 6,228 6,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 412: -992 0 124 1,969 261 1,101 385: -689 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 0.0 3.7 61.0 86.8 90.8 90.5: 9.2 9.5
Old : 100.0: 26.1 0.0 3.7 61.0 86.8 90.8 90.5: 9.2 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 : 27: 2 0 2 20 23 22 25:
Old : 27: 2 0 2 20 23 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 48.2 74.9 66.5 38.0 29.2 46.2 40.5
Old : 57.8 48.2 74.9 66.5 38.0 29.2 46.2 40.5
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 27, 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 : 47,473: 1,131 1,157 4,755 37,560 33,399 43,446 39,311: 4,027 8,162
Old : 47,473: 1,131 1,157 4,755 37,560 33,399 43,446 39,311: 4,027 8,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -343: -188 1,157 -633 1,175 -956 354 -432: -697 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.4 10.0 79.1 70.4 91.5 82.8: 8.5 17.2
Old : 100.0: 2.4 2.4 10.0 79.1 70.4 91.5 82.8: 8.5 17.2
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 : 28: 4 2 3 16 18 22 21:
Old : 28: 4 2 3 16 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 : 42.4 33.7 69.8 58.9 40.1 27.3 55.6 42.8
Old : 42.4 33.7 69.8 58.9 40.1 27.3 55.6 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 46,416: 2,170 2,697 0 43,661 43,024 45,831 45,721: 585 695
Old : 46,416: 2,170 2,697 0 43,661 43,024 45,831 45,721: 585 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.8 0.0 94.1 92.7 98.7 98.5: 1.3 1.5
Old : 100.0: 4.7 5.8 0.0 94.1 92.7 98.7 98.5: 1.3 1.5
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 : 20: 2 2 0 12 8 14 10:
Old : 20: 2 2 0 12 8 14 10:
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 : 83.6 84.7 93.4 95.8 68.3 68.4 75.9 78.0
Old : 83.6 84.7 93.4 95.8 68.3 68.4 75.9 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 48,967: 2,170 2,883 0 44,167 44,430 46,337 47,313: 2,630 1,654
Old : 48,967: 2,170 2,883 0 44,167 44,430 46,337 47,313: 2,630 1,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 5.9 0.0 90.2 90.7 94.6 96.6: 5.4 3.4
Old : 100.0: 4.4 5.9 0.0 90.2 90.7 94.6 96.6: 5.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 0 16 16 18 18:
Old : 29: 2 2 0 16 16 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 : 72.6 68.2 86.1 84.1 35.4 30.4 42.1 40.9
Old : 72.6 68.2 86.1 84.1 35.4 30.4 42.1 40.9
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 27, 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 : 1,330,191: 356,372 76,819 232,654 721,897 1,006,379 1,310,923 1,315,852: 19,268 14,339
Old : 1,330,191: 356,372 76,819 232,654 721,897 1,006,379 1,310,923 1,315,852: 19,268 14,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 9,126: 20,481 -1,445 -21,857 12,573 29,735 11,197 6,433: -2,071 2,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.8 17.5 54.3 75.7 98.6 98.9: 1.4 1.1
Old : 100.0: 26.8 5.8 17.5 54.3 75.7 98.6 98.9: 1.4 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 : 141: 26 14 36 91 85 130 123:
Old : 141: 26 14 36 91 85 130 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 26.3 37.9 41.2 17.7 16.5 26.9 28.3
Old : 23.9 26.3 37.9 41.2 17.7 16.5 26.9 28.3
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 27, 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 : 299,875: 72,470 59,856 109,632 111,167 127,551 293,269 297,039: 6,606 2,836
Old : 299,875: 72,470 59,856 109,632 111,167 127,551 293,269 297,039: 6,606 2,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 57,480: 15,156 4,932 35,556 2,854 16,263 53,566 56,751: 3,914 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 20.0 36.6 37.1 42.5 97.8 99.1: 2.2 0.9
Old : 100.0: 24.2 20.0 36.6 37.1 42.5 97.8 99.1: 2.2 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 : 55: 16 8 20 28 30 50 52:
Old : 55: 16 8 20 28 30 50 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 42.0 57.3 66.1 21.3 23.1 28.1 32.5
Old : 35.7 42.0 57.3 66.1 21.3 23.1 28.1 32.5
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 27, 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 : 92,113: 24,842 6,993 19,846 46,576 64,140 91,264 90,979: 849 1,134
Old : 92,113: 24,842 6,993 19,846 46,576 64,140 91,264 90,979: 849 1,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 2,043: 85 -347 135 1,225 1,400 1,445 1,189: 598 854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 7.6 21.5 50.6 69.6 99.1 98.8: 0.9 1.2
Old : 100.0: 27.0 7.6 21.5 50.6 69.6 99.1 98.8: 0.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 4 7 9 38 41 48 51:
Old : 52: 4 7 9 38 41 48 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 : 54.4 40.7 70.0 58.7 37.8 34.1 44.5 43.4
Old : 54.4 40.7 70.0 58.7 37.8 34.1 44.5 43.4
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 27, 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 : 27,475: 2,981 5,096 2,561 21,912 19,309 27,454 26,966: 21 509
Old : 27,475: 2,981 5,096 2,561 21,912 19,309 27,454 26,966: 21 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 1,872: 172 328 -202 1,902 1,746 1,872 1,872: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 18.5 9.3 79.8 70.3 99.9 98.1: 0.1 1.9
Old : 100.0: 10.8 18.5 9.3 79.8 70.3 99.9 98.1: 0.1 1.9
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 : 36: 5 3 6 22 23 30 29:
Old : 36: 5 3 6 22 23 30 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 : 57.9 51.4 72.3 72.5 54.7 48.0 65.3 61.5
Old : 57.9 51.4 72.3 72.5 54.7 48.0 65.3 61.5
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, September 27, 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 : 10,822: 1,062 3,341 2,576 6,676 4,397 10,314 10,314: 508 508
Old : 10,822: 1,062 3,341 2,576 6,676 4,397 10,314 10,314: 508 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 126: 126 0 0 0 126 126 126: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 30.9 23.8 61.7 40.6 95.3 95.3: 4.7 4.7
Old : 100.0: 9.8 30.9 23.8 61.7 40.6 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 17 12 23 17:
Old : 30: 4 3 4 17 12 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 : 38.9 56.4 61.2 84.5 25.0 48.4 43.3 63.9
Old : 38.9 56.4 61.2 84.5 25.0 48.4 43.3 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 27, 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 : 17,942: 3,852 3,680 1,900 11,730 12,082 17,482 17,662: 460 280
Old : 17,942: 3,852 3,680 1,900 11,730 12,082 17,482 17,662: 460 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -8: 0 -240 240 -268 -28 -28 -28: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 20.5 10.6 65.4 67.3 97.4 98.4: 2.6 1.6
Old : 100.0: 21.5 20.5 10.6 65.4 67.3 97.4 98.4: 2.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 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 : 46.7 53.7 69.6 74.6 41.5 47.9 56.0 62.9
Old : 46.7 53.7 69.6 74.6 41.5 47.9 56.0 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 24,356: 11,560 240 1,750 10,408 22,174 23,718 24,164: 638 192
Old : 24,356: 11,560 240 1,750 10,408 22,174 23,718 24,164: 638 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -170: -230 80 70 110 -200 -50 -50: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 1.0 7.2 42.7 91.0 97.4 99.2: 2.6 0.8
Old : 100.0: 47.5 1.0 7.2 42.7 91.0 97.4 99.2: 2.6 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 : 32: 4 2 4 21 24 26 29:
Old : 32: 4 2 4 21 24 26 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 : 68.1 55.0 80.3 76.6 59.1 52.3 69.8 69.8
Old : 68.1 55.0 80.3 76.6 59.1 52.3 69.8 69.8
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 27, 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 : 8,674: 2,120 120 820 5,726 7,494 8,666 8,434: 8 240
Old : 8,674: 2,120 120 820 5,726 7,494 8,666 8,434: 8 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 176: -840 0 160 896 16 216 176: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 1.4 9.5 66.0 86.4 99.9 97.2: 0.1 2.8
Old : 100.0: 24.4 1.4 9.5 66.0 86.4 99.9 97.2: 0.1 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 : 22: 2 1 2 14 14 16 17:
Old : 22: 2 1 2 14 14 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 64.4 90.6 85.0 55.9 63.5 70.9 70.6
Old : 67.7 64.4 90.6 85.0 55.9 63.5 70.9 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 1,492,032: 111,947 85,015 458,625 854,242 868,438 1,424,815 1,412,078: 67,217 79,953
Old : 1,492,032: 111,947 85,015 458,625 854,242 868,438 1,424,815 1,412,078: 67,217 79,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 31,705: -2,607 5,384 22,152 18,207 3,233 37,752 30,769: -6,047 936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 5.7 30.7 57.3 58.2 95.5 94.6: 4.5 5.4
Old : 100.0: 7.5 5.7 30.7 57.3 58.2 95.5 94.6: 4.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 82 105 123 80 91 231 254:
Old : 286: 82 105 123 80 91 231 254:
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 18.7 32.6 29.1 10.3 6.3 14.5 10.3
Old : 22.3 18.7 32.6 29.1 10.3 6.3 14.5 10.3
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 27, 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 : 13,218: 8,954 4,038 136 1,402 8,506 10,492 12,680: 2,726 538
Old : 13,218: 8,954 4,038 136 1,402 8,506 10,492 12,680: 2,726 538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -150: -78 -1,069 24 -35 1,019 -89 -26: -61 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 30.5 1.0 10.6 64.4 79.4 95.9: 20.6 4.1
Old : 100.0: 67.7 30.5 1.0 10.6 64.4 79.4 95.9: 20.6 4.1
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 : 111: 59 14 3 11 27 73 42:
Old : 111: 59 14 3 11 27 73 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 : 21.7 33.9 32.9 53.5 21.7 33.9 32.9 53.5
Old : 21.7 33.9 32.9 53.5 21.7 33.9 32.9 53.5
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 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 12,885: 9,536 606 22 460 10,562 10,018 11,190: 2,867 1,695
Old : 12,885: 9,536 606 22 460 10,562 10,018 11,190: 2,867 1,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -608: -590 -177 -27 -388 -437 -1,005 -641: 397 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 4.7 0.2 3.6 82.0 77.7 86.8: 22.3 13.2
Old : 100.0: 74.0 4.7 0.2 3.6 82.0 77.7 86.8: 22.3 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 28 6 3 8 20 37 28:
Old : 56: 28 6 3 8 20 37 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 : 35.8 46.1 52.0 69.0 35.8 45.8 51.9 68.5
Old : 35.8 46.1 52.0 69.0 35.8 45.8 51.9 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 174,661: 23,630 5,066 31,337 102,218 126,564 157,185 162,968: 17,476 11,693
Old : 174,661: 23,630 5,066 31,337 102,218 126,564 157,185 162,968: 17,476 11,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -1,370: -5,261 1,076 -3,491 7,408 495 -1,344 -1,921: -26 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 2.9 17.9 58.5 72.5 90.0 93.3: 10.0 6.7
Old : 100.0: 13.5 2.9 17.9 58.5 72.5 90.0 93.3: 10.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 43 18 37 70 75 127 117:
Old : 145: 43 18 37 70 75 127 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 21.1 38.0 34.6 15.3 15.1 23.3 22.8
Old : 23.3 21.1 38.0 34.6 15.3 15.1 23.3 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2005