NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 235,962: 21,151 22,567 58,881 109,635 122,553 189,667 204,001: 46,295 31,961
Old : 235,962: 21,151 22,567 58,881 109,635 122,553 189,667 204,001: 46,295 31,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 5,860: -1,216 5,466 -787 5,943 -967 3,940 3,712: 1,921 2,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 9.6 25.0 46.5 51.9 80.4 86.5: 19.6 13.5
Old : 100.0: 9.0 9.6 25.0 46.5 51.9 80.4 86.5: 19.6 13.5
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 : 137: 40 21 41 64 68 119 117:
Old : 137: 40 21 41 64 68 119 117:
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 : 16.3 20.4 26.4 28.2 10.9 12.5 16.0 18.0
Old : 16.3 20.4 26.4 28.2 10.9 12.5 16.0 18.0
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, October 11, 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 : 902,036: 45,306 83,631 394,024 383,657 388,735 822,986 866,390: 79,049 35,646
Old : 902,036: 45,306 83,631 394,024 383,657 388,735 822,986 866,390: 79,049 35,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -2,660: -8,556 5,980 3,195 254 -3,904 -5,107 5,270: 2,447 -7,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 9.3 43.7 42.5 43.1 91.2 96.0: 8.8 4.0
Old : 100.0: 5.0 9.3 43.7 42.5 43.1 91.2 96.0: 8.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 52 50 73 94 87 189 170:
Old : 202: 52 50 73 94 87 189 170:
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 : 21.9 25.8 34.9 40.1 5.2 9.6 7.9 12.8
Old : 21.9 25.8 34.9 40.1 5.2 9.6 7.9 12.8
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, October 11, 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 : 100,440: 9,262 3,244 3,208 78,008 83,586 90,478 90,038: 9,962 10,402
Old : 100,440: 9,262 3,244 3,208 78,008 83,586 90,478 90,038: 9,962 10,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,085: -419 0 143 1,392 388 1,116 531: -31 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 3.2 3.2 77.7 83.2 90.1 89.6: 9.9 10.4
Old : 100.0: 9.2 3.2 3.2 77.7 83.2 90.1 89.6: 9.9 10.4
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 : 36: 5 1 5 25 26 31 31:
Old : 36: 5 1 5 25 26 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 35.2 63.4 58.1 45.5 32.7 56.0 52.4
Old : 49.8 35.2 63.4 58.1 45.5 32.7 56.0 52.4
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, October 11, 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 : 68,381: 2 21,906 2,248 60,335 41,094 62,585 65,248: 5,796 3,133
Old : 68,381: 2 21,906 2,248 60,335 41,094 62,585 65,248: 5,796 3,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 3,209: 0 -1,776 733 2,904 5,218 3,637 4,175: -428 -966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 32.0 3.3 88.2 60.1 91.5 95.4: 8.5 4.6
Old : 100.0: 0.0 32.0 3.3 88.2 60.1 91.5 95.4: 8.5 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 : 26: 1 4 4 17 18 21 23:
Old : 26: 1 4 4 17 18 21 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 : 45.4 55.5 66.6 72.6 37.4 50.5 54.3 62.9
Old : 45.4 55.5 66.6 72.6 37.4 50.5 54.3 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 68,178: 22,069 12,926 3,840 34,694 45,337 60,603 62,103: 7,575 6,075
Old : 68,178: 22,069 12,926 3,840 34,694 45,337 60,603 62,103: 7,575 6,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 847: -3,116 -58 1,404 2,405 -119 693 1,227: 154 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 19.0 5.6 50.9 66.5 88.9 91.1: 11.1 8.9
Old : 100.0: 32.4 19.0 5.6 50.9 66.5 88.9 91.1: 11.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 5 4 16 16 22 22:
Old : 27: 3 5 4 16 16 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 41.0 75.0 58.0 47.4 39.8 58.6 53.6
Old : 57.0 41.0 75.0 58.0 47.4 39.8 58.6 53.6
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, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,041: 0 5,905 337 59,972 47,211 60,309 53,453: 2,732 9,588
Old : 63,041: 0 5,905 337 59,972 47,211 60,309 53,453: 2,732 9,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 751: 0 1,326 -328 670 -368 342 630: 409 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.4 0.5 95.1 74.9 95.7 84.8: 4.3 15.2
Old : 100.0: 0.0 9.4 0.5 95.1 74.9 95.7 84.8: 4.3 15.2
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 14 16 15 17:
Old : 20: 0 1 1 14 16 15 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 : 65.5 39.9 82.2 65.7 60.5 39.3 70.0 57.3
Old : 65.5 39.9 82.2 65.7 60.5 39.3 70.0 57.3
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, October 11, 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 : 64,605: 0 10,542 1,202 55,253 45,069 56,455 56,813: 8,150 7,792
Old : 64,605: 0 10,542 1,202 55,253 45,069 56,455 56,813: 8,150 7,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 2,359: 0 -1,013 827 1,704 1,683 2,531 1,497: -172 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.3 1.9 85.5 69.8 87.4 87.9: 12.6 12.1
Old : 100.0: 0.0 16.3 1.9 85.5 69.8 87.4 87.9: 12.6 12.1
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 : 24: 0 2 2 19 13 21 15:
Old : 24: 0 2 2 19 13 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 56.0 55.7 79.4 26.0 46.0 41.1 58.8
Old : 32.5 56.0 55.7 79.4 26.0 46.0 41.1 58.8
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, October 11, 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 : 43,851: 0 1,933 162 35,439 37,224 35,601 39,319: 8,250 4,532
Old : 43,851: 0 1,933 162 35,439 37,224 35,601 39,319: 8,250 4,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,376: 0 880 -300 0 338 -300 918: 1,676 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.4 80.8 84.9 81.2 89.7: 18.8 10.3
Old : 100.0: 0.0 4.4 0.4 80.8 84.9 81.2 89.7: 18.8 10.3
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 : 20: 0 1 1 13 12 14 13:
Old : 20: 0 1 1 13 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 67.7 75.3 84.6 58.1 67.4 70.1 81.1
Old : 59.4 67.7 75.3 84.6 58.1 67.4 70.1 81.1
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, October 11, 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 : 57,041: 7,551 1,398 4,464 37,481 44,421 49,496 50,283: 7,545 6,758
Old : 57,041: 7,551 1,398 4,464 37,481 44,421 49,496 50,283: 7,545 6,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 2,829: -1,922 190 1,798 3,071 837 2,947 2,825: -118 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 2.5 7.8 65.7 77.9 86.8 88.2: 13.2 11.8
Old : 100.0: 13.2 2.5 7.8 65.7 77.9 86.8 88.2: 13.2 11.8
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 : 24: 2 2 3 15 19 18 23:
Old : 24: 2 2 3 15 19 18 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 : 56.8 40.8 76.0 59.9 31.7 24.4 40.8 34.8
Old : 56.8 40.8 76.0 59.9 31.7 24.4 40.8 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 1,300,242: 348,086 77,257 222,243 710,948 989,597 1,281,277 1,289,097: 18,965 11,145
Old : 1,300,242: 348,086 77,257 222,243 710,948 989,597 1,281,277 1,289,097: 18,965 11,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 37,371: -3,489 1,836 16,703 22,282 20,357 35,496 38,896: 1,875 -1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.9 17.1 54.7 76.1 98.5 99.1: 1.5 0.9
Old : 100.0: 26.8 5.9 17.1 54.7 76.1 98.5 99.1: 1.5 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: 26 13 32 86 80 121 116:
Old : 132: 26 13 32 86 80 121 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 26.0 38.3 42.2 18.4 18.9 26.9 30.6
Old : 24.5 26.0 38.3 42.2 18.4 18.9 26.9 30.6
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, October 11, 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 : 229,697: 68,807 52,134 55,446 102,115 120,194 226,368 227,774: 3,329 1,923
Old : 229,697: 68,807 52,134 55,446 102,115 120,194 226,368 227,774: 3,329 1,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 15,996: 1,447 4,852 6,762 7,683 3,986 15,892 15,600: 104 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 22.7 24.1 44.5 52.3 98.6 99.2: 1.4 0.8
Old : 100.0: 30.0 22.7 24.1 44.5 52.3 98.6 99.2: 1.4 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 : 48: 10 9 16 27 27 45 44:
Old : 48: 10 9 16 27 27 45 44:
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 : 30.7 48.1 52.6 64.6 26.2 28.6 37.3 39.0
Old : 30.7 48.1 52.6 64.6 26.2 28.6 37.3 39.0
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, October 11, 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 : 86,581: 26,532 9,263 15,048 44,193 62,110 85,773 86,421: 808 160
Old : 86,581: 26,532 9,263 15,048 44,193 62,110 85,773 86,421: 808 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,301: -119 1,879 380 419 -999 681 1,261: 620 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 10.7 17.4 51.0 71.7 99.1 99.8: 0.9 0.2
Old : 100.0: 30.6 10.7 17.4 51.0 71.7 99.1 99.8: 0.9 0.2
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 : 51: 6 5 9 38 40 49 49:
Old : 51: 6 5 9 38 40 49 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 : 53.4 39.3 68.3 57.8 42.5 33.6 48.8 45.6
Old : 53.4 39.3 68.3 57.8 42.5 33.6 48.8 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 27,030: 3,701 4,888 2,478 20,851 19,155 27,030 26,521: 0 509
Old : 27,030: 3,701 4,888 2,478 20,851 19,155 27,030 26,521: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 810: -462 -40 676 596 174 810 810: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 18.1 9.2 77.1 70.9 100.0 98.1: 0.0 1.9
Old : 100.0: 13.7 18.1 9.2 77.1 70.9 100.0 98.1: 0.0 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: 4 3 6 19 22 26 28:
Old : 36: 4 3 6 19 22 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 54.7 78.0 74.7 56.4 51.1 72.8 68.7
Old : 59.5 54.7 78.0 74.7 56.4 51.1 72.8 68.7
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, October 11, 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 : 8,798: 684 2,606 2,450 5,664 3,742 8,798 8,798: 0 0
Old : 8,798: 684 2,606 2,450 5,664 3,742 8,798 8,798: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -550: 0 -42 0 -42 0 -42 -42: -508 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 29.6 27.8 64.4 42.5 100.0 100.0: 0.0 0.0
Old : 100.0: 7.8 29.6 27.8 64.4 42.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 2 3 14 10 19 14:
Old : 24: 4 2 3 14 10 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 57.5 65.5 86.5 26.4 47.4 45.9 59.4
Old : 40.0 57.5 65.5 86.5 26.4 47.4 45.9 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 17,590: 3,140 3,988 1,852 12,218 11,440 17,210 17,280: 380 310
Old : 17,590: 3,140 3,988 1,852 12,218 11,440 17,210 17,280: 380 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 988: -332 448 172 1,288 528 1,128 1,148: -140 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 22.7 10.5 69.5 65.0 97.8 98.2: 2.2 1.8
Old : 100.0: 17.9 22.7 10.5 69.5 65.0 97.8 98.2: 2.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 4 7 20 20 27 27:
Old : 30: 3 4 7 20 20 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 56.3 70.9 79.1 41.9 46.0 57.9 61.0
Old : 47.1 56.3 70.9 79.1 41.9 46.0 57.9 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 24,276: 11,410 120 1,480 10,358 22,424 23,248 24,024: 1,028 252
Old : 24,276: 11,410 120 1,480 10,358 22,424 23,248 24,024: 1,028 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 60: 80 0 -80 -20 80 -20 0: 80 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 0.5 6.1 42.7 92.4 95.8 99.0: 4.2 1.0
Old : 100.0: 47.0 0.5 6.1 42.7 92.4 95.8 99.0: 4.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 3 21 25 24 28:
Old : 30: 2 1 3 21 25 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 54.5 79.3 76.3 60.2 51.1 69.8 68.4
Old : 68.1 54.5 79.3 76.3 60.2 51.1 69.8 68.4
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, October 11, 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 : 9,146: 1,940 120 820 6,362 7,926 9,122 8,866: 24 280
Old : 9,146: 1,940 120 820 6,362 7,926 9,122 8,866: 24 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 546: -20 0 0 546 546 526 546: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 1.3 9.0 69.6 86.7 99.7 96.9: 0.3 3.1
Old : 100.0: 21.2 1.3 9.0 69.6 86.7 99.7 96.9: 0.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 15 10 17 13:
Old : 20: 2 1 2 15 10 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 73.1 86.0 90.8 52.9 68.1 69.4 71.1
Old : 64.0 73.1 86.0 90.8 52.9 68.1 69.4 71.1
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, October 11, 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 : 1,537,960: 107,740 85,455 482,751 879,235 882,126 1,469,727 1,450,332: 68,234 87,628
Old : 1,537,960: 107,740 85,455 482,751 879,235 882,126 1,469,727 1,450,332: 68,234 87,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,809: -10,235 -3,718 -7,516 22,809 8,682 5,058 -2,552: -3,249 4,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 5.6 31.4 57.2 57.4 95.6 94.3: 4.4 5.7
Old : 100.0: 7.0 5.6 31.4 57.2 57.4 95.6 94.3: 4.4 5.7
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 : 279: 82 102 128 80 83 231 250:
Old : 279: 82 102 128 80 83 231 250:
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 : 22.5 18.1 33.2 29.3 10.3 6.8 14.5 10.7
Old : 22.5 18.1 33.2 29.3 10.3 6.8 14.5 10.7
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, October 11, 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 : 13,116: 8,630 2,968 180 1,400 9,536 10,210 12,684: 2,906 432
Old : 13,116: 8,630 2,968 180 1,400 9,536 10,210 12,684: 2,906 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -90: -282 -928 63 27 818 -192 -47: 102 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 22.6 1.4 10.7 72.7 77.8 96.7: 22.2 3.3
Old : 100.0: 65.8 22.6 1.4 10.7 72.7 77.8 96.7: 22.2 3.3
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 : 109: 57 11 3 11 27 71 41:
Old : 109: 57 11 3 11 27 71 41:
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 : 22.5 32.5 34.6 51.3 22.5 32.5 34.6 51.3
Old : 22.5 32.5 34.6 51.3 22.5 32.5 34.6 51.3
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, October 11, 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 : 13,456: 10,336 555 12 553 11,512 10,901 12,079: 2,555 1,377
Old : 13,456: 10,336 555 12 553 11,512 10,901 12,079: 2,555 1,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 384: 278 86 12 31 278 321 376: 63 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 4.1 0.1 4.1 85.6 81.0 89.8: 19.0 10.2
Old : 100.0: 76.8 4.1 0.1 4.1 85.6 81.0 89.8: 19.0 10.2
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 : 58: 29 5 1 12 22 41 28:
Old : 58: 29 5 1 12 22 41 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 : 38.7 45.5 55.6 69.6 38.7 43.9 55.6 68.0
Old : 38.7 45.5 55.6 69.6 38.7 43.9 55.6 68.0
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, October 11, 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 : 162,597: 25,831 3,770 30,931 89,373 116,344 146,135 151,046: 16,462 11,552
Old : 162,597: 25,831 3,770 30,931 89,373 116,344 146,135 151,046: 16,462 11,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -1,950: 2,031 -533 1,137 -5,787 -3,145 -2,619 -2,541: 669 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 2.3 19.0 55.0 71.6 89.9 92.9: 10.1 7.1
Old : 100.0: 15.9 2.3 19.0 55.0 71.6 89.9 92.9: 10.1 7.1
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 : 145: 40 19 41 62 77 123 119:
Old : 145: 40 19 41 62 77 123 119:
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 : 21.3 20.4 37.1 35.2 15.1 15.8 24.7 25.5
Old : 21.3 20.4 37.1 35.2 15.1 15.8 24.7 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005