NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 206,123 COMMITMENTS 27,220 23,807 38,062 106,218 118,385 171,499 180,254 34,624 25,869 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 6,813) 1,685 -1,268 494 1,621 5,294 3,800 4,520 3,013 2,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 11.5 18.5 51.5 57.4 83.2 87.4 16.8 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 36 22 28 62 62 110 101 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 753,675 COMMITMENTS 34,033 53,660 301,918 340,476 354,574 676,427 710,152 77,248 43,523 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 14,767) -4,499 1,239 6,099 11,421 5,197 13,021 12,534 1,746 2,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 7.1 40.1 45.2 47.0 89.8 94.2 10.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 44 60 71 88 79 174 170 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 103,462 COMMITMENTS 8,556 8,768 842 85,496 83,535 94,894 93,145 8,568 10,317 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,069) -2,512 8,124 -3,922 7,833 -5,365 1,399 -1,163 670 3,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 8.5 0.8 82.6 80.7 91.7 90.0 8.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 18 24 20 26 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,634 COMMITMENTS 8,860 9,434 604 40,969 36,008 50,433 46,046 3,201 7,588 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 734) 0 0 0 734 734 734 734 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 17.6 1.1 76.4 67.1 94.0 85.9 6.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 12 11 14 14 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 47,138 COMMITMENTS 1,483 5,063 2,785 37,523 36,562 41,791 44,410 5,347 2,728 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,751) -1,027 2,212 -75 3,638 -82 2,536 2,055 -785 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 10.7 5.9 79.6 77.6 88.7 94.2 11.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 18 15 19 18 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,940 COMMITMENTS 6,774 11,243 2,397 43,233 38,141 52,404 51,781 3,536 4,159 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 3,660) 64 -840 142 3,763 4,301 3,969 3,603 -309 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 20.1 4.3 77.3 68.2 93.7 92.6 6.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 4 20 17 24 22 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,877 COMMITMENTS 0 3,032 4,357 46,254 44,558 50,611 51,947 11,266 9,930 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -517) 0 -122 -92 -484 -543 -576 -757 59 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.9 7.0 74.8 72.0 81.8 84.0 18.2 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 19 20 21 22 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 74,010 COMMITMENTS 36,208 24,550 420 32,214 46,048 68,842 71,018 5,168 2,992 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 4,581) -300 5,732 300 4,111 -1,090 4,111 4,942 470 -361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.9 33.2 0.6 43.5 62.2 93.0 96.0 7.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 17 17 19 19 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 975,192 COMMITMENTS 247,554 69,482 157,707 549,050 735,731 954,311 962,920 20,881 12,272 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,604) -26,784 -4,543 18,978 20,965 -1,556 13,159 12,879 -2,555 -2,275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 7.1 16.2 56.3 75.4 97.9 98.7 2.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 23 10 31 82 77 118 109 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 136,983 COMMITMENTS 21,328 51,325 28,402 84,011 55,434 133,741 135,161 3,242 1,822 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 6,084) 2,445 -1,994 4,118 434 5,180 6,997 7,304 -913 -1,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 37.5 20.7 61.3 40.5 97.6 98.7 2.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 10 10 15 26 26 43 44 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 61,110 COMMITMENTS 15,554 3,123 14,228 30,725 43,659 60,508 61,010 602 100 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,650) -1,080 320 1,476 2,203 823 2,599 2,619 51 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 5.1 23.3 50.3 71.4 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 5 7 31 29 38 37 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,325 COMMITMENTS 3,184 731 1,482 17,275 19,219 21,941 21,432 384 893 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 335) 1,142 88 -109 -800 254 233 233 102 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 3.3 6.6 77.4 86.1 98.3 96.0 1.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 17 18 21 21 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,935 COMMITMENTS 172 5,474 856 7,907 2,605 8,935 8,935 0 0 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 216) 0 0 0 216 216 216 216 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 61.3 9.6 88.5 29.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 2 12 9 15 12 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,430 COMMITMENTS 3,680 2,800 1,700 3,780 4,530 9,160 9,030 270 400 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 210) 180 240 60 60 -10 300 290 -90 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 29.7 18.0 40.1 48.0 97.1 95.8 2.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 5 13 14 18 19 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,334,354 COMMITMENTS 111,848 70,059 356,758 786,678 811,549 1255284 1238366 79,070 95,989 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 12,212) -3,118 2,176 -1,027 6,006 90 1,861 1,239 10,351 10,973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 5.3 26.7 59.0 60.8 94.1 92.8 5.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 76 106 129 81 91 228 263 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,320 COMMITMENTS 8,099 3,071 256 2,127 9,189 10,482 12,516 2,838 804 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 85) -487 298 -63 564 -246 14 -11 71 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.8 23.1 1.9 16.0 69.0 78.7 94.0 21.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 60 19 5 12 24 77 47 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,495 COMMITMENTS 6,395 1,265 5 1,069 7,167 7,469 8,437 2,027 1,059 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 766) 497 61 -88 204 472 613 445 153 321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.3 13.3 0.1 11.3 75.5 78.7 88.9 21.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 27 9 1 6 19 34 28 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 191,374 COMMITMENTS 30,752 10,386 38,289 102,328 126,562 171,369 175,237 20,005 16,137 CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 4,110) -1,223 1,178 2,104 836 -423 1,718 2,860 2,392 1,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 5.4 20.0 53.5 66.1 89.5 91.6 10.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 54 23 48 65 76 136 132
Updated May 13, 2005