NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 205,396 COMMITMENTS 18,131 26,676 37,573 118,283 117,140 173,987 181,390 31,409 24,006 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -727) -9,089 2,869 -488 12,065 -1,245 2,488 1,136 -3,215 -1,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 13.0 18.3 57.6 57.0 84.7 88.3 15.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 23 27 30 63 65 103 107 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 776,911 COMMITMENTS 32,601 62,253 309,075 353,249 360,123 694,925 731,450 81,986 45,460 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 23,236) -1,432 8,593 7,157 12,773 5,549 18,498 21,298 4,738 1,938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 8.0 39.8 45.5 46.4 89.4 94.1 10.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 47 62 74 88 80 178 176 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 108,014 COMMITMENTS 8,556 9,380 904 88,828 86,807 98,288 97,091 9,726 10,923 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 4,552) 0 612 62 3,332 3,272 3,394 3,946 1,158 606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 8.7 0.8 82.2 80.4 91.0 89.9 9.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 2 19 24 22 26 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,934 COMMITMENTS 9,716 9,554 604 40,661 36,556 50,981 46,714 2,953 7,220 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 300) 856 120 0 -308 548 548 668 -248 -368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 17.7 1.1 75.4 67.8 94.5 86.6 5.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 12 12 14 15 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,690 COMMITMENTS 2,518 4,809 3,643 42,242 42,570 48,403 51,022 5,287 2,668 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,552) 1,035 -254 858 4,719 6,008 6,612 6,612 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 9.0 6.8 78.7 79.3 90.2 95.0 9.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 18 15 20 18 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,606 COMMITMENTS 6,408 13,984 2,747 46,697 38,676 55,852 55,407 3,754 4,199 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 3,666) -366 2,741 350 3,464 535 3,448 3,626 218 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 23.5 4.6 78.3 64.9 93.7 93.0 6.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 3 22 20 25 24 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 36,041 COMMITMENTS 2,476 0 246 32,341 33,391 35,063 33,637 978 2,404 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 0.0 0.7 89.7 92.6 97.3 93.3 2.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 17 17 18 18 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,503 COMMITMENTS 0 1,742 3,999 43,750 44,494 47,749 50,235 12,754 10,268 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,374) 0 -1,290 -358 -2,504 -64 -2,862 -1,712 1,488 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 6.6 72.3 73.5 78.9 83.0 21.1 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 19 20 20 21 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 74,732 COMMITMENTS 36,148 24,670 480 32,634 46,530 69,262 71,680 5,470 3,052 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 722) -60 120 60 420 482 420 662 302 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.4 33.0 0.6 43.7 62.3 92.7 95.9 7.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 18 18 20 20 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 981,974 COMMITMENTS 231,571 72,477 162,815 568,352 735,946 962,738 971,238 19,236 10,736 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,782) -15,983 2,995 5,108 19,302 215 8,427 8,318 -1,645 -1,536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 7.4 16.6 57.9 74.9 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 24 9 31 84 79 120 111 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 139,803 COMMITMENTS 21,038 51,791 30,102 87,181 56,284 138,321 138,177 1,482 1,626 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 2,820) -290 466 1,700 3,170 850 4,580 3,016 -1,760 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 37.0 21.5 62.4 40.3 98.9 98.8 1.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 11 9 14 28 27 46 43 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 62,357 COMMITMENTS 16,472 2,297 14,875 30,086 44,944 61,433 62,116 924 241 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,248) 918 -826 647 -639 1,285 926 1,107 322 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 3.7 23.9 48.2 72.1 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 4 7 33 29 40 36 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,977 COMMITMENTS 3,184 809 1,438 17,311 19,177 21,933 21,424 44 553 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -348) 0 78 -44 36 -42 -8 -8 -340 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 3.7 6.5 78.8 87.3 99.8 97.5 0.2 2.5 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 05/17/05 | --------------------------------------------------------------| 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 05/10/05 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,650 COMMITMENTS 3,480 2,900 1,700 4,220 4,670 9,400 9,270 250 380 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 220) -200 100 0 440 140 240 240 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 30.1 17.6 43.7 48.4 97.4 96.1 2.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 5 15 15 20 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,200,803 COMMITMENTS 96,192 66,500 306,273 738,759 749,570 1141224 1122344 59,579 78,460 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -133,551) -15,655 -3,559 -50,485 -47,919 -61,978 -114,060 -116,022 -19,491 -17,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 5.5 25.5 61.5 62.4 95.0 93.5 5.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 68 94 110 85 93 212 244 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,181 COMMITMENTS 8,017 3,190 333 2,118 8,806 10,468 12,329 2,713 852 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -139) -82 119 77 -9 -383 -14 -187 -125 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.8 24.2 2.5 16.1 66.8 79.4 93.5 20.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 60 20 6 13 22 77 47 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,181 COMMITMENTS 4,875 1,558 146 1,388 5,553 6,409 7,257 1,772 924 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,314) -1,520 293 141 320 -1,614 -1,059 -1,180 -255 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.6 19.0 1.8 17.0 67.9 78.3 88.7 21.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 20 10 3 8 15 30 26 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 190,366 COMMITMENTS 22,815 12,844 39,027 112,793 124,287 174,634 176,157 15,732 14,209 CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,008) -7,937 2,458 738 10,465 -2,275 3,265 920 -4,273 -1,928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 6.7 20.5 59.3 65.3 91.7 92.5 8.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 45 31 51 69 80 133 145
Updated May 20, 2005