NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 226,582 COMMITMENTS 35,865 26,751 49,171 96,213 116,423 181,249 192,345 45,333 34,237 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -424) 4,802 1,951 2,402 -7,210 -3,903 -6 450 -418 -875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 11.8 21.7 42.5 51.4 80.0 84.9 20.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 40 30 38 54 58 117 105 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 770,089 COMMITMENTS 33,359 70,892 314,007 343,374 348,923 690,740 733,822 79,349 36,267 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 16,961) -1,981 4,372 13,403 5,983 -1,109 17,406 16,667 -445 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 9.2 40.8 44.6 45.3 89.7 95.3 10.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 58 51 70 97 86 191 171 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,090 COMMITMENTS 12,522 1,142 797 20,277 24,958 33,596 26,897 4,494 11,193 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,774) 1,098 -589 -611 -4,353 -2,356 -3,866 -3,556 1,092 782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 3.0 2.1 53.2 65.5 88.2 70.6 11.8 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 2 14 13 18 16 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 128,375 COMMITMENTS 724 17,059 28,229 89,126 76,108 118,079 121,396 10,296 6,979 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -4,267) -62 510 604 -4,477 -5,984 -3,935 -4,870 -332 603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 13.3 22.0 69.4 59.3 92.0 94.6 8.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 4 23 24 28 28 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,128 COMMITMENTS 19,937 10,894 2,684 36,929 40,381 59,550 53,959 3,578 9,169 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -4,596) 1,922 1,228 -1,860 -4,832 -2,945 -4,770 -3,577 174 -1,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 17.3 4.3 58.5 64.0 94.3 85.5 5.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 1 15 13 17 17 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,714 COMMITMENTS 0 7,807 5,499 47,578 41,430 53,077 54,736 3,637 1,978 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -3,780) 0 -394 -502 -2,468 -1,050 -2,970 -1,946 -810 -1,834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 13.8 9.7 83.9 73.1 93.6 96.5 6.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 3 18 16 21 20 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,501 COMMITMENTS 2,727 15,222 5,209 43,293 28,761 51,229 49,192 5,272 7,309 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,771) 235 -446 -2,827 -3,356 -5,330 -5,948 -8,603 177 2,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 26.9 9.2 76.6 50.9 90.7 87.1 9.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 4 20 17 24 22 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 40,689 COMMITMENTS 2,383 0 677 36,817 37,914 39,877 38,591 812 2,098 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,604) -1,122 0 52 -100 -1,566 -1,170 -1,514 -434 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 0.0 1.7 90.5 93.2 98.0 94.8 2.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 17 18 18 19 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 64,435 COMMITMENTS 0 7,906 4,501 50,987 47,158 55,488 59,565 8,947 4,870 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,901) 0 938 -124 -2,658 -2,006 -2,782 -1,192 881 -709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.3 7.0 79.1 73.2 86.1 92.4 13.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 22 19 24 21 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 85,075 COMMITMENTS 42,318 35,105 2,644 34,708 42,963 79,670 80,712 5,405 4,363 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,715) 274 -67 -678 -5,546 -4,670 -5,950 -5,415 235 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.7 41.3 3.1 40.8 50.5 93.6 94.9 6.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 1 16 20 19 22 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 31,638 COMMITMENTS 1,772 1,128 2,897 20,305 19,610 24,974 23,635 6,664 8,003 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -6,096) -638 -1,442 44 -6,583 -4,055 -7,177 -5,453 1,081 -643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 3.6 9.2 64.2 62.0 78.9 74.7 21.1 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 14 16 17 18 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,073,777 COMMITMENTS 251,028 51,979 201,046 601,110 807,634 1053184 1060659 20,593 13,118 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -42,779) -8,160 5,819 -9,050 -19,383 -29,223 -36,593 -32,454 -6,186 -10,325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 4.8 18.7 56.0 75.2 98.1 98.8 1.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 21 15 31 83 80 117 114 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 169,646 COMMITMENTS 33,506 43,101 46,696 87,572 76,766 167,774 166,563 1,872 3,083 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 4,346) 345 839 1,604 1,833 823 3,782 3,266 564 1,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 25.4 27.5 51.6 45.3 98.9 98.2 1.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 11 8 16 26 25 43 43 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,687 COMMITMENTS 20,279 5,094 17,495 34,083 49,406 71,857 71,995 830 692 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,495) 1,491 -1,518 235 -3,470 -492 -1,745 -1,775 250 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 7.0 24.1 46.9 68.0 98.9 99.0 1.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 5 9 36 33 45 43 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,164 COMMITMENTS 3,383 503 4,058 16,167 19,094 23,608 23,655 556 509 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,416) 106 176 -310 -1,768 -1,282 -1,972 -1,416 556 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 2.1 16.8 66.9 79.0 97.7 97.9 2.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 1 3 19 23 24 26 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,078 COMMITMENTS 694 2,426 2,615 5,515 4,037 8,824 9,078 254 0 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -558) 464 16 -130 -1,146 -190 -812 -304 254 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 26.7 28.8 60.8 44.5 97.2 100.0 2.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 3 15 16 19 20 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,200 COMMITMENTS 3,080 2,340 2,600 5,900 6,690 11,580 11,630 620 570 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,150) 360 160 -820 -330 -290 -790 -950 -360 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 19.2 21.3 48.4 54.8 94.9 95.3 5.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 4 17 16 22 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 16,150 COMMITMENTS 7,750 360 1,050 6,930 14,140 15,730 15,550 420 600 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 1,540) 2,420 0 -200 -660 1,800 1,560 1,600 -20 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.0 2.2 6.5 42.9 87.6 97.4 96.3 2.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 18 20 21 24 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,329,328 COMMITMENTS 134,611 67,312 352,335 762,786 813,597 1249731 1233243 79,597 96,085 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 60,351) 9,049 -828 23,726 23,903 30,157 56,678 53,055 3,673 7,296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 5.1 26.5 57.4 61.2 94.0 92.8 6.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 88 92 119 82 89 237 247 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,772 COMMITMENTS 8,402 5,544 42 2,560 6,838 11,004 12,424 2,768 1,348 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -295) 249 287 -373 -156 -742 -280 -828 -15 533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.0 40.3 0.3 18.6 49.7 79.9 90.2 20.1 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 58 27 2 11 22 71 49 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,073 COMMITMENTS 5,603 820 38 747 7,045 6,388 7,903 2,685 1,170 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,287) -2,581 78 -426 247 -1,784 -2,760 -2,133 473 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.8 9.0 0.4 8.2 77.7 70.4 87.1 29.6 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 24 6 3 8 18 32 27 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 174,440 COMMITMENTS 42,569 7,094 23,492 87,260 129,284 153,322 159,870 21,119 14,570 CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,327) 6,008 -794 1,878 -8,646 -3,211 -760 -2,127 -1,567 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 4.1 13.5 50.0 74.1 87.9 91.6 12.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 61 20 34 64 73 138 115
Updated July 8, 2005