NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 225,724 COMMITMENTS 31,681 24,824 50,894 95,277 113,460 177,853 189,178 47,871 36,545 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -859) -4,184 -1,927 1,723 -935 -2,962 -3,396 -3,166 2,538 2,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 11.0 22.5 42.2 50.3 78.8 83.8 21.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 37 28 38 61 58 120 104 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 824,779 COMMITMENTS 42,451 76,452 345,071 356,635 366,767 744,156 788,290 80,623 36,489 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 54,690) 9,092 5,561 31,064 13,260 17,844 53,416 54,468 1,274 222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 9.3 41.8 43.2 44.5 90.2 95.6 9.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 59 53 76 99 87 199 176 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 38,222 COMMITMENTS 10,565 3,630 1,282 22,055 24,982 33,902 29,894 4,320 8,328 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 132) -1,957 2,488 485 1,778 24 306 2,997 -174 -2,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 9.5 3.4 57.7 65.4 88.7 78.2 11.3 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 2 15 13 18 17 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 127,402 COMMITMENTS 359 21,231 24,200 92,048 75,599 116,607 121,030 10,795 6,372 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -973) -365 4,172 -4,029 2,922 -509 -1,472 -366 499 -607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 16.7 19.0 72.3 59.3 91.5 95.0 8.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 4 5 22 23 27 28 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,985 COMMITMENTS 24,821 11,347 2,684 37,026 45,641 64,531 59,672 3,454 8,313 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,857) 4,884 453 0 97 5,260 4,981 5,713 -124 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.5 16.7 3.9 54.5 67.1 94.9 87.8 5.1 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 1 15 14 17 18 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,963 COMMITMENTS 0 5,227 6,112 43,602 39,852 49,714 51,191 4,249 2,772 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -2,751) 0 -2,580 613 -3,976 -1,578 -3,363 -3,545 612 794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.7 11.3 80.8 73.9 92.1 94.9 7.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 2 18 16 20 19 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 58,053 COMMITMENTS 954 14,493 6,395 45,318 31,866 52,667 52,754 5,386 5,299 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,552) -1,773 -729 1,186 2,025 3,105 1,438 3,562 114 -2,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 25.0 11.0 78.1 54.9 90.7 90.9 9.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 5 23 19 28 24 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 41,165 COMMITMENTS 639 0 1,497 38,093 37,570 40,229 39,067 936 2,098 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 476) -1,744 0 820 1,276 -344 352 476 124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 3.6 92.5 91.3 97.7 94.9 2.3 5.1 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 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,139 COMMITMENTS 0 8,482 2,776 51,356 47,011 54,132 58,269 9,007 4,870 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -1,296) 0 576 -1,725 369 -147 -1,356 -1,296 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 13.4 4.4 81.3 74.5 85.7 92.3 14.3 7.7 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 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 90,441 COMMITMENTS 43,441 38,679 3,233 37,026 43,682 83,700 85,594 6,741 4,847 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 5,366) 1,123 3,574 589 2,318 719 4,030 4,882 1,336 484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.0 42.8 3.6 40.9 48.3 92.5 94.6 7.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 16 20 19 23 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 34,193 COMMITMENTS 1,152 1,591 1,880 25,205 22,108 28,237 25,579 5,956 8,614 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,555) -620 463 -1,017 4,900 2,498 3,263 1,944 -708 611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 4.7 5.5 73.7 64.7 82.6 74.8 17.4 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 15 16 18 18 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,127,988 COMMITMENTS 282,095 60,115 214,251 609,995 837,831 1106341 1112197 21,647 15,791 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 54,211) 31,067 8,136 13,205 8,885 30,197 53,157 51,538 1,054 2,673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 5.3 19.0 54.1 74.3 98.1 98.6 1.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 21 17 34 83 80 119 116 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 175,219 COMMITMENTS 34,550 39,751 52,510 86,558 80,102 173,618 172,363 1,601 2,856 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 5,573) 1,044 -3,350 5,814 -1,014 3,336 5,844 5,800 -271 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 22.7 30.0 49.4 45.7 99.1 98.4 0.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 13 7 17 26 27 45 45 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 74,799 COMMITMENTS 22,160 5,285 17,913 34,316 51,429 74,389 74,628 410 171 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,112) 1,881 191 418 233 2,023 2,532 2,633 -420 -521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 7.1 23.9 45.9 68.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 5 9 37 34 47 44 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,202 COMMITMENTS 3,153 1,333 4,120 18,847 19,650 26,120 25,103 82 1,099 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,038) -230 830 62 2,680 556 2,512 1,448 -474 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 5.1 15.7 71.9 75.0 99.7 95.8 0.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 3 19 22 24 25 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,234 COMMITMENTS 694 2,770 2,351 6,189 4,113 9,234 9,234 0 0 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 156) 0 344 -264 674 76 410 156 -254 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 30.0 25.5 67.0 44.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 17 16 21 20 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,152 COMMITMENTS 3,220 1,620 2,640 6,192 7,602 12,052 11,862 1,100 1,290 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 952) 140 -720 40 292 912 472 232 480 720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 12.3 20.1 47.1 57.8 91.6 90.2 8.4 9.8 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 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,970 COMMITMENTS 8,910 280 1,050 8,550 17,060 18,510 18,390 460 580 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,820) 1,160 -80 0 1,620 2,920 2,780 2,840 40 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.0 1.5 5.5 45.1 89.9 97.6 96.9 2.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 3 18 21 22 25 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,374,546 COMMITMENTS 134,284 69,017 376,346 783,568 840,391 1294198 1285754 80,347 88,792 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 45,217) -326 1,706 24,011 20,782 26,794 44,467 52,511 750 -7,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 5.0 27.4 57.0 61.1 94.2 93.5 5.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 87 101 125 83 91 244 254 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,763 COMMITMENTS 8,295 5,302 62 2,637 7,174 10,994 12,538 2,769 1,225 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -9) -107 -242 20 77 336 -10 114 1 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.3 38.5 0.5 19.2 52.1 79.9 91.1 20.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 55 22 2 11 24 68 48 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,912 COMMITMENTS 4,089 860 145 1,563 5,848 5,797 6,853 2,115 1,059 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -1,160) -1,514 40 107 816 -1,197 -591 -1,050 -569 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.7 10.9 1.8 19.8 73.9 73.3 86.6 26.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 16 8 3 9 13 26 23 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 193,853 COMMITMENTS 46,733 6,109 29,595 92,452 139,795 168,781 175,499 25,073 18,354 CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 19,413) 4,164 -985 6,104 5,192 10,511 15,459 15,629 3,954 3,784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 3.2 15.3 47.7 72.1 87.1 90.5 12.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 58 22 34 69 77 143 120
Updated July 15, 2005