NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 217,262 COMMITMENTS 31,275 20,068 45,881 98,057 121,687 175,213 187,635 42,048 29,627 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,985) 4,559 3,086 3,017 -2,292 1,014 5,285 7,118 -300 -2,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 9.2 21.1 45.1 56.0 80.6 86.4 19.4 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 36 27 38 58 59 115 106 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 834,929 COMMITMENTS 49,140 74,997 361,727 346,181 366,982 757,048 803,705 77,880 31,224 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 32,028) 11,988 3,560 18,983 1,912 10,603 32,883 33,147 -855 -1,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 9.0 43.3 41.5 44.0 90.7 96.3 9.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 55 58 85 99 89 208 181 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 36,424 COMMITMENTS 3,950 3,893 1,339 27,108 24,147 32,397 29,379 4,027 7,045 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,900) -2,900 2,031 -313 959 -871 -2,254 847 354 -2,747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 10.7 3.7 74.4 66.3 88.9 80.7 11.1 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 1 14 10 16 14 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 122,913 COMMITMENTS 2,911 25,448 16,508 93,699 78,405 113,118 120,361 9,795 2,552 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -6,084) -127 -4,425 2,073 -7,542 -1,167 -5,596 -3,519 -488 -2,565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 20.7 13.4 76.2 63.8 92.0 97.9 8.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 4 24 27 28 32 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 73,206 COMMITMENTS 34,252 8,929 2,684 32,925 51,736 69,861 63,349 3,345 9,857 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -6,223) 1,301 -2,418 0 -6,625 -5,595 -5,324 -8,013 -899 1,790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.8 12.2 3.7 45.0 70.7 95.4 86.5 4.6 13.5 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 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 49,734 COMMITMENTS 0 12,850 2,681 42,823 30,961 45,504 46,492 4,230 3,242 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -4,869) 0 3,718 -2,286 -2,482 -6,423 -4,768 -4,991 -101 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.8 5.4 86.1 62.3 91.5 93.5 8.5 6.5 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 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,160 COMMITMENTS 7,703 9,458 3,351 40,159 38,691 51,213 51,500 3,947 3,660 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -6,523) 242 -2,596 -454 -6,357 -3,474 -6,569 -6,524 46 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 17.1 6.1 72.8 70.1 92.8 93.4 7.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 4 24 21 28 26 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,256 COMMITMENTS 1,069 0 1,193 52,428 48,811 54,690 50,004 566 5,252 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 6,673) 1,069 -1,121 296 5,740 8,726 7,105 7,901 -432 -1,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 2.2 94.9 88.3 99.0 90.5 1.0 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 20 21 21 22 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 62,379 COMMITMENTS 0 14,412 330 54,640 42,499 54,970 57,241 7,409 5,138 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -4,707) 0 -847 -120 -3,686 -3,190 -3,806 -4,157 -901 -550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.1 0.5 87.6 68.1 88.1 91.8 11.9 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 1 24 20 25 22 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 93,715 COMMITMENTS 36,173 47,121 4,191 48,753 38,350 89,117 89,662 4,598 4,053 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -8,648) -3,980 -2,605 -1,068 -3,491 -4,660 -8,539 -8,333 -109 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 50.3 4.5 52.0 40.9 95.1 95.7 4.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 18 20 21 23 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 32,819 COMMITMENTS 3,415 200 1,296 25,669 23,920 30,380 25,416 2,439 7,403 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -3,948) 2,635 -4,255 37 -2,707 1,401 -35 -2,817 -3,913 -1,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 0.6 3.9 78.2 72.9 92.6 77.4 7.4 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 2 17 17 21 19 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,119,504 COMMITMENTS 306,148 61,093 196,437 597,585 849,945 1100170 1107475 19,334 12,029 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -56,146) 18,295 4,661 -29,563 -47,980 -31,973 -59,248 -56,875 3,102 729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 5.5 17.5 53.4 75.9 98.3 98.9 1.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 20 16 33 84 80 118 115 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 178,978 COMMITMENTS 27,348 43,094 56,180 92,274 77,523 175,802 176,797 3,176 2,181 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -25,054) -10,842 6,901 -16,343 2,038 -9,058 -25,147 -18,500 93 -6,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 24.1 31.4 51.6 43.3 98.2 98.8 1.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 11 9 17 27 27 45 46 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 78,862 COMMITMENTS 19,471 4,443 20,210 38,827 53,429 78,508 78,082 354 780 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -533) -1,870 -585 -113 1,665 -337 -318 -1,034 -215 501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 5.6 25.6 49.2 67.7 99.6 99.0 0.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 5 10 38 35 49 45 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,792 COMMITMENTS 2,601 1,863 4,048 18,019 17,740 24,668 23,651 124 1,141 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,592) -426 438 -34 -1,132 -1,996 -1,592 -1,592 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 7.5 16.3 72.7 71.6 99.5 95.4 0.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 4 4 19 23 24 28 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,204 COMMITMENTS 582 3,562 2,527 6,543 3,565 9,652 9,654 552 550 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,074) -198 -352 -210 -666 -512 -1,074 -1,074 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 34.9 24.8 64.1 34.9 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 3 18 14 23 17 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,926 COMMITMENTS 3,520 1,694 2,940 6,266 7,852 12,726 12,486 200 440 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -670) -180 50 -280 -150 -390 -610 -620 -60 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 13.1 22.7 48.5 60.7 98.5 96.6 1.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 2 5 16 15 22 20 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,512 COMMITMENTS 9,800 280 1,240 9,100 18,620 20,140 20,140 372 372 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 142) 370 0 10 -140 140 240 150 -98 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.8 1.4 6.0 44.4 90.8 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 4 18 20 22 25 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,377,388 COMMITMENTS 136,584 77,260 394,421 768,481 818,238 1299487 1289920 77,901 87,468 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 75,434) 17,420 4,405 38,944 5,287 18,582 61,652 61,931 13,783 13,503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 5.6 28.6 55.8 59.4 94.3 93.6 5.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 88 100 121 86 95 243 255 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,299 COMMITMENTS 8,847 4,240 285 2,401 9,224 11,533 13,749 2,766 550 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 439) 193 -132 89 73 527 355 484 84 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.9 29.7 2.0 16.8 64.5 80.7 96.2 19.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 58 17 3 11 27 72 45 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,941 COMMITMENTS 7,578 827 8 958 9,093 8,544 9,928 2,397 1,014 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,125) 2,002 65 -1 -93 1,933 1,908 1,997 217 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.3 7.6 0.1 8.8 83.1 78.1 90.7 21.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 26 8 1 5 21 31 30 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 181,247 COMMITMENTS 44,663 11,679 24,341 93,217 135,141 162,222 171,161 19,026 10,086 CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,622) 5,716 545 1,782 -4,955 1,588 2,543 3,916 79 -1,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 6.4 13.4 51.4 74.6 89.5 94.4 10.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 57 19 38 67 74 141 117
Updated August 5, 2005