NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 222,727 COMMITMENTS 21,953 17,864 56,892 100,790 117,557 179,636 192,313 43,091 30,413 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -14,668) -7,607 1,295 -3,913 455 -10,907 -11,066 -13,524 -3,602 -1,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 8.0 25.5 45.3 52.8 80.7 86.3 19.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 37 29 43 56 59 117 108 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 955,609 COMMITMENTS 57,441 86,190 415,819 399,453 418,983 872,712 920,991 82,896 34,617 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 15,780) 902 4,953 5,803 5,283 9,782 11,988 20,538 3,792 -4,758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 9.0 43.5 41.8 43.8 91.3 96.4 8.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 59 53 84 97 89 205 181 PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 41,085 COMMITMENTS 0 2,655 5,525 30,602 25,876 36,127 34,056 4,958 7,029 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 164) 0 -939 596 -434 147 162 -196 2 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.5 13.4 74.5 63.0 87.9 82.9 12.1 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 2 16 14 18 17 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 108,000 COMMITMENTS 9,796 4,130 1,931 86,758 97,461 98,485 103,522 9,515 4,478 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 2,006) 321 -1,170 -2,465 3,995 5,757 1,851 2,122 155 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 3.8 1.8 80.3 90.2 91.2 95.9 8.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 5 26 30 32 35 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 59,284 COMMITMENTS 5,700 8,832 1,364 49,018 41,302 56,082 51,498 3,202 7,786 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -54) 780 -1,989 -151 192 1,410 821 -730 -875 676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 14.9 2.3 82.7 69.7 94.6 86.9 5.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 20 17 23 20 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,677 COMMITMENTS 188 19,517 1,700 58,035 39,969 59,923 61,186 3,754 2,491 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,331) 0 -5,618 276 -608 4,011 -332 -1,331 -999 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 30.6 2.7 91.1 62.8 94.1 96.1 5.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 3 21 20 24 24 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 62,656 COMMITMENTS 19,001 14,194 2,004 36,126 39,574 57,131 55,772 5,525 6,884 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 6,546) 4,906 1,172 888 759 2,627 6,553 4,687 -7 1,859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 22.7 3.2 57.7 63.2 91.2 89.0 8.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 5 4 19 19 23 26 NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,000 COMMITMENTS 211 0 2,597 57,436 52,375 60,244 54,972 756 6,028 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 400) -192 0 608 -237 176 179 784 221 -384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 4.3 94.2 85.9 98.8 90.1 1.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 20 20 21 21 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 64,975 COMMITMENTS 0 11,953 772 59,754 47,536 60,526 60,261 4,449 4,714 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -525) 0 -4,670 710 1,776 3,734 2,486 -226 -3,011 -299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.4 1.2 92.0 73.2 93.2 92.7 6.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 2 23 22 25 24 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 66,232 COMMITMENTS 18,444 0 2,376 40,641 57,715 61,461 60,091 4,771 6,141 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,148) -3,820 -565 -544 2,671 -74 -1,693 -1,183 545 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 0.0 3.6 61.4 87.1 92.8 90.7 7.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 2 18 22 20 24 WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 44,057 COMMITMENTS 1,022 0 4,682 33,751 30,308 39,455 34,990 4,602 9,067 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 6,130) -370 -648 1,520 4,281 6,238 5,431 7,110 699 -980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 10.6 76.6 68.8 89.6 79.4 10.4 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 2 17 16 20 18 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 1,265,203 COMMITMENTS 326,522 54,937 244,076 674,743 955,079 1245341 1254092 19,862 11,111 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 34,749) 4,119 -570 5,497 24,047 28,427 33,663 33,354 1,086 1,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 4.3 19.3 53.3 75.5 98.4 99.1 1.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 26 12 35 81 79 118 116 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 218,300 COMMITMENTS 50,977 46,092 57,831 107,121 111,211 215,929 215,134 2,371 3,166 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 13,468) 750 4,479 5,903 6,817 3,939 13,470 14,321 -2 -853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 21.1 26.5 49.1 50.9 98.9 98.5 1.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 13 7 18 29 30 48 49 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 88,694 COMMITMENTS 23,595 7,563 20,072 44,879 60,959 88,546 88,594 148 100 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 1,013) 1,707 1,440 -1,126 802 1,119 1,383 1,433 -370 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 8.5 22.6 50.6 68.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 8 9 37 39 46 50 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,241 COMMITMENTS 2,322 5,211 2,422 19,210 16,971 23,954 24,604 1,287 637 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 176) 208 143 -225 841 522 824 440 -648 -264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 20.6 9.6 76.1 67.2 94.9 97.5 5.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 4 5 20 23 26 28 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,957 COMMITMENTS 260 3,513 1,791 6,550 4,145 8,601 9,449 1,356 508 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -302) 0 -466 -42 -218 248 -260 -260 -42 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 35.3 18.0 65.8 41.6 86.4 94.9 13.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 3 18 11 22 15 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,048 COMMITMENTS 3,300 3,180 2,180 11,048 11,480 16,528 16,840 520 208 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 948) 100 -40 -220 880 1,228 760 968 188 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 18.7 12.8 64.8 67.3 96.9 98.8 3.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 6 19 19 25 25 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,766 COMMITMENTS 11,850 240 1,540 9,798 21,734 23,188 23,514 578 252 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -320) 0 0 60 -92 -120 -32 -60 -288 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.9 1.0 6.5 41.2 91.4 97.6 98.9 2.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 5 19 20 25 25 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,515,053 COMMITMENTS 122,746 81,576 454,069 848,029 889,734 1424844 1425379 90,209 89,674 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -10,507) -22,232 3,529 -12,878 19,179 3,651 -15,931 -5,699 5,424 -4,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 5.4 30.0 56.0 58.7 94.0 94.1 6.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 91 97 120 80 91 233 257 PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,287 COMMITMENTS 8,601 6,965 130 2,082 5,340 10,813 12,435 2,474 852 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -28) 209 267 -106 -209 -275 -106 -114 78 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.7 52.4 1.0 15.7 40.2 81.4 93.6 18.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 56 16 2 13 25 71 41 PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,969 COMMITMENTS 8,383 906 235 950 9,704 9,568 10,845 2,402 1,125 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 641) 601 95 -18 -55 458 528 535 113 106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.0 7.6 2.0 7.9 81.1 79.9 90.6 20.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 25 10 3 7 22 35 32 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 171,365 COMMITMENTS 31,317 5,484 32,113 89,432 121,815 152,862 159,412 18,504 11,954 CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -576) -3,485 -596 4,303 221 -3,058 1,040 650 -1,616 -1,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 3.2 18.7 52.2 71.1 89.2 93.0 10.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 49 22 41 59 69 128 113
Updated September 16, 2005