NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 150,491: 9,944 24,979 12,093 104,244 89,949 126,281 127,021: 24,210 23,470
Old : 150,491: 9,944 24,979 12,093 104,244 89,949 126,281 127,021: 24,210 23,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 997: -872 584 75 1,917 1,014 1,120 1,673: -123 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 16.6 8.0 69.3 59.8 83.9 84.4: 16.1 15.6
Old : 100.0: 6.6 16.6 8.0 69.3 59.8 83.9 84.4: 16.1 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 19 30 28 63 68 103 107:
Old : 128: 19 30 28 63 68 103 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 16.6 40.8 26.0 26.5 10.8 35.0 18.2
Old : 29.5 16.6 40.8 26.0 26.5 10.8 35.0 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 405,241: 21,013 75,895 105,786 218,216 193,986 345,015 375,667: 60,226 29,574
Old : 405,241: 21,013 75,895 105,786 218,216 193,986 345,015 375,667: 60,226 29,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 9,334: -768 6,481 2,123 6,101 528 7,456 9,132: 1,878 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 18.7 26.1 53.8 47.9 85.1 92.7: 14.9 7.3
Old : 100.0: 5.2 18.7 26.1 53.8 47.9 85.1 92.7: 14.9 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 45 58 64 97 79 177 173:
Old : 208: 45 58 64 97 79 177 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 23.3 28.3 36.6 6.7 11.0 9.8 16.4
Old : 16.9 23.3 28.3 36.6 6.7 11.0 9.8 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 68,207: 3,015 6,420 2,121 58,984 57,592 64,120 66,133: 4,087 2,074
Old : 68,207: 3,015 6,420 2,121 58,984 57,592 64,120 66,133: 4,087 2,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -267: 0 0 0 217 -1,123 217 -1,123: -484 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.4 3.1 86.5 84.4 94.0 97.0: 6.0 3.0
Old : 100.0: 4.4 9.4 3.1 86.5 84.4 94.0 97.0: 6.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 1 29 23 30 25:
Old : 34: 1 1 1 29 23 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 57.5 65.3 72.0 42.7 53.0 52.9 61.2
Old : 44.5 57.5 65.3 72.0 42.7 53.0 52.9 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,751: 5,266 2,464 428 36,818 36,678 42,512 39,570: 2,239 5,181
Old : 44,751: 5,266 2,464 428 36,818 36,678 42,512 39,570: 2,239 5,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 124: 0 0 0 124 552 124 552: 0 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.5 1.0 82.3 82.0 95.0 88.4: 5.0 11.6
Old : 100.0: 11.8 5.5 1.0 82.3 82.0 95.0 88.4: 5.0 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 1 15 13 17 15:
Old : 22: 1 2 1 15 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 62.9 82.0 78.4 45.8 61.7 73.6 73.6
Old : 51.6 62.9 82.0 78.4 45.8 61.7 73.6 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 31,605: 3,264 2,299 1,044 23,703 26,722 28,011 30,065: 3,594 1,540
Old : 31,605: 3,264 2,299 1,044 23,703 26,722 28,011 30,065: 3,594 1,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,558: 1,625 278 -60 -754 1,324 811 1,542: 747 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 7.3 3.3 75.0 84.5 88.6 95.1: 11.4 4.9
Old : 100.0: 10.3 7.3 3.3 75.0 84.5 88.6 95.1: 11.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 2 19 16 22 19:
Old : 25: 2 2 2 19 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 40.9 65.2 63.8 37.1 33.3 53.6 54.1
Old : 41.5 40.9 65.2 63.8 37.1 33.3 53.6 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,346: 4,846 284 1,318 48,308 48,038 54,472 49,640: 2,874 7,706
Old : 57,346: 4,846 284 1,318 48,308 48,038 54,472 49,640: 2,874 7,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 7,244: 3,110 0 452 3,745 5,025 7,307 5,477: -63 1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.5 2.3 84.2 83.8 95.0 86.6: 5.0 13.4
Old : 100.0: 8.5 0.5 2.3 84.2 83.8 95.0 86.6: 5.0 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 22 18 24 20:
Old : 26: 1 1 2 22 18 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 59.3 70.3 71.4 38.1 47.4 55.3 57.3
Old : 44.6 59.3 70.3 71.4 38.1 47.4 55.3 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 25,116: 1,587 568 1,199 15,289 18,859 18,075 20,626: 7,041 4,490
Old : 25,116: 1,587 568 1,199 15,289 18,859 18,075 20,626: 7,041 4,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.3 4.8 60.9 75.1 72.0 82.1: 28.0 17.9
Old : 100.0: 6.3 2.3 4.8 60.9 75.1 72.0 82.1: 28.0 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 2 12 13 14 15:
Old : 20: 1 1 2 12 13 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 43.4 62.8 67.1 42.9 39.7 53.4 59.8
Old : 46.7 43.4 62.8 67.1 42.9 39.7 53.4 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 883,809: 199,895 61,088 142,635 525,055 673,767 867,585 877,490: 16,224 6,319
Old : 883,809: 199,895 61,088 142,635 525,055 673,767 867,585 877,490: 16,224 6,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 31,692: 13,723 1,828 14,711 309 13,844 28,743 30,383: 2,949 1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 6.9 16.1 59.4 76.2 98.2 99.3: 1.8 0.7
Old : 100.0: 22.6 6.9 16.1 59.4 76.2 98.2 99.3: 1.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 15 12 25 73 69 101 95:
Old : 108: 15 12 25 73 69 101 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 23.6 45.0 36.8 26.4 19.2 32.5 28.5
Old : 33.0 23.6 45.0 36.8 26.4 19.2 32.5 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 78,609: 12,501 17,907 22,460 40,039 36,996 75,000 77,363: 3,609 1,246
Old : 78,609: 12,501 17,907 22,460 40,039 36,996 75,000 77,363: 3,609 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 11,188: 4,983 3,310 865 5,769 7,235 11,617 11,410: -429 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 22.8 28.6 50.9 47.1 95.4 98.4: 4.6 1.6
Old : 100.0: 15.9 22.8 28.6 50.9 47.1 95.4 98.4: 4.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 7 7 12 22 22 35 35:
Old : 38: 7 7 12 22 22 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 46.7 64.3 68.6 23.3 23.6 32.7 37.7
Old : 48.9 46.7 64.3 68.6 23.3 23.6 32.7 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 34,073: 5,126 1,390 5,175 23,613 26,819 33,914 33,384: 159 689
Old : 34,073: 5,126 1,390 5,175 23,613 26,819 33,914 33,384: 159 689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 1,163: 126 1,146 -109 1,267 257 1,284 1,294: -121 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 4.1 15.2 69.3 78.7 99.5 98.0: 0.5 2.0
Old : 100.0: 15.0 4.1 15.2 69.3 78.7 99.5 98.0: 0.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 3 6 25 26 31 32:
Old : 34: 3 3 6 25 26 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 68.9 73.9 80.4 47.4 60.3 59.7 65.3
Old : 51.1 68.9 73.9 80.4 47.4 60.3 59.7 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 19,607: 1,727 4,010 861 16,975 14,692 19,563 19,563: 44 44
Old : 19,607: 1,727 4,010 861 16,975 14,692 19,563 19,563: 44 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 193: 46 204 21 82 -76 149 149: 44 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 20.5 4.4 86.6 74.9 99.8 99.8: 0.2 0.2
Old : 100.0: 8.8 20.5 4.4 86.6 74.9 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 3 2 16 12 19 16:
Old : 25: 2 3 2 16 12 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 61.9 89.0 81.2 74.2 59.3 80.9 75.0
Old : 76.9 61.9 89.0 81.2 74.2 59.3 80.9 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 7,536: 544 2,928 932 6,060 3,676 7,536 7,536: 0 0
Old : 7,536: 544 2,928 932 6,060 3,676 7,536 7,536: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 676: -298 378 298 676 252 676 928: 0 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 38.9 12.4 80.4 48.8 100.0 100.0: 0.0 0.0
Old : 100.0: 7.2 38.9 12.4 80.4 48.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 3 10 10 13 14:
Old : 20: 2 2 3 10 10 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 66.1 91.1 89.9 60.7 56.5 74.7 75.3
Old : 68.1 66.1 91.1 89.9 60.7 56.5 74.7 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 707,361: 79,563 70,949 90,144 488,223 478,166 657,930 639,259: 49,431 68,102
Old : 707,361: 79,563 70,949 90,144 488,223 478,166 657,930 639,259: 49,431 68,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 24,241: 4,996 3,929 16,053 8,644 12,187 29,693 32,169: -5,452 -7,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 10.0 12.7 69.0 67.6 93.0 90.4: 7.0 9.6
Old : 100.0: 11.2 10.0 12.7 69.0 67.6 93.0 90.4: 7.0 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 47 68 72 78 83 177 181:
Old : 217: 47 68 72 78 83 177 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 21.7 35.8 33.0 15.5 13.3 23.6 18.1
Old : 21.7 21.7 35.8 33.0 15.5 13.3 23.6 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,736: 7,417 2,499 91 2,462 9,148 9,970 11,738: 2,766 998
Old : 12,736: 7,417 2,499 91 2,462 9,148 9,970 11,738: 2,766 998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 138: 162 -158 57 -136 382 83 281: 55 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 19.6 0.7 19.3 71.8 78.3 92.2: 21.7 7.8
Old : 100.0: 58.2 19.6 0.7 19.3 71.8 78.3 92.2: 21.7 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 65 17 3 9 24 77 43:
Old : 117: 65 17 3 9 24 77 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 42.4 37.6 57.9 24.2 42.4 37.6 57.9
Old : 24.2 42.4 37.6 57.9 24.2 42.4 37.6 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 6,443: 2,399 549 0 2,602 5,195 5,001 5,744: 1,442 699
Old : 6,443: 2,399 549 0 2,602 5,195 5,001 5,744: 1,442 699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 242: 106 382 -80 198 12 224 314: 18 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 8.5 0.0 40.4 80.6 77.6 89.2: 22.4 10.8
Old : 100.0: 37.2 8.5 0.0 40.4 80.6 77.6 89.2: 22.4 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 15 5 0 12 13 27 18:
Old : 42: 15 5 0 12 13 27 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 62.1 51.7 76.8 37.9 62.0 51.7 76.6
Old : 37.9 62.1 51.7 76.8 37.9 62.0 51.7 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 157,747: 17,458 9,392 12,854 114,948 122,365 145,260 144,611: 12,487 13,136
Old : 157,747: 17,458 9,392 12,854 114,948 122,365 145,260 144,611: 12,487 13,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: -2,156: 1,016 -4,295 -29 -4,908 2,943 -3,921 -1,381: 1,765 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 6.0 8.1 72.9 77.6 92.1 91.7: 7.9 8.3
Old : 100.0: 11.1 6.0 8.1 72.9 77.6 92.1 91.7: 7.9 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 29 29 35 74 74 123 121:
Old : 148: 29 29 35 74 74 123 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 19.4 45.3 30.9 29.5 14.2 37.2 22.9
Old : 33.2 19.4 45.3 30.9 29.5 14.2 37.2 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 18,790: 0 3,485 4,590 13,990 10,715 18,580 18,790: 210 0
Old : 18,790: 0 3,485 4,590 13,990 10,715 18,580 18,790: 210 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 675: 0 -320 270 375 725 645 675: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.5 24.4 74.5 57.0 98.9 100.0: 1.1 0.0
Old : 100.0: 0.0 18.5 24.4 74.5 57.0 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 5 2 14 13 16 18:
Old : 25: 0 5 2 14 13 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 77.5 89.8 89.1 46.8 48.9 56.9 57.7
Old : 67.6 77.5 89.8 89.1 46.8 48.9 56.9 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, January 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 8,752: 450 2,031 402 7,900 6,319 8,752 8,752: 0 0
Old : 8,752: 450 2,031 402 7,900 6,319 8,752 8,752: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2005 :
: 75: 0 -75 0 75 150 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 23.2 4.6 90.3 72.2 100.0 100.0: 0.0 0.0
Old : 100.0: 5.1 23.2 4.6 90.3 72.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 2 15 14 17 16:
Old : 21: 1 1 2 15 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 74.0 81.2 89.7 44.3 49.0 51.2 52.4
Old : 59.8 74.0 81.2 89.7 44.3 49.0 51.2 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 11, 2005