NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 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 : 195,482: 31,207 26,110 29,479 93,750 108,575 154,436 164,164: 41,046 31,318
Old : 195,482: 31,207 26,110 29,479 93,750 108,575 154,436 164,164: 41,046 31,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 8,008: -164 -427 -78 5,713 7,313 5,471 6,808: 2,537 1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.4 15.1 48.0 55.5 79.0 84.0: 21.0 16.0
Old : 100.0: 16.0 13.4 15.1 48.0 55.5 79.0 84.0: 21.0 16.0
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 : 130: 31 29 29 56 62 107 102:
Old : 130: 31 29 29 56 62 107 102:
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 : 17.0 22.1 27.4 33.1 11.8 13.6 18.8 19.5
Old : 17.0 22.1 27.4 33.1 11.8 13.6 18.8 19.5
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, June 28, 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 : 471,643: 40,366 65,932 145,440 211,858 229,166 397,664 440,538: 73,979 31,105
Old : 471,643: 40,366 65,932 145,440 211,858 229,166 397,664 440,538: 73,979 31,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -15,534: -2,716 -6,061 -7,463 -4,053 -3,340 -14,232 -16,864: -1,302 1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 14.0 30.8 44.9 48.6 84.3 93.4: 15.7 6.6
Old : 100.0: 8.6 14.0 30.8 44.9 48.6 84.3 93.4: 15.7 6.6
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 : 191: 56 39 59 89 77 176 148:
Old : 191: 56 39 59 89 77 176 148:
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 : 18.8 25.3 29.5 38.0 6.7 11.7 10.2 18.3
Old : 18.8 25.3 29.5 38.0 6.7 11.7 10.2 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 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 : 40,864: 11,424 1,731 1,408 24,630 27,314 37,462 30,453: 3,402 10,411
Old : 40,864: 11,424 1,731 1,408 24,630 27,314 37,462 30,453: 3,402 10,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,924: -316 186 350 1,349 1,796 1,383 2,332: 541 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 4.2 3.4 60.3 66.8 91.7 74.5: 8.3 25.5
Old : 100.0: 28.0 4.2 3.4 60.3 66.8 91.7 74.5: 8.3 25.5
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 : 24: 4 1 1 15 14 19 16:
Old : 24: 4 1 1 15 14 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 : 49.3 39.6 72.0 57.7 41.2 33.3 59.1 46.4
Old : 49.3 39.6 72.0 57.7 41.2 33.3 59.1 46.4
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, June 28, 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 : 132,642: 786 16,549 27,625 93,603 82,092 122,014 126,266: 10,628 6,376
Old : 132,642: 786 16,549 27,625 93,603 82,092 122,014 126,266: 10,628 6,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 3,163: -162 -772 3,188 1,310 1,022 4,336 3,438: -1,173 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 12.5 20.8 70.6 61.9 92.0 95.2: 8.0 4.8
Old : 100.0: 0.6 12.5 20.8 70.6 61.9 92.0 95.2: 8.0 4.8
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 : 35: 1 4 4 24 25 29 29:
Old : 35: 1 4 4 24 25 29 29:
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 : 58.8 41.3 70.9 59.9 46.4 27.4 51.2 41.2
Old : 58.8 41.3 70.9 59.9 46.4 27.4 51.2 41.2
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, June 28, 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 : 67,724: 18,015 9,666 4,544 41,761 43,326 64,320 57,536: 3,404 10,188
Old : 67,724: 18,015 9,666 4,544 41,761 43,326 64,320 57,536: 3,404 10,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 13,318: 5,524 2,224 3,940 3,970 6,664 13,434 12,828: -116 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 14.3 6.7 61.7 64.0 95.0 85.0: 5.0 15.0
Old : 100.0: 26.6 14.3 6.7 61.7 64.0 95.0 85.0: 5.0 15.0
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 : 23: 2 3 1 15 13 17 17:
Old : 23: 2 3 1 15 13 17 17:
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 : 59.3 49.4 83.1 71.0 51.8 39.0 66.4 54.2
Old : 59.3 49.4 83.1 71.0 51.8 39.0 66.4 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 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 : 60,494: 0 8,201 6,001 50,046 42,480 56,047 56,682: 4,447 3,812
Old : 60,494: 0 8,201 6,001 50,046 42,480 56,047 56,682: 4,447 3,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -177: 0 -1,020 124 -368 683 -244 -213: 67 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.6 9.9 82.7 70.2 92.6 93.7: 7.4 6.3
Old : 100.0: 0.0 13.6 9.9 82.7 70.2 92.6 93.7: 7.4 6.3
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 : 23: 0 3 3 18 16 21 19:
Old : 23: 0 3 3 18 16 21 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 : 48.6 43.1 67.7 69.4 24.2 26.8 36.3 41.7
Old : 48.6 43.1 67.7 69.4 24.2 26.8 36.3 41.7
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, June 28, 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 : 62,272: 2,492 15,668 8,036 46,649 34,091 57,177 57,795: 5,095 4,477
Old : 62,272: 2,492 15,668 8,036 46,649 34,091 57,177 57,795: 5,095 4,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,750: 418 833 777 1,075 2,997 2,270 4,607: 480 -1,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 25.2 12.9 74.9 54.7 91.8 92.8: 8.2 7.2
Old : 100.0: 4.0 25.2 12.9 74.9 54.7 91.8 92.8: 8.2 7.2
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 : 31: 1 5 6 22 19 28 25:
Old : 31: 1 5 6 22 19 28 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 : 36.5 37.1 58.1 58.8 30.6 28.3 46.6 45.4
Old : 36.5 37.1 58.1 58.8 30.6 28.3 46.6 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 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 : 42,293: 3,505 0 625 36,917 39,480 41,047 40,105: 1,246 2,188
Old : 42,293: 3,505 0 625 36,917 39,480 41,047 40,105: 1,246 2,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -74: -1,288 0 192 712 -564 -384 -372: 310 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 1.5 87.3 93.3 97.1 94.8: 2.9 5.2
Old : 100.0: 8.3 0.0 1.5 87.3 93.3 97.1 94.8: 2.9 5.2
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 : 23: 1 0 1 19 19 20 20:
Old : 23: 1 0 1 19 19 20 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 : 57.3 40.3 82.0 67.1 55.6 31.5 62.7 50.5
Old : 57.3 40.3 82.0 67.1 55.6 31.5 62.7 50.5
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, June 28, 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 : 66,336: 0 6,968 4,625 53,645 49,164 58,270 60,757: 8,066 5,579
Old : 66,336: 0 6,968 4,625 53,645 49,164 58,270 60,757: 8,066 5,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,651: 0 2,066 479 85 -66 564 2,479: 1,087 -828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 7.0 80.9 74.1 87.8 91.6: 12.2 8.4
Old : 100.0: 0.0 10.5 7.0 80.9 74.1 87.8 91.6: 12.2 8.4
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 : 27: 0 2 2 23 19 25 21:
Old : 27: 0 2 2 23 19 25 21:
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 : 36.0 57.0 54.5 73.1 30.1 45.4 44.6 58.1
Old : 36.0 57.0 54.5 73.1 30.1 45.4 44.6 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 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 : 90,790: 42,044 35,172 3,322 40,254 47,633 85,620 86,127: 5,170 4,663
Old : 90,790: 42,044 35,172 3,322 40,254 47,633 85,620 86,127: 5,170 4,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 5,738: 2,722 2,856 1,218 2,774 1,890 6,714 5,964: -976 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 38.7 3.7 44.3 52.5 94.3 94.9: 5.7 5.1
Old : 100.0: 46.3 38.7 3.7 44.3 52.5 94.3 94.9: 5.7 5.1
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 : 27: 2 2 1 20 21 23 23:
Old : 27: 2 2 1 20 21 23 23:
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 : 66.4 61.5 81.6 77.0 63.8 58.9 70.1 66.6
Old : 66.4 61.5 81.6 77.0 63.8 58.9 70.1 66.6
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, June 28, 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 : 37,734: 2,410 2,570 2,853 26,888 23,665 32,151 29,088: 5,583 8,646
Old : 37,734: 2,410 2,570 2,853 26,888 23,665 32,151 29,088: 5,583 8,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,761: 5 -248 23 2,651 2,705 2,679 2,480: 82 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 6.8 7.6 71.3 62.7 85.2 77.1: 14.8 22.9
Old : 100.0: 6.4 6.8 7.6 71.3 62.7 85.2 77.1: 14.8 22.9
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 : 23: 2 1 2 16 17 19 19:
Old : 23: 2 1 2 16 17 19 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 : 44.2 40.1 70.4 58.7 39.9 33.0 54.3 43.3
Old : 44.2 40.1 70.4 58.7 39.9 33.0 54.3 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 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 : 41,747: 3,038 0 0 38,058 41,096 41,096 41,096: 651 651
Old : 41,747: 3,038 0 0 38,058 41,096 41,096 41,096: 651 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 0.0 91.2 98.4 98.4 98.4: 1.6 1.6
Old : 100.0: 7.3 0.0 0.0 91.2 98.4 98.4 98.4: 1.6 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 : 30: 3 0 0 12 17 15 17:
Old : 30: 3 0 0 12 17 15 17:
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 : 82.4 76.0 90.6 87.2 79.5 76.0 87.6 86.2
Old : 82.4 76.0 90.6 87.2 79.5 76.0 87.6 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 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 : 29,262: 3,038 0 0 25,728 27,817 28,766 27,817: 496 1,445
Old : 29,262: 3,038 0 0 25,728 27,817 28,766 27,817: 496 1,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.0 0.0 87.9 95.1 98.3 95.1: 1.7 4.9
Old : 100.0: 10.4 0.0 0.0 87.9 95.1 98.3 95.1: 1.7 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 : 26: 3 0 0 12 17 15 17:
Old : 26: 3 0 0 12 17 15 17:
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 : 55.9 57.5 80.2 77.9 51.1 57.5 69.7 76.3
Old : 55.9 57.5 80.2 77.9 51.1 57.5 69.7 76.3
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, June 28, 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 : 1,116,556: 259,188 46,160 210,096 620,493 836,857 1,089,777 1,093,113: 26,779 23,443
Old : 1,116,556: 259,188 46,160 210,096 620,493 836,857 1,089,777 1,093,113: 26,779 23,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 47,717: -9,164 2,852 16,008 33,925 15,220 40,769 34,080: 6,948 13,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 4.1 18.8 55.6 74.9 97.6 97.9: 2.4 2.1
Old : 100.0: 23.2 4.1 18.8 55.6 74.9 97.6 97.9: 2.4 2.1
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 : 147: 28 11 32 98 86 138 120:
Old : 147: 28 11 32 98 86 138 120:
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 : 25.4 22.5 40.6 37.7 20.6 17.5 30.4 27.7
Old : 25.4 22.5 40.6 37.7 20.6 17.5 30.4 27.7
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, June 28, 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 : 165,300: 33,161 42,262 45,092 85,739 75,943 163,992 163,297: 1,308 2,003
Old : 165,300: 33,161 42,262 45,092 85,739 75,943 163,992 163,297: 1,308 2,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -17,089: -2,561 -12,248 -1,722 -13,520 -3,341 -17,803 -17,311: 714 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 25.6 27.3 51.9 45.9 99.2 98.8: 0.8 1.2
Old : 100.0: 20.1 25.6 27.3 51.9 45.9 99.2 98.8: 0.8 1.2
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 : 47: 12 8 16 26 25 44 43:
Old : 47: 12 8 16 26 25 44 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 : 42.0 46.8 58.7 67.7 21.0 28.2 30.2 35.8
Old : 42.0 46.8 58.7 67.7 21.0 28.2 30.2 35.8
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, June 28, 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 : 67,999: 17,796 5,313 15,408 34,215 46,866 67,419 67,587: 580 412
Old : 67,999: 17,796 5,313 15,408 34,215 46,866 67,419 67,587: 580 412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,305: 1,340 -710 698 -1,001 1,169 1,037 1,157: 268 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 7.8 22.7 50.3 68.9 99.1 99.4: 0.9 0.6
Old : 100.0: 26.2 7.8 22.7 50.3 68.9 99.1 99.4: 0.9 0.6
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 : 48: 5 5 7 36 32 45 40:
Old : 48: 5 5 7 36 32 45 40:
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 : 53.0 46.9 66.5 66.6 35.5 34.6 41.4 41.9
Old : 53.0 46.9 66.5 66.6 35.5 34.6 41.4 41.9
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, June 28, 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 : 25,580: 3,277 327 4,368 17,935 20,376 25,580 25,071: 0 509
Old : 25,580: 3,277 327 4,368 17,935 20,376 25,580 25,071: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,222: -162 0 -6 1,390 1,228 1,222 1,222: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 1.3 17.1 70.1 79.7 100.0 98.0: 0.0 2.0
Old : 100.0: 12.8 1.3 17.1 70.1 79.7 100.0 98.0: 0.0 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 : 33: 4 1 4 20 24 25 28:
Old : 33: 4 1 4 20 24 25 28:
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 : 60.1 42.4 81.4 65.0 51.1 37.9 59.2 52.0
Old : 60.1 42.4 81.4 65.0 51.1 37.9 59.2 52.0
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, June 28, 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 : 9,636: 230 2,410 2,745 6,661 4,227 9,636 9,382: 0 254
Old : 9,636: 230 2,410 2,745 6,661 4,227 9,636 9,382: 0 254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 258: 56 -1,372 1,586 -1,220 -46 422 168: -164 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 25.0 28.5 69.1 43.9 100.0 97.4: 0.0 2.6
Old : 100.0: 2.4 25.0 28.5 69.1 43.9 100.0 97.4: 0.0 2.6
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 : 28: 2 3 3 15 15 19 19:
Old : 28: 2 3 3 15 15 19 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 : 54.2 61.0 80.5 83.1 39.9 39.6 52.3 50.3
Old : 54.2 61.0 80.5 83.1 39.9 39.6 52.3 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 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 : 11,388: 1,394 2,461 632 8,533 7,611 10,559 10,704: 829 684
Old : 11,388: 1,394 2,461 632 8,533 7,611 10,559 10,704: 829 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,202: 680 1,270 -172 1,016 678 1,524 1,776: 678 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 21.6 5.5 74.9 66.8 92.7 94.0: 7.3 6.0
Old : 100.0: 12.2 21.6 5.5 74.9 66.8 92.7 94.0: 7.3 6.0
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 12 9 15 13:
Old : 20: 2 2 3 12 9 15 13:
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 : 71.3 71.9 85.2 90.2 64.6 63.9 71.4 73.4
Old : 71.3 71.9 85.2 90.2 64.6 63.9 71.4 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 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 : 13,350: 2,720 2,180 3,420 6,230 6,980 12,370 12,580: 980 770
Old : 13,350: 2,720 2,180 3,420 6,230 6,980 12,370 12,580: 980 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,360: -140 320 440 300 450 600 1,210: 760 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 16.3 25.6 46.7 52.3 92.7 94.2: 7.3 5.8
Old : 100.0: 20.4 16.3 25.6 46.7 52.3 92.7 94.2: 7.3 5.8
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 : 25: 3 2 5 16 18 21 23:
Old : 25: 3 2 5 16 18 21 23:
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 : 49.0 60.2 70.8 76.1 32.9 39.4 46.6 50.8
Old : 49.0 60.2 70.8 76.1 32.9 39.4 46.6 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 14,610: 5,330 360 1,250 7,590 12,340 14,170 13,950: 440 660
Old : 14,610: 5,330 360 1,250 7,590 12,340 14,170 13,950: 440 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 380: 620 0 -320 20 700 320 380: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 2.5 8.6 52.0 84.5 97.0 95.5: 3.0 4.5
Old : 100.0: 36.5 2.5 8.6 52.0 84.5 97.0 95.5: 3.0 4.5
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 : 28: 3 2 3 19 20 22 25:
Old : 28: 3 2 3 19 20 22 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 : 59.0 56.1 78.1 78.5 47.8 46.4 60.1 61.3
Old : 59.0 56.1 78.1 78.5 47.8 46.4 60.1 61.3
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, June 28, 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 : 783,203: 112,569 90,561 122,155 481,358 487,852 716,082 700,568: 67,121 82,635
Old : 783,203: 112,569 90,561 122,155 481,358 487,852 716,082 700,568: 67,121 82,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 11,588: 4,307 2,146 12,968 -15,460 -13,112 1,815 2,002: 9,773 9,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 11.6 15.6 61.5 62.3 91.4 89.4: 8.6 10.6
Old : 100.0: 14.4 11.6 15.6 61.5 62.3 91.4 89.4: 8.6 10.6
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 : 265: 66 92 98 76 86 213 220:
Old : 265: 66 92 98 76 86 213 220:
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 : 21.8 17.7 33.7 27.6 18.3 13.7 26.4 21.5
Old : 21.8 17.7 33.7 27.6 18.3 13.7 26.4 21.5
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, June 28, 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 : 14,067: 8,153 5,257 415 2,716 7,580 11,284 13,252: 2,783 815
Old : 14,067: 8,153 5,257 415 2,716 7,580 11,284 13,252: 2,783 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 294: 53 145 3 173 -92 229 56: 65 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 37.4 3.0 19.3 53.9 80.2 94.2: 19.8 5.8
Old : 100.0: 58.0 37.4 3.0 19.3 53.9 80.2 94.2: 19.8 5.8
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 : 119: 60 22 6 11 25 75 51:
Old : 119: 60 22 6 11 25 75 51:
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 : 24.7 43.9 39.1 60.2 23.5 43.9 37.9 60.2
Old : 24.7 43.9 39.1 60.2 23.5 43.9 37.9 60.2
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, June 28, 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 : 11,355: 8,184 746 460 500 8,829 9,144 10,035: 2,211 1,320
Old : 11,355: 8,184 746 460 500 8,829 9,144 10,035: 2,211 1,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -328: 388 -54 445 -222 277 611 668: -939 -996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 6.6 4.1 4.4 77.8 80.5 88.4: 19.5 11.6
Old : 100.0: 72.1 6.6 4.1 4.4 77.8 80.5 88.4: 19.5 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 : 61: 31 9 5 6 19 41 30:
Old : 61: 31 9 5 6 19 41 30:
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 : 35.9 48.6 49.3 67.2 35.9 47.9 49.3 66.5
Old : 35.9 48.6 49.3 67.2 35.9 47.9 49.3 66.5
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, June 28, 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 : 151,796: 36,581 7,865 7,786 88,183 124,412 132,550 140,063: 19,246 11,733
Old : 151,796: 36,581 7,865 7,786 88,183 124,412 132,550 140,063: 19,246 11,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -2,890: -1,294 -127 -1,801 -2,712 -1,212 -5,807 -3,140: 2,917 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 5.2 5.1 58.1 82.0 87.3 92.3: 12.7 7.7
Old : 100.0: 24.1 5.2 5.1 58.1 82.0 87.3 92.3: 12.7 7.7
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 : 150: 49 20 27 63 73 123 109:
Old : 150: 49 20 27 63 73 123 109:
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 : 24.9 21.3 40.1 35.0 19.5 17.1 30.6 26.5
Old : 24.9 21.3 40.1 35.0 19.5 17.1 30.6 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2005