NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 188,694: 19,642 24,171 29,591 111,325 109,354 160,558 163,116: 28,136 25,578
Old : 188,694: 19,642 24,171 29,591 111,325 109,354 160,558 163,116: 28,136 25,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -25,576: 1,730 1,538 -12,498 -13,692 -10,407 -24,460 -21,368: -1,116 -4,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 12.8 15.7 59.0 58.0 85.1 86.4: 14.9 13.6
Old : 100.0: 10.4 12.8 15.7 59.0 58.0 85.1 86.4: 14.9 13.6
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 : 131: 25 31 36 56 69 109 111:
Old : 131: 25 31 36 56 69 109 111:
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 : 28.6 19.8 40.8 30.6 20.8 12.1 28.1 17.7
Old : 28.6 19.8 40.8 30.6 20.8 12.1 28.1 17.7
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 with Delta-adjusted Options and Futures Combined, February 1, 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 : 641,111: 26,319 52,897 244,896 298,181 305,768 569,396 603,561: 71,715 37,550
Old : 641,111: 26,319 52,897 244,896 298,181 305,768 569,396 603,561: 71,715 37,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -50,091: 24 -7,003 -23,386 -28,366 -21,089 -51,727 -51,478: 1,637 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 8.3 38.2 46.5 47.7 88.8 94.1: 11.2 5.9
Old : 100.0: 4.1 8.3 38.2 46.5 47.7 88.8 94.1: 11.2 5.9
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 : 193: 47 51 75 90 82 172 176:
Old : 193: 47 51 75 90 82 172 176:
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 : 18.4 21.4 30.3 34.4 5.0 7.2 7.3 11.3
Old : 18.4 21.4 30.3 34.4 5.0 7.2 7.3 11.3
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 with Delta-adjusted Options and Futures Combined, February 1, 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 : 63,927: 4,479 4,088 1,705 50,798 55,266 56,982 61,059: 6,945 2,868
Old : 63,927: 4,479 4,088 1,705 50,798 55,266 56,982 61,059: 6,945 2,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -6,187: 1,036 0 -1,036 -7,809 -5,669 -7,809 -6,705: 1,622 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 6.4 2.7 79.5 86.5 89.1 95.5: 10.9 4.5
Old : 100.0: 7.0 6.4 2.7 79.5 86.5 89.1 95.5: 10.9 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 : 32: 1 1 2 26 23 28 25:
Old : 32: 1 1 2 26 23 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 : 48.4 58.0 66.7 74.6 46.6 52.5 53.7 63.6
Old : 48.4 58.0 66.7 74.6 46.6 52.5 53.7 63.6
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 with Delta-adjusted Options and Futures Combined, February 1, 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 : 44,981: 1,906 2,464 1,604 37,994 35,676 41,504 39,744: 3,477 5,237
Old : 44,981: 1,906 2,464 1,604 37,994 35,676 41,504 39,744: 3,477 5,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 28: 0 0 0 -84 168 -84 168: 112 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.5 3.6 84.5 79.3 92.3 88.4: 7.7 11.6
Old : 100.0: 4.2 5.5 3.6 84.5 79.3 92.3 88.4: 7.7 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 : 23: 1 2 2 15 15 17 18:
Old : 23: 1 2 2 15 15 17 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 : 49.3 57.5 79.0 74.0 42.3 54.6 66.6 66.2
Old : 49.3 57.5 79.0 74.0 42.3 54.6 66.6 66.2
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 with Delta-adjusted Options and Futures Combined, February 1, 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 : 36,623: 2,319 4,237 2,066 27,718 27,237 32,103 33,540: 4,520 3,083
Old : 36,623: 2,319 4,237 2,066 27,718 27,237 32,103 33,540: 4,520 3,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -531: -244 1,034 44 -13 -2,292 -213 -1,214: -318 683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.6 5.6 75.7 74.4 87.7 91.6: 12.3 8.4
Old : 100.0: 6.3 11.6 5.6 75.7 74.4 87.7 91.6: 12.3 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 : 23: 2 2 3 18 16 21 20:
Old : 23: 2 2 3 18 16 21 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 : 51.7 41.7 68.8 62.6 43.1 40.1 50.7 50.0
Old : 51.7 41.7 68.8 62.6 43.1 40.1 50.7 50.0
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 with Delta-adjusted Options and Futures Combined, February 1, 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 : 58,655: 6,828 321 1,588 45,167 47,422 53,583 49,331: 5,072 9,324
Old : 58,655: 6,828 321 1,588 45,167 47,422 53,583 49,331: 5,072 9,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,772: 1,508 -224 -224 -4,444 -394 -3,160 -842: 1,388 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.5 2.7 77.0 80.8 91.4 84.1: 8.6 15.9
Old : 100.0: 11.6 0.5 2.7 77.0 80.8 91.4 84.1: 8.6 15.9
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 : 24: 1 1 2 19 17 21 19:
Old : 24: 1 1 2 19 17 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 : 48.1 62.1 72.8 72.1 41.6 50.3 56.7 56.3
Old : 48.1 62.1 72.8 72.1 41.6 50.3 56.7 56.3
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 with Delta-adjusted Options and Futures Combined, February 1, 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 : 913,002: 238,184 64,614 155,182 502,630 685,978 895,996 905,774: 17,006 7,228
Old : 913,002: 238,184 64,614 155,182 502,630 685,978 895,996 905,774: 17,006 7,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -18,508: 9,061 6,049 1,505 -32,236 -27,389 -21,670 -19,835: 3,162 1,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 7.1 17.0 55.1 75.1 98.1 99.2: 1.9 0.8
Old : 100.0: 26.1 7.1 17.0 55.1 75.1 98.1 99.2: 1.9 0.8
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 : 113: 17 12 24 75 71 105 97:
Old : 113: 17 12 24 75 71 105 97:
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 : 31.7 22.7 44.9 36.9 25.2 18.6 31.6 28.2
Old : 31.7 22.7 44.9 36.9 25.2 18.6 31.6 28.2
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 with Delta-adjusted Options and Futures Combined, February 1, 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 : 99,972: 19,201 28,537 27,055 49,641 42,326 95,897 97,918: 4,075 2,054
Old : 99,972: 19,201 28,537 27,055 49,641 42,326 95,897 97,918: 4,075 2,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -6,406: -19,247 -6,485 6,678 7,673 -7,287 -4,896 -7,094: -1,510 688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 28.5 27.1 49.7 42.3 95.9 97.9: 4.1 2.1
Old : 100.0: 19.2 28.5 27.1 49.7 42.3 95.9 97.9: 4.1 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 : 38: 8 6 9 21 20 33 31:
Old : 38: 8 6 9 21 20 33 31:
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 : 45.3 50.4 67.8 68.2 27.7 31.3 39.6 44.7
Old : 45.3 50.4 67.8 68.2 27.7 31.3 39.6 44.7
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 with Delta-adjusted Options and Futures Combined, February 1, 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 : 36,566: 4,125 4,826 5,940 25,834 25,534 35,899 36,299: 668 267
Old : 36,566: 4,125 4,826 5,940 25,834 25,534 35,899 36,299: 668 267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -1,263: -624 1,292 -67 -1,099 -2,575 -1,791 -1,350: 529 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 13.2 16.2 70.6 69.8 98.2 99.3: 1.8 0.7
Old : 100.0: 11.3 13.2 16.2 70.6 69.8 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 : 34: 3 5 6 21 25 27 33:
Old : 34: 3 5 6 21 25 27 33:
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 : 49.9 65.1 71.7 77.6 43.9 57.1 56.3 63.0
Old : 49.9 65.1 71.7 77.6 43.9 57.1 56.3 63.0
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 with Delta-adjusted Options and Futures Combined, February 1, 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 : 20,757: 2,195 4,558 917 17,645 15,240 20,757 20,715: 0 42
Old : 20,757: 2,195 4,558 917 17,645 15,240 20,757 20,715: 0 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 46: 92 0 0 -46 4 46 4: 0 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 22.0 4.4 85.0 73.4 100.0 99.8: 0.0 0.2
Old : 100.0: 10.6 22.0 4.4 85.0 73.4 100.0 99.8: 0.0 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 : 26: 3 2 2 17 15 20 19:
Old : 26: 3 2 2 17 15 20 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 : 76.5 60.8 88.7 80.4 73.7 58.3 80.5 74.5
Old : 76.5 60.8 88.7 80.4 73.7 58.3 80.5 74.5
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 with Delta-adjusted Options and Futures Combined, February 1, 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 : 7,622: 302 2,514 1,346 5,974 3,594 7,622 7,454: 0 168
Old : 7,622: 302 2,514 1,346 5,974 3,594 7,622 7,454: 0 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 86: 0 -172 172 -86 -82 86 -82: 0 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 33.0 17.7 78.4 47.2 100.0 97.8: 0.0 2.2
Old : 100.0: 4.0 33.0 17.7 78.4 47.2 100.0 97.8: 0.0 2.2
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 : 21: 1 3 3 11 11 14 15:
Old : 21: 1 3 3 11 11 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 : 65.7 58.8 90.7 85.5 58.4 48.7 70.1 65.5
Old : 65.7 58.8 90.7 85.5 58.4 48.7 70.1 65.5
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 with Delta-adjusted Options and Futures Combined, February 1, 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 : 1,151,937: 104,162 44,843 276,672 716,598 759,727 1,097,432 1,081,242: 54,504 70,694
Old : 1,151,937: 104,162 44,843 276,672 716,598 759,727 1,097,432 1,081,242: 54,504 70,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 41,694: 2,727 4,816 15,734 27,295 24,230 45,756 44,781: -4,062 -3,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 3.9 24.0 62.2 66.0 95.3 93.9: 4.7 6.1
Old : 100.0: 9.0 3.9 24.0 62.2 66.0 95.3 93.9: 4.7 6.1
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 : 245: 65 75 95 84 89 206 209:
Old : 245: 65 75 95 84 89 206 209:
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 : 20.3 23.2 32.0 34.4 9.1 10.2 13.5 14.1
Old : 20.3 23.2 32.0 34.4 9.1 10.2 13.5 14.1
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 with Delta-adjusted Options and Futures Combined, February 1, 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 : 13,444: 7,548 2,077 650 2,574 9,654 10,772 12,381: 2,672 1,063
Old : 13,444: 7,548 2,077 650 2,574 9,654 10,772 12,381: 2,672 1,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 497: -57 65 477 52 -20 472 522: 25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 15.4 4.8 19.1 71.8 80.1 92.1: 19.9 7.9
Old : 100.0: 56.1 15.4 4.8 19.1 71.8 80.1 92.1: 19.9 7.9
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 : 119: 64 17 8 10 23 82 46:
Old : 119: 64 17 8 10 23 82 46:
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 : 22.9 39.8 35.7 57.5 22.9 39.8 35.7 57.5
Old : 22.9 39.8 35.7 57.5 22.9 39.8 35.7 57.5
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 with Delta-adjusted Options and Futures Combined, February 1, 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 : 7,949: 4,185 272 0 2,126 6,706 6,311 6,978: 1,638 971
Old : 7,949: 4,185 272 0 2,126 6,706 6,311 6,978: 1,638 971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: 614: 855 -25 0 -273 429 582 404: 32 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 3.4 0.0 26.7 84.4 79.4 87.8: 20.6 12.2
Old : 100.0: 52.6 3.4 0.0 26.7 84.4 79.4 87.8: 20.6 12.2
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 : 50: 23 4 0 7 16 30 20:
Old : 50: 23 4 0 7 16 30 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 : 39.3 56.7 53.5 72.1 39.3 56.7 53.5 72.1
Old : 39.3 56.7 53.5 72.1 39.3 56.7 53.5 72.1
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 with Delta-adjusted Options and Futures Combined, February 1, 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 : 189,650: 26,675 6,554 29,868 116,250 140,315 172,793 176,737: 16,857 12,913
Old : 189,650: 26,675 6,554 29,868 116,250 140,315 172,793 176,737: 16,857 12,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2005 :
: -10,273: 1,190 563 -3,391 -7,680 -5,732 -9,881 -8,560: -393 -1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 3.5 15.7 61.3 74.0 91.1 93.2: 8.9 6.8
Old : 100.0: 14.1 3.5 15.7 61.3 74.0 91.1 93.2: 8.9 6.8
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 : 163: 49 18 40 69 82 133 130:
Old : 163: 49 18 40 69 82 133 130:
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 : 26.3 17.0 37.8 27.8 21.9 12.7 29.7 20.9
Old : 26.3 17.0 37.8 27.8 21.9 12.7 29.7 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2005