NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 196,456: 34,898 29,527 34,697 92,602 103,586 162,197 167,810: 34,258 28,646
Old : 196,456: 34,898 29,527 34,697 92,602 103,586 162,197 167,810: 34,258 28,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,870: 7,350 1,158 3,747 -7,853 1,183 3,245 6,088: 2,625 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 15.0 17.7 47.1 52.7 82.6 85.4: 17.4 14.6
Old : 100.0: 17.8 15.0 17.7 47.1 52.7 82.6 85.4: 17.4 14.6
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 : 126: 33 25 31 55 61 109 99:
Old : 126: 33 25 31 55 61 109 99:
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 : 19.2 23.1 31.1 33.2 14.4 15.5 21.9 21.2
Old : 19.2 23.1 31.1 33.2 14.4 15.5 21.9 21.2
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 with Delta-adjusted Options and Futures Combined, March 8, 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 : 690,603: 42,026 58,160 278,237 287,569 319,001 607,832 655,398: 82,771 35,206
Old : 690,603: 42,026 58,160 278,237 287,569 319,001 607,832 655,398: 82,771 35,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 45,474: 6,350 4,046 22,802 12,795 16,569 41,946 43,417: 3,527 2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 8.4 40.3 41.6 46.2 88.0 94.9: 12.0 5.1
Old : 100.0: 6.1 8.4 40.3 41.6 46.2 88.0 94.9: 12.0 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 : 203: 61 51 80 84 77 184 173:
Old : 203: 61 51 80 84 77 184 173:
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 : 18.9 22.5 29.3 34.9 4.9 7.6 7.2 12.1
Old : 18.9 22.5 29.3 34.9 4.9 7.6 7.2 12.1
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, March 8, 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 : 70,026: 7,696 4,708 0 55,019 60,694 62,715 65,402: 7,311 4,624
Old : 70,026: 7,696 4,708 0 55,019 60,694 62,715 65,402: 7,311 4,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 3,534: 3,348 0 0 186 3,534 3,534 3,534: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 6.7 0.0 78.6 86.7 89.6 93.4: 10.4 6.6
Old : 100.0: 11.0 6.7 0.0 78.6 86.7 89.6 93.4: 10.4 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 : 28: 1 1 0 19 20 20 21:
Old : 28: 1 1 0 19 20 20 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 : 51.5 42.1 68.8 63.3 51.4 38.4 63.6 55.3
Old : 51.5 42.1 68.8 63.3 51.4 38.4 63.6 55.3
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, March 8, 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 : 39,625: 3,251 0 4,322 28,212 31,122 35,785 35,444: 3,840 4,181
Old : 39,625: 3,251 0 4,322 28,212 31,122 35,785 35,444: 3,840 4,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 856: -961 -143 25 2,160 612 1,224 494: -368 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 10.9 71.2 78.5 90.3 89.4: 9.7 10.6
Old : 100.0: 8.2 0.0 10.9 71.2 78.5 90.3 89.4: 9.7 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 : 21: 3 0 3 17 14 20 17:
Old : 21: 3 0 3 17 14 20 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 : 56.7 44.9 74.0 67.5 51.1 42.3 60.6 57.6
Old : 56.7 44.9 74.0 67.5 51.1 42.3 60.6 57.6
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, March 8, 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 : 63,122: 4,266 1,607 1,182 51,254 51,264 56,702 54,053: 6,420 9,069
Old : 63,122: 4,266 1,607 1,182 51,254 51,264 56,702 54,053: 6,420 9,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,887: -1,474 0 276 3,393 1,486 2,195 1,762: -308 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.5 1.9 81.2 81.2 89.8 85.6: 10.2 14.4
Old : 100.0: 6.8 2.5 1.9 81.2 81.2 89.8 85.6: 10.2 14.4
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 : 24: 1 1 1 19 17 20 19:
Old : 24: 1 1 1 19 17 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 : 38.5 61.6 64.5 72.3 32.8 49.1 48.4 54.6
Old : 38.5 61.6 64.5 72.3 32.8 49.1 48.4 54.6
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, March 8, 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 : 944,623: 254,087 64,344 156,845 516,175 713,481 927,107 934,670: 17,516 9,953
Old : 944,623: 254,087 64,344 156,845 516,175 713,481 927,107 934,670: 17,516 9,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 13,986: 7,902 2,075 -963 6,374 13,405 13,313 14,517: 673 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 6.8 16.6 54.6 75.5 98.1 98.9: 1.9 1.1
Old : 100.0: 26.9 6.8 16.6 54.6 75.5 98.1 98.9: 1.9 1.1
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 : 113: 18 8 24 75 72 103 98:
Old : 113: 18 8 24 75 72 103 98:
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 : 32.4 22.0 44.7 37.4 26.5 19.5 34.3 30.2
Old : 32.4 22.0 44.7 37.4 26.5 19.5 34.3 30.2
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, March 8, 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 : 113,825: 23,413 41,845 28,138 59,341 42,380 110,892 112,363: 2,933 1,462
Old : 113,825: 23,413 41,845 28,138 59,341 42,380 110,892 112,363: 2,933 1,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,418: -1,329 -4,045 6,178 3,024 3,623 7,873 5,756: -2,455 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 36.8 24.7 52.1 37.2 97.4 98.7: 2.6 1.3
Old : 100.0: 20.6 36.8 24.7 52.1 37.2 97.4 98.7: 2.6 1.3
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 : 43: 11 8 14 21 20 39 35:
Old : 43: 11 8 14 21 20 39 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 : 39.8 53.8 63.9 69.5 29.8 38.6 38.7 45.2
Old : 39.8 53.8 63.9 69.5 29.8 38.6 38.7 45.2
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, March 8, 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 : 43,248: 2,657 2,754 11,919 28,265 28,219 42,842 42,892: 406 355
Old : 43,248: 2,657 2,754 11,919 28,265 28,219 42,842 42,892: 406 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 119: 460 -644 940 -277 310 1,123 607: -1,004 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 6.4 27.6 65.4 65.3 99.1 99.2: 0.9 0.8
Old : 100.0: 6.1 6.4 27.6 65.4 65.3 99.1 99.2: 0.9 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 : 39: 5 4 7 26 27 33 36:
Old : 39: 5 4 7 26 27 33 36:
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 : 45.5 57.4 72.7 75.6 34.5 43.0 46.0 49.5
Old : 45.5 57.4 72.7 75.6 34.5 43.0 46.0 49.5
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, March 8, 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 : 17,864: 3,196 1,196 1,114 13,316 15,316 17,626 17,626: 238 238
Old : 17,864: 3,196 1,196 1,114 13,316 15,316 17,626 17,626: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -909: 794 -144 -765 -1,176 -198 -1,147 -1,107: 238 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 6.7 6.2 74.5 85.7 98.7 98.7: 1.3 1.3
Old : 100.0: 17.9 6.7 6.2 74.5 85.7 98.7 98.7: 1.3 1.3
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 : 26: 4 1 4 16 16 21 20:
Old : 26: 4 1 4 16 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 : 68.3 55.1 84.0 75.7 64.0 50.3 70.5 64.5
Old : 68.3 55.1 84.0 75.7 64.0 50.3 70.5 64.5
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, March 8, 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 : 1,268,379: 160,528 53,199 315,481 709,166 810,349 1,185,175 1,179,030: 83,204 89,350
Old : 1,268,379: 160,528 53,199 315,481 709,166 810,349 1,185,175 1,179,030: 83,204 89,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 90,072: 25,372 13,405 43,319 12,100 30,153 80,791 86,877: 9,281 3,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 4.2 24.9 55.9 63.9 93.4 93.0: 6.6 7.0
Old : 100.0: 12.7 4.2 24.9 55.9 63.9 93.4 93.0: 6.6 7.0
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 : 285: 82 90 114 85 98 237 241:
Old : 285: 82 90 114 85 98 237 241:
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 : 19.2 21.6 29.5 32.5 8.2 10.5 13.1 14.1
Old : 19.2 21.6 29.5 32.5 8.2 10.5 13.1 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, March 8, 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 : 13,148: 8,144 1,661 142 1,691 10,534 9,977 12,337: 3,171 811
Old : 13,148: 8,144 1,661 142 1,691 10,534 9,977 12,337: 3,171 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -142: 163 -888 49 -706 996 -494 157: 352 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 12.6 1.1 12.9 80.1 75.9 93.8: 24.1 6.2
Old : 100.0: 61.9 12.6 1.1 12.9 80.1 75.9 93.8: 24.1 6.2
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 : 114: 67 12 6 13 23 85 38:
Old : 114: 67 12 6 13 23 85 38:
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 : 23.2 42.1 34.4 60.1 23.2 42.1 34.4 60.1
Old : 23.2 42.1 34.4 60.1 23.2 42.1 34.4 60.1
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, March 8, 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 : 7,857: 3,917 474 61 1,619 6,128 5,597 6,663: 2,260 1,194
Old : 7,857: 3,917 474 61 1,619 6,128 5,597 6,663: 2,260 1,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 504: 565 94 -99 -153 276 313 271: 191 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 6.0 0.8 20.6 78.0 71.2 84.8: 28.8 15.2
Old : 100.0: 49.9 6.0 0.8 20.6 78.0 71.2 84.8: 28.8 15.2
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 : 42: 20 3 1 6 12 27 16:
Old : 42: 20 3 1 6 12 27 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 : 34.2 60.4 48.0 76.5 34.2 60.4 48.0 76.5
Old : 34.2 60.4 48.0 76.5 34.2 60.4 48.0 76.5
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 with Delta-adjusted Options and Futures Combined, March 8, 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 : 206,871: 43,061 4,691 38,923 98,549 143,032 180,534 186,647: 26,337 20,224
Old : 206,871: 43,061 4,691 38,923 98,549 143,032 180,534 186,647: 26,337 20,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 19,967: 13,646 -785 5,698 -4,471 11,266 14,873 16,179: 5,094 3,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 2.3 18.8 47.6 69.1 87.3 90.2: 12.7 9.8
Old : 100.0: 20.8 2.3 18.8 47.6 69.1 87.3 90.2: 12.7 9.8
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 : 173: 57 25 46 64 80 141 134:
Old : 173: 57 25 46 64 80 141 134:
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 : 21.9 16.5 32.6 27.3 16.9 11.2 26.3 19.0
Old : 21.9 16.5 32.6 27.3 16.9 11.2 26.3 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2005