NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 196,617: 23,299 25,567 30,849 106,865 111,162 161,013 167,579: 35,605 29,038
Old : 196,617: 23,299 25,567 30,849 106,865 111,162 161,013 167,579: 35,605 29,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -15,792: 4,547 1,617 -8,975 -15,127 -10,207 -19,555 -17,565: 3,764 1,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 13.0 15.7 54.4 56.5 81.9 85.2: 18.1 14.8
Old : 100.0: 11.8 13.0 15.7 54.4 56.5 81.9 85.2: 18.1 14.8
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 : 116: 26 20 24 60 64 98 97:
Old : 116: 26 20 24 60 64 98 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 : 18.8 23.1 29.8 33.5 13.3 13.8 20.1 20.2
Old : 18.8 23.1 29.8 33.5 13.3 13.8 20.1 20.2
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, May 31, 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 : 739,017: 33,263 75,908 295,300 334,694 327,719 663,257 698,926: 75,761 40,091
Old : 739,017: 33,263 75,908 295,300 334,694 327,719 663,257 698,926: 75,761 40,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -40,686: 77 5,444 -18,990 -15,115 -25,690 -34,027 -39,236: -6,659 -1,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 10.3 40.0 45.3 44.3 89.7 94.6: 10.3 5.4
Old : 100.0: 4.5 10.3 40.0 45.3 44.3 89.7 94.6: 10.3 5.4
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 : 214: 54 63 72 91 83 179 188:
Old : 214: 54 63 72 91 83 179 188:
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 : 20.9 21.1 31.7 33.1 4.7 7.2 7.0 10.8
Old : 20.9 21.1 31.7 33.1 4.7 7.2 7.0 10.8
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 with Delta-adjusted Options and Futures Combined, May 31, 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 : 35,985: 8,013 3,118 1,400 22,203 21,508 31,616 26,026: 4,369 9,959
Old : 35,985: 8,013 3,118 1,400 22,203 21,508 31,616 26,026: 4,369 9,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,717: 1,988 0 -391 -62 1,618 1,535 1,227: 182 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 8.7 3.9 61.7 59.8 87.9 72.3: 12.1 27.7
Old : 100.0: 22.3 8.7 3.9 61.7 59.8 87.9 72.3: 12.1 27.7
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 : 22: 2 1 2 15 14 18 16:
Old : 22: 2 1 2 15 14 18 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 35.8 74.5 55.1 46.3 28.6 62.1 43.3
Old : 49.3 35.8 74.5 55.1 46.3 28.6 62.1 43.3
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, May 31, 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 : 123,050: 8,254 11,746 14,372 89,610 87,285 112,236 113,403: 10,814 9,647
Old : 123,050: 8,254 11,746 14,372 89,610 87,285 112,236 113,403: 10,814 9,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 10,812: -302 -2,942 13,104 -3,444 -930 9,358 9,232: 1,454 1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 9.5 11.7 72.8 70.9 91.2 92.2: 8.8 7.8
Old : 100.0: 6.7 9.5 11.7 72.8 70.9 91.2 92.2: 8.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 2 18 23 21 25:
Old : 29: 1 2 2 18 23 21 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 : 64.1 39.6 76.9 61.9 56.8 33.0 62.2 48.2
Old : 64.1 39.6 76.9 61.9 56.8 33.0 62.2 48.2
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 with Delta-adjusted Options and Futures Combined, May 31, 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 : 56,432: 10,442 8,942 848 40,783 35,894 52,073 45,684: 4,359 10,748
Old : 56,432: 10,442 8,942 848 40,783 35,894 52,073 45,684: 4,359 10,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,034: 726 -368 0 122 124 848 -244: 186 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 15.8 1.5 72.3 63.6 92.3 81.0: 7.7 19.0
Old : 100.0: 18.5 15.8 1.5 72.3 63.6 92.3 81.0: 7.7 19.0
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: 1 3 2 12 11 15 14:
Old : 20: 1 3 2 12 11 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 50.0 80.9 68.8 48.6 48.5 70.1 61.6
Old : 56.5 50.0 80.9 68.8 48.6 48.5 70.1 61.6
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 with Delta-adjusted Options and Futures Combined, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,283: 2,710 6,313 3,211 47,387 46,491 53,308 56,015: 3,975 1,268
Old : 57,283: 2,710 6,313 3,211 47,387 46,491 53,308 56,015: 3,975 1,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 2,203: 560 800 -186 3,473 3,049 3,847 3,663: -1,644 -1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 11.0 5.6 82.7 81.2 93.1 97.8: 6.9 2.2
Old : 100.0: 4.7 11.0 5.6 82.7 81.2 93.1 97.8: 6.9 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 : 23: 1 2 2 17 15 19 18:
Old : 23: 1 2 2 17 15 19 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 : 51.2 48.8 72.2 72.4 28.0 33.6 42.9 48.0
Old : 51.2 48.8 72.2 72.4 28.0 33.6 42.9 48.0
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, May 31, 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 : 62,754: 7,928 17,299 2,989 47,541 37,876 58,458 58,164: 4,296 4,590
Old : 62,754: 7,928 17,299 2,989 47,541 37,876 58,458 58,164: 4,296 4,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 848: 1,710 16 -970 -558 1,904 182 950: 666 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 27.6 4.8 75.8 60.4 93.2 92.7: 6.8 7.3
Old : 100.0: 12.6 27.6 4.8 75.8 60.4 93.2 92.7: 6.8 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 3 4 23 21 27 26:
Old : 30: 2 3 4 23 21 27 26:
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 39.5 70.8 60.9 47.9 35.8 61.7 55.5
Old : 49.0 39.5 70.8 60.9 47.9 35.8 61.7 55.5
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 with Delta-adjusted Options and Futures Combined, May 31, 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 : 38,184: 1,648 240 558 34,938 34,622 37,144 35,420: 1,040 2,764
Old : 38,184: 1,648 240 558 34,938 34,622 37,144 35,420: 1,040 2,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -395: -1,280 240 62 823 -577 -395 -275: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.6 1.5 91.5 90.7 97.3 92.8: 2.7 7.2
Old : 100.0: 4.3 0.6 1.5 91.5 90.7 97.3 92.8: 2.7 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 : 21: 1 1 1 18 18 19 20:
Old : 21: 1 1 1 18 18 19 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 : 55.3 42.7 83.3 72.8 48.8 32.8 56.0 48.5
Old : 55.3 42.7 83.3 72.8 48.8 32.8 56.0 48.5
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 with Delta-adjusted Options and Futures Combined, May 31, 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 : 64,605: 0 5,896 3,004 50,663 46,736 53,667 55,636: 10,938 8,969
Old : 64,605: 0 5,896 3,004 50,663 46,736 53,667 55,636: 10,938 8,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 2,001: 0 611 94 3,811 1,264 3,905 1,969: -1,904 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.1 4.6 78.4 72.3 83.1 86.1: 16.9 13.9
Old : 100.0: 0.0 9.1 4.6 78.4 72.3 83.1 86.1: 16.9 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 2 19 19 21 21:
Old : 25: 0 2 2 19 19 21 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 : 33.2 56.1 54.5 70.8 26.5 43.1 42.6 54.1
Old : 33.2 56.1 54.5 70.8 26.5 43.1 42.6 54.1
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 with Delta-adjusted Options and Futures Combined, May 31, 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 : 76,442: 35,176 24,114 732 34,892 47,750 70,800 72,596: 5,642 3,846
Old : 76,442: 35,176 24,114 732 34,892 47,750 70,800 72,596: 5,642 3,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 686: -120 -1,340 -600 2,202 2,374 1,482 434: -796 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 31.5 1.0 45.6 62.5 92.6 95.0: 7.4 5.0
Old : 100.0: 46.0 31.5 1.0 45.6 62.5 92.6 95.0: 7.4 5.0
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 : 24: 2 1 1 19 19 21 21:
Old : 24: 2 1 1 19 19 21 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 : 67.7 58.2 81.2 77.5 62.0 56.8 66.1 67.5
Old : 67.7 58.2 81.2 77.5 62.0 56.8 66.1 67.5
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 with Delta-adjusted Options and Futures Combined, May 31, 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 : 42,490: 4,080 2,310 0 36,762 39,214 40,842 41,524: 1,648 966
Old : 42,490: 4,080 2,310 0 36,762 39,214 40,842 41,524: 1,648 966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.4 0.0 86.5 92.3 96.1 97.7: 3.9 2.3
Old : 100.0: 9.6 5.4 0.0 86.5 92.3 96.1 97.7: 3.9 2.3
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 : 30: 3 2 0 11 17 14 19:
Old : 30: 3 2 0 11 17 14 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 : 83.8 74.2 92.2 84.6 82.4 73.9 90.8 84.4
Old : 83.8 74.2 92.2 84.6 82.4 73.9 90.8 84.4
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 with Delta-adjusted Options and Futures Combined, May 31, 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 : 28,456: 2,280 2,400 0 23,526 24,746 25,806 27,146: 2,650 1,310
Old : 28,456: 2,280 2,400 0 23,526 24,746 25,806 27,146: 2,650 1,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 8.4 0.0 82.7 87.0 90.7 95.4: 9.3 4.6
Old : 100.0: 8.0 8.4 0.0 82.7 87.0 90.7 95.4: 9.3 4.6
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 : 26: 2 2 0 11 16 13 18:
Old : 26: 2 2 0 11 16 13 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 : 63.4 62.4 83.6 80.4 58.2 62.4 77.0 78.6
Old : 63.4 62.4 83.6 80.4 58.2 62.4 77.0 78.6
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, May 31, 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 : 956,352: 221,158 61,795 156,852 559,111 724,694 937,121 943,341: 19,231 13,011
Old : 956,352: 221,158 61,795 156,852 559,111 724,694 937,121 943,341: 19,231 13,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -50,858: 11,259 -8,321 -22,290 -41,150 -22,323 -52,181 -52,934: 1,323 2,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 6.5 16.4 58.5 75.8 98.0 98.6: 2.0 1.4
Old : 100.0: 23.1 6.5 16.4 58.5 75.8 98.0 98.6: 2.0 1.4
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 : 119: 22 9 28 82 75 115 104:
Old : 119: 22 9 28 82 75 115 104:
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 : 27.8 23.2 40.6 38.9 23.4 18.1 31.1 27.8
Old : 27.8 23.2 40.6 38.9 23.4 18.1 31.1 27.8
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, May 31, 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 : 136,587: 22,866 46,110 33,389 79,269 55,492 135,524 134,991: 1,063 1,596
Old : 136,587: 22,866 46,110 33,389 79,269 55,492 135,524 134,991: 1,063 1,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -17,815: -3,470 -11,565 -2,896 -11,246 -4,046 -17,612 -18,507: -203 692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 33.8 24.4 58.0 40.6 99.2 98.8: 0.8 1.2
Old : 100.0: 16.7 33.8 24.4 58.0 40.6 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 : 50: 12 8 17 29 27 48 45:
Old : 50: 12 8 17 29 27 48 45:
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 : 27.9 49.0 47.5 68.0 17.8 35.1 29.9 40.9
Old : 27.9 49.0 47.5 68.0 17.8 35.1 29.9 40.9
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, May 31, 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 : 60,509: 16,678 3,761 12,704 30,715 43,681 60,097 60,147: 412 362
Old : 60,509: 16,678 3,761 12,704 30,715 43,681 60,097 60,147: 412 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -2,523: 832 2,154 -2,754 -647 -1,864 -2,569 -2,465: 46 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 6.2 21.0 50.8 72.2 99.3 99.4: 0.7 0.6
Old : 100.0: 27.6 6.2 21.0 50.8 72.2 99.3 99.4: 0.7 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 : 44: 3 5 6 34 31 41 38:
Old : 44: 3 5 6 34 31 41 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 : 52.5 40.5 69.0 61.8 38.1 31.2 45.2 42.2
Old : 52.5 40.5 69.0 61.8 38.1 31.2 45.2 42.2
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, May 31, 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 : 22,822: 4,156 1,779 1,100 17,566 19,390 22,822 22,269: 0 553
Old : 22,822: 4,156 1,779 1,100 17,566 19,390 22,822 22,269: 0 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 298: 390 898 -388 340 -212 342 298: -44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 7.8 4.8 77.0 85.0 100.0 97.6: 0.0 2.4
Old : 100.0: 18.2 7.8 4.8 77.0 85.0 100.0 97.6: 0.0 2.4
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 : 28: 2 2 3 19 18 23 21:
Old : 28: 2 2 3 19 18 23 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 : 64.7 51.3 82.0 72.1 63.8 46.2 72.3 60.3
Old : 64.7 51.3 82.0 72.1 63.8 46.2 72.3 60.3
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, May 31, 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 : 9,155: 216 5,052 856 8,039 3,247 9,111 9,155: 44 0
Old : 9,155: 216 5,052 856 8,039 3,247 9,111 9,155: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 176: 44 -250 0 88 426 132 176: 44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 55.2 9.4 87.8 35.5 99.5 100.0: 0.5 0.0
Old : 100.0: 2.4 55.2 9.4 87.8 35.5 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 3 2 13 11 16 14:
Old : 24: 1 3 2 13 11 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 73.4 87.9 91.1 63.1 64.0 80.4 80.4
Old : 63.2 73.4 87.9 91.1 63.1 64.0 80.4 80.4
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 with Delta-adjusted Options and Futures Combined, May 31, 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 : 10,170: 3,140 2,880 2,020 4,820 4,950 9,980 9,850: 190 320
Old : 10,170: 3,140 2,880 2,020 4,820 4,950 9,980 9,850: 190 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 520: -280 -20 200 600 340 520 520: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 28.3 19.9 47.4 48.7 98.1 96.9: 1.9 3.1
Old : 100.0: 30.9 28.3 19.9 47.4 48.7 98.1 96.9: 1.9 3.1
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 : 23: 3 3 5 15 17 20 23:
Old : 23: 3 3 5 15 17 20 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 : 58.4 55.7 81.4 78.3 43.3 45.2 54.5 56.0
Old : 58.4 55.7 81.4 78.3 43.3 45.2 54.5 56.0
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 with Delta-adjusted Options and Futures Combined, May 31, 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 : 10,250: 1,670 300 1,750 6,270 7,060 9,690 9,110: 560 1,140
Old : 10,250: 1,670 300 1,750 6,270 7,060 9,690 9,110: 560 1,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 60: 20 -140 -60 -20 -20 -60 -220: 120 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 2.9 17.1 61.2 68.9 94.5 88.9: 5.5 11.1
Old : 100.0: 16.3 2.9 17.1 61.2 68.9 94.5 88.9: 5.5 11.1
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 : 21: 2 2 3 16 12 19 16:
Old : 21: 2 2 3 16 12 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 54.0 73.9 71.9 28.9 40.0 42.5 42.7
Old : 51.3 54.0 73.9 71.9 28.9 40.0 42.5 42.7
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, May 31, 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 : 1,219,550: 91,016 75,741 315,102 751,911 744,658 1,158,029 1,135,501: 61,521 84,048
Old : 1,219,550: 91,016 75,741 315,102 751,911 744,658 1,158,029 1,135,501: 61,521 84,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 24,974: 2,953 8,016 15,228 5,912 -5,131 24,093 18,113: 881 6,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 6.2 25.8 61.7 61.1 95.0 93.1: 5.0 6.9
Old : 100.0: 7.5 6.2 25.8 61.7 61.1 95.0 93.1: 5.0 6.9
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 : 274: 69 98 110 83 92 212 248:
Old : 274: 69 98 110 83 92 212 248:
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 : 20.9 17.8 31.6 30.0 11.4 8.7 16.9 13.1
Old : 20.9 17.8 31.6 30.0 11.4 8.7 16.9 13.1
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, May 31, 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 : 13,212: 8,048 4,440 339 2,283 7,298 10,670 12,077: 2,542 1,135
Old : 13,212: 8,048 4,440 339 2,283 7,298 10,670 12,077: 2,542 1,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -467: -46 818 -250 91 -1,339 -205 -771: -262 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 33.6 2.6 17.3 55.2 80.8 91.4: 19.2 8.6
Old : 100.0: 60.9 33.6 2.6 17.3 55.2 80.8 91.4: 19.2 8.6
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 : 113: 58 21 7 18 24 79 50:
Old : 113: 58 21 7 18 24 79 50:
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 : 23.3 41.2 35.5 58.2 23.2 40.6 35.4 57.5
Old : 23.3 41.2 35.5 58.2 23.2 40.6 35.4 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, May 31, 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 : 7,985: 4,526 1,073 346 1,467 5,527 6,339 6,946: 1,647 1,040
Old : 7,985: 4,526 1,073 346 1,467 5,527 6,339 6,946: 1,647 1,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 234: -67 -87 231 112 -52 276 92: -42 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 13.4 4.3 18.4 69.2 79.4 87.0: 20.6 13.0
Old : 100.0: 56.7 13.4 4.3 18.4 69.2 79.4 87.0: 20.6 13.0
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 : 53: 21 9 5 7 15 31 28:
Old : 53: 21 9 5 7 15 31 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 : 37.1 43.4 52.8 60.8 37.1 43.4 51.9 60.8
Old : 37.1 43.4 52.8 60.8 37.1 43.4 51.9 60.8
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, May 31, 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 : 153,858: 23,683 9,079 22,384 94,067 110,065 140,134 141,528: 13,724 12,329
Old : 153,858: 23,683 9,079 22,384 94,067 110,065 140,134 141,528: 13,724 12,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -31,888: 1,486 -1,407 -17,614 -14,100 -11,303 -30,227 -30,324: -1,661 -1,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 5.9 14.5 61.1 71.5 91.1 92.0: 8.9 8.0
Old : 100.0: 15.4 5.9 14.5 61.1 71.5 91.1 92.0: 8.9 8.0
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 : 152: 37 27 31 61 81 114 124:
Old : 152: 37 27 31 61 81 114 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 16.3 41.1 27.2 25.4 12.0 34.0 20.6
Old : 29.1 16.3 41.1 27.2 25.4 12.0 34.0 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2005