NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 208,942: 30,639 23,572 39,704 101,606 114,122 171,949 177,398: 36,993 31,544
Old : 208,942: 30,639 23,572 39,704 101,606 114,122 171,949 177,398: 36,993 31,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 12,324: 7,340 -1,996 8,854 -5,259 2,960 10,936 9,819: 1,389 2,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.3 19.0 48.6 54.6 82.3 84.9: 17.7 15.1
Old : 100.0: 14.7 11.3 19.0 48.6 54.6 82.3 84.9: 17.7 15.1
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 : 129: 36 22 30 59 65 111 103:
Old : 129: 36 22 30 59 65 111 103:
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 : 15.7 21.1 26.3 30.7 12.0 12.8 19.4 19.1
Old : 15.7 21.1 26.3 30.7 12.0 12.8 19.4 19.1
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, June 7, 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 : 748,050: 29,025 63,457 298,553 338,768 346,342 666,346 708,352: 81,703 39,698
Old : 748,050: 29,025 63,457 298,553 338,768 346,342 666,346 708,352: 81,703 39,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 9,032: -4,238 -12,451 3,253 4,074 18,623 3,089 9,425: 5,943 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 8.5 39.9 45.3 46.3 89.1 94.7: 10.9 5.3
Old : 100.0: 3.9 8.5 39.9 45.3 46.3 89.1 94.7: 10.9 5.3
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 : 201: 49 58 74 89 80 181 173:
Old : 201: 49 58 74 89 80 181 173:
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 : 19.4 21.4 30.0 33.9 4.6 6.4 6.9 10.6
Old : 19.4 21.4 30.0 33.9 4.6 6.4 6.9 10.6
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, June 7, 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 : 34,632: 11,717 2,717 496 19,084 21,906 31,297 25,119: 3,335 9,513
Old : 34,632: 11,717 2,717 496 19,084 21,906 31,297 25,119: 3,335 9,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,353: 3,704 -401 -904 -3,119 398 -319 -907: -1,034 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 7.8 1.4 55.1 63.3 90.4 72.5: 9.6 27.5
Old : 100.0: 33.8 7.8 1.4 55.1 63.3 90.4 72.5: 9.6 27.5
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 : 21: 2 1 1 15 13 17 15:
Old : 21: 2 1 1 15 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 37.9 78.2 58.2 55.2 32.6 70.7 48.0
Old : 56.7 37.9 78.2 58.2 55.2 32.6 70.7 48.0
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, June 7, 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 : 124,381: 5,840 15,692 18,466 89,255 84,148 113,561 118,306: 10,820 6,075
Old : 124,381: 5,840 15,692 18,466 89,255 84,148 113,561 118,306: 10,820 6,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,331: -2,414 3,946 4,094 -355 -3,137 1,325 4,903: 6 -3,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 12.6 14.8 71.8 67.7 91.3 95.1: 8.7 4.9
Old : 100.0: 4.7 12.6 14.8 71.8 67.7 91.3 95.1: 8.7 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 3 20 24 23 27:
Old : 30: 1 2 3 20 24 23 27:
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 : 61.4 44.1 74.5 64.8 52.2 30.6 57.9 47.0
Old : 61.4 44.1 74.5 64.8 52.2 30.6 57.9 47.0
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, June 7, 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 : 50,423: 9,466 6,838 848 36,279 33,230 46,593 40,916: 3,830 9,507
Old : 50,423: 9,466 6,838 848 36,279 33,230 46,593 40,916: 3,830 9,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -6,009: -976 -2,104 0 -4,504 -2,664 -5,480 -4,768: -529 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 13.6 1.7 71.9 65.9 92.4 81.1: 7.6 18.9
Old : 100.0: 18.8 13.6 1.7 71.9 65.9 92.4 81.1: 7.6 18.9
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 : 21: 1 3 2 12 11 15 14:
Old : 21: 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 : 58.0 49.3 81.4 69.3 49.9 47.6 71.2 60.2
Old : 58.0 49.3 81.4 69.3 49.9 47.6 71.2 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 54,693: 2,132 6,585 3,451 44,363 42,779 49,946 52,815: 4,747 1,878
Old : 54,693: 2,132 6,585 3,451 44,363 42,779 49,946 52,815: 4,747 1,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -2,590: -578 272 240 -3,024 -3,712 -3,362 -3,200: 772 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 12.0 6.3 81.1 78.2 91.3 96.6: 8.7 3.4
Old : 100.0: 3.9 12.0 6.3 81.1 78.2 91.3 96.6: 8.7 3.4
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 : 22: 1 2 2 16 15 18 18:
Old : 22: 1 2 2 16 15 18 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 : 53.3 49.8 75.1 73.2 24.3 31.5 39.1 47.2
Old : 53.3 49.8 75.1 73.2 24.3 31.5 39.1 47.2
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, June 7, 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 : 57,980: 10,430 13,286 2,766 40,874 35,964 54,070 52,016: 3,910 5,964
Old : 57,980: 10,430 13,286 2,766 40,874 35,964 54,070 52,016: 3,910 5,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -4,774: 2,502 -4,013 -223 -6,667 -1,912 -4,388 -6,148: -386 1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 22.9 4.8 70.5 62.0 93.3 89.7: 6.7 10.3
Old : 100.0: 18.0 22.9 4.8 70.5 62.0 93.3 89.7: 6.7 10.3
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 : 29: 2 3 3 19 19 23 23:
Old : 29: 2 3 3 19 19 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 34.9 73.3 58.9 51.7 32.1 65.5 52.0
Old : 51.8 34.9 73.3 58.9 51.7 32.1 65.5 52.0
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, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 40,217: 24 0 1,488 37,645 36,471 39,157 37,959: 1,060 2,258
Old : 40,217: 24 0 1,488 37,645 36,471 39,157 37,959: 1,060 2,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,033: -1,624 -240 930 2,707 1,849 2,013 2,539: 20 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 3.7 93.6 90.7 97.4 94.4: 2.6 5.6
Old : 100.0: 0.1 0.0 3.7 93.6 90.7 97.4 94.4: 2.6 5.6
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: 1 0 1 18 17 19 18:
Old : 21: 1 0 1 18 17 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 : 62.4 38.3 85.7 67.2 61.6 30.4 62.5 50.8
Old : 62.4 38.3 85.7 67.2 61.6 30.4 62.5 50.8
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, June 7, 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 : 63,538: 0 6,107 3,440 51,836 48,233 55,276 57,780: 8,262 5,758
Old : 63,538: 0 6,107 3,440 51,836 48,233 55,276 57,780: 8,262 5,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,067: 0 211 436 1,173 1,497 1,609 2,144: -2,676 -3,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.6 5.4 81.6 75.9 87.0 90.9: 13.0 9.1
Old : 100.0: 0.0 9.6 5.4 81.6 75.9 87.0 90.9: 13.0 9.1
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 : 26: 0 2 2 21 18 23 20:
Old : 26: 0 2 2 21 18 23 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 : 33.2 59.1 54.6 73.8 27.3 47.7 43.9 58.3
Old : 33.2 59.1 54.6 73.8 27.3 47.7 43.9 58.3
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, June 7, 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 : 70,796: 33,708 23,212 1,360 28,546 41,731 63,614 66,303: 7,182 4,493
Old : 70,796: 33,708 23,212 1,360 28,546 41,731 63,614 66,303: 7,182 4,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -5,646: -1,468 -902 628 -6,346 -6,019 -7,186 -6,293: 1,540 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 32.8 1.9 40.3 58.9 89.9 93.7: 10.1 6.3
Old : 100.0: 47.6 32.8 1.9 40.3 58.9 89.9 93.7: 10.1 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 16 17 18 19:
Old : 22: 2 1 1 16 17 18 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 : 69.0 60.2 81.9 78.2 63.4 57.8 66.1 67.6
Old : 69.0 60.2 81.9 78.2 63.4 57.8 66.1 67.6
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, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,011,954: 236,435 54,025 180,228 577,612 765,954 994,275 1,000,207: 17,679 11,747
Old : 1,011,954: 236,435 54,025 180,228 577,612 765,954 994,275 1,000,207: 17,679 11,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 55,602: 15,277 -7,770 23,376 18,501 41,260 57,154 56,866: -1,552 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 5.3 17.8 57.1 75.7 98.3 98.8: 1.7 1.2
Old : 100.0: 23.4 5.3 17.8 57.1 75.7 98.3 98.8: 1.7 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 : 124: 23 11 29 85 78 119 109:
Old : 124: 23 11 29 85 78 119 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 23.2 40.6 38.7 22.7 18.1 31.0 27.9
Old : 27.0 23.2 40.6 38.7 22.7 18.1 31.0 27.9
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, June 7, 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 : 143,175: 29,150 50,798 31,526 81,445 59,053 142,121 141,377: 1,054 1,798
Old : 143,175: 29,150 50,798 31,526 81,445 59,053 142,121 141,377: 1,054 1,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 6,588: 6,284 4,688 -1,863 2,176 3,561 6,597 6,386: -9 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 35.5 22.0 56.9 41.2 99.3 98.7: 0.7 1.3
Old : 100.0: 20.4 35.5 22.0 56.9 41.2 99.3 98.7: 0.7 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 : 49: 13 6 17 29 27 47 45:
Old : 49: 13 6 17 29 27 47 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 : 30.4 49.5 49.9 69.0 19.1 38.3 30.9 44.7
Old : 30.4 49.5 49.9 69.0 19.1 38.3 30.9 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, June 7, 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 : 62,444: 14,596 5,116 13,061 34,479 43,963 62,136 62,140: 308 304
Old : 62,444: 14,596 5,116 13,061 34,479 43,963 62,136 62,140: 308 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,935: -2,082 1,355 357 3,764 281 2,039 1,993: -104 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 8.2 20.9 55.2 70.4 99.5 99.5: 0.5 0.5
Old : 100.0: 23.4 8.2 20.9 55.2 70.4 99.5 99.5: 0.5 0.5
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 : 49: 5 5 7 37 34 46 42:
Old : 49: 5 5 7 37 34 46 42:
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 : 49.4 41.0 64.8 62.1 33.6 31.3 41.2 42.3
Old : 49.4 41.0 64.8 62.1 33.6 31.3 41.2 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 2,410: 1,060 1,440 0 1,330 870 2,390 2,310: 20 100
Old : 2,410: 1,060 1,440 0 1,330 870 2,390 2,310: 20 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 59.8 0.0 55.2 36.1 99.2 95.9: 0.8 4.1
Old : 100.0: 44.0 59.8 0.0 55.2 36.1 99.2 95.9: 0.8 4.1
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 : 25: 3 5 0 9 8 12 13:
Old : 25: 3 5 0 9 8 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 75.1 90.5 87.6 72.2 75.1 90.5 87.6
Old : 72.2 75.1 90.5 87.6 72.2 75.1 90.5 87.6
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, June 7, 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 : 22,103: 4,261 847 1,486 16,356 19,085 22,103 21,418: 0 685
Old : 22,103: 4,261 847 1,486 16,356 19,085 22,103 21,418: 0 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -719: 105 -932 386 -1,210 -305 -719 -851: 0 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 3.8 6.7 74.0 86.3 100.0 96.9: 0.0 3.1
Old : 100.0: 19.3 3.8 6.7 74.0 86.3 100.0 96.9: 0.0 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 : 28: 2 2 3 19 19 23 22:
Old : 28: 2 2 3 19 19 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 51.0 81.1 71.1 58.2 47.2 69.7 60.8
Old : 60.9 51.0 81.1 71.1 58.2 47.2 69.7 60.8
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, June 7, 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 : 8,783: 174 4,800 772 7,793 3,211 8,739 8,783: 44 0
Old : 8,783: 174 4,800 772 7,793 3,211 8,739 8,783: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -372: -42 -252 -84 -246 -36 -372 -372: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 54.7 8.8 88.7 36.6 99.5 100.0: 0.5 0.0
Old : 100.0: 2.0 54.7 8.8 88.7 36.6 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 : 25: 1 3 2 14 11 17 14:
Old : 25: 1 3 2 14 11 17 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 : 62.3 71.7 87.8 91.2 61.5 62.9 80.5 80.5
Old : 62.3 71.7 87.8 91.2 61.5 62.9 80.5 80.5
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, June 7, 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 : 10,040: 3,240 2,260 2,000 4,330 4,910 9,570 9,170: 470 870
Old : 10,040: 3,240 2,260 2,000 4,330 4,910 9,570 9,170: 470 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -130: 100 -620 -20 -490 -40 -410 -680: 280 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 22.5 19.9 43.1 48.9 95.3 91.3: 4.7 8.7
Old : 100.0: 32.3 22.5 19.9 43.1 48.9 95.3 91.3: 4.7 8.7
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: 3 2 5 13 17 18 22:
Old : 22: 3 2 5 13 17 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 53.2 77.6 74.5 38.9 42.4 54.4 52.2
Old : 53.2 53.2 77.6 74.5 38.9 42.4 54.4 52.2
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, June 7, 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 : 12,610: 3,150 600 1,130 7,970 10,260 12,250 11,990: 360 620
Old : 12,610: 3,150 600 1,130 7,970 10,260 12,250 11,990: 360 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,360: 1,480 300 -620 1,700 3,200 2,560 2,880: -200 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 4.8 9.0 63.2 81.4 97.1 95.1: 2.9 4.9
Old : 100.0: 25.0 4.8 9.0 63.2 81.4 97.1 95.1: 2.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 3 19 16 22 21:
Old : 26: 3 2 3 19 16 22 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 : 48.9 55.8 73.4 74.9 37.7 46.0 55.4 60.3
Old : 48.9 55.8 73.4 74.9 37.7 46.0 55.4 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 1,247,557: 101,924 64,148 328,522 747,568 770,512 1,178,014 1,163,182: 69,543 84,375
Old : 1,247,557: 101,924 64,148 328,522 747,568 770,512 1,178,014 1,163,182: 69,543 84,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 28,007: 10,909 -11,593 13,420 -4,344 25,854 19,985 27,680: 8,022 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 5.1 26.3 59.9 61.8 94.4 93.2: 5.6 6.8
Old : 100.0: 8.2 5.1 26.3 59.9 61.8 94.4 93.2: 5.6 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 : 283: 69 102 118 84 94 226 253:
Old : 283: 69 102 118 84 94 226 253:
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 17.8 30.9 29.6 11.1 9.0 16.4 12.9
Old : 20.3 17.8 30.9 29.6 11.1 9.0 16.4 12.9
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, June 7, 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 : 13,063: 8,078 4,663 365 1,906 7,147 10,349 12,175: 2,714 888
Old : 13,063: 8,078 4,663 365 1,906 7,147 10,349 12,175: 2,714 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -149: 30 223 26 -377 -151 -321 98: 172 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 35.7 2.8 14.6 54.7 79.2 93.2: 20.8 6.8
Old : 100.0: 61.8 35.7 2.8 14.6 54.7 79.2 93.2: 20.8 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 : 113: 58 21 5 15 23 76 48:
Old : 113: 58 21 5 15 23 76 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 42.9 37.4 59.9 24.8 42.7 37.3 59.6
Old : 24.8 42.9 37.4 59.9 24.8 42.7 37.3 59.6
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, June 7, 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 : 8,841: 5,913 802 133 1,046 6,709 7,092 7,645: 1,749 1,196
Old : 8,841: 5,913 802 133 1,046 6,709 7,092 7,645: 1,749 1,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 856: 1,387 -270 -213 -420 1,183 753 699: 102 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 9.1 1.5 11.8 75.9 80.2 86.5: 19.8 13.5
Old : 100.0: 66.9 9.1 1.5 11.8 75.9 80.2 86.5: 19.8 13.5
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 : 50: 23 7 3 6 17 29 27:
Old : 50: 23 7 3 6 17 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 50.1 52.3 66.2 36.8 49.6 52.3 65.7
Old : 36.8 50.1 52.3 66.2 36.8 49.6 52.3 65.7
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, June 7, 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 : 166,352: 28,156 8,621 26,370 94,955 116,866 149,481 151,857: 16,870 14,495
Old : 166,352: 28,156 8,621 26,370 94,955 116,866 149,481 151,857: 16,870 14,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 12,494: 4,473 -458 3,986 888 6,801 9,347 10,328: 3,147 2,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 5.2 15.9 57.1 70.3 89.9 91.3: 10.1 8.7
Old : 100.0: 16.9 5.2 15.9 57.1 70.3 89.9 91.3: 10.1 8.7
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 : 166: 47 30 39 65 77 134 128:
Old : 166: 47 30 39 65 77 134 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 17.9 37.3 29.4 21.7 11.8 30.2 19.9
Old : 25.4 17.9 37.3 29.4 21.7 11.8 30.2 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2005