NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 220,901: 32,737 26,106 47,461 97,227 111,837 177,425 185,405: 43,475 35,496
Old : 220,901: 32,737 26,106 47,461 97,227 111,837 177,425 185,405: 43,475 35,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 11,959: 2,098 2,534 7,758 -4,379 -2,285 5,477 8,007: 6,482 3,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 11.8 21.5 44.0 50.6 80.3 83.9: 19.7 16.1
Old : 100.0: 14.8 11.8 21.5 44.0 50.6 80.3 83.9: 19.7 16.1
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 : 133: 36 24 33 60 64 115 107:
Old : 133: 36 24 33 60 64 115 107:
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 : 15.1 20.9 25.3 29.8 11.5 11.7 18.4 17.0
Old : 15.1 20.9 25.3 29.8 11.5 11.7 18.4 17.0
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 14, 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 : 772,239: 27,034 62,409 314,351 344,255 354,844 685,640 731,604: 86,600 40,635
Old : 772,239: 27,034 62,409 314,351 344,255 354,844 685,640 731,604: 86,600 40,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 24,190: -1,991 -1,048 15,798 5,487 8,502 19,293 23,252: 4,896 937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 8.1 40.7 44.6 46.0 88.8 94.7: 11.2 5.3
Old : 100.0: 3.5 8.1 40.7 44.6 46.0 88.8 94.7: 11.2 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 : 202: 53 56 78 89 83 186 175:
Old : 202: 53 56 78 89 83 186 175:
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 : 20.0 22.7 31.1 35.2 4.4 6.4 6.6 11.2
Old : 20.0 22.7 31.1 35.2 4.4 6.4 6.6 11.2
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 14, 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 : 34,056: 12,067 1,793 512 17,580 22,400 30,159 24,705: 3,897 9,351
Old : 34,056: 12,067 1,793 512 17,580 22,400 30,159 24,705: 3,897 9,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -576: 350 -924 16 -1,504 494 -1,138 -414: 562 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 5.3 1.5 51.6 65.8 88.6 72.5: 11.4 27.5
Old : 100.0: 35.4 5.3 1.5 51.6 65.8 88.6 72.5: 11.4 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 : 22: 3 1 2 14 14 17 17:
Old : 22: 3 1 2 14 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 38.2 76.7 58.1 54.8 31.7 69.3 48.6
Old : 56.3 38.2 76.7 58.1 54.8 31.7 69.3 48.6
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 14, 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 : 123,996: 4,570 16,024 18,992 90,165 81,398 113,727 116,414: 10,269 7,582
Old : 123,996: 4,570 16,024 18,992 90,165 81,398 113,727 116,414: 10,269 7,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -385: -1,270 332 526 910 -2,750 166 -1,892: -551 1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 12.9 15.3 72.7 65.6 91.7 93.9: 8.3 6.1
Old : 100.0: 3.7 12.9 15.3 72.7 65.6 91.7 93.9: 8.3 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 3 22 23 25 26:
Old : 31: 1 2 3 22 23 25 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 : 61.2 44.2 73.8 63.7 51.7 32.4 57.3 45.9
Old : 61.2 44.2 73.8 63.7 51.7 32.4 57.3 45.9
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 14, 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 : 52,762: 11,031 6,838 848 37,117 35,202 48,996 42,888: 3,766 9,874
Old : 52,762: 11,031 6,838 848 37,117 35,202 48,996 42,888: 3,766 9,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 2,339: 1,565 0 0 838 1,972 2,403 1,972: -64 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 13.0 1.6 70.3 66.7 92.9 81.3: 7.1 18.7
Old : 100.0: 20.9 13.0 1.6 70.3 66.7 92.9 81.3: 7.1 18.7
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 : 23: 1 4 2 14 13 17 17:
Old : 23: 1 4 2 14 13 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 45.4 80.2 65.6 49.0 42.4 68.7 54.8
Old : 58.1 45.4 80.2 65.6 49.0 42.4 68.7 54.8
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 14, 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 : 61,827: 0 8,997 5,877 50,834 42,259 56,711 57,133: 5,116 4,694
Old : 61,827: 0 8,997 5,877 50,834 42,259 56,711 57,133: 5,116 4,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 7,134: -2,132 2,412 2,426 6,471 -520 6,765 4,318: 369 2,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.6 9.5 82.2 68.4 91.7 92.4: 8.3 7.6
Old : 100.0: 0.0 14.6 9.5 82.2 68.4 91.7 92.4: 8.3 7.6
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: 0 3 3 16 13 19 16:
Old : 21: 0 3 3 16 13 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 : 52.1 44.4 72.7 72.0 27.7 28.5 41.6 46.4
Old : 52.1 44.4 72.7 72.0 27.7 28.5 41.6 46.4
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 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,403: 4,294 13,609 6,184 44,150 34,702 54,628 54,495: 5,775 5,908
Old : 60,403: 4,294 13,609 6,184 44,150 34,702 54,628 54,495: 5,775 5,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 2,423: -6,136 323 3,418 3,276 -1,262 558 2,479: 1,865 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 22.5 10.2 73.1 57.5 90.4 90.2: 9.6 9.8
Old : 100.0: 7.1 22.5 10.2 73.1 57.5 90.4 90.2: 9.6 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 : 28: 2 3 5 19 16 24 21:
Old : 28: 2 3 5 19 16 24 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 : 44.9 36.1 69.0 59.1 39.2 30.2 54.1 52.8
Old : 44.9 36.1 69.0 59.1 39.2 30.2 54.1 52.8
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 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 41,030: 1,317 0 867 37,786 37,971 39,970 38,838: 1,060 2,192
Old : 41,030: 1,317 0 867 37,786 37,971 39,970 38,838: 1,060 2,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 813: 1,293 0 -621 141 1,500 813 879: 0 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 2.1 92.1 92.5 97.4 94.7: 2.6 5.3
Old : 100.0: 3.2 0.0 2.1 92.1 92.5 97.4 94.7: 2.6 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 : 22: 1 0 1 18 18 19 19:
Old : 22: 1 0 1 18 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 40.1 80.6 67.5 58.3 29.2 63.0 49.2
Old : 58.8 40.1 80.6 67.5 58.3 29.2 63.0 49.2
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 14, 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 : 65,348: 0 7,215 3,558 55,165 47,953 58,723 58,726: 6,625 6,622
Old : 65,348: 0 7,215 3,558 55,165 47,953 58,723 58,726: 6,625 6,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 1,810: 0 1,108 118 3,329 -280 3,447 946: -1,637 864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.0 5.4 84.4 73.4 89.9 89.9: 10.1 10.1
Old : 100.0: 0.0 11.0 5.4 84.4 73.4 89.9 89.9: 10.1 10.1
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: 0 2 2 24 20 26 22:
Old : 28: 0 2 2 24 20 26 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 : 36.2 58.0 57.4 72.0 30.8 48.2 47.8 59.4
Old : 36.2 58.0 57.4 72.0 30.8 48.2 47.8 59.4
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 14, 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 : 76,826: 34,816 26,274 2,104 32,362 42,821 69,282 71,199: 7,544 5,627
Old : 76,826: 34,816 26,274 2,104 32,362 42,821 69,282 71,199: 7,544 5,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 6,030: 1,108 3,062 744 3,816 1,090 5,668 4,896: 362 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 34.2 2.7 42.1 55.7 90.2 92.7: 9.8 7.3
Old : 100.0: 45.3 34.2 2.7 42.1 55.7 90.2 92.7: 9.8 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 : 23: 3 1 1 15 17 18 19:
Old : 23: 3 1 1 15 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 : 67.4 60.2 80.1 77.6 63.3 57.7 66.5 67.3
Old : 67.4 60.2 80.1 77.6 63.3 57.7 66.5 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 1,040,586: 252,101 40,073 195,255 576,963 792,696 1,024,319 1,028,024: 16,267 12,562
Old : 1,040,586: 252,101 40,073 195,255 576,963 792,696 1,024,319 1,028,024: 16,267 12,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 28,632: 15,666 -13,952 15,027 -649 26,742 30,044 27,817: -1,412 815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 3.9 18.8 55.4 76.2 98.4 98.8: 1.6 1.2
Old : 100.0: 24.2 3.9 18.8 55.4 76.2 98.4 98.8: 1.6 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 : 128: 25 12 32 84 79 121 113:
Old : 128: 25 12 32 84 79 121 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 24.2 40.0 39.5 21.1 19.5 30.1 29.3
Old : 26.1 24.2 40.0 39.5 21.1 19.5 30.1 29.3
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 14, 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 : 160,448: 38,486 53,539 34,484 86,121 70,093 159,091 158,116: 1,357 2,332
Old : 160,448: 38,486 53,539 34,484 86,121 70,093 159,091 158,116: 1,357 2,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 17,273: 9,336 2,741 2,958 4,676 11,040 16,970 16,739: 303 534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 33.4 21.5 53.7 43.7 99.2 98.5: 0.8 1.5
Old : 100.0: 24.0 33.4 21.5 53.7 43.7 99.2 98.5: 0.8 1.5
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: 13 7 17 28 27 47 45:
Old : 49: 13 7 17 28 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 : 37.8 46.4 55.5 67.5 21.7 37.4 32.8 43.5
Old : 37.8 46.4 55.5 67.5 21.7 37.4 32.8 43.5
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 14, 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 : 65,554: 15,204 6,061 13,847 36,079 45,401 65,130 65,308: 424 246
Old : 65,554: 15,204 6,061 13,847 36,079 45,401 65,130 65,308: 424 246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 3,110: 609 945 786 1,600 1,438 2,994 3,168: 116 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 9.2 21.1 55.0 69.3 99.4 99.6: 0.6 0.4
Old : 100.0: 23.2 9.2 21.1 55.0 69.3 99.4 99.6: 0.6 0.4
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 : 48: 3 5 7 38 36 46 43:
Old : 48: 3 5 7 38 36 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 42.2 64.3 62.9 33.2 31.2 40.2 41.2
Old : 49.9 42.2 64.3 62.9 33.2 31.2 40.2 41.2
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 14, 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 : 1,840: 480 740 140 1,120 860 1,740 1,740: 100 100
Old : 1,840: 480 740 140 1,120 860 1,740 1,740: 100 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -570: -580 -700 140 -210 -10 -650 -570: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 40.2 7.6 60.9 46.7 94.6 94.6: 5.4 5.4
Old : 100.0: 26.1 40.2 7.6 60.9 46.7 94.6 94.6: 5.4 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 : 23: 3 4 2 10 11 15 15:
Old : 23: 3 4 2 10 11 15 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 : 57.6 60.9 78.3 77.2 57.6 54.3 70.7 68.5
Old : 57.6 60.9 78.3 77.2 57.6 54.3 70.7 68.5
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, June 14, 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 : 23,661: 3,989 201 3,396 16,136 19,513 23,521 23,110: 140 551
Old : 23,661: 3,989 201 3,396 16,136 19,513 23,521 23,110: 140 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 1,558: -272 -646 1,910 -220 428 1,418 1,692: 140 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 0.8 14.4 68.2 82.5 99.4 97.7: 0.6 2.3
Old : 100.0: 16.9 0.8 14.4 68.2 82.5 99.4 97.7: 0.6 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 : 28: 3 1 4 19 18 23 22:
Old : 28: 3 1 4 19 18 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 : 59.8 49.2 80.7 69.0 50.3 45.3 60.7 57.2
Old : 59.8 49.2 80.7 69.0 50.3 45.3 60.7 57.2
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 14, 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 : 9,000: 260 4,126 815 7,713 3,933 8,788 8,874: 212 126
Old : 9,000: 260 4,126 815 7,713 3,933 8,788 8,874: 212 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 217: 86 -674 43 -80 722 49 91: 168 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 45.8 9.1 85.7 43.7 97.6 98.6: 2.4 1.4
Old : 100.0: 2.9 45.8 9.1 85.7 43.7 97.6 98.6: 2.4 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 : 26: 2 3 3 13 12 18 15:
Old : 26: 2 3 3 13 12 18 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 : 60.8 62.9 84.3 84.8 60.0 53.9 73.3 73.4
Old : 60.8 62.9 84.3 84.8 60.0 53.9 73.3 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 9,014: 1,058 1,277 546 7,259 6,933 8,863 8,756: 151 258
Old : 9,014: 1,058 1,277 546 7,259 6,933 8,863 8,756: 151 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.2 6.1 80.5 76.9 98.3 97.1: 1.7 2.9
Old : 100.0: 11.7 14.2 6.1 80.5 76.9 98.3 97.1: 1.7 2.9
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: 2 3 3 11 9 14 14:
Old : 21: 2 3 3 11 9 14 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 : 74.1 71.6 91.6 92.3 66.7 61.0 73.3 72.2
Old : 74.1 71.6 91.6 92.3 66.7 61.0 73.3 72.2
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 14, 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 : 10,840: 3,160 2,200 2,420 4,860 5,650 10,440 10,270: 400 570
Old : 10,840: 3,160 2,200 2,420 4,860 5,650 10,440 10,270: 400 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 800: -80 -60 420 530 740 870 1,100: -70 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 20.3 22.3 44.8 52.1 96.3 94.7: 3.7 5.3
Old : 100.0: 29.2 20.3 22.3 44.8 52.1 96.3 94.7: 3.7 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 : 24: 3 1 5 16 18 21 23:
Old : 24: 3 1 5 16 18 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 55.2 72.8 74.5 34.4 42.8 48.0 50.1
Old : 50.2 55.2 72.8 74.5 34.4 42.8 48.0 50.1
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 14, 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 : 12,730: 3,090 280 1,210 7,970 10,920 12,270 12,410: 460 320
Old : 12,730: 3,090 280 1,210 7,970 10,920 12,270 12,410: 460 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 120: -60 -320 80 0 660 20 420: 100 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 2.2 9.5 62.6 85.8 96.4 97.5: 3.6 2.5
Old : 100.0: 24.3 2.2 9.5 62.6 85.8 96.4 97.5: 3.6 2.5
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 : 25: 3 1 3 19 16 22 20:
Old : 25: 3 1 3 19 16 22 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 : 49.3 59.9 73.0 80.7 37.2 47.0 53.4 61.1
Old : 49.3 59.9 73.0 80.7 37.2 47.0 53.4 61.1
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 14, 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 : 1,282,889: 107,398 58,166 325,180 783,014 813,616 1,215,592 1,196,962: 67,298 85,927
Old : 1,282,889: 107,398 58,166 325,180 783,014 813,616 1,215,592 1,196,962: 67,298 85,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 35,333: 5,474 -5,982 -3,342 35,446 43,104 37,578 33,780: -2,245 1,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 4.5 25.3 61.0 63.4 94.8 93.3: 5.2 6.7
Old : 100.0: 8.4 4.5 25.3 61.0 63.4 94.8 93.3: 5.2 6.7
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 : 284: 74 98 120 84 95 233 252:
Old : 284: 74 98 120 84 95 233 252:
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 30.8 30.5 11.0 8.8 16.0 13.0
Old : 20.3 17.8 30.8 30.5 11.0 8.8 16.0 13.0
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 14, 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 : 13,269: 8,001 5,196 364 2,041 6,886 10,406 12,446: 2,863 823
Old : 13,269: 8,001 5,196 364 2,041 6,886 10,406 12,446: 2,863 823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 206: -77 533 -1 135 -261 57 271: 149 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 39.2 2.7 15.4 51.9 78.4 93.8: 21.6 6.2
Old : 100.0: 60.3 39.2 2.7 15.4 51.9 78.4 93.8: 21.6 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 : 116: 60 22 4 15 23 77 48:
Old : 116: 60 22 4 15 23 77 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 : 24.5 45.9 36.8 62.5 24.4 45.9 36.8 62.4
Old : 24.5 45.9 36.8 62.5 24.4 45.9 36.8 62.4
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 14, 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 : 9,394: 6,470 795 99 949 7,384 7,518 8,278: 1,876 1,116
Old : 9,394: 6,470 795 99 949 7,384 7,518 8,278: 1,876 1,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 553: 557 -8 -34 -97 675 426 633: 127 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 8.5 1.1 10.1 78.6 80.0 88.1: 20.0 11.9
Old : 100.0: 68.9 8.5 1.1 10.1 78.6 80.0 88.1: 20.0 11.9
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 : 53: 26 7 2 7 18 33 27:
Old : 53: 26 7 2 7 18 33 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 : 37.6 50.5 52.0 66.4 37.6 50.0 52.0 65.9
Old : 37.6 50.5 52.0 66.4 37.6 50.0 52.0 65.9
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 14, 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 : 179,703: 29,221 7,313 26,845 100,423 128,521 156,489 162,678: 23,214 17,025
Old : 179,703: 29,221 7,313 26,845 100,423 128,521 156,489 162,678: 23,214 17,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 13,351: 1,065 -1,308 474 5,468 11,655 7,007 10,822: 6,344 2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 4.1 14.9 55.9 71.5 87.1 90.5: 12.9 9.5
Old : 100.0: 16.3 4.1 14.9 55.9 71.5 87.1 90.5: 12.9 9.5
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 : 158: 46 23 36 69 80 131 125:
Old : 158: 46 23 36 69 80 131 125:
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 : 24.1 17.9 36.2 30.1 19.2 12.0 27.6 19.6
Old : 24.1 17.9 36.2 30.1 19.2 12.0 27.6 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 17, 2005