NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 225,724: 31,681 24,824 50,894 95,277 113,460 177,853 189,178: 47,871 36,545
Old : 225,724: 31,681 24,824 50,894 95,277 113,460 177,853 189,178: 47,871 36,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -859: -4,184 -1,927 1,723 -935 -2,962 -3,396 -3,166: 2,538 2,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 11.0 22.5 42.2 50.3 78.8 83.8: 21.2 16.2
Old : 100.0: 14.0 11.0 22.5 42.2 50.3 78.8 83.8: 21.2 16.2
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 : 133: 37 28 38 61 58 120 104:
Old : 133: 37 28 38 61 58 120 104:
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 : 14.9 18.3 24.4 28.0 11.2 9.9 17.4 15.7
Old : 14.9 18.3 24.4 28.0 11.2 9.9 17.4 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 824,779: 42,451 76,452 345,071 356,635 366,767 744,156 788,290: 80,623 36,489
Old : 824,779: 42,451 76,452 345,071 356,635 366,767 744,156 788,290: 80,623 36,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 54,690: 9,092 5,561 31,064 13,260 17,844 53,416 54,468: 1,274 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 9.3 41.8 43.2 44.5 90.2 95.6: 9.8 4.4
Old : 100.0: 5.1 9.3 41.8 43.2 44.5 90.2 95.6: 9.8 4.4
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 : 215: 59 53 76 99 87 199 176:
Old : 215: 59 53 76 99 87 199 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 22.3 31.2 36.1 4.1 7.4 6.5 11.3
Old : 19.2 22.3 31.2 36.1 4.1 7.4 6.5 11.3
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, July 12, 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 : 38,222: 10,565 3,630 1,282 22,055 24,982 33,902 29,894: 4,320 8,328
Old : 38,222: 10,565 3,630 1,282 22,055 24,982 33,902 29,894: 4,320 8,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 132: -1,957 2,488 485 1,778 24 306 2,997: -174 -2,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 9.5 3.4 57.7 65.4 88.7 78.2: 11.3 21.8
Old : 100.0: 27.6 9.5 3.4 57.7 65.4 88.7 78.2: 11.3 21.8
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 : 23: 3 2 2 15 13 18 17:
Old : 23: 3 2 2 15 13 18 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 : 52.2 40.8 74.8 60.5 44.6 39.0 64.1 55.0
Old : 52.2 40.8 74.8 60.5 44.6 39.0 64.1 55.0
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, July 12, 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 : 127,402: 359 21,231 24,200 92,048 75,599 116,607 121,030: 10,795 6,372
Old : 127,402: 359 21,231 24,200 92,048 75,599 116,607 121,030: 10,795 6,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -973: -365 4,172 -4,029 2,922 -509 -1,472 -366: 499 -607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 16.7 19.0 72.3 59.3 91.5 95.0: 8.5 5.0
Old : 100.0: 0.3 16.7 19.0 72.3 59.3 91.5 95.0: 8.5 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 : 33: 1 4 5 22 23 27 28:
Old : 33: 1 4 5 22 23 27 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 : 59.4 43.3 73.0 62.2 49.0 28.9 54.8 44.0
Old : 59.4 43.3 73.0 62.2 49.0 28.9 54.8 44.0
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, July 12, 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 : 67,985: 24,821 11,347 2,684 37,026 45,641 64,531 59,672: 3,454 8,313
Old : 67,985: 24,821 11,347 2,684 37,026 45,641 64,531 59,672: 3,454 8,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,857: 4,884 453 0 97 5,260 4,981 5,713: -124 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 16.7 3.9 54.5 67.1 94.9 87.8: 5.1 12.2
Old : 100.0: 36.5 16.7 3.9 54.5 67.1 94.9 87.8: 5.1 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 1 15 14 17 18:
Old : 24: 2 3 1 15 14 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 45.6 84.9 69.2 56.8 35.6 70.6 57.3
Old : 63.7 45.6 84.9 69.2 56.8 35.6 70.6 57.3
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, July 12, 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 : 53,963: 0 5,227 6,112 43,602 39,852 49,714 51,191: 4,249 2,772
Old : 53,963: 0 5,227 6,112 43,602 39,852 49,714 51,191: 4,249 2,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -2,751: 0 -2,580 613 -3,976 -1,578 -3,363 -3,545: 612 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.7 11.3 80.8 73.9 92.1 94.9: 7.9 5.1
Old : 100.0: 0.0 9.7 11.3 80.8 73.9 92.1 94.9: 7.9 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 2 18 16 20 19:
Old : 23: 0 3 2 18 16 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 42.6 68.6 65.3 22.9 23.9 35.2 36.7
Old : 46.8 42.6 68.6 65.3 22.9 23.9 35.2 36.7
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, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 58,053: 954 14,493 6,395 45,318 31,866 52,667 52,754: 5,386 5,299
Old : 58,053: 954 14,493 6,395 45,318 31,866 52,667 52,754: 5,386 5,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 1,552: -1,773 -729 1,186 2,025 3,105 1,438 3,562: 114 -2,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 25.0 11.0 78.1 54.9 90.7 90.9: 9.3 9.1
Old : 100.0: 1.6 25.0 11.0 78.1 54.9 90.7 90.9: 9.3 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 : 30: 1 4 5 23 19 28 24:
Old : 30: 1 4 5 23 19 28 24:
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 : 37.4 34.4 61.6 56.9 31.9 29.8 45.6 45.3
Old : 37.4 34.4 61.6 56.9 31.9 29.8 45.6 45.3
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, July 12, 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 : 41,165: 639 0 1,497 38,093 37,570 40,229 39,067: 936 2,098
Old : 41,165: 639 0 1,497 38,093 37,570 40,229 39,067: 936 2,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 476: -1,744 0 820 1,276 -344 352 476: 124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 3.6 92.5 91.3 97.7 94.9: 2.3 5.1
Old : 100.0: 1.6 0.0 3.6 92.5 91.3 97.7 94.9: 2.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 17 18 18 19:
Old : 22: 1 0 1 17 18 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 : 57.9 42.4 80.9 67.9 57.4 34.1 61.4 52.8
Old : 57.9 42.4 80.9 67.9 57.4 34.1 61.4 52.8
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, July 12, 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 : 63,139: 0 8,482 2,776 51,356 47,011 54,132 58,269: 9,007 4,870
Old : 63,139: 0 8,482 2,776 51,356 47,011 54,132 58,269: 9,007 4,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -1,296: 0 576 -1,725 369 -147 -1,356 -1,296: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.4 4.4 81.3 74.5 85.7 92.3: 14.3 7.7
Old : 100.0: 0.0 13.4 4.4 81.3 74.5 85.7 92.3: 14.3 7.7
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 : 27: 0 2 2 22 19 24 21:
Old : 27: 0 2 2 22 19 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 : 36.5 57.1 56.6 76.3 31.5 50.4 47.0 64.9
Old : 36.5 57.1 56.6 76.3 31.5 50.4 47.0 64.9
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, July 12, 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 : 90,441: 43,441 38,679 3,233 37,026 43,682 83,700 85,594: 6,741 4,847
Old : 90,441: 43,441 38,679 3,233 37,026 43,682 83,700 85,594: 6,741 4,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 5,366: 1,123 3,574 589 2,318 719 4,030 4,882: 1,336 484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 42.8 3.6 40.9 48.3 92.5 94.6: 7.5 5.4
Old : 100.0: 48.0 42.8 3.6 40.9 48.3 92.5 94.6: 7.5 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 : 25: 3 1 2 16 20 19 23:
Old : 25: 3 1 2 16 20 19 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 : 66.2 63.7 81.9 78.6 64.1 62.7 72.7 70.2
Old : 66.2 63.7 81.9 78.6 64.1 62.7 72.7 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 34,193: 1,152 1,591 1,880 25,205 22,108 28,237 25,579: 5,956 8,614
Old : 34,193: 1,152 1,591 1,880 25,205 22,108 28,237 25,579: 5,956 8,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 2,555: -620 463 -1,017 4,900 2,498 3,263 1,944: -708 611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 4.7 5.5 73.7 64.7 82.6 74.8: 17.4 25.2
Old : 100.0: 3.4 4.7 5.5 73.7 64.7 82.6 74.8: 17.4 25.2
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 : 22: 1 2 2 15 16 18 18:
Old : 22: 1 2 2 15 16 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 : 42.8 44.6 70.5 60.5 40.6 32.8 58.8 45.9
Old : 42.8 44.6 70.5 60.5 40.6 32.8 58.8 45.9
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, July 12, 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 : 1,127,988: 282,095 60,115 214,251 609,995 837,831 1,106,341 1,112,197: 21,647 15,791
Old : 1,127,988: 282,095 60,115 214,251 609,995 837,831 1,106,341 1,112,197: 21,647 15,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 54,211: 31,067 8,136 13,205 8,885 30,197 53,157 51,538: 1,054 2,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 5.3 19.0 54.1 74.3 98.1 98.6: 1.9 1.4
Old : 100.0: 25.0 5.3 19.0 54.1 74.3 98.1 98.6: 1.9 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 : 127: 21 17 34 83 80 119 116:
Old : 127: 21 17 34 83 80 119 116:
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 : 27.1 22.5 42.6 38.5 21.8 17.8 32.2 27.8
Old : 27.1 22.5 42.6 38.5 21.8 17.8 32.2 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, July 12, 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 : 175,219: 34,550 39,751 52,510 86,558 80,102 173,618 172,363: 1,601 2,856
Old : 175,219: 34,550 39,751 52,510 86,558 80,102 173,618 172,363: 1,601 2,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 5,573: 1,044 -3,350 5,814 -1,014 3,336 5,844 5,800: -271 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 22.7 30.0 49.4 45.7 99.1 98.4: 0.9 1.6
Old : 100.0: 19.7 22.7 30.0 49.4 45.7 99.1 98.4: 0.9 1.6
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 : 48: 13 7 17 26 27 45 45:
Old : 48: 13 7 17 26 27 45 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 : 42.0 45.5 58.5 67.4 18.1 25.5 27.3 32.0
Old : 42.0 45.5 58.5 67.4 18.1 25.5 27.3 32.0
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, July 12, 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 : 74,799: 22,160 5,285 17,913 34,316 51,429 74,389 74,628: 410 171
Old : 74,799: 22,160 5,285 17,913 34,316 51,429 74,389 74,628: 410 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 2,112: 1,881 191 418 233 2,023 2,532 2,633: -420 -521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 7.1 23.9 45.9 68.8 99.5 99.8: 0.5 0.2
Old : 100.0: 29.6 7.1 23.9 45.9 68.8 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 6 5 9 37 34 47 44:
Old : 52: 6 5 9 37 34 47 44:
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 : 53.9 42.7 66.4 65.9 36.3 34.2 40.7 43.7
Old : 53.9 42.7 66.4 65.9 36.3 34.2 40.7 43.7
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, July 12, 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 : 26,202: 3,153 1,333 4,120 18,847 19,650 26,120 25,103: 82 1,099
Old : 26,202: 3,153 1,333 4,120 18,847 19,650 26,120 25,103: 82 1,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 2,038: -230 830 62 2,680 556 2,512 1,448: -474 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 5.1 15.7 71.9 75.0 99.7 95.8: 0.3 4.2
Old : 100.0: 12.0 5.1 15.7 71.9 75.0 99.7 95.8: 0.3 4.2
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 : 33: 3 2 3 19 22 24 25:
Old : 33: 3 2 3 19 22 24 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 : 61.5 43.8 82.4 66.7 55.6 38.3 61.8 51.7
Old : 61.5 43.8 82.4 66.7 55.6 38.3 61.8 51.7
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, July 12, 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 : 9,234: 694 2,770 2,351 6,189 4,113 9,234 9,234: 0 0
Old : 9,234: 694 2,770 2,351 6,189 4,113 9,234 9,234: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 156: 0 344 -264 674 76 410 156: -254 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 30.0 25.5 67.0 44.5 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 30.0 25.5 67.0 44.5 100.0 100.0: 0.0 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 : 29: 2 3 3 17 16 21 20:
Old : 29: 2 3 3 17 16 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 65.6 77.5 85.8 35.1 45.7 52.5 53.6
Old : 52.8 65.6 77.5 85.8 35.1 45.7 52.5 53.6
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, July 12, 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 : 13,152: 3,220 1,620 2,640 6,192 7,602 12,052 11,862: 1,100 1,290
Old : 13,152: 3,220 1,620 2,640 6,192 7,602 12,052 11,862: 1,100 1,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 952: 140 -720 40 292 912 472 232: 480 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 12.3 20.1 47.1 57.8 91.6 90.2: 8.4 9.8
Old : 100.0: 24.5 12.3 20.1 47.1 57.8 91.6 90.2: 8.4 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 : 24: 3 2 4 17 16 22 20:
Old : 24: 3 2 4 17 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 : 46.2 53.8 69.6 70.3 32.7 35.6 46.4 47.0
Old : 46.2 53.8 69.6 70.3 32.7 35.6 46.4 47.0
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, July 12, 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 : 18,970: 8,910 280 1,050 8,550 17,060 18,510 18,390: 460 580
Old : 18,970: 8,910 280 1,050 8,550 17,060 18,510 18,390: 460 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 2,820: 1,160 -80 0 1,620 2,920 2,780 2,840: 40 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 1.5 5.5 45.1 89.9 97.6 96.9: 2.4 3.1
Old : 100.0: 47.0 1.5 5.5 45.1 89.9 97.6 96.9: 2.4 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: 4 1 3 18 21 22 25:
Old : 28: 4 1 3 18 21 22 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 : 67.7 55.6 83.3 81.8 61.4 50.1 71.7 71.8
Old : 67.7 55.6 83.3 81.8 61.4 50.1 71.7 71.8
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, July 12, 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 : 1,374,546: 134,284 69,017 376,346 783,568 840,391 1,294,198 1,285,754: 80,347 88,792
Old : 1,374,546: 134,284 69,017 376,346 783,568 840,391 1,294,198 1,285,754: 80,347 88,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 45,217: -326 1,706 24,011 20,782 26,794 44,467 52,511: 750 -7,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 5.0 27.4 57.0 61.1 94.2 93.5: 5.8 6.5
Old : 100.0: 9.8 5.0 27.4 57.0 61.1 94.2 93.5: 5.8 6.5
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 : 294: 87 101 125 83 91 244 254:
Old : 294: 87 101 125 83 91 244 254:
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 : 19.9 16.8 30.7 28.0 10.3 7.2 14.9 11.5
Old : 19.9 16.8 30.7 28.0 10.3 7.2 14.9 11.5
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, July 12, 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 : 13,763: 8,295 5,302 62 2,637 7,174 10,994 12,538: 2,769 1,225
Old : 13,763: 8,295 5,302 62 2,637 7,174 10,994 12,538: 2,769 1,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -9: -107 -242 20 77 336 -10 114: 1 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 38.5 0.5 19.2 52.1 79.9 91.1: 20.1 8.9
Old : 100.0: 60.3 38.5 0.5 19.2 52.1 79.9 91.1: 20.1 8.9
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 : 114: 55 22 2 11 24 68 48:
Old : 114: 55 22 2 11 24 68 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 : 25.1 41.7 39.9 57.9 25.1 41.7 39.9 57.9
Old : 25.1 41.7 39.9 57.9 25.1 41.7 39.9 57.9
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, July 12, 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 : 7,912: 4,089 860 145 1,563 5,848 5,797 6,853: 2,115 1,059
Old : 7,912: 4,089 860 145 1,563 5,848 5,797 6,853: 2,115 1,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -1,160: -1,514 40 107 816 -1,197 -591 -1,050: -569 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 10.9 1.8 19.8 73.9 73.3 86.6: 26.7 13.4
Old : 100.0: 51.7 10.9 1.8 19.8 73.9 73.3 86.6: 26.7 13.4
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 : 44: 16 8 3 9 13 26 23:
Old : 44: 16 8 3 9 13 26 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 : 33.8 50.8 49.0 69.1 33.8 50.1 49.0 68.3
Old : 33.8 50.8 49.0 69.1 33.8 50.1 49.0 68.3
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, July 12, 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 : 193,853: 46,733 6,109 29,595 92,452 139,795 168,781 175,499: 25,073 18,354
Old : 193,853: 46,733 6,109 29,595 92,452 139,795 168,781 175,499: 25,073 18,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 19,413: 4,164 -985 6,104 5,192 10,511 15,459 15,629: 3,954 3,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 3.2 15.3 47.7 72.1 87.1 90.5: 12.9 9.5
Old : 100.0: 24.1 3.2 15.3 47.7 72.1 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 : 169: 58 22 34 69 77 143 120:
Old : 169: 58 22 34 69 77 143 120:
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 17.1 32.0 30.1 12.6 13.0 22.0 20.0
Old : 20.0 17.1 32.0 30.1 12.6 13.0 22.0 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2005