NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 212,277: 26,716 16,981 42,864 100,349 120,673 169,929 180,518: 42,348 31,759
Old : 212,277: 26,716 16,981 42,864 100,349 120,673 169,929 180,518: 42,348 31,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -6,349: -3,397 -3,308 -4,120 308 220 -7,208 -7,208: 859 859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 8.0 20.2 47.3 56.8 80.1 85.0: 19.9 15.0
Old : 100.0: 12.6 8.0 20.2 47.3 56.8 80.1 85.0: 19.9 15.0
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 : 122: 28 29 38 60 57 113 101:
Old : 122: 28 29 38 60 57 113 101:
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 : 15.2 18.4 24.9 29.0 11.9 10.9 17.7 16.6
Old : 15.2 18.4 24.9 29.0 11.9 10.9 17.7 16.6
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 26, 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 : 802,901: 37,153 71,436 342,744 344,269 356,378 724,166 770,558: 78,735 32,343
Old : 802,901: 37,153 71,436 342,744 344,269 356,378 724,166 770,558: 78,735 32,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -35,970: -4,378 -6,179 -11,772 -19,197 -16,381 -35,348 -34,331: -622 -1,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.9 42.7 42.9 44.4 90.2 96.0: 9.8 4.0
Old : 100.0: 4.6 8.9 42.7 42.9 44.4 90.2 96.0: 9.8 4.0
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 : 210: 55 55 80 96 86 199 175:
Old : 210: 55 55 80 96 86 199 175:
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 : 20.4 23.0 32.5 36.9 4.6 7.2 6.8 11.1
Old : 20.4 23.0 32.5 36.9 4.6 7.2 6.8 11.1
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 26, 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 : 38,324: 6,850 1,862 1,652 26,149 25,018 34,651 28,532: 3,673 9,792
Old : 38,324: 6,850 1,862 1,652 26,149 25,018 34,651 28,532: 3,673 9,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 262: -1,203 -2,008 190 2,511 1,168 1,498 -650: -1,236 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 4.9 4.3 68.2 65.3 90.4 74.4: 9.6 25.6
Old : 100.0: 17.9 4.9 4.3 68.2 65.3 90.4 74.4: 9.6 25.6
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 : 25: 2 2 1 19 13 21 16:
Old : 25: 2 2 1 19 13 21 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 : 42.7 38.7 66.1 58.6 33.2 36.9 54.1 51.4
Old : 42.7 38.7 66.1 58.6 33.2 36.9 54.1 51.4
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 26, 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 : 128,997: 3,038 29,873 14,435 101,241 79,572 118,714 123,880: 10,283 5,117
Old : 128,997: 3,038 29,873 14,435 101,241 79,572 118,714 123,880: 10,283 5,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 892: -426 731 -856 2,490 410 1,208 285: -316 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 23.2 11.2 78.5 61.7 92.0 96.0: 8.0 4.0
Old : 100.0: 2.4 23.2 11.2 78.5 61.7 92.0 96.0: 8.0 4.0
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 : 34: 1 3 4 25 26 29 30:
Old : 34: 1 3 4 25 26 29 30:
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 : 59.5 44.2 73.6 62.2 51.5 33.7 59.2 50.7
Old : 59.5 44.2 73.6 62.2 51.5 33.7 59.2 50.7
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 26, 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 : 79,429: 32,951 11,347 2,684 39,550 57,331 75,185 71,362: 4,244 8,067
Old : 79,429: 32,951 11,347 2,684 39,550 57,331 75,185 71,362: 4,244 8,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 6,920: 5,034 0 0 1,522 7,898 6,556 7,898: 364 -978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 14.3 3.4 49.8 72.2 94.7 89.8: 5.3 10.2
Old : 100.0: 41.5 14.3 3.4 49.8 72.2 94.7 89.8: 5.3 10.2
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 : 25: 2 3 1 15 15 17 19:
Old : 25: 2 3 1 15 15 17 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 : 68.1 40.8 85.8 64.5 58.9 32.7 70.7 53.4
Old : 68.1 40.8 85.8 64.5 58.9 32.7 70.7 53.4
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 26, 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 : 54,603: 0 9,132 4,967 45,305 37,384 50,272 51,483: 4,331 3,120
Old : 54,603: 0 9,132 4,967 45,305 37,384 50,272 51,483: 4,331 3,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -2,194: 0 -940 -186 -2,516 -692 -2,702 -1,818: 508 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.7 9.1 83.0 68.5 92.1 94.3: 7.9 5.7
Old : 100.0: 0.0 16.7 9.1 83.0 68.5 92.1 94.3: 7.9 5.7
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 : 26: 0 3 2 19 19 21 22:
Old : 26: 0 3 2 19 19 21 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 : 39.2 45.2 62.3 66.2 23.9 31.9 37.0 41.9
Old : 39.2 45.2 62.3 66.2 23.9 31.9 37.0 41.9
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 26, 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 : 61,683: 7,461 12,054 3,805 46,516 42,165 57,782 58,024: 3,901 3,659
Old : 61,683: 7,461 12,054 3,805 46,516 42,165 57,782 58,024: 3,901 3,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -1,893: 5,595 -3,328 -3,378 -3,490 7,872 -1,273 1,166: -620 -3,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.5 6.2 75.4 68.4 93.7 94.1: 6.3 5.9
Old : 100.0: 12.1 19.5 6.2 75.4 68.4 93.7 94.1: 6.3 5.9
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 : 35: 2 5 5 25 22 30 29:
Old : 35: 2 5 5 25 22 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 32.5 65.5 51.9 34.1 28.0 47.1 42.1
Old : 39.2 32.5 65.5 51.9 34.1 28.0 47.1 42.1
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 26, 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 : 48,583: 0 1,121 897 46,688 40,085 47,585 42,103: 998 6,480
Old : 48,583: 0 1,121 897 46,688 40,085 47,585 42,103: 998 6,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,126: 0 724 -513 2,577 1,429 2,064 1,640: 62 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 1.8 96.1 82.5 97.9 86.7: 2.1 13.3
Old : 100.0: 0.0 2.3 1.8 96.1 82.5 97.9 86.7: 2.1 13.3
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: 0 1 1 20 18 21 19:
Old : 23: 0 1 1 20 18 21 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 : 55.6 40.6 80.2 62.8 51.9 33.7 62.5 48.7
Old : 55.6 40.6 80.2 62.8 51.9 33.7 62.5 48.7
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 26, 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 : 67,086: 0 15,259 450 58,326 45,689 58,776 61,398: 8,310 5,688
Old : 67,086: 0 15,259 450 58,326 45,689 58,776 61,398: 8,310 5,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,679: 0 2,058 -155 5,140 1,230 4,985 3,133: -1,306 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.7 0.7 86.9 68.1 87.6 91.5: 12.4 8.5
Old : 100.0: 0.0 22.7 0.7 86.9 68.1 87.6 91.5: 12.4 8.5
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 : 29: 0 2 1 25 21 26 23:
Old : 29: 0 2 1 25 21 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 : 37.1 53.3 55.8 74.8 31.0 48.6 45.8 63.9
Old : 37.1 53.3 55.8 74.8 31.0 48.6 45.8 63.9
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 26, 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 : 102,363: 40,153 49,726 5,259 52,244 43,010 97,656 97,995: 4,707 4,368
Old : 102,363: 40,153 49,726 5,259 52,244 43,010 97,656 97,995: 4,707 4,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -692: -5,902 -1,097 806 5,500 -10 404 -301: -1,096 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 48.6 5.1 51.0 42.0 95.4 95.7: 4.6 4.3
Old : 100.0: 39.2 48.6 5.1 51.0 42.0 95.4 95.7: 4.6 4.3
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 : 27: 2 2 2 18 21 21 24:
Old : 27: 2 2 2 18 21 21 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 : 64.3 66.2 81.1 80.2 60.0 60.6 71.8 69.3
Old : 64.3 66.2 81.1 80.2 60.0 60.6 71.8 69.3
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 26, 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 : 36,767: 780 4,455 1,259 28,376 22,519 30,415 28,233: 6,352 8,534
Old : 36,767: 780 4,455 1,259 28,376 22,519 30,415 28,233: 6,352 8,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -9: 0 -259 182 -215 318 -33 241: 24 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 12.1 3.4 77.2 61.2 82.7 76.8: 17.3 23.2
Old : 100.0: 2.1 12.1 3.4 77.2 61.2 82.7 76.8: 17.3 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 3 18 17 21 20:
Old : 23: 1 2 3 18 17 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 : 47.5 46.0 70.1 60.8 45.2 36.4 59.2 49.3
Old : 47.5 46.0 70.1 60.8 45.2 36.4 59.2 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 47,446: 2,108 1,178 0 45,152 45,160 47,260 46,338: 186 1,108
Old : 47,446: 2,108 1,178 0 45,152 45,160 47,260 46,338: 186 1,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.5 0.0 95.2 95.2 99.6 97.7: 0.4 2.3
Old : 100.0: 4.4 2.5 0.0 95.2 95.2 99.6 97.7: 0.4 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 : 27: 2 2 0 14 14 16 16:
Old : 27: 2 2 0 14 14 16 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 : 82.3 83.1 93.3 91.9 64.4 63.5 72.0 70.0
Old : 82.3 83.1 93.3 91.9 64.4 63.5 72.0 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 26,897: 620 1,178 0 25,905 24,797 26,525 25,975: 372 922
Old : 26,897: 620 1,178 0 25,905 24,797 26,525 25,975: 372 922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 4.4 0.0 96.3 92.2 98.6 96.6: 1.4 3.4
Old : 100.0: 2.3 4.4 0.0 96.3 92.2 98.6 96.6: 1.4 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 : 29: 1 2 0 15 16 16 18:
Old : 29: 1 2 0 15 16 16 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 : 57.1 60.5 84.2 77.9 54.7 59.6 72.2 72.5
Old : 57.1 60.5 84.2 77.9 54.7 59.6 72.2 72.5
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 26, 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 : 1,175,650: 287,853 56,432 226,000 645,565 881,918 1,159,418 1,164,350: 16,232 11,300
Old : 1,175,650: 287,853 56,432 226,000 645,565 881,918 1,159,418 1,164,350: 16,232 11,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 35,649: -7,468 -6,437 14,016 30,445 29,433 36,993 37,012: -1,344 -1,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 4.8 19.2 54.9 75.0 98.6 99.0: 1.4 1.0
Old : 100.0: 24.5 4.8 19.2 54.9 75.0 98.6 99.0: 1.4 1.0
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 : 141: 20 19 34 97 87 133 124:
Old : 141: 20 19 34 97 87 133 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 21.9 40.5 37.6 20.5 17.4 30.2 27.8
Old : 26.0 21.9 40.5 37.6 20.5 17.4 30.2 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 26, 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 : 204,032: 38,190 36,193 72,523 90,236 86,581 200,949 195,297: 3,083 8,735
Old : 204,032: 38,190 36,193 72,523 90,236 86,581 200,949 195,297: 3,083 8,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 16,882: 10,295 7 11,252 -5,710 183 15,837 11,442: 1,045 5,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 17.7 35.5 44.2 42.4 98.5 95.7: 1.5 4.3
Old : 100.0: 18.7 17.7 35.5 44.2 42.4 98.5 95.7: 1.5 4.3
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 : 50: 15 6 17 27 28 46 47:
Old : 50: 15 6 17 27 28 46 47:
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 : 42.7 42.3 62.0 60.9 18.5 24.7 26.7 30.7
Old : 42.7 42.3 62.0 60.9 18.5 24.7 26.7 30.7
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, July 26, 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 : 79,395: 21,341 5,027 20,323 37,162 53,765 78,826 79,116: 569 279
Old : 79,395: 21,341 5,027 20,323 37,162 53,765 78,826 79,116: 569 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,917: 384 192 986 666 860 2,036 2,038: -119 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 6.3 25.6 46.8 67.7 99.3 99.6: 0.7 0.4
Old : 100.0: 26.9 6.3 25.6 46.8 67.7 99.3 99.6: 0.7 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 : 52: 5 5 11 38 36 49 47:
Old : 52: 5 5 11 38 36 49 47:
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 : 52.7 44.2 65.0 66.9 33.1 34.8 37.9 42.5
Old : 52.7 44.2 65.0 66.9 33.1 34.8 37.9 42.5
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, July 26, 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 : 26,384: 3,027 1,425 4,082 19,151 19,736 26,260 25,243: 124 1,141
Old : 26,384: 3,027 1,425 4,082 19,151 19,736 26,260 25,243: 124 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 0: -126 246 -120 1,226 -676 980 -550: -980 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 5.4 15.5 72.6 74.8 99.5 95.7: 0.5 4.3
Old : 100.0: 11.5 5.4 15.5 72.6 74.8 99.5 95.7: 0.5 4.3
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 : 34: 3 3 4 19 22 24 27:
Old : 34: 3 3 4 19 22 24 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 : 60.6 43.8 81.5 67.0 56.0 38.8 62.3 52.6
Old : 60.6 43.8 81.5 67.0 56.0 38.8 62.3 52.6
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 26, 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 : 11,278: 780 3,914 2,737 7,209 4,077 10,726 10,728: 552 550
Old : 11,278: 780 3,914 2,737 7,209 4,077 10,726 10,728: 552 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 426: 0 126 300 126 0 426 426: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 34.7 24.3 63.9 36.2 95.1 95.1: 4.9 4.9
Old : 100.0: 6.9 34.7 24.3 63.9 36.2 95.1 95.1: 4.9 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 : 30: 3 2 4 17 15 22 19:
Old : 30: 3 2 4 17 15 22 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 : 50.0 68.0 70.3 84.6 33.3 49.4 50.2 57.0
Old : 50.0 68.0 70.3 84.6 33.3 49.4 50.2 57.0
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, July 26, 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 : 11,939: 1,888 2,971 546 8,952 8,206 11,386 11,723: 553 216
Old : 11,939: 1,888 2,971 546 8,952 8,206 11,386 11,723: 553 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 0: -510 0 0 510 510 0 510: 0 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 24.9 4.6 75.0 68.7 95.4 98.2: 4.6 1.8
Old : 100.0: 15.8 24.9 4.6 75.0 68.7 95.4 98.2: 4.6 1.8
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 : 20: 2 3 3 10 8 13 13:
Old : 20: 2 3 3 10 8 13 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 : 69.8 84.2 91.1 94.9 67.7 77.5 79.1 83.0
Old : 69.8 84.2 91.1 94.9 67.7 77.5 79.1 83.0
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 26, 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 : 13,596: 3,700 1,644 3,220 6,416 8,242 13,336 13,106: 260 490
Old : 13,596: 3,700 1,644 3,220 6,416 8,242 13,336 13,106: 260 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,360: 440 20 580 480 840 1,500 1,440: -140 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 12.1 23.7 47.2 60.6 98.1 96.4: 1.9 3.6
Old : 100.0: 27.2 12.1 23.7 47.2 60.6 98.1 96.4: 1.9 3.6
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 : 24: 4 2 5 15 16 21 21:
Old : 24: 4 2 5 15 16 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 55.9 72.4 74.0 33.2 34.5 45.5 44.0
Old : 47.2 55.9 72.4 74.0 33.2 34.5 45.5 44.0
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 26, 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 : 20,370: 9,430 280 1,230 9,240 18,480 19,900 19,990: 470 380
Old : 20,370: 9,430 280 1,230 9,240 18,480 19,900 19,990: 470 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 220: -180 0 60 350 760 230 820: -10 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 1.4 6.0 45.4 90.7 97.7 98.1: 2.3 1.9
Old : 100.0: 46.3 1.4 6.0 45.4 90.7 97.7 98.1: 2.3 1.9
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: 4 1 3 19 22 23 26:
Old : 30: 4 1 3 19 22 23 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 : 66.6 57.1 80.7 81.6 58.8 52.5 69.5 71.2
Old : 66.6 57.1 80.7 81.6 58.8 52.5 69.5 71.2
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 26, 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 : 1,301,954: 119,164 72,855 355,477 763,194 799,656 1,237,835 1,227,989: 64,118 73,965
Old : 1,301,954: 119,164 72,855 355,477 763,194 799,656 1,237,835 1,227,989: 64,118 73,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -1,255: -2,765 6,515 10,265 1,045 -10,352 8,546 6,429: -9,801 -7,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.6 27.3 58.6 61.4 95.1 94.3: 4.9 5.7
Old : 100.0: 9.2 5.6 27.3 58.6 61.4 95.1 94.3: 4.9 5.7
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 : 279: 73 99 115 84 92 230 243:
Old : 279: 73 99 115 84 92 230 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 17.2 31.9 28.7 10.9 7.5 15.8 11.6
Old : 21.2 17.2 31.9 28.7 10.9 7.5 15.8 11.6
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 26, 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 : 13,860: 8,654 4,372 196 2,328 8,697 11,178 13,265: 2,682 595
Old : 13,860: 8,654 4,372 196 2,328 8,697 11,178 13,265: 2,682 595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -8: 178 -1,155 170 -234 1,624 114 639: -122 -647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 31.5 1.4 16.8 62.7 80.6 95.7: 19.4 4.3
Old : 100.0: 62.4 31.5 1.4 16.8 62.7 80.6 95.7: 19.4 4.3
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 : 115: 57 20 3 10 27 70 48:
Old : 115: 57 20 3 10 27 70 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 38.4 38.5 56.3 24.8 38.4 38.5 56.3
Old : 24.8 38.4 38.5 56.3 24.8 38.4 38.5 56.3
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 26, 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 : 8,816: 5,576 762 9 1,051 7,160 6,636 7,931: 2,180 885
Old : 8,816: 5,576 762 9 1,051 7,160 6,636 7,931: 2,180 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 942: 1,436 -108 -102 -493 1,386 841 1,176: 101 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 8.6 0.1 11.9 81.2 75.3 90.0: 24.7 10.0
Old : 100.0: 63.2 8.6 0.1 11.9 81.2 75.3 90.0: 24.7 10.0
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 : 51: 21 7 1 6 19 27 27:
Old : 51: 21 7 1 6 19 27 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 : 34.2 49.3 49.4 70.4 34.2 48.8 49.2 69.8
Old : 34.2 49.3 49.4 70.4 34.2 48.8 49.2 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 178,625: 38,948 11,133 22,559 98,172 133,553 159,678 167,245: 18,947 11,380
Old : 178,625: 38,948 11,133 22,559 98,172 133,553 159,678 167,245: 18,947 11,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -9,257: -2,736 1,915 -5,381 552 -4,314 -7,564 -7,780: -1,693 -1,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 6.2 12.6 55.0 74.8 89.4 93.6: 10.6 6.4
Old : 100.0: 21.8 6.2 12.6 55.0 74.8 89.4 93.6: 10.6 6.4
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 : 161: 52 22 35 74 77 144 116:
Old : 161: 52 22 35 74 77 144 116:
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 : 23.4 20.3 36.5 32.6 14.0 11.5 23.0 19.9
Old : 23.4 20.3 36.5 32.6 14.0 11.5 23.0 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2005