NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, October 4, 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 : 167,990: 21,550 16,404 22,321 91,784 108,675 135,655 147,400: 32,335 20,590
Old : 167,990: 21,550 16,404 22,321 91,784 108,675 135,655 147,400: 32,335 20,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -6,468: 620 397 -2,477 -4,272 -4,244 -6,129 -6,324: -339 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 9.8 13.3 54.6 64.7 80.8 87.7: 19.2 12.3
Old : 100.0: 12.8 9.8 13.3 54.6 64.7 80.8 87.7: 19.2 12.3
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 : 134: 33 24 40 63 63 117 109:
Old : 134: 33 24 40 63 63 117 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 19.4 30.1 28.7 13.7 13.6 20.2 20.0
Old : 18.7 19.4 30.1 28.7 13.7 13.6 20.2 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, October 4, 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 : 552,970: 64,673 67,898 182,936 237,671 263,285 485,280 514,119: 67,690 38,851
Old : 552,970: 64,673 67,898 182,936 237,671 263,285 485,280 514,119: 67,690 38,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 15,041: 7,161 -8,540 15,673 -5,987 1,011 16,847 8,144: -1,806 6,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 12.3 33.1 43.0 47.6 87.8 93.0: 12.2 7.0
Old : 100.0: 11.7 12.3 33.1 43.0 47.6 87.8 93.0: 12.2 7.0
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 : 196: 61 38 67 90 79 183 154:
Old : 196: 61 38 67 90 79 183 154:
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 : 21.6 27.7 31.8 41.5 8.5 14.1 12.7 19.9
Old : 21.6 27.7 31.8 41.5 8.5 14.1 12.7 19.9
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 Code-02365C
Commitments of Traders - Futures Only, October 4, 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 : 99,355: 9,681 3,244 3,065 76,616 83,198 89,362 89,507: 9,993 9,848
Old : 99,355: 9,681 3,244 3,065 76,616 83,198 89,362 89,507: 9,993 9,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -12,580: 107 -886 1,072 -15,068 -17,653 -13,889 -17,467: 1,309 4,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 3.3 3.1 77.1 83.7 89.9 90.1: 10.1 9.9
Old : 100.0: 9.7 3.3 3.1 77.1 83.7 89.9 90.1: 10.1 9.9
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 : 36: 5 1 5 25 26 31 31:
Old : 36: 5 1 5 25 26 31 31:
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 : 49.5 34.7 63.2 58.0 46.2 31.8 55.6 52.7
Old : 49.5 34.7 63.2 58.0 46.2 31.8 55.6 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, October 4, 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 : 65,172: 2 23,682 1,515 57,431 35,876 58,948 61,073: 6,224 4,099
Old : 65,172: 2 23,682 1,515 57,431 35,876 58,948 61,073: 6,224 4,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -3,508: -186 5,082 -1,160 -4,030 -8,366 -5,376 -4,444: 1,868 936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 36.3 2.3 88.1 55.0 90.4 93.7: 9.6 6.3
Old : 100.0: 0.0 36.3 2.3 88.1 55.0 90.4 93.7: 9.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 4 3 17 16 20 21:
Old : 25: 1 4 3 17 16 20 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 : 44.0 55.7 66.7 71.9 38.6 51.9 56.5 64.8
Old : 44.0 55.7 66.7 71.9 38.6 51.9 56.5 64.8
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 Code-02365F
Commitments of Traders - Futures Only, October 4, 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 : 67,331: 25,185 12,984 2,436 32,289 45,456 59,910 60,876: 7,421 6,455
Old : 67,331: 25,185 12,984 2,436 32,289 45,456 59,910 60,876: 7,421 6,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 889: 6,171 -935 -306 -7,009 2,766 -1,144 1,525: 2,033 -636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 19.3 3.6 48.0 67.5 89.0 90.4: 11.0 9.6
Old : 100.0: 37.4 19.3 3.6 48.0 67.5 89.0 90.4: 11.0 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 5 3 15 16 20 22:
Old : 26: 3 5 3 15 16 20 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 : 58.0 42.1 75.5 59.8 50.1 40.9 61.0 55.2
Old : 58.0 42.1 75.5 59.8 50.1 40.9 61.0 55.2
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 Code-02365G
Commitments of Traders - Futures Only, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,290: 0 4,579 665 59,302 47,579 59,967 52,823: 2,323 9,467
Old : 62,290: 0 4,579 665 59,302 47,579 59,967 52,823: 2,323 9,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -2,508: 0 -1,812 148 -1,893 -3,940 -1,745 -5,604: -763 3,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.4 1.1 95.2 76.4 96.3 84.8: 3.7 15.2
Old : 100.0: 0.0 7.4 1.1 95.2 76.4 96.3 84.8: 3.7 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 15 17 16 18:
Old : 21: 0 1 1 15 17 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 : 65.6 38.6 81.9 64.4 60.1 37.5 69.6 55.7
Old : 65.6 38.6 81.9 64.4 60.1 37.5 69.6 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,246: 0 11,555 375 53,549 43,386 53,924 55,316: 8,322 6,930
Old : 62,246: 0 11,555 375 53,549 43,386 53,924 55,316: 8,322 6,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -3,955: 0 130 -659 -6,966 -5,000 -7,625 -5,529: 3,670 1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.6 0.6 86.0 69.7 86.6 88.9: 13.4 11.1
Old : 100.0: 0.0 18.6 0.6 86.0 69.7 86.6 88.9: 13.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 19 13 21 15:
Old : 24: 0 2 2 19 13 21 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 : 34.1 52.2 57.8 78.5 27.7 41.9 42.5 58.1
Old : 34.1 52.2 57.8 78.5 27.7 41.9 42.5 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 42,475: 0 1,053 462 35,439 36,886 35,901 38,401: 6,574 4,074
Old : 42,475: 0 1,053 462 35,439 36,886 35,901 38,401: 6,574 4,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 11: 0 -2,038 300 1,191 1,074 1,491 -664: -1,480 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 1.1 83.4 86.8 84.5 90.4: 15.5 9.6
Old : 100.0: 0.0 2.5 1.1 83.4 86.8 84.5 90.4: 15.5 9.6
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 : 20: 0 1 1 13 12 14 13:
Old : 20: 0 1 1 13 12 14 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 : 61.3 69.1 77.7 85.1 60.0 68.8 72.4 80.9
Old : 61.3 69.1 77.7 85.1 60.0 68.8 72.4 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, October 4, 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 : 54,212: 9,473 1,208 2,666 34,410 43,584 46,549 47,458: 7,663 6,754
Old : 54,212: 9,473 1,208 2,666 34,410 43,584 46,549 47,458: 7,663 6,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -13,602: -8,227 1,208 166 -6,976 -15,268 -15,037 -13,894: 1,435 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 2.2 4.9 63.5 80.4 85.9 87.5: 14.1 12.5
Old : 100.0: 17.5 2.2 4.9 63.5 80.4 85.9 87.5: 14.1 12.5
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 : 24: 3 1 3 14 19 17 23:
Old : 24: 3 1 3 14 19 17 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 : 57.2 41.6 74.3 61.0 35.7 29.3 47.4 39.7
Old : 57.2 41.6 74.3 61.0 35.7 29.3 47.4 39.7
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 Code-03565B
Commitments of Traders - Futures Only, October 4, 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 : 1,262,871: 351,575 75,421 205,540 688,666 969,240 1,245,781 1,250,201: 17,090 12,670
Old : 1,262,871: 351,575 75,421 205,540 688,666 969,240 1,245,781 1,250,201: 17,090 12,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -67,320: -4,797 -1,398 -27,114 -33,231 -37,139 -65,142 -65,651: -2,178 -1,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 6.0 16.3 54.5 76.7 98.6 99.0: 1.4 1.0
Old : 100.0: 27.8 6.0 16.3 54.5 76.7 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 : 131: 26 12 29 86 81 120 114:
Old : 131: 26 12 29 86 81 120 114:
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 : 25.6 25.7 39.6 42.2 19.5 18.8 28.5 30.4
Old : 25.6 25.7 39.6 42.2 19.5 18.8 28.5 30.4
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 Code-03565C
Commitments of Traders - Futures Only, October 4, 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 : 213,701: 67,360 47,282 48,684 94,432 116,208 210,476 212,174: 3,225 1,527
Old : 213,701: 67,360 47,282 48,684 94,432 116,208 210,476 212,174: 3,225 1,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -86,174: -5,110 -12,574 -60,948 -16,735 -11,343 -82,793 -84,865: -3,381 -1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 22.1 22.8 44.2 54.4 98.5 99.3: 1.5 0.7
Old : 100.0: 31.5 22.1 22.8 44.2 54.4 98.5 99.3: 1.5 0.7
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 : 47: 11 8 15 27 26 44 43:
Old : 47: 11 8 15 27 26 44 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 : 32.2 50.3 53.8 66.9 29.7 32.0 40.1 44.0
Old : 32.2 50.3 53.8 66.9 29.7 32.0 40.1 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, October 4, 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 : 75,340: 26,370 7,040 10,442 38,340 57,738 75,152 75,220: 188 120
Old : 75,340: 26,370 7,040 10,442 38,340 57,738 75,152 75,220: 188 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -5,683: 1,863 -32 -5,589 -1,895 78 -5,621 -5,543: -62 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 9.3 13.9 50.9 76.6 99.8 99.8: 0.2 0.2
Old : 100.0: 35.0 9.3 13.9 50.9 76.6 99.8 99.8: 0.2 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 : 49: 4 6 9 36 39 46 48:
Old : 49: 4 6 9 36 39 46 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 : 57.9 45.1 70.0 62.3 49.4 41.0 54.8 52.7
Old : 57.9 45.1 70.0 62.3 49.4 41.0 54.8 52.7
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 Code-06465A
Commitments of Traders - Futures Only, October 4, 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 : 26,220: 4,163 4,928 1,802 20,255 18,981 26,220 25,711: 0 509
Old : 26,220: 4,163 4,928 1,802 20,255 18,981 26,220 25,711: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,255: 1,182 -168 -759 -1,657 -328 -1,234 -1,255: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 18.8 6.9 77.3 72.4 100.0 98.1: 0.0 1.9
Old : 100.0: 15.9 18.8 6.9 77.3 72.4 100.0 98.1: 0.0 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 : 35: 4 3 5 21 21 28 26:
Old : 35: 4 3 5 21 21 28 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 : 57.9 55.9 75.0 76.3 54.6 52.5 70.2 66.7
Old : 57.9 55.9 75.0 76.3 54.6 52.5 70.2 66.7
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 Code-06465B
Commitments of Traders - Futures Only, October 4, 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 : 9,348: 684 2,648 2,450 5,706 3,742 8,840 8,840: 508 508
Old : 9,348: 684 2,648 2,450 5,706 3,742 8,840 8,840: 508 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,474: -378 -693 -126 -970 -655 -1,474 -1,474: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 28.3 26.2 61.0 40.0 94.6 94.6: 5.4 5.4
Old : 100.0: 7.3 28.3 26.2 61.0 40.0 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 : 24: 4 2 3 14 10 19 14:
Old : 24: 4 2 3 14 10 19 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 : 37.7 54.5 61.6 81.8 24.8 45.1 43.6 56.3
Old : 37.7 54.5 61.6 81.8 24.8 45.1 43.6 56.3
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 Code-06465H
Commitments of Traders - Futures Only, October 4, 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 : 16,602: 3,472 3,540 1,680 10,930 10,912 16,082 16,132: 520 470
Old : 16,602: 3,472 3,540 1,680 10,930 10,912 16,082 16,132: 520 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,340: -380 -140 -220 -800 -1,170 -1,400 -1,530: 60 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 21.3 10.1 65.8 65.7 96.9 97.2: 3.1 2.8
Old : 100.0: 20.9 21.3 10.1 65.8 65.7 96.9 97.2: 3.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 3 7 18 18 25 25:
Old : 29: 4 3 7 18 18 25 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 : 46.4 54.7 69.6 77.2 41.7 47.1 55.0 63.1
Old : 46.4 54.7 69.6 77.2 41.7 47.1 55.0 63.1
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 Code-06465M
Commitments of Traders - Futures Only, October 4, 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 : 24,216: 11,330 120 1,560 10,378 22,344 23,268 24,024: 948 192
Old : 24,216: 11,330 120 1,560 10,378 22,344 23,268 24,024: 948 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -140: -230 -120 -190 -30 170 -450 -140: 310 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 0.5 6.4 42.9 92.3 96.1 99.2: 3.9 0.8
Old : 100.0: 46.8 0.5 6.4 42.9 92.3 96.1 99.2: 3.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 3 20 24 23 27:
Old : 29: 2 1 3 20 24 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 54.6 79.9 76.5 60.0 51.2 70.3 68.7
Old : 68.3 54.6 79.9 76.5 60.0 51.2 70.3 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, October 4, 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 : 8,600: 1,960 120 820 5,816 7,380 8,596 8,320: 4 280
Old : 8,600: 1,960 120 820 5,816 7,380 8,596 8,320: 4 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -74: -160 0 0 90 -114 -70 -114: -4 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 1.4 9.5 67.6 85.8 100.0 96.7: 0.0 3.3
Old : 100.0: 22.8 1.4 9.5 67.6 85.8 100.0 96.7: 0.0 3.3
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 : 20: 2 1 2 13 9 15 12:
Old : 20: 2 1 2 13 9 15 12:
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 : 67.9 72.9 91.2 90.8 56.0 71.9 73.8 75.4
Old : 67.9 72.9 91.2 90.8 56.0 71.9 73.8 75.4
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 Code-067651
Commitments of Traders - Futures Only, October 4, 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 : 866,124: 118,480 145,731 157,792 529,094 490,136 805,366 793,659: 60,758 72,465
Old : 866,124: 118,480 145,731 157,792 529,094 490,136 805,366 793,659: 60,758 72,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 14,910: 10,999 11,921 11,682 -12,414 -12,497 10,267 11,106: 4,643 3,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.8 18.2 61.1 56.6 93.0 91.6: 7.0 8.4
Old : 100.0: 13.7 16.8 18.2 61.1 56.6 93.0 91.6: 7.0 8.4
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 : 257: 65 95 95 78 81 207 215:
Old : 257: 65 95 95 78 81 207 215:
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 15.0 36.9 24.4 20.5 11.2 28.3 17.3
Old : 25.1 15.0 36.9 24.4 20.5 11.2 28.3 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, October 4, 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 : 13,206: 8,912 3,896 117 1,373 8,718 10,402 12,731: 2,804 475
Old : 13,206: 8,912 3,896 117 1,373 8,718 10,402 12,731: 2,804 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -12: -42 -142 -19 -29 212 -90 51: 78 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 29.5 0.9 10.4 66.0 78.8 96.4: 21.2 3.6
Old : 100.0: 67.5 29.5 0.9 10.4 66.0 78.8 96.4: 21.2 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 : 108: 62 10 3 9 26 72 39:
Old : 108: 62 10 3 9 26 72 39:
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 : 21.7 34.8 32.9 54.3 21.7 34.8 32.9 54.3
Old : 21.7 34.8 32.9 54.3 21.7 34.8 32.9 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, October 4, 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 : 13,071: 10,058 469 0 522 11,234 10,580 11,703: 2,491 1,368
Old : 13,071: 10,058 469 0 522 11,234 10,580 11,703: 2,491 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 187: 522 -137 -22 62 672 562 513: -375 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 3.6 0.0 4.0 85.9 80.9 89.5: 19.1 10.5
Old : 100.0: 76.9 3.6 0.0 4.0 85.9 80.9 89.5: 19.1 10.5
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 : 55: 27 4 0 11 22 38 26:
Old : 55: 27 4 0 11 22 38 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 : 39.8 45.8 55.9 68.9 39.8 45.1 55.9 68.0
Old : 39.8 45.8 55.9 68.9 39.8 45.1 55.9 68.0
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 Code-111652
Commitments of Traders - Futures Only, October 4, 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 : 134,972: 22,754 2,609 11,488 86,835 111,646 121,077 125,743: 13,895 9,229
Old : 134,972: 22,754 2,609 11,488 86,835 111,646 121,077 125,743: 13,895 9,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -11,564: -19 -1,468 -2,142 -7,612 -7,144 -9,773 -10,754: -1,791 -810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 1.9 8.5 64.3 82.7 89.7 93.2: 10.3 6.8
Old : 100.0: 16.9 1.9 8.5 64.3 82.7 89.7 93.2: 10.3 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 42 12 31 63 77 117 110:
Old : 141: 42 12 31 63 77 117 110:
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 : 26.3 24.0 42.4 38.1 17.8 18.4 28.5 28.9
Old : 26.3 24.0 42.4 38.1 17.8 18.4 28.5 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2005