NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, October 18, 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 : 175,228: 19,689 24,275 22,244 101,093 107,849 143,026 154,368: 32,202 20,860
Old : 175,228: 19,689 24,275 22,244 101,093 107,849 143,026 154,368: 32,202 20,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 2,718: -671 3,019 1,264 3,665 236 4,258 4,519: -1,540 -1,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 13.9 12.7 57.7 61.5 81.6 88.1: 18.4 11.9
Old : 100.0: 11.2 13.9 12.7 57.7 61.5 81.6 88.1: 18.4 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 33 29 39 68 63 120 114:
Old : 138: 33 29 39 68 63 120 114:
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 : 18.5 19.4 29.3 28.8 14.0 15.0 21.0 21.6
Old : 18.5 19.4 29.3 28.8 14.0 15.0 21.0 21.6
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 18, 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 : 556,099: 56,364 80,419 187,491 246,450 262,293 490,305 530,203: 65,794 25,896
Old : 556,099: 56,364 80,419 187,491 246,450 262,293 490,305 530,203: 65,794 25,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -803: -1,033 5,574 245 4,581 -1,222 3,793 4,597: -4,596 -5,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.5 33.7 44.3 47.2 88.2 95.3: 11.8 4.7
Old : 100.0: 10.1 14.5 33.7 44.3 47.2 88.2 95.3: 11.8 4.7
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 : 193: 54 41 68 92 79 182 154:
Old : 193: 54 41 68 92 79 182 154:
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 : 22.8 29.8 32.8 43.9 8.4 15.5 12.5 21.3
Old : 22.8 29.8 32.8 43.9 8.4 15.5 12.5 21.3
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 18, 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 : 101,262: 8,500 3,848 2,302 80,796 85,016 91,598 91,166: 9,664 10,096
Old : 101,262: 8,500 3,848 2,302 80,796 85,016 91,598 91,166: 9,664 10,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 822: -762 604 -906 2,788 1,430 1,120 1,128: -298 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.8 2.3 79.8 84.0 90.5 90.0: 9.5 10.0
Old : 100.0: 8.4 3.8 2.3 79.8 84.0 90.5 90.0: 9.5 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 : 36: 4 2 4 25 26 30 31:
Old : 36: 4 2 4 25 26 30 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 : 51.8 35.7 65.2 58.7 47.8 33.4 57.7 53.3
Old : 51.8 35.7 65.2 58.7 47.8 33.4 57.7 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, October 18, 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 : 55,219: 5,899 8,332 0 42,845 39,591 48,744 47,923: 6,475 7,296
Old : 55,219: 5,899 8,332 0 42,845 39,591 48,744 47,923: 6,475 7,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 15.1 0.0 77.6 71.7 88.3 86.8: 11.7 13.2
Old : 100.0: 10.7 15.1 0.0 77.6 71.7 88.3 86.8: 11.7 13.2
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: 2 2 0 13 14 15 16:
Old : 23: 2 2 0 13 14 15 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 : 55.6 51.1 75.8 72.9 53.5 48.1 72.0 68.4
Old : 55.6 51.1 75.8 72.9 53.5 48.1 72.0 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, October 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,209: 2 20,600 1,549 62,190 45,573 63,741 67,722: 6,468 2,487
Old : 70,209: 2 20,600 1,549 62,190 45,573 63,741 67,722: 6,468 2,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,828: 0 -1,306 -699 1,855 4,479 1,156 2,474: 672 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 29.3 2.2 88.6 64.9 90.8 96.5: 9.2 3.5
Old : 100.0: 0.0 29.3 2.2 88.6 64.9 90.8 96.5: 9.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 4 18 18 22 22:
Old : 25: 1 3 4 18 18 22 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 : 49.0 55.6 69.0 73.3 39.6 50.9 55.9 63.2
Old : 49.0 55.6 69.0 73.3 39.6 50.9 55.9 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, October 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,256: 25,249 11,246 2,798 34,380 49,297 62,427 63,341: 7,829 6,915
Old : 70,256: 25,249 11,246 2,798 34,380 49,297 62,427 63,341: 7,829 6,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 2,078: 3,180 -1,680 -1,042 -314 3,960 1,824 1,238: 254 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 16.0 4.0 48.9 70.2 88.9 90.2: 11.1 9.8
Old : 100.0: 35.9 16.0 4.0 48.9 70.2 88.9 90.2: 11.1 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 : 26: 2 5 3 16 16 20 22:
Old : 26: 2 5 3 16 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 : 59.0 45.5 75.3 61.8 49.3 37.1 56.5 49.4
Old : 59.0 45.5 75.3 61.8 49.3 37.1 56.5 49.4
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 18, 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 : 63,890: 0 4,612 1,327 60,316 48,448 61,643 54,387: 2,247 9,503
Old : 63,890: 0 4,612 1,327 60,316 48,448 61,643 54,387: 2,247 9,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 849: 0 -1,293 990 344 1,237 1,334 934: -485 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 2.1 94.4 75.8 96.5 85.1: 3.5 14.9
Old : 100.0: 0.0 7.2 2.1 94.4 75.8 96.5 85.1: 3.5 14.9
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 : 22: 0 1 1 16 18 17 19:
Old : 22: 0 1 1 16 18 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 : 63.9 38.9 80.4 64.4 58.8 37.6 68.8 54.5
Old : 63.9 38.9 80.4 64.4 58.8 37.6 68.8 54.5
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 18, 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 : 65,528: 0 8,846 2,628 55,229 46,137 57,857 57,611: 7,671 7,917
Old : 65,528: 0 8,846 2,628 55,229 46,137 57,857 57,611: 7,671 7,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 923: 0 -1,696 1,426 -24 1,068 1,402 798: -479 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.5 4.0 84.3 70.4 88.3 87.9: 11.7 12.1
Old : 100.0: 0.0 13.5 4.0 84.3 70.4 88.3 87.9: 11.7 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 2 20 13 22 15:
Old : 25: 0 2 2 20 13 22 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 : 33.4 54.4 56.1 77.9 25.4 43.0 38.7 54.3
Old : 33.4 54.4 56.1 77.9 25.4 43.0 38.7 54.3
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 18, 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 : 45,901: 0 2,241 440 37,211 38,688 37,651 41,369: 8,250 4,532
Old : 45,901: 0 2,241 440 37,211 38,688 37,651 41,369: 8,250 4,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 2,050: 0 308 278 1,772 1,464 2,050 2,050: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 1.0 81.1 84.3 82.0 90.1: 18.0 9.9
Old : 100.0: 0.0 4.9 1.0 81.1 84.3 82.0 90.1: 18.0 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 : 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 : 60.6 67.9 75.8 85.3 59.4 67.6 70.9 81.4
Old : 60.6 67.9 75.8 85.3 59.4 67.6 70.9 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, October 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,843: 6,041 1,398 5,974 37,248 43,861 49,263 51,233: 8,580 6,610
Old : 57,843: 6,041 1,398 5,974 37,248 43,861 49,263 51,233: 8,580 6,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 802: -1,510 0 1,510 -233 -560 -233 950: 1,035 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 2.4 10.3 64.4 75.8 85.2 88.6: 14.8 11.4
Old : 100.0: 10.4 2.4 10.3 64.4 75.8 85.2 88.6: 14.8 11.4
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: 2 2 3 16 19 19 23:
Old : 25: 2 2 3 16 19 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 : 54.1 38.3 73.1 59.7 26.6 24.1 38.7 34.7
Old : 54.1 38.3 73.1 59.7 26.6 24.1 38.7 34.7
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 18, 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 : 1,364,215: 342,387 82,661 248,590 750,274 1,018,096 1,341,251 1,349,347: 22,964 14,868
Old : 1,364,215: 342,387 82,661 248,590 750,274 1,018,096 1,341,251 1,349,347: 22,964 14,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 63,973: -5,699 5,404 26,347 39,326 28,499 59,974 60,250: 3,999 3,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 6.1 18.2 55.0 74.6 98.3 98.9: 1.7 1.1
Old : 100.0: 25.1 6.1 18.2 55.0 74.6 98.3 98.9: 1.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 28 12 34 87 78 125 114:
Old : 133: 28 12 34 87 78 125 114:
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 : 23.1 25.2 36.7 41.1 17.0 18.4 25.1 29.9
Old : 23.1 25.2 36.7 41.1 17.0 18.4 25.1 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, October 18, 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 : 250,677: 70,626 71,969 56,342 120,230 120,366 247,198 248,677: 3,479 2,000
Old : 250,677: 70,626 71,969 56,342 120,230 120,366 247,198 248,677: 3,479 2,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 20,980: 1,819 19,835 896 18,115 172 20,830 20,903: 150 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 28.7 22.5 48.0 48.0 98.6 99.2: 1.4 0.8
Old : 100.0: 28.2 28.7 22.5 48.0 48.0 98.6 99.2: 1.4 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 : 47: 10 9 15 27 26 45 42:
Old : 47: 10 9 15 27 26 45 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 51.8 53.9 67.2 25.2 34.0 35.6 42.3
Old : 32.4 51.8 53.9 67.2 25.2 34.0 35.6 42.3
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 18, 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 : 76,100: 27,610 10,460 10,062 38,220 55,138 75,892 75,660: 208 440
Old : 76,100: 27,610 10,460 10,062 38,220 55,138 75,892 75,660: 208 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -183: 1,500 1,400 -620 -463 -1,243 417 -463: -600 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 13.7 13.2 50.2 72.5 99.7 99.4: 0.3 0.6
Old : 100.0: 36.3 13.7 13.2 50.2 72.5 99.7 99.4: 0.3 0.6
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 : 50: 4 6 9 35 40 45 49:
Old : 50: 4 6 9 35 40 45 49:
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 : 58.9 41.8 69.4 60.8 50.8 37.3 56.5 51.9
Old : 58.9 41.8 69.4 60.8 50.8 37.3 56.5 51.9
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 18, 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 : 27,598: 5,185 4,848 2,518 19,789 19,617 27,492 26,983: 106 615
Old : 27,598: 5,185 4,848 2,518 19,789 19,617 27,492 26,983: 106 615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 568: 1,484 -40 40 -1,062 462 462 462: 106 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 17.6 9.1 71.7 71.1 99.6 97.8: 0.4 2.2
Old : 100.0: 18.8 17.6 9.1 71.7 71.1 99.6 97.8: 0.4 2.2
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 : 36: 4 3 6 20 23 27 29:
Old : 36: 4 3 6 20 23 27 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 : 58.3 53.6 77.9 74.2 54.4 49.7 72.5 67.6
Old : 58.3 53.6 77.9 74.2 54.4 49.7 72.5 67.6
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 Code-06465B
Commitments of Traders - Futures Only, October 18, 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 : 9,243: 743 3,295 2,454 6,046 3,494 9,243 9,243: 0 0
Old : 9,243: 743 3,295 2,454 6,046 3,494 9,243 9,243: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 445: 59 689 4 382 -248 445 445: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 35.6 26.5 65.4 37.8 100.0 100.0: 0.0 0.0
Old : 100.0: 8.0 35.6 26.5 65.4 37.8 100.0 100.0: 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 : 24: 3 3 3 14 9 19 13:
Old : 24: 3 3 3 14 9 19 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 : 41.4 62.2 66.4 90.3 30.0 48.0 51.6 63.9
Old : 41.4 62.2 66.4 90.3 30.0 48.0 51.6 63.9
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 18, 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 : 17,530: 2,900 3,868 1,972 12,238 11,430 17,110 17,270: 420 260
Old : 17,530: 2,900 3,868 1,972 12,238 11,430 17,110 17,270: 420 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -60: -240 -120 120 20 -10 -100 -10: 40 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 22.1 11.2 69.8 65.2 97.6 98.5: 2.4 1.5
Old : 100.0: 16.5 22.1 11.2 69.8 65.2 97.6 98.5: 2.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 4 7 20 21 27 28:
Old : 31: 3 4 7 20 21 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 : 45.9 56.5 69.8 78.2 39.2 45.7 55.4 60.8
Old : 45.9 56.5 69.8 78.2 39.2 45.7 55.4 60.8
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 18, 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 : 24,366: 11,360 120 1,530 10,618 22,424 23,508 24,074: 858 292
Old : 24,366: 11,360 120 1,530 10,618 22,424 23,508 24,074: 858 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 90: -50 0 50 260 0 260 50: -170 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 0.5 6.3 43.6 92.0 96.5 98.8: 3.5 1.2
Old : 100.0: 46.6 0.5 6.3 43.6 92.0 96.5 98.8: 3.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 3 22 25 25 28:
Old : 31: 2 1 3 22 25 25 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 : 67.8 54.3 79.0 76.0 59.8 50.9 69.3 68.2
Old : 67.8 54.3 79.0 76.0 59.8 50.9 69.3 68.2
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 18, 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 : 9,656: 1,630 120 820 6,902 8,616 9,352 9,556: 304 100
Old : 9,656: 1,630 120 820 6,902 8,616 9,352 9,556: 304 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 510: -310 0 0 540 690 230 690: 280 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 1.2 8.5 71.5 89.2 96.9 99.0: 3.1 1.0
Old : 100.0: 16.9 1.2 8.5 71.5 89.2 96.9 99.0: 3.1 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 : 22: 2 1 2 16 11 18 14:
Old : 22: 2 1 2 16 11 18 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 : 59.0 73.4 82.8 90.3 48.4 69.2 67.0 75.1
Old : 59.0 73.4 82.8 90.3 48.4 69.2 67.0 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, October 18, 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 : 860,139: 123,903 150,021 133,867 549,911 503,139 807,681 787,027: 52,458 73,112
Old : 860,139: 123,903 150,021 133,867 549,911 503,139 807,681 787,027: 52,458 73,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 7,770: 17,028 2,576 -8,261 4,099 17,286 12,866 11,601: -5,096 -3,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 17.4 15.6 63.9 58.5 93.9 91.5: 6.1 8.5
Old : 100.0: 14.4 17.4 15.6 63.9 58.5 93.9 91.5: 6.1 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 : 244: 55 95 92 79 80 195 211:
Old : 244: 55 95 92 79 80 195 211:
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 : 24.9 18.2 36.9 28.3 20.4 12.2 28.3 18.3
Old : 24.9 18.2 36.9 28.3 20.4 12.2 28.3 18.3
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 18, 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 : 13,255: 9,073 2,463 165 1,431 10,164 10,669 12,792: 2,586 463
Old : 13,255: 9,073 2,463 165 1,431 10,164 10,669 12,792: 2,586 463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 139: 443 -505 -15 31 628 459 108: -320 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 18.6 1.2 10.8 76.7 80.5 96.5: 19.5 3.5
Old : 100.0: 68.4 18.6 1.2 10.8 76.7 80.5 96.5: 19.5 3.5
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 : 112: 63 10 3 11 27 76 40:
Old : 112: 63 10 3 11 27 76 40:
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 : 23.8 33.2 36.9 51.0 23.8 33.2 36.9 51.0
Old : 23.8 33.2 36.9 51.0 23.8 33.2 36.9 51.0
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 18, 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 : 12,560: 9,361 536 12 848 10,670 10,221 11,218: 2,339 1,342
Old : 12,560: 9,361 536 12 848 10,670 10,221 11,218: 2,339 1,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -895: -975 -19 0 295 -842 -680 -861: -215 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 4.3 0.1 6.8 85.0 81.4 89.3: 18.6 10.7
Old : 100.0: 74.5 4.3 0.1 6.8 85.0 81.4 89.3: 18.6 10.7
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 : 56: 27 5 1 12 20 39 26:
Old : 56: 27 5 1 12 20 39 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 : 36.3 47.4 53.3 72.4 36.3 45.7 53.3 70.7
Old : 36.3 47.4 53.3 72.4 36.3 45.7 53.3 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, October 18, 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 : 133,768: 27,635 3,897 10,977 82,743 109,508 121,355 124,382: 12,413 9,386
Old : 133,768: 27,635 3,897 10,977 82,743 109,508 121,355 124,382: 12,413 9,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -1,040: 1,367 1,492 -1,331 1,337 -329 1,373 -168: -2,413 -872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 2.9 8.2 61.9 81.9 90.7 93.0: 9.3 7.0
Old : 100.0: 20.7 2.9 8.2 61.9 81.9 90.7 93.0: 9.3 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 : 147: 48 13 33 62 74 121 111:
Old : 147: 48 13 33 62 74 121 111:
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 : 24.4 25.1 40.1 40.0 18.3 18.6 27.5 29.6
Old : 24.4 25.1 40.1 40.0 18.3 18.6 27.5 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2005