NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 188,995: 11,580 24,676 34,199 114,980 102,800 160,759 161,675: 28,237 27,321
Old : 188,995: 11,580 24,676 34,199 114,980 102,800 160,759 161,675: 28,237 27,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -7,395: -82 2,002 1,232 -9,166 -9,814 -8,015 -6,580: 621 -814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 13.1 18.1 60.8 54.4 85.1 85.5: 14.9 14.5
Old : 100.0: 6.1 13.1 18.1 60.8 54.4 85.1 85.5: 14.9 14.5
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 : 131: 18 32 37 65 71 110 116:
Old : 131: 18 32 37 65 71 110 116:
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 : 25.7 16.3 36.9 25.9 20.3 9.9 28.1 15.9
Old : 25.7 16.3 36.9 25.9 20.3 9.9 28.1 15.9
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, January 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 : 681,696: 28,266 61,663 259,960 330,082 325,790 618,308 647,413: 63,388 34,283
Old : 681,696: 28,266 61,663 259,960 330,082 325,790 618,308 647,413: 63,388 34,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 36,156: 4,530 4,394 14,729 18,588 13,779 37,847 32,902: -1,691 3,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 9.0 38.1 48.4 47.8 90.7 95.0: 9.3 5.0
Old : 100.0: 4.1 9.0 38.1 48.4 47.8 90.7 95.0: 9.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 43 62 72 97 85 179 184:
Old : 207: 43 62 72 97 85 179 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 22.3 31.7 35.1 3.7 6.4 5.7 10.1
Old : 19.7 22.3 31.7 35.1 3.7 6.4 5.7 10.1
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, January 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 : 68,474: 3,015 6,420 2,121 58,767 58,715 63,903 67,256: 4,571 1,218
Old : 68,474: 3,015 6,420 2,121 58,767 58,715 63,903 67,256: 4,571 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,096: 2,363 0 -651 -4,106 -1,228 -2,394 -1,879: 298 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.4 3.1 85.8 85.7 93.3 98.2: 6.7 1.8
Old : 100.0: 4.4 9.4 3.1 85.8 85.7 93.3 98.2: 6.7 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 : 33: 1 1 1 28 23 29 25:
Old : 33: 1 1 1 28 23 29 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 : 44.0 59.7 64.9 73.3 42.3 55.2 52.5 62.7
Old : 44.0 59.7 64.9 73.3 42.3 55.2 52.5 62.7
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, January 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 : 44,627: 5,266 2,464 428 36,694 36,126 42,388 39,018: 2,239 5,609
Old : 44,627: 5,266 2,464 428 36,694 36,126 42,388 39,018: 2,239 5,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6,258: 578 -7,468 -1,712 -4,935 2,448 -6,069 -6,732: -189 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.5 1.0 82.2 81.0 95.0 87.4: 5.0 12.6
Old : 100.0: 11.8 5.5 1.0 82.2 81.0 95.0 87.4: 5.0 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 1 15 12 17 14:
Old : 21: 1 2 1 15 12 17 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 : 51.8 63.6 82.2 79.2 45.9 62.4 73.8 72.8
Old : 51.8 63.6 82.2 79.2 45.9 62.4 73.8 72.8
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
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 30,047: 1,639 2,021 1,104 24,457 25,398 27,200 28,523: 2,847 1,524
Old : 30,047: 1,639 2,021 1,104 24,457 25,398 27,200 28,523: 2,847 1,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -6,066: -1,315 -1,377 -153 -4,288 -4,529 -5,756 -6,059: -310 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 6.7 3.7 81.4 84.5 90.5 94.9: 9.5 5.1
Old : 100.0: 5.5 6.7 3.7 81.4 84.5 90.5 94.9: 9.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 2 18 15 21 19:
Old : 25: 3 2 2 18 15 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 : 47.7 47.7 66.8 69.1 39.4 38.1 52.9 56.0
Old : 47.7 47.7 66.8 69.1 39.4 38.1 52.9 56.0
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, January 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 : 50,102: 1,736 284 866 44,563 43,013 47,165 44,163: 2,937 5,939
Old : 50,102: 1,736 284 866 44,563 43,013 47,165 44,163: 2,937 5,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,279: 186 124 -310 -2,310 -2,966 -2,434 -3,152: 155 873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.6 1.7 88.9 85.9 94.1 88.1: 5.9 11.9
Old : 100.0: 3.5 0.6 1.7 88.9 85.9 94.1 88.1: 5.9 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 : 26: 1 1 2 22 18 24 20:
Old : 26: 1 1 2 22 18 24 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 : 47.1 60.9 71.0 74.3 41.5 48.6 58.4 60.2
Old : 47.1 60.9 71.0 74.3 41.5 48.6 58.4 60.2
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, January 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 : 852,117: 186,172 59,260 127,924 524,746 659,923 838,842 847,107: 13,275 5,010
Old : 852,117: 186,172 59,260 127,924 524,746 659,923 838,842 847,107: 13,275 5,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -27,206: 14,014 5,912 -1,085 -41,141 -26,191 -28,212 -21,364: 1,006 -5,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 7.0 15.0 61.6 77.4 98.4 99.4: 1.6 0.6
Old : 100.0: 21.8 7.0 15.0 61.6 77.4 98.4 99.4: 1.6 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 : 106: 14 12 24 72 68 99 93:
Old : 106: 14 12 24 72 68 99 93:
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 : 33.5 24.4 46.0 38.5 26.6 20.0 33.3 30.0
Old : 33.5 24.4 46.0 38.5 26.6 20.0 33.3 30.0
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, January 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 : 67,421: 7,518 14,597 21,595 34,270 29,761 63,383 65,953: 4,038 1,468
Old : 67,421: 7,518 14,597 21,595 34,270 29,761 63,383 65,953: 4,038 1,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 6,367: -1,587 567 2,731 6,002 4,262 7,146 7,560: -779 -1,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 21.7 32.0 50.8 44.1 94.0 97.8: 6.0 2.2
Old : 100.0: 11.2 21.7 32.0 50.8 44.1 94.0 97.8: 6.0 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 : 33: 6 5 9 19 20 30 29:
Old : 33: 6 5 9 19 20 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 : 53.1 50.5 68.6 73.9 22.5 25.7 31.9 36.3
Old : 53.1 50.5 68.6 73.9 22.5 25.7 31.9 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 33,726: 5,000 178 5,725 22,721 27,003 33,446 32,906: 280 820
Old : 33,726: 5,000 178 5,725 22,721 27,003 33,446 32,906: 280 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,353: 271 -2 -104 -1,283 -1,147 -1,116 -1,252: -237 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.5 17.0 67.4 80.1 99.2 97.6: 0.8 2.4
Old : 100.0: 14.8 0.5 17.0 67.4 80.1 99.2 97.6: 0.8 2.4
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 : 31: 3 2 5 22 24 27 29:
Old : 31: 3 2 5 22 24 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 : 52.2 69.1 75.5 79.8 47.6 59.9 57.5 62.5
Old : 52.2 69.1 75.5 79.8 47.6 59.9 57.5 62.5
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, January 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 : 19,414: 1,681 3,806 840 16,893 14,768 19,414 19,414: 0 0
Old : 19,414: 1,681 3,806 840 16,893 14,768 19,414 19,414: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,940: -276 -1,242 -230 -1,434 -468 -1,940 -1,940: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 19.6 4.3 87.0 76.1 100.0 100.0: 0.0 0.0
Old : 100.0: 8.7 19.6 4.3 87.0 76.1 100.0 100.0: 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 : 23: 1 3 1 15 12 17 15:
Old : 23: 1 3 1 15 12 17 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 : 79.1 61.7 91.0 81.4 76.5 59.1 82.8 76.2
Old : 79.1 61.7 91.0 81.4 76.5 59.1 82.8 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 6,860: 842 2,550 634 5,384 3,424 6,860 6,608: 0 252
Old : 6,860: 842 2,550 634 5,384 3,424 6,860 6,608: 0 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -794: -46 460 -460 -265 -1,046 -771 -1,046: -23 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 37.2 9.2 78.5 49.9 100.0 96.3: 0.0 3.7
Old : 100.0: 12.3 37.2 9.2 78.5 49.9 100.0 96.3: 0.0 3.7
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 : 20: 2 2 2 10 10 13 13:
Old : 20: 2 2 2 10 10 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 : 64.9 63.4 90.2 89.6 56.9 53.7 76.6 73.5
Old : 64.9 63.4 90.2 89.6 56.9 53.7 76.6 73.5
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, January 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 : 1,112,277: 76,249 38,191 265,395 705,292 723,596 1,046,936 1,027,183: 65,341 85,095
Old : 1,112,277: 76,249 38,191 265,395 705,292 723,596 1,046,936 1,027,183: 65,341 85,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: 15,335: 3,916 -443 -2,255 1,975 4,468 3,636 1,771: 11,699 13,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 3.4 23.9 63.4 65.1 94.1 92.3: 5.9 7.7
Old : 100.0: 6.9 3.4 23.9 63.4 65.1 94.1 92.3: 5.9 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 54 71 80 82 86 185 194:
Old : 225: 54 71 80 82 86 185 194:
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 : 20.7 24.2 32.5 34.7 10.3 10.9 14.9 14.2
Old : 20.7 24.2 32.5 34.7 10.3 10.9 14.9 14.2
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, January 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 : 12,598: 7,255 2,657 34 2,598 8,766 9,887 11,457: 2,711 1,141
Old : 12,598: 7,255 2,657 34 2,598 8,766 9,887 11,457: 2,711 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -38: 48 163 -57 19 -131 10 -25: -48 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 21.1 0.3 20.6 69.6 78.5 90.9: 21.5 9.1
Old : 100.0: 57.6 21.1 0.3 20.6 69.6 78.5 90.9: 21.5 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 61 20 1 9 23 71 43:
Old : 113: 61 20 1 9 23 71 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 : 25.3 42.6 39.0 57.9 25.3 42.6 39.0 57.9
Old : 25.3 42.6 39.0 57.9 25.3 42.6 39.0 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 6,205: 2,293 167 80 2,404 5,183 4,777 5,430: 1,428 775
Old : 6,205: 2,293 167 80 2,404 5,183 4,777 5,430: 1,428 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -124: -6 11 80 -18 87 56 178: -180 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 2.7 1.3 38.7 83.5 77.0 87.5: 23.0 12.5
Old : 100.0: 37.0 2.7 1.3 38.7 83.5 77.0 87.5: 23.0 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 : 40: 16 2 1 10 14 26 17:
Old : 40: 16 2 1 10 14 26 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 63.7 51.8 76.5 37.7 63.6 51.3 76.2
Old : 37.7 63.7 51.8 76.5 37.7 63.6 51.3 76.2
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, January 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 : 180,803: 16,515 13,345 26,648 125,239 125,389 168,402 165,382: 12,401 15,421
Old : 180,803: 16,515 13,345 26,648 125,239 125,389 168,402 165,382: 12,401 15,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -2,763: 1,554 -275 2,739 -5,870 -3,190 -1,578 -726: -1,186 -2,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 7.4 14.7 69.3 69.4 93.1 91.5: 6.9 8.5
Old : 100.0: 9.1 7.4 14.7 69.3 69.4 93.1 91.5: 6.9 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 : 152: 32 29 37 77 73 129 124:
Old : 152: 32 29 37 77 73 129 124:
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 : 32.4 19.1 43.3 29.7 28.6 13.0 35.5 19.2
Old : 32.4 19.1 43.3 29.7 28.6 13.0 35.5 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 18,115: 0 3,805 4,320 13,615 9,990 17,935 18,115: 180 0
Old : 18,115: 0 3,805 4,320 13,615 9,990 17,935 18,115: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -1,093: -15 666 -766 -312 -993 -1,093 -1,093: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.0 23.8 75.2 55.1 99.0 100.0: 1.0 0.0
Old : 100.0: 0.0 21.0 23.8 75.2 55.1 99.0 100.0: 1.0 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 : 25: 0 5 2 14 13 16 18:
Old : 25: 0 5 2 14 13 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 : 68.3 77.2 89.5 88.3 46.5 49.3 57.3 58.4
Old : 68.3 77.2 89.5 88.3 46.5 49.3 57.3 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 8,677: 450 2,106 402 7,825 6,169 8,677 8,677: 0 0
Old : 8,677: 450 2,106 402 7,825 6,169 8,677 8,677: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2004 :
: -330: -100 -410 -45 -185 125 -330 -330: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 24.3 4.6 90.2 71.1 100.0 100.0: 0.0 0.0
Old : 100.0: 5.2 24.3 4.6 90.2 71.1 100.0 100.0: 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 : 21: 1 1 2 15 14 17 16:
Old : 21: 1 1 2 15 14 17 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 : 60.3 74.0 81.9 89.9 43.9 50.3 52.2 53.7
Old : 60.3 74.0 81.9 89.9 43.9 50.3 52.2 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2005