NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 149,494 COMMITMENTS 10,816 24,395 12,018 102,327 88,935 125,161 125,348 24,333 24,146 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -9,638) -600 2,068 552 -9,916 -11,120 -9,964 -8,500 326 -1,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 16.3 8.0 68.4 59.5 83.7 83.8 16.3 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 20 28 30 62 67 103 107 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 395,907 COMMITMENTS 21,781 69,414 103,663 212,115 193,458 337,559 366,535 58,348 29,372 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 10,031) 1,835 5,805 -54 9,882 1,230 11,663 6,981 -1,632 3,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 17.5 26.2 53.6 48.9 85.3 92.6 14.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 45 54 60 94 74 170 161 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 68,474 COMMITMENTS 3,015 6,420 2,121 58,767 58,715 63,903 67,256 4,571 1,218 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,096) 2,363 0 -651 -4,106 -1,228 -2,394 -1,879 298 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 9.4 3.1 85.8 85.7 93.3 98.2 6.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 28 23 29 25 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 44,627 COMMITMENTS 5,266 2,464 428 36,694 36,126 42,388 39,018 2,239 5,609 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,258) 578 -7,468 -1,712 -4,935 2,448 -6,069 -6,732 -189 474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 5.5 1.0 82.2 81.0 95.0 87.4 5.0 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 15 12 17 14 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 30,047 COMMITMENTS 1,639 2,021 1,104 24,457 25,398 27,200 28,523 2,847 1,524 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -6,066) -1,315 -1,377 -153 -4,288 -4,529 -5,756 -6,059 -310 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 6.7 3.7 81.4 84.5 90.5 94.9 9.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 2 18 15 21 19 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 50,102 COMMITMENTS 1,736 284 866 44,563 43,013 47,165 44,163 2,937 5,939 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -2,279) 186 124 -310 -2,310 -2,966 -2,434 -3,152 155 873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.6 1.7 88.9 85.9 94.1 88.1 5.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 22 18 24 20 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 852,117 COMMITMENTS 186,172 59,260 127,924 524,746 659,923 838,842 847,107 13,275 5,010 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -27,206) 14,014 5,912 -1,085 -41,141 -26,191 -28,212 -21,364 1,006 -5,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 7.0 15.0 61.6 77.4 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 14 12 24 72 68 99 93 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,421 COMMITMENTS 7,518 14,597 21,595 34,270 29,761 63,383 65,953 4,038 1,468 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 6,367) -1,587 567 2,731 6,002 4,262 7,146 7,560 -779 -1,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 21.7 32.0 50.8 44.1 94.0 97.8 6.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 5 9 19 20 30 29 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 32,910 COMMITMENTS 5,000 244 5,284 22,346 26,562 32,630 32,090 280 820 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,408) 337 64 -197 -1,311 -1,174 -1,171 -1,307 -237 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 0.7 16.1 67.9 80.7 99.1 97.5 0.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 5 22 24 27 29 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,414 COMMITMENTS 1,681 3,806 840 16,893 14,768 19,414 19,414 0 0 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,940) -276 -1,242 -230 -1,434 -468 -1,940 -1,940 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 19.6 4.3 87.0 76.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 1 15 12 17 15 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 6,860 COMMITMENTS 842 2,550 634 5,384 3,424 6,860 6,608 0 252 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -794) -46 460 -460 -265 -1,046 -771 -1,046 -23 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 37.2 9.2 78.5 49.9 100.0 96.3 0.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 10 10 13 13 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 683,120 COMMITMENTS 74,567 67,020 74,091 479,579 465,979 628,237 607,090 54,883 76,030 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: 26,662) 4,580 2,052 385 10,441 10,620 15,406 13,057 11,256 13,605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 9.8 10.8 70.2 68.2 92.0 88.9 8.0 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 42 64 63 77 82 163 171 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,598 COMMITMENTS 7,255 2,657 34 2,598 8,766 9,887 11,457 2,711 1,141 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -38) 48 163 -57 19 -131 10 -25 -48 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.6 21.1 0.3 20.6 69.6 78.5 90.9 21.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 61 20 1 9 23 71 43 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,201 COMMITMENTS 2,293 167 80 2,404 5,183 4,777 5,430 1,424 771 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -126) -6 11 80 -18 87 56 178 -182 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 2.7 1.3 38.8 83.6 77.0 87.6 23.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 16 2 1 10 14 26 17 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 159,903 COMMITMENTS 16,442 13,687 12,883 119,856 119,422 149,181 145,992 10,722 13,911 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -4,679) 972 513 846 -5,334 -3,767 -3,516 -2,408 -1,163 -2,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 8.6 8.1 75.0 74.7 93.3 91.3 6.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 29 28 32 75 70 123 116 HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,115 COMMITMENTS 0 3,805 4,320 13,615 9,990 17,935 18,115 180 0 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -1,093) -15 666 -766 -312 -993 -1,093 -1,093 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 21.0 23.8 75.2 55.1 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 5 2 14 13 16 18 UNL GAS CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/04/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,677 COMMITMENTS 450 2,106 402 7,825 6,169 8,677 8,677 0 0 CHANGES FROM 12/28/04 (CHANGE IN OPEN INTEREST: -330) -100 -410 -45 -185 125 -330 -330 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 24.3 4.6 90.2 71.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 15 14 17 16
Updated January 7, 2005