NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 150,491
COMMITMENTS
9,944 24,979 12,093 104,244 89,949 126,281 127,021 24,210 23,470
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 997)
-872 584 75 1,917 1,014 1,120 1,673 -123 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 16.6 8.0 69.3 59.8 83.9 84.4 16.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
19 30 28 63 68 103 107
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 405,241
COMMITMENTS
21,013 75,895 105,786 218,216 193,986 345,015 375,667 60,226 29,574
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 9,334)
-768 6,481 2,123 6,101 528 7,456 9,132 1,878 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 18.7 26.1 53.8 47.9 85.1 92.7 14.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
45 58 64 97 79 177 173
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,207
COMMITMENTS
3,015 6,420 2,121 58,984 57,592 64,120 66,133 4,087 2,074
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -267)
0 0 0 217 -1,123 217 -1,123 -484 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 9.4 3.1 86.5 84.4 94.0 97.0 6.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 29 23 30 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,751
COMMITMENTS
5,266 2,464 428 36,818 36,678 42,512 39,570 2,239 5,181
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 124)
0 0 0 124 552 124 552 0 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 5.5 1.0 82.3 82.0 95.0 88.4 5.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 15 13 17 15
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 31,605
COMMITMENTS
3,264 2,299 1,044 23,703 26,722 28,011 30,065 3,594 1,540
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,558)
1,625 278 -60 -754 1,324 811 1,542 747 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 7.3 3.3 75.0 84.5 88.6 95.1 11.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 19 16 22 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,346
COMMITMENTS
4,846 284 1,318 48,308 48,038 54,472 49,640 2,874 7,706
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 7,244)
3,110 0 452 3,745 5,025 7,307 5,477 -63 1,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 0.5 2.3 84.2 83.8 95.0 86.6 5.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 22 18 24 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 25,116
COMMITMENTS
1,587 568 1,199 15,289 18,859 18,075 20,626 7,041 4,490
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 2.3 4.8 60.9 75.1 72.0 82.1 28.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 12 13 14 15
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 883,809
COMMITMENTS
199,895 61,088 142,635 525,055 673,767 867,585 877,490 16,224 6,319
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 31,692)
13,723 1,828 14,711 309 13,844 28,743 30,383 2,949 1,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 6.9 16.1 59.4 76.2 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
15 12 25 73 69 101 95
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,609
COMMITMENTS
12,501 17,907 22,460 40,039 36,996 75,000 77,363 3,609 1,246
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 11,188)
4,983 3,310 865 5,769 7,235 11,617 11,410 -429 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 22.8 28.6 50.9 47.1 95.4 98.4 4.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 7 12 22 22 35 35
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,073
COMMITMENTS
5,126 1,390 5,175 23,613 26,819 33,914 33,384 159 689
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 1,163)
126 1,146 -109 1,267 257 1,284 1,294 -121 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 4.1 15.2 69.3 78.7 99.5 98.0 0.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 6 25 26 31 32
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,607
COMMITMENTS
1,727 4,010 861 16,975 14,692 19,563 19,563 44 44
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 193)
46 204 21 82 -76 149 149 44 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 20.5 4.4 86.6 74.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 2 16 12 19 16
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,536
COMMITMENTS
544 2,928 932 6,060 3,676 7,536 7,536 0 0
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 676)
-298 378 298 676 252 676 928 0 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 38.9 12.4 80.4 48.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 10 10 13 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 707,361
COMMITMENTS
79,563 70,949 90,144 488,223 478,166 657,930 639,259 49,431 68,102
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 24,241)
4,996 3,929 16,053 8,644 12,187 29,693 32,169 -5,452 -7,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 10.0 12.7 69.0 67.6 93.0 90.4 7.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
47 68 72 78 83 177 181
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,736
COMMITMENTS
7,417 2,499 91 2,462 9,148 9,970 11,738 2,766 998
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 138)
162 -158 57 -136 382 83 281 55 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.2 19.6 0.7 19.3 71.8 78.3 92.2 21.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
65 17 3 9 24 77 43
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,443
COMMITMENTS
2,399 549 0 2,602 5,195 5,001 5,744 1,442 699
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 242)
106 382 -80 198 12 224 314 18 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 8.5 0.0 40.4 80.6 77.6 89.2 22.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 5 0 12 13 27 18
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 157,747
COMMITMENTS
17,458 9,392 12,854 114,948 122,365 145,260 144,611 12,487 13,136
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: -2,156)
1,016 -4,295 -29 -4,908 2,943 -3,921 -1,381 1,765 -775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 6.0 8.1 72.9 77.6 92.1 91.7 7.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
29 29 35 74 74 123 121
HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,790
COMMITMENTS
0 3,485 4,590 13,990 10,715 18,580 18,790 210 0
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 675)
0 -320 270 375 725 645 675 30 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.5 24.4 74.5 57.0 98.9 100.0 1.1 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 01/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,752
COMMITMENTS
450 2,031 402 7,900 6,319 8,752 8,752 0 0
CHANGES FROM 01/04/05 (CHANGE IN OPEN INTEREST: 75)
0 -75 0 75 150 75 75 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 23.2 4.6 90.3 72.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 15 14 17 16
Updated January 11, 2005