NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 164,803 COMMITMENTS 18,087 24,406 13,024 108,879 100,957 139,990 138,387 24,813 26,416 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 10,048) 5,333 -1,670 1,656 3,133 9,776 10,122 9,762 -74 286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 14.8 7.9 66.1 61.3 84.9 84.0 15.1 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 25 27 33 59 73 108 111 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 405,574 COMMITMENTS 23,670 69,323 108,378 208,403 196,831 340,451 374,532 65,123 31,042 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -4,679) 1,420 -8,417 1,743 -15,037 -2,339 -11,874 -9,013 7,195 4,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 17.1 26.7 51.4 48.5 83.9 92.3 16.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 49 51 66 94 76 173 168 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 70,114 COMMITMENTS 3,443 4,088 2,741 58,607 60,935 64,791 67,764 5,323 2,350 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 844) 428 -620 620 -1,088 -288 -40 -288 884 1,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 5.8 3.9 83.6 86.9 92.4 96.6 7.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 2 28 23 30 25 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 44,953 COMMITMENTS 1,906 2,464 1,604 38,078 35,508 41,588 39,576 3,365 5,377 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -100) -3,360 0 1,176 958 -1,472 -1,226 -296 1,126 196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 5.5 3.6 84.7 79.0 92.5 88.0 7.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 15 14 17 17 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 37,154 COMMITMENTS 2,563 3,203 2,022 27,731 29,529 32,316 34,754 4,838 2,400 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 2,547) -1,218 -432 361 1,978 1,645 1,121 1,574 1,426 973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 8.6 5.4 74.6 79.5 87.0 93.5 13.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 3 21 17 24 21 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,427 COMMITMENTS 5,320 545 1,812 49,611 47,816 56,743 50,173 3,684 10,254 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 1,348) 532 56 134 -575 -1,725 91 -1,535 1,257 2,883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 0.9 3.0 82.1 79.1 93.9 83.0 6.1 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 21 17 23 19 HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 29,571 COMMITMENTS 3,108 2,124 0 25,569 22,755 28,677 24,879 894 4,692 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 7.2 0.0 86.5 77.0 97.0 84.1 3.0 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 13 11 15 12 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 931,510 COMMITMENTS 229,123 58,565 153,677 534,866 713,367 917,666 925,609 13,844 5,901 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 24,714) 12,659 -8,746 9,210 5,064 24,871 26,933 25,335 -2,219 -621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 6.3 16.5 57.4 76.6 98.5 99.4 1.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 20 11 28 87 76 120 106 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 106,378 COMMITMENTS 38,448 35,022 20,377 41,968 49,613 100,793 105,012 5,585 1,366 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 17,650) 13,734 12,032 40 2,186 6,192 15,960 18,264 1,690 -614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 32.9 19.2 39.5 46.6 94.7 98.7 5.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 10 5 12 24 25 38 38 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,716 COMMITMENTS 4,736 3,370 5,475 26,366 27,692 36,577 36,537 139 179 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 2,406) -760 1,540 560 2,617 317 2,417 2,417 -11 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 9.2 14.9 71.8 75.4 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 6 24 26 30 33 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,711 COMMITMENTS 2,103 4,558 917 17,691 15,236 20,711 20,711 0 0 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 672) -20 200 56 636 416 672 672 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 22.0 4.4 85.4 73.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 2 16 15 19 19 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| 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 302 2,686 1,174 6,060 3,676 7,536 7,536 0 0 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 35.6 15.6 80.4 48.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 3 11 10 14 14 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 713,890 COMMITMENTS 98,204 64,354 90,677 476,155 494,844 665,036 649,875 48,854 64,015 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -4,923) 11,753 -6,172 5,236 -19,375 3,467 -2,386 2,531 -2,537 -7,454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 9.0 12.7 66.7 69.3 93.2 91.0 6.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 55 63 66 78 84 178 174 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,947 COMMITMENTS 7,605 2,012 173 2,522 9,674 10,300 11,859 2,647 1,088 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 162) 62 -70 173 62 100 297 203 -135 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.7 15.5 1.3 19.5 74.7 79.6 91.6 20.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 65 15 3 10 23 78 41 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,330 COMMITMENTS 3,330 297 0 2,399 6,277 5,729 6,574 1,601 756 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: 721) 693 68 0 -79 629 614 697 107 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.4 4.1 0.0 32.7 85.6 78.2 89.7 21.8 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 21 4 0 9 15 30 19 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 01/25/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 168,126 COMMITMENTS 24,822 6,800 13,060 115,839 136,132 153,721 155,992 14,405 12,134 CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -255) 4,710 -1,579 923 -5,776 2,486 -143 1,830 -112 -2,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 4.0 7.8 68.9 81.0 91.4 92.8 8.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 36 24 38 76 83 134 128
Updated January 28, 2005