NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 147,894
COMMITMENTS
15,213 23,512 10,147 95,608 87,473 120,968 121,132 26,926 26,762
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -9,800)
-4,642 -773 -1,835 -4,843 -10,309 -11,320 -12,917 1,520 3,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 15.9 6.9 64.6 59.1 81.8 81.9 18.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
21 26 26 57 61 98 94
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(10,000 MMBTU'S) OPEN INTEREST: 397,165
COMMITMENTS
27,275 59,263 111,813 190,280 192,963 329,368 364,039 67,797 33,126
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 5,256)
2,034 3,487 5,758 -2,140 -3,696 5,652 5,549 -396 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 14.9 28.2 47.9 48.6 82.9 91.7 17.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
43 53 64 89 70 168 158
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(2,500 MMBTU'S) OPEN INTEREST: 64,533
COMMITMENTS
4,119 2,444 1,209 52,198 57,522 57,526 61,175 7,007 3,358
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 606)
-360 -1,644 -496 1,400 2,256 544 116 62 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 3.8 1.9 80.9 89.1 89.1 94.8 10.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 28 22 30 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,420
COMMITMENTS
2,125 4,361 2,531 28,794 27,041 33,450 33,933 3,970 3,487
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 797)
-194 124 465 1,076 -196 1,347 393 -550 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 11.7 6.8 76.9 72.3 89.4 90.7 10.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 19 19 22 23
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(2,500 MMBTU'S) OPEN INTEREST: 61,348
COMMITMENTS
6,828 0 1,154 47,680 48,619 55,662 49,773 5,686 11,575
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,693)
0 -321 -434 2,513 1,197 2,079 442 614 2,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 0.0 1.9 77.7 79.3 90.7 81.1 9.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 19 17 20 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(2,500 MMBTU'S) OPEN INTEREST: 936,999
COMMITMENTS
236,820 61,933 164,567 518,967 702,213 920,354 928,713 16,645 8,286
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 23,997)
-1,364 -2,681 9,385 16,337 16,235 24,358 22,939 -361 1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 6.6 17.6 55.4 74.9 98.2 99.1 1.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
18 9 24 77 72 106 98
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 104,723
COMMITMENTS
17,677 31,248 29,073 53,545 42,571 100,295 102,892 4,428 1,831
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 4,751)
-1,524 2,711 2,018 3,904 245 4,398 4,974 353 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 29.8 27.8 51.1 40.7 95.8 98.3 4.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 7 10 22 23 36 35
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 37,013
COMMITMENTS
4,784 6,790 5,365 26,356 24,788 36,505 36,943 508 70
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 1,776)
700 2,120 -20 1,185 -255 1,865 1,845 -89 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 18.3 14.5 71.2 67.0 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 6 6 21 26 27 35
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,029
COMMITMENTS
1,896 2,106 1,665 15,468 15,258 19,029 19,029 0 0
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -1,728)
-299 -2,452 748 -2,177 18 -1,728 -1,686 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 11.1 8.7 81.3 80.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 3 16 15 20 19
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,580
COMMITMENTS
218 4,736 1,048 7,314 2,796 8,580 8,580 0 0
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 958)
-84 2,222 -298 1,340 -798 958 1,126 0 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 55.2 12.2 85.2 32.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 3 13 11 16 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 731,161
COMMITMENTS
99,003 71,446 96,369 481,481 490,249 676,853 658,064 54,308 73,097
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -3,036)
-1,504 1,891 152 -11,173 -17,726 -12,525 -15,683 9,489 12,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 9.8 13.2 65.9 67.1 92.6 90.0 7.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
51 67 70 81 82 182 178
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,322
COMMITMENTS
7,576 2,387 473 2,551 9,336 10,600 12,196 2,722 1,126
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -122)
28 310 -177 -23 -318 -172 -185 50 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.9 17.9 3.6 19.1 70.1 79.6 91.5 20.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
62 20 5 10 23 76 47
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,536
COMMITMENTS
3,882 315 80 1,901 6,369 5,863 6,764 1,673 772
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -410)
-303 43 80 -225 -337 -448 -214 38 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.5 4.2 1.1 25.2 84.5 77.8 89.8 22.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 5 1 6 17 28 23
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 164,626
COMMITMENTS
22,472 5,577 14,320 108,377 127,523 145,169 147,420 19,457 17,206
CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,467)
-4,589 -511 1,845 -190 -5,455 -2,934 -4,121 5,401 6,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 3.4 8.7 65.8 77.5 88.2 89.5 11.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
44 18 42 71 74 131 126
Updated February 11, 2005