NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 158,328 COMMITMENTS 20,817 24,041 15,355 93,639 92,072 129,811 131,468 28,517 26,860 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 9,097) 6,666 46 3,780 -3,740 4,386 6,706 8,212 2,391 885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 15.2 9.7 59.1 58.2 82.0 83.0 18.0 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 23 30 30 61 65 107 103 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 423,664 COMMITMENTS 28,526 68,750 129,359 197,072 192,414 354,957 390,523 68,707 33,141 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 12,520) 3,310 7,020 4,105 3,941 1,712 11,356 12,837 1,164 -317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 16.2 30.5 46.5 45.4 83.8 92.2 16.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 48 58 64 92 74 171 169 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 69,688 COMMITMENTS 3,995 4,584 1,333 56,356 59,621 61,684 65,538 8,004 4,150 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,696) 0 0 0 780 1,394 780 1,394 916 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 6.6 1.9 80.9 85.6 88.5 94.0 11.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 2 27 22 29 24 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 43,087 COMMITMENTS 2,185 1,435 4,432 31,578 34,470 38,195 40,337 4,892 2,750 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,772) -372 -368 771 728 606 1,127 1,009 645 763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 3.3 10.3 73.3 80.0 88.6 93.6 11.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 3 20 19 23 23 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,845 COMMITMENTS 8,050 0 1,216 53,203 55,156 62,469 56,372 5,376 11,473 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 3,138) 1,222 0 62 1,883 2,410 3,167 2,472 -29 666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 0.0 1.8 78.4 81.3 92.1 83.1 7.9 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 22 18 23 19 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 983,913 COMMITMENTS 229,371 61,510 173,320 550,066 727,313 952,757 962,143 31,156 21,770 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 28,348) -10,441 -5,232 5,991 19,493 13,708 15,043 14,467 13,305 13,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 6.3 17.6 55.9 73.9 96.8 97.8 3.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 18 9 27 84 77 115 105 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 130,702 COMMITMENTS 28,845 37,931 36,689 62,613 54,993 128,147 129,613 2,555 1,089 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 13,624) 7,300 3,678 2,132 4,162 8,524 13,594 14,334 30 -710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 29.0 28.1 47.9 42.1 98.0 99.2 2.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 10 8 14 24 28 42 42 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,123 COMMITMENTS 3,454 5,530 8,530 27,831 25,823 39,815 39,883 308 240 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 971) 740 980 -255 706 46 1,191 771 -220 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 13.8 21.3 69.4 64.4 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 6 7 22 27 29 36 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,601 COMMITMENTS 2,144 1,384 1,879 14,578 15,338 18,601 18,601 0 0 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -554) 248 -596 88 -890 -46 -554 -554 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 7.4 10.1 78.4 82.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 3 16 16 20 20 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,360 COMMITMENTS 218 5,614 1,228 7,914 2,518 9,360 9,360 0 0 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 46) 0 1,016 -508 554 -462 46 46 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 60.0 13.1 84.6 26.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 3 14 11 17 15 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 760,290 COMMITMENTS 120,964 66,788 100,524 484,386 524,236 705,874 691,548 54,416 68,742 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 20,203) 19,001 -3,547 -4,009 3,406 30,858 18,398 23,302 1,805 -3,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 8.8 13.2 63.7 69.0 92.8 91.0 7.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 66 67 73 84 93 194 193 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,402 COMMITMENTS 8,092 2,572 785 2,365 9,789 11,242 13,146 3,160 1,256 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 448) 19 47 41 -38 121 22 209 426 239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.2 17.9 5.5 16.4 68.0 78.1 91.3 21.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 63 21 5 12 24 80 48 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,510 COMMITMENTS 3,773 355 0 1,861 6,187 5,634 6,542 1,876 968 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 78) 155 44 0 71 1 226 45 -148 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.2 4.7 0.0 24.8 82.4 75.0 87.1 25.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 20 3 0 8 15 28 18 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 161,227 COMMITMENTS 28,139 3,046 14,790 103,063 128,541 145,992 146,377 15,235 14,850 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 4,109) 6,318 -1,118 -170 -1,060 4,418 5,088 3,130 -979 979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 1.9 9.2 63.9 79.7 90.6 90.8 9.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 46 16 37 75 81 137 123
Updated February 25, 2005