NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 162,983
COMMITMENTS
34,705 30,285 16,412 79,970 90,099 131,087 136,796 31,896 26,187
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 249)
7,040 -237 1,591 -10,760 -424 -2,129 930 2,378 -681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 18.6 10.1 49.1 55.3 80.4 83.9 19.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
31 26 29 52 61 105 97
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| 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: 447,366
COMMITMENTS
40,165 54,168 149,614 181,694 213,595 371,473 417,377 75,893 29,989
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 29,128)
2,144 42 18,319 5,756 8,721 26,219 27,082 2,909 2,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 12.1 33.4 40.6 47.7 83.0 93.3 17.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
59 45 69 78 72 171 157
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| 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: 70,026
COMMITMENTS
7,696 4,708 0 55,019 60,694 62,715 65,402 7,311 4,624
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 3,534)
3,348 0 0 186 3,534 3,534 3,534 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 6.7 0.0 78.6 86.7 89.6 93.4 10.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 19 20 20 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| 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: 39,625
COMMITMENTS
3,251 0 4,322 28,212 31,122 35,785 35,444 3,840 4,181
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 856)
-961 -143 25 2,160 612 1,224 494 -368 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 0.0 10.9 71.2 78.5 90.3 89.4 9.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 3 17 14 20 17
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| 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: 63,122
COMMITMENTS
4,266 1,607 1,182 51,254 51,264 56,702 54,053 6,420 9,069
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,887)
-1,474 0 276 3,393 1,486 2,195 1,762 -308 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 2.5 1.9 81.2 81.2 89.8 85.6 10.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 17 20 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| 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: 944,623
COMMITMENTS
254,087 64,344 156,845 516,175 713,481 927,107 934,670 17,516 9,953
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 13,986)
7,902 2,075 -963 6,374 13,405 13,313 14,517 673 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 6.8 16.6 54.6 75.5 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
18 8 24 75 72 103 98
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| 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: 113,825
COMMITMENTS
23,413 41,845 28,138 59,341 42,380 110,892 112,363 2,933 1,462
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5,418)
-1,329 -4,045 6,178 3,024 3,623 7,873 5,756 -2,455 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 36.8 24.7 52.1 37.2 97.4 98.7 2.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 8 14 21 20 39 35
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,919
COMMITMENTS
3,602 3,100 9,800 27,111 27,699 40,513 40,599 406 320
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -61)
460 -610 790 -340 250 910 430 -971 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 7.6 23.9 66.3 67.7 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 6 26 26 33 34
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| 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: 17,864
COMMITMENTS
3,196 1,196 1,114 13,316 15,316 17,626 17,626 238 238
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -909)
794 -144 -765 -1,176 -198 -1,147 -1,107 238 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 6.7 6.2 74.5 85.7 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 4 16 16 21 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| 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: 816,226
COMMITMENTS
158,645 81,982 109,622 476,025 546,468 744,292 738,072 71,934 78,154
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 40,352)
27,848 11,358 12,106 -6,640 13,210 33,314 36,674 7,038 3,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 10.0 13.4 58.3 67.0 91.2 90.4 8.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
71 82 89 84 92 216 212
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
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(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,148
COMMITMENTS
8,144 1,661 142 1,691 10,534 9,977 12,337 3,171 811
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -142)
163 -888 49 -706 996 -494 157 352 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.9 12.6 1.1 12.9 80.1 75.9 93.8 24.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
67 12 6 13 23 85 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| 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: 7,852
COMMITMENTS
3,917 474 61 1,619 6,128 5,597 6,663 2,255 1,189
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 505)
565 94 -99 -153 276 313 271 192 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 6.0 0.8 20.6 78.0 71.3 84.9 28.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
20 3 1 6 12 27 16
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| 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: 166,951
COMMITMENTS
44,588 4,424 13,621 87,479 133,304 145,688 151,349 21,263 15,602
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 10,717)
13,489 -1,093 736 -7,079 9,084 7,146 8,727 3,571 1,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 2.6 8.2 52.4 79.8 87.3 90.7 12.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
51 23 40 62 78 134 123
Updated March 11, 2005