NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 185,576
COMMITMENTS
37,349 28,532 20,148 98,747 111,081 156,244 159,761 29,332 25,815
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 12,340)
1,989 -1,290 2,977 9,110 11,072 14,076 12,759 -1,736 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 15.4 10.9 53.2 59.9 84.2 86.1 15.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
34 30 30 63 66 117 107
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| 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: 477,608
COMMITMENTS
49,755 49,720 155,068 196,437 239,650 401,260 444,438 76,348 33,170
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 14,320)
6,369 -710 1,281 4,647 11,220 12,297 11,791 2,023 2,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 10.4 32.5 41.1 50.2 84.0 93.1 16.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
60 46 71 84 74 181 159
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| 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: 89,308
COMMITMENTS
10,226 4,708 0 70,272 81,260 80,498 85,968 8,810 3,340
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 15,219)
2,114 0 0 11,271 17,469 13,385 17,469 1,834 -2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 5.3 0.0 78.7 91.0 90.1 96.3 9.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 20 24 21 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| 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: 52,042
COMMITMENTS
0 6,518 2,718 47,258 34,360 49,976 43,596 2,066 8,446
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,460)
0 -604 604 856 818 1,460 818 0 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.5 5.2 90.8 66.0 96.0 83.8 4.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 11 12 12 15
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| 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: 46,796
COMMITMENTS
5,449 924 3,343 33,796 38,462 42,588 42,729 4,208 4,067
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 3,718)
1,476 924 -319 2,681 3,014 3,838 3,619 -120 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 2.0 7.1 72.2 82.2 91.0 91.3 9.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 20 17 23 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| 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: 65,069
COMMITMENTS
2,056 2,217 3,085 52,465 51,413 57,606 56,715 7,463 8,354
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -299)
-2,022 182 1,077 513 -361 -432 898 133 -1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 3.4 4.7 80.6 79.0 88.5 87.2 11.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 21 18 22 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| 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: 963,097
COMMITMENTS
261,800 65,976 157,269 527,782 730,051 946,851 953,296 16,246 9,801
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 17,259)
5,422 5,656 1,497 10,695 10,344 17,614 17,497 -355 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 6.9 16.3 54.8 75.8 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
20 7 28 80 75 111 105
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 132,455
COMMITMENTS
32,841 45,843 24,831 68,069 59,924 125,741 130,598 6,714 1,857
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 13,393)
9,134 6,642 -4,458 6,687 12,143 11,363 14,327 2,030 -934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 34.6 18.7 51.4 45.2 94.9 98.6 5.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 6 12 21 23 37 37
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| 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: 45,229
COMMITMENTS
6,422 3,820 9,980 28,541 31,149 44,943 44,949 286 280
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 2,746)
1,580 400 300 1,084 2,226 2,964 2,926 -218 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 8.4 22.1 63.1 68.9 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 6 7 26 26 35 35
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| 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: 18,796
COMMITMENTS
3,156 638 1,370 14,032 16,550 18,558 18,558 238 238
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 718)
-172 -510 126 764 1,102 718 718 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 3.4 7.3 74.7 88.1 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 4 17 17 22 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| 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: 845,847
COMMITMENTS
166,969 97,460 117,389 501,457 551,063 785,815 765,912 60,032 79,935
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 3,863)
-1,887 -3,711 -1,651 10,647 6,663 7,109 1,301 -3,246 2,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 11.5 13.9 59.3 65.1 92.9 90.5 7.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
73 84 88 79 84 217 204
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| 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: 12,896
COMMITMENTS
8,844 1,402 84 918 10,877 9,846 12,363 3,050 533
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -46)
304 23 -99 -170 47 35 -29 -81 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.6 10.9 0.7 7.1 84.3 76.3 95.9 23.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
75 12 2 9 25 86 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| 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: 8,711
COMMITMENTS
4,892 503 86 1,383 7,174 6,361 7,763 2,350 948
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 674)
568 -50 80 -186 888 462 918 212 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.2 5.8 1.0 15.9 82.4 73.0 89.1 27.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
22 3 2 5 17 28 21
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| 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: 179,568
COMMITMENTS
48,826 5,961 14,636 96,266 148,421 159,728 169,018 19,840 10,550
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 11,711)
6,706 1,582 205 4,140 11,459 11,051 13,246 660 -1,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 3.3 8.2 53.6 82.7 89.0 94.1 11.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
54 23 38 73 78 144 126
Updated March 25, 2005