NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 184,610 COMMITMENTS 40,472 35,433 15,580 96,100 106,294 152,152 157,307 32,458 27,303 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,034) 3,739 2,578 -2,776 -2,024 135 -1,061 -63 2,095 1,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 19.2 8.4 52.1 57.6 82.4 85.2 17.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 37 28 23 56 55 110 89 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 473,862 COMMITMENTS 58,548 52,547 154,638 189,422 238,332 402,608 445,517 71,254 28,345 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 13,651) 6,123 3,903 6,973 2,138 6,555 15,234 17,431 -1,583 -3,780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 11.1 32.6 40.0 50.3 85.0 94.0 15.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 49 43 69 81 69 174 147 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 94,113 COMMITMENTS 10,446 4,048 0 74,971 86,115 85,417 90,163 8,696 3,950 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,831) -988 180 -180 3,084 2,166 1,916 2,166 -85 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 4.3 0.0 79.7 91.5 90.8 95.8 9.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 18 25 19 26 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 47,101 COMMITMENTS 5,743 844 3,175 33,221 36,853 42,139 40,872 4,962 6,229 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,138) 560 -224 94 -4,948 -4,862 -4,294 -4,992 1,156 1,854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 1.8 6.7 70.5 78.2 89.5 86.8 10.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 17 15 20 18 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,131 COMMITMENTS 0 3,527 4,270 45,465 42,854 49,735 50,651 10,396 9,480 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -6,293) -148 1,986 -725 -7,193 -7,654 -8,066 -6,393 1,773 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 7.1 75.6 71.3 82.7 84.2 17.3 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 2 18 15 20 17 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 935,649 COMMITMENTS 272,952 67,790 137,342 501,818 717,672 912,112 922,804 23,537 12,845 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -46,292) 3,900 525 -17,466 -30,430 -25,020 -43,996 -41,961 -2,296 -4,331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 7.2 14.7 53.6 76.7 97.5 98.6 2.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 19 9 25 75 74 103 101 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 142,847 COMMITMENTS 34,162 42,884 32,714 70,591 63,258 137,467 138,856 5,380 3,991 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 5,476) 4,707 1,065 -2,641 3,556 6,611 5,622 5,035 -146 441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 30.0 22.9 49.4 44.3 96.2 97.2 3.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 7 12 22 22 39 35 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,865 COMMITMENTS 8,442 2,860 10,150 26,769 32,395 45,361 45,405 504 460 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 282) 1,260 -480 390 -1,556 62 94 -28 188 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 6.2 22.1 58.4 70.6 98.9 99.0 1.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 5 7 28 27 35 35 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,995 COMMITMENTS 3,623 326 1,129 13,005 16,302 17,757 17,757 238 238 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -1,057) 423 -184 -327 -1,153 -546 -1,057 -1,057 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 1.8 6.3 72.3 90.6 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 4 16 17 20 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 859,819 COMMITMENTS 173,593 84,881 125,312 488,807 566,573 787,712 776,766 72,107 83,053 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 20,486) 9,579 -5,341 7,261 -4,491 19,678 12,349 21,598 8,137 -1,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 9.9 14.6 56.8 65.9 91.6 90.3 8.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 79 76 93 76 79 212 205 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,923 COMMITMENTS 8,824 1,817 75 1,105 10,396 10,004 12,288 2,919 635 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 460) 348 64 0 42 353 390 417 70 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.3 14.1 0.6 8.6 80.4 77.4 95.1 22.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 66 10 2 10 22 78 33 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,641 COMMITMENTS 4,478 550 86 996 6,232 5,560 6,868 2,081 773 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -307) -80 43 26 -213 -424 -267 -355 -40 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.6 7.2 1.1 13.0 81.6 72.8 89.9 27.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 22 3 2 7 16 30 20 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 178,811 COMMITMENTS 49,907 5,964 14,493 91,458 144,155 155,858 164,612 22,953 14,199 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,984) 2,158 -1,280 5 -4,433 666 -2,270 -609 4,254 2,593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 3.3 8.1 51.1 80.6 87.2 92.1 12.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 60 22 38 65 84 139 132
Updated April 8, 2005