NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 173,382 COMMITMENTS 29,168 30,999 17,603 96,646 99,929 143,417 148,531 29,965 24,851 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -11,228) -11,304 -4,434 2,023 546 -6,365 -8,735 -8,776 -2,493 -2,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 17.9 10.2 55.7 57.6 82.7 85.7 17.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 26 30 26 59 56 107 92 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 474,979 COMMITMENTS 45,873 51,005 157,943 208,934 238,680 412,750 447,628 62,229 27,351 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 1,117) -12,675 -1,542 3,305 19,512 348 10,142 2,111 -9,025 -994 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 10.7 33.3 44.0 50.3 86.9 94.2 13.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 49 48 70 81 72 171 156 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 95,736 COMMITMENTS 10,446 3,738 0 77,082 87,862 87,528 91,600 8,208 4,136 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 1,623) 0 -310 0 2,111 1,747 2,111 1,437 -488 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 3.9 0.0 80.5 91.8 91.4 95.7 8.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 18 26 19 27 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 51,239 COMMITMENTS 2,190 4,048 4,048 42,835 34,323 49,073 42,419 2,166 8,820 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -2,770) 2,190 -1,292 122 -5,089 -3,289 -2,777 -4,459 7 1,689 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 7.9 7.9 83.6 67.0 95.8 82.8 4.2 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 11 12 13 15 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 49,299 COMMITMENTS 6,539 2,374 2,902 35,208 37,126 44,649 42,402 4,650 6,897 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 2,198) 796 1,530 -273 1,987 273 2,510 1,530 -312 668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 4.8 5.9 71.4 75.3 90.6 86.0 9.4 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 18 15 21 18 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,298 COMMITMENTS 0 3,096 4,761 47,271 44,264 52,032 52,121 9,266 9,177 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 1,167) 0 -431 491 1,806 1,410 2,297 1,470 -1,130 -303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 7.8 77.1 72.2 84.9 85.0 15.1 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 2 20 18 22 20 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 955,703 COMMITMENTS 278,148 64,881 143,522 509,993 735,151 931,663 943,554 24,040 12,149 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 20,054) 5,196 -2,909 6,180 8,175 17,479 19,551 20,750 503 -696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 6.8 15.0 53.4 76.9 97.5 98.7 2.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 19 9 25 78 75 106 102 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 140,941 COMMITMENTS 30,575 49,630 30,616 75,556 57,471 136,747 137,717 4,194 3,224 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -1,906) -3,587 6,746 -2,098 4,965 -5,787 -720 -1,139 -1,186 -767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 35.2 21.7 53.6 40.8 97.0 97.7 3.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 11 8 12 24 24 42 37 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,933 COMMITMENTS 10,062 2,940 9,623 25,964 33,190 45,649 45,753 284 180 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 68) 1,620 80 -527 -805 795 288 348 -220 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 6.4 21.0 56.5 72.3 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 5 8 31 28 39 36 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,796 COMMITMENTS 2,765 369 1,517 16,276 18,672 20,558 20,558 238 238 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 2,801) -858 43 388 3,271 2,370 2,801 2,801 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 1.8 7.3 78.3 89.8 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 4 17 17 21 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 836,618 COMMITMENTS 154,538 94,888 136,873 478,355 533,292 769,766 765,053 66,852 71,565 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -23,201) -19,055 10,007 11,561 -10,452 -33,281 -17,946 -11,713 -5,255 -11,488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 11.3 16.4 57.2 63.7 92.0 91.4 8.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 72 86 94 88 86 222 216 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,940 COMMITMENTS 8,991 1,978 79 1,073 10,436 10,143 12,493 2,797 447 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 17) 167 161 4 -32 40 139 205 -122 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.5 15.3 0.6 8.3 80.6 78.4 96.5 21.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 68 11 2 9 23 79 35 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,606 COMMITMENTS 4,634 700 86 926 6,097 5,646 6,883 1,960 723 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -35) 156 150 0 -70 -135 86 15 -121 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.9 9.2 1.1 12.2 80.2 74.2 90.5 25.8 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 23 4 2 8 15 32 20 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/12/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 171,591 COMMITMENTS 39,973 6,245 13,098 97,549 139,263 150,620 158,606 20,971 12,985 CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -7,220) -9,934 281 -1,395 6,091 -4,892 -5,238 -6,006 -1,982 -1,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 3.6 7.6 56.8 81.2 87.8 92.4 12.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 56 18 34 66 80 134 121
Updated April 15, 2005