NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 180,183 COMMITMENTS 29,388 27,030 18,453 102,195 110,892 150,036 156,375 30,147 23,808 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,801) 220 -3,969 850 5,549 10,963 6,619 7,844 182 -1,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 15.0 10.2 56.7 61.5 83.3 86.8 16.7 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 32 25 31 59 58 110 97 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 486,467 COMMITMENTS 37,861 51,627 160,219 213,570 243,022 411,650 454,868 74,817 31,599 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 11,488) -8,012 622 2,276 4,636 4,342 -1,100 7,240 12,588 4,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 10.6 32.9 43.9 50.0 84.6 93.5 15.4 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 45 51 69 82 73 170 159 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 96,832 COMMITMENTS 10,446 4,690 0 78,505 88,093 88,951 92,783 7,881 4,049 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,096) 0 952 0 1,423 231 1,423 1,183 -327 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 4.8 0.0 81.1 91.0 91.9 95.8 8.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 0 19 26 20 28 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 55,713 COMMITMENTS 5,738 11,478 604 45,852 35,306 52,194 47,388 3,519 8,325 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 4,474) 3,548 7,430 -3,444 3,017 983 3,121 4,969 1,353 -495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 20.6 1.1 82.3 63.4 93.7 85.1 6.3 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 11 13 13 16 MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 42,660 COMMITMENTS 0 4,892 2,060 33,752 31,700 35,812 38,652 6,848 4,008 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.5 4.8 79.1 74.3 83.9 90.6 16.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 3 14 13 17 16 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 53,510 COMMITMENTS 5,311 4,394 3,931 38,148 38,501 47,390 46,826 6,120 6,684 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 4,211) -1,228 2,020 1,029 2,940 1,375 2,741 4,424 1,470 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 8.2 7.3 71.3 72.0 88.6 87.5 11.4 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 4 18 15 22 20 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 62,519 COMMITMENTS 0 2,914 4,943 47,976 45,330 52,919 53,187 9,600 9,332 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,221) 0 -182 182 705 1,066 887 1,066 334 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 7.9 76.7 72.5 84.6 85.1 15.4 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 2 20 19 22 21 DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 56,010 COMMITMENTS 18,288 6,394 0 32,726 46,584 51,014 52,978 4,996 3,032 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 11.4 0.0 58.4 83.2 91.1 94.6 8.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 14 13 16 14 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 979,254 COMMITMENTS 278,636 67,971 149,697 527,475 750,076 955,808 967,744 23,446 11,510 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 23,551) 488 3,090 6,175 17,482 14,925 24,145 24,190 -594 -639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 6.9 15.3 53.9 76.6 97.6 98.8 2.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 22 8 29 82 79 113 111 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 147,854 COMMITMENTS 26,841 56,914 30,565 86,070 56,951 143,476 144,430 4,378 3,424 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,913) -3,734 7,284 -51 10,514 -520 6,729 6,713 184 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 38.5 20.7 58.2 38.5 97.0 97.7 3.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 10 10 15 24 24 43 40 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 51,933 COMMITMENTS 15,042 3,260 9,973 26,754 38,640 51,769 51,873 164 60 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,000) 4,980 320 350 790 5,450 6,120 6,120 -120 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 6.3 19.2 51.5 74.4 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 4 8 31 28 39 36 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,828 COMMITMENTS 2,705 325 2,001 16,840 19,220 21,546 21,546 282 282 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,032) -60 -44 484 564 548 988 988 44 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 1.5 9.2 77.1 88.1 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 4 17 18 21 22 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 822,215 COMMITMENTS 125,300 92,649 119,055 517,581 539,992 761,936 751,696 60,279 70,519 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -14,403) -29,238 -2,239 -17,818 39,226 6,700 -7,830 -13,357 -6,573 -1,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 11.3 14.5 62.9 65.7 92.7 91.4 7.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 68 82 84 84 89 207 207 CRUDE OIL, BRENT - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,899 COMMITMENTS 367 0 7,205 16,126 16,454 23,698 23,659 3,201 3,240 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 26.8 60.0 61.2 88.1 88.0 11.9 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 6 14 14 20 20 PALLADIUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,165 COMMITMENTS 8,763 2,256 197 1,193 10,130 10,153 12,583 3,012 582 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 225) -228 278 118 120 -306 10 90 215 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.6 17.1 1.5 9.1 76.9 77.1 95.6 22.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 64 11 6 11 24 80 40 PLATINUM - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,254 COMMITMENTS 5,386 1,007 6 901 6,525 6,293 7,538 1,961 716 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 648) 752 307 -80 -25 428 647 655 1 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.3 12.2 0.1 10.9 79.1 76.2 91.3 23.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 24 6 1 8 16 33 22 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 04/19/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 162,062 COMMITMENTS 36,764 5,616 10,686 94,448 131,499 141,898 147,801 20,164 14,261 CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -9,529) -3,209 -629 -2,412 -3,101 -7,764 -8,722 -10,805 -807 1,276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 3.5 6.6 58.3 81.1 87.6 91.2 12.4 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 55 14 32 70 81 134 119
Updated April 22, 2005