NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 176,445
COMMITMENTS
27,289 22,953 22,103 94,166 107,052 143,558 152,108 32,887 24,337
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 5,083)
2,013 -1,459 -452 625 4,714 2,186 2,803 2,897 2,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 13.0 12.5 53.4 60.7 81.4 86.2 18.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
31 25 28 62 60 110 97
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 473,695
COMMITMENTS
33,450 58,377 146,464 222,430 230,715 402,344 435,556 71,351 38,139
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,701)
-1,746 4,141 -4,535 6,446 137 165 -257 1,536 1,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 12.3 30.9 47.0 48.7 84.9 91.9 15.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
38 58 60 84 73 158 157
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,462
COMMITMENTS
8,556 8,768 842 85,496 83,535 94,894 93,145 8,568 10,317
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,069)
-2,512 8,124 -3,922 7,833 -5,365 1,399 -1,163 670 3,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 8.5 0.8 82.6 80.7 91.7 90.0 8.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 18 24 20 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,634
COMMITMENTS
8,860 9,434 604 40,969 36,008 50,433 46,046 3,201 7,588
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 734)
0 0 0 734 734 734 734 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 17.6 1.1 76.4 67.1 94.0 85.9 6.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 12 11 14 14
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,138
COMMITMENTS
1,483 5,063 2,785 37,523 36,562 41,791 44,410 5,347 2,728
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,751)
-1,027 2,212 -75 3,638 -82 2,536 2,055 -785 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 10.7 5.9 79.6 77.6 88.7 94.2 11.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 18 15 19 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,940
COMMITMENTS
6,774 11,243 2,397 43,233 38,141 52,404 51,781 3,536 4,159
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 3,660)
64 -840 142 3,763 4,301 3,969 3,603 -309 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 20.1 4.3 77.3 68.2 93.7 92.6 6.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 4 20 17 24 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,877
COMMITMENTS
0 3,032 4,357 46,254 44,558 50,611 51,947 11,266 9,930
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -517)
0 -122 -92 -484 -543 -576 -757 59 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.9 7.0 74.8 72.0 81.8 84.0 18.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 19 20 21 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,010
COMMITMENTS
36,208 24,550 420 32,214 46,048 68,842 71,018 5,168 2,992
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 4,581)
-300 5,732 300 4,111 -1,090 4,111 4,942 470 -361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 33.2 0.6 43.5 62.2 93.0 96.0 7.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 17 17 19 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 975,192
COMMITMENTS
247,554 69,482 157,707 549,050 735,731 954,311 962,920 20,881 12,272
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,604)
-26,784 -4,543 18,978 20,965 -1,556 13,159 12,879 -2,555 -2,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 7.1 16.2 56.3 75.4 97.9 98.7 2.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
23 10 31 82 77 118 109
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 136,983
COMMITMENTS
21,328 51,325 28,402 84,011 55,434 133,741 135,161 3,242 1,822
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 6,084)
2,445 -1,994 4,118 434 5,180 6,997 7,304 -913 -1,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 37.5 20.7 61.3 40.5 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 10 15 26 26 43 44
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,759
COMMITMENTS
15,618 2,740 12,997 29,542 42,922 58,157 58,659 602 100
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,723)
-1,440 -20 1,844 2,268 868 2,672 2,692 51 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 4.7 22.1 50.3 73.0 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 7 31 28 38 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,325
COMMITMENTS
3,184 731 1,482 17,275 19,219 21,941 21,432 384 893
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 335)
1,142 88 -109 -800 254 233 233 102 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 3.3 6.6 77.4 86.1 98.3 96.0 1.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 17 18 21 21
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,935
COMMITMENTS
172 5,474 856 7,907 2,605 8,935 8,935 0 0
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 216)
0 0 0 216 216 216 216 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 61.3 9.6 88.5 29.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 12 9 15 12
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,430
COMMITMENTS
3,680 2,800 1,700 3,780 4,530 9,160 9,030 270 400
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 210)
180 240 60 60 -10 300 290 -90 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 29.7 18.0 40.1 48.0 97.1 95.8 2.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 5 13 14 18 19
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| 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: 831,666
COMMITMENTS
103,029 102,944 140,008 520,162 504,290 763,199 747,242 68,467 84,424
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 20,873)
-3,974 4,344 5,416 8,586 1,684 10,028 11,444 10,845 9,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 12.4 16.8 62.5 60.6 91.8 89.8 8.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
61 98 100 79 88 206 229
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,320
COMMITMENTS
8,099 3,071 256 2,127 9,189 10,482 12,516 2,838 804
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 85)
-487 298 -63 564 -246 14 -11 71 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 23.1 1.9 16.0 69.0 78.7 94.0 21.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
60 19 5 12 24 77 47
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,459
COMMITMENTS
6,395 1,237 5 1,052 7,167 7,452 8,409 2,007 1,050
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 775)
497 70 -88 209 472 618 454 157 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.6 13.1 0.1 11.1 75.8 78.8 88.9 21.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
27 9 1 5 19 33 28
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 149,482
COMMITMENTS
31,923 9,449 10,881 90,451 116,083 133,255 136,413 16,227 13,069
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,962)
-1,573 2,099 1,144 1,359 -1,076 930 2,167 2,032 795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 6.3 7.3 60.5 77.7 89.1 91.3 10.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
48 20 37 62 72 126 115
Updated May 13, 2005