NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 188,694 COMMITMENTS 19,642 24,171 29,591 111,325 109,354 160,558 163,116 28,136 25,578 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -25,576) 1,730 1,538 -12,498 -13,692 -10,407 -24,460 -21,368 -1,116 -4,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 12.8 15.7 59.0 58.0 85.1 86.4 14.9 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 25 31 36 56 69 109 111 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 641,111 COMMITMENTS 26,319 52,897 244,896 298,181 305,768 569,396 603,561 71,715 37,550 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -50,091) 24 -7,003 -23,386 -28,366 -21,089 -51,727 -51,478 1,637 1,387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 8.3 38.2 46.5 47.7 88.8 94.1 11.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 47 51 75 90 82 172 176 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 63,927 COMMITMENTS 4,479 4,088 1,705 50,798 55,266 56,982 61,059 6,945 2,868 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -6,187) 1,036 0 -1,036 -7,809 -5,669 -7,809 -6,705 1,622 518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 6.4 2.7 79.5 86.5 89.1 95.5 10.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 26 23 28 25 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 44,981 COMMITMENTS 1,906 2,464 1,604 37,994 35,676 41,504 39,744 3,477 5,237 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 28) 0 0 0 -84 168 -84 168 112 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 5.5 3.6 84.5 79.3 92.3 88.4 7.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 15 15 17 18 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 36,623 COMMITMENTS 2,319 4,237 2,066 27,718 27,237 32,103 33,540 4,520 3,083 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -531) -244 1,034 44 -13 -2,292 -213 -1,214 -318 683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 11.6 5.6 75.7 74.4 87.7 91.6 12.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 18 16 21 20 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 58,655 COMMITMENTS 6,828 321 1,588 45,167 47,422 53,583 49,331 5,072 9,324 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,772) 1,508 -224 -224 -4,444 -394 -3,160 -842 1,388 -930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 0.5 2.7 77.0 80.8 91.4 84.1 8.6 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 19 17 21 19 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 913,002 COMMITMENTS 238,184 64,614 155,182 502,630 685,978 895,996 905,774 17,006 7,228 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -18,508) 9,061 6,049 1,505 -32,236 -27,389 -21,670 -19,835 3,162 1,327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 7.1 17.0 55.1 75.1 98.1 99.2 1.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 17 12 24 75 71 105 97 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 99,972 COMMITMENTS 19,201 28,537 27,055 49,641 42,326 95,897 97,918 4,075 2,054 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -6,406) -19,247 -6,485 6,678 7,673 -7,287 -4,896 -7,094 -1,510 688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 28.5 27.1 49.7 42.3 95.9 97.9 4.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 6 9 21 20 33 31 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,566 COMMITMENTS 4,125 4,826 5,940 25,834 25,534 35,899 36,299 668 267 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -1,263) -624 1,292 -67 -1,099 -2,575 -1,791 -1,350 529 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 13.2 16.2 70.6 69.8 98.2 99.3 1.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 5 6 21 25 27 33 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,757 COMMITMENTS 2,195 4,558 917 17,645 15,240 20,757 20,715 0 42 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 46) 92 0 0 -46 4 46 4 0 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 22.0 4.4 85.0 73.4 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 2 17 15 20 19 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,622 COMMITMENTS 302 2,514 1,346 5,974 3,594 7,622 7,454 0 168 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 86) 0 -172 172 -86 -82 86 -82 0 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 33.0 17.7 78.4 47.2 100.0 97.8 0.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 3 11 11 14 15 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,151,937 COMMITMENTS 104,162 44,843 276,672 716,598 759,727 1097432 1081242 54,504 70,694 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 41,694) 2,727 4,816 15,734 27,295 24,230 45,756 44,781 -4,062 -3,087 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 3.9 24.0 62.2 66.0 95.3 93.9 4.7 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 65 75 95 84 89 206 209 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,444 COMMITMENTS 7,548 2,077 650 2,574 9,654 10,772 12,381 2,672 1,063 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 497) -57 65 477 52 -20 472 522 25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.1 15.4 4.8 19.1 71.8 80.1 92.1 19.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 64 17 8 10 23 82 46 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,949 COMMITMENTS 4,185 272 0 2,126 6,706 6,311 6,978 1,638 971 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: 614) 855 -25 0 -273 429 582 404 32 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.6 3.4 0.0 26.7 84.4 79.4 87.8 20.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 23 4 0 7 16 30 20 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 189,650 COMMITMENTS 26,675 6,554 29,868 116,250 140,315 172,793 176,737 16,857 12,913 CHANGES FROM 01/25/05 (CHANGE IN OPEN INTEREST: -10,273) 1,190 563 -3,391 -7,680 -5,732 -9,881 -8,560 -393 -1,714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 3.5 15.7 61.3 74.0 91.1 93.2 8.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 49 18 40 69 82 133 130
Updated February 4, 2005