NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 177,270 COMMITMENTS 14,691 23,457 27,662 105,962 97,699 148,315 148,818 28,955 28,452 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -11,424) -4,951 -714 -1,929 -5,364 -11,655 -12,243 -14,298 819 2,874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 13.2 15.6 59.8 55.1 83.7 83.9 16.3 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 20 29 32 58 65 101 104 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 664,923 COMMITMENTS 27,916 56,287 262,255 302,772 308,494 592,943 627,035 71,981 37,888 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 23,812) 1,597 3,390 17,358 4,591 2,726 23,546 23,474 266 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 8.5 39.4 45.5 46.4 89.2 94.3 10.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 46 59 78 92 83 178 185 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 64,533 COMMITMENTS 4,119 2,444 1,209 52,198 57,522 57,526 61,175 7,007 3,358 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 606) -360 -1,644 -496 1,400 2,256 544 116 62 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 3.8 1.9 80.9 89.1 89.1 94.8 10.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 28 22 30 24 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 37,420 COMMITMENTS 2,125 4,361 2,531 28,794 27,041 33,450 33,933 3,970 3,487 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 797) -194 124 465 1,076 -196 1,347 393 -550 404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 11.7 6.8 76.9 72.3 89.4 90.7 10.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 3 19 19 22 23 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 61,348 COMMITMENTS 6,828 0 1,154 47,680 48,619 55,662 49,773 5,686 11,575 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,693) 0 -321 -434 2,513 1,197 2,079 442 614 2,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 0.0 1.9 77.7 79.3 90.7 81.1 9.3 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 19 17 20 18 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 936,999 COMMITMENTS 236,820 61,933 164,567 518,967 702,213 920,354 928,713 16,645 8,286 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 23,997) -1,364 -2,681 9,385 16,337 16,235 24,358 22,939 -361 1,058 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 6.6 17.6 55.4 74.9 98.2 99.1 1.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 18 9 24 77 72 106 98 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 104,723 COMMITMENTS 17,677 31,248 29,073 53,545 42,571 100,295 102,892 4,428 1,831 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 4,751) -1,524 2,711 2,018 3,904 245 4,398 4,974 353 -223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 29.8 27.8 51.1 40.7 95.8 98.3 4.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 7 10 22 23 36 35 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,615 COMMITMENTS 4,707 6,985 6,160 27,178 25,400 38,045 38,545 570 70 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 2,049) 581 2,159 220 1,345 -133 2,147 2,246 -97 -197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 18.1 16.0 70.4 65.8 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 6 7 21 26 28 35 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,029 COMMITMENTS 1,896 2,106 1,665 15,468 15,258 19,029 19,029 0 0 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -1,728) -299 -2,452 748 -2,177 18 -1,728 -1,686 0 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 11.1 8.7 81.3 80.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 3 16 15 20 19 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,580 COMMITMENTS 218 4,736 1,048 7,314 2,796 8,580 8,580 0 0 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 958) -84 2,222 -298 1,340 -798 958 1,126 0 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 55.2 12.2 85.2 32.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 3 3 13 11 16 15 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,157,287 COMMITMENTS 101,934 43,332 282,135 708,727 749,011 1092796 1074478 64,490 82,808 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 5,350) -2,228 -1,511 5,463 -7,871 -10,716 -4,636 -6,764 9,986 12,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 3.7 24.4 61.2 64.7 94.4 92.8 5.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 73 62 90 84 87 200 204 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,322 COMMITMENTS 7,576 2,387 473 2,551 9,336 10,600 12,196 2,722 1,126 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -122) 28 310 -177 -23 -318 -172 -185 50 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.9 17.9 3.6 19.1 70.1 79.6 91.5 20.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 62 20 5 10 23 76 47 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,542 COMMITMENTS 3,882 315 80 1,901 6,369 5,863 6,764 1,679 778 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: -407) -303 43 80 -225 -337 -448 -214 41 -193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.5 4.2 1.1 25.2 84.5 77.7 89.7 22.3 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 22 5 1 6 17 28 23 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 192,738 COMMITMENTS 22,284 7,119 31,768 116,995 135,039 171,048 173,926 21,691 18,812 CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST: 3,088) -4,391 565 1,900 745 -5,276 -1,745 -2,811 4,834 5,899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 3.7 16.5 60.7 70.1 88.7 90.2 11.3 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 46 24 47 71 78 136 138
Updated February 11, 2005