NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 179,124
COMMITMENTS
13,573 24,081 28,530 108,812 98,942 150,915 151,553 28,208 27,571
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 1,854)
-1,118 623 868 2,850 1,243 2,600 2,735 -747 -881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 13.4 15.9 60.7 55.2 84.3 84.6 15.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
21 26 29 64 69 103 106
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 682,224
COMMITMENTS
25,932 57,592 277,126 307,348 309,477 610,405 644,195 71,819 38,030
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 17,301)
-1,984 1,305 14,871 4,575 983 17,463 17,159 -162 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 8.4 40.6 45.1 45.4 89.5 94.4 10.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
43 67 79 94 86 182 191
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,992
COMMITMENTS
3,995 4,584 1,333 55,576 58,227 60,904 64,144 7,088 3,848
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 3,459)
-124 2,140 124 3,378 705 3,378 2,969 81 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 6.7 2.0 81.7 85.6 89.6 94.3 10.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 2 27 22 29 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,315
COMMITMENTS
2,557 1,803 3,661 30,850 33,864 37,068 39,328 4,247 1,987
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 3,895)
432 -2,558 1,130 2,056 6,823 3,618 5,395 277 -1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 4.4 8.9 74.7 82.0 89.7 95.2 10.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 20 20 23 24
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,707
COMMITMENTS
6,828 0 1,154 51,320 52,746 59,302 53,900 5,405 10,807
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 3,359)
0 0 0 3,640 4,127 3,640 4,127 -281 -768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.0 1.8 79.3 81.5 91.6 83.3 8.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 21 18 22 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 955,565
COMMITMENTS
239,812 66,742 167,329 530,573 713,605 937,714 947,676 17,851 7,889
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 18,566)
2,992 4,809 2,762 11,606 11,392 17,360 18,963 1,206 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 7.0 17.5 55.5 74.7 98.1 99.2 1.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
17 10 25 79 73 108 100
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,078
COMMITMENTS
21,545 34,253 34,557 58,451 46,469 114,553 115,279 2,525 1,799
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 12,355)
3,868 3,005 5,484 4,906 3,898 14,258 12,387 -1,903 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 29.3 29.5 49.9 39.7 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 7 14 23 25 40 39
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 41,362
COMMITMENTS
2,163 4,392 10,482 28,189 26,448 40,834 41,322 528 40
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 2,746)
-2,544 -2,593 4,322 1,010 1,048 2,788 2,776 -42 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 10.6 25.3 68.2 63.9 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 5 8 22 27 30 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,155
COMMITMENTS
1,896 1,980 1,791 15,468 15,384 19,155 19,155 0 0
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 126)
0 -126 126 0 126 126 126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 10.3 9.4 80.8 80.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 3 16 16 20 20
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,314
COMMITMENTS
218 4,598 1,736 7,360 2,980 9,314 9,314 0 0
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 734)
0 -138 688 46 184 734 734 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 49.4 18.6 79.0 32.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 4 14 12 18 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,161,337
COMMITMENTS
103,680 40,875 286,120 708,429 753,567 1098229 1080562 63,108 80,775
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 4,050)
1,746 -2,456 3,985 -298 4,555 5,433 6,084 -1,382 -2,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 3.5 24.6 61.0 64.9 94.6 93.0 5.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
66 74 97 85 95 208 217
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,954
COMMITMENTS
8,073 2,525 744 2,403 9,668 11,220 12,937 2,734 1,017
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: 632)
497 138 271 -148 332 620 741 12 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.9 18.1 5.3 17.2 69.3 80.4 92.7 19.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
67 20 6 11 24 81 50
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,438
COMMITMENTS
3,618 311 0 1,790 6,186 5,408 6,497 2,030 941
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -103)
-264 -4 -80 -111 -183 -455 -267 352 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 4.2 0.0 24.1 83.2 72.7 87.3 27.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
21 4 0 7 15 28 19
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 186,948
COMMITMENTS
21,143 5,406 33,530 113,322 132,231 167,995 171,168 18,952 15,780
CHANGES FROM 02/08/05 (CHANGE IN OPEN INTEREST: -5,791)
-1,141 -1,713 1,762 -3,673 -2,808 -3,052 -2,759 -2,738 -3,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 2.9 17.9 60.6 70.7 89.9 91.6 10.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
45 21 47 76 79 144 135
Updated February 18, 2005