NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 196,704 COMMITMENTS 20,818 23,262 36,638 107,839 107,647 165,295 167,546 31,409 29,158 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 17,580) 7,245 -819 8,108 -973 8,705 14,379 15,994 3,201 1,587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 11.8 18.6 54.8 54.7 84.0 85.2 16.0 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 29 26 33 62 67 110 108 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 698,498 COMMITMENTS 26,347 64,805 284,579 314,580 311,366 625,506 660,750 72,992 37,748 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 16,274) 415 7,214 7,453 7,232 1,888 15,100 16,555 1,173 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 9.3 40.7 45.0 44.6 89.6 94.6 10.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 46 70 81 95 87 185 197 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 69,688 COMMITMENTS 3,995 4,584 1,333 56,356 59,621 61,684 65,538 8,004 4,150 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,696) 0 0 0 780 1,394 780 1,394 916 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 6.6 1.9 80.9 85.6 88.5 94.0 11.5 6.0 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 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 43,087 COMMITMENTS 2,185 1,435 4,432 31,578 34,470 38,195 40,337 4,892 2,750 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 1,772) -372 -368 771 728 606 1,127 1,009 645 763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 3.3 10.3 73.3 80.0 88.6 93.6 11.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 3 20 19 23 23 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 67,845 COMMITMENTS 8,050 0 1,216 53,203 55,156 62,469 56,372 5,376 11,473 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 3,138) 1,222 0 62 1,883 2,410 3,167 2,472 -29 666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 0.0 1.8 78.4 81.3 92.1 83.1 7.9 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 22 18 23 19 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 983,913 COMMITMENTS 229,371 61,510 173,320 550,066 727,313 952,757 962,143 31,156 21,770 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 28,348) -10,441 -5,232 5,991 19,493 13,708 15,043 14,467 13,305 13,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 6.3 17.6 55.9 73.9 96.8 97.8 3.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 18 9 27 84 77 115 105 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 130,702 COMMITMENTS 28,845 37,931 36,689 62,613 54,993 128,147 129,613 2,555 1,089 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 13,624) 7,300 3,678 2,132 4,162 8,524 13,594 14,334 30 -710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 29.0 28.1 47.9 42.1 98.0 99.2 2.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 10 8 14 24 28 42 42 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 42,263 COMMITMENTS 2,926 5,350 10,185 28,844 26,488 41,955 42,023 308 240 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 902) 763 959 -296 655 40 1,122 702 -220 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 12.7 24.1 68.2 62.7 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 6 7 23 28 30 37 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,601 COMMITMENTS 2,144 1,384 1,879 14,578 15,338 18,601 18,601 0 0 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -554) 248 -596 88 -890 -46 -554 -554 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 7.4 10.1 78.4 82.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 3 16 16 20 20 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,360 COMMITMENTS 218 5,614 1,228 7,914 2,518 9,360 9,360 0 0 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 46) 0 1,016 -508 554 -462 46 46 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 60.0 13.1 84.6 26.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 3 14 11 17 15 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,140,426 COMMITMENTS 124,594 36,002 263,599 690,481 762,870 1078674 1062471 61,751 77,954 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: -20,911) 20,914 -4,873 -22,521 -17,948 9,303 -19,555 -18,091 -1,357 -2,821 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 3.2 23.1 60.5 66.9 94.6 93.2 5.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 85 61 95 88 99 214 218 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,402 COMMITMENTS 8,092 2,572 785 2,365 9,789 11,242 13,146 3,160 1,256 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 448) 19 47 41 -38 121 22 209 426 239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.2 17.9 5.5 16.4 68.0 78.1 91.3 21.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 63 21 5 12 24 80 48 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,516 COMMITMENTS 3,773 355 0 1,861 6,187 5,634 6,542 1,882 974 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 78) 155 44 0 71 1 226 45 -148 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.2 4.7 0.0 24.8 82.3 75.0 87.0 25.0 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 20 3 0 8 15 28 18 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 195,619 COMMITMENTS 26,521 3,272 37,019 112,893 137,415 176,433 177,706 19,186 17,914 CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST: 8,672) 5,378 -2,134 3,489 -429 5,183 8,438 6,538 234 2,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 1.7 18.9 57.7 70.2 90.2 90.8 9.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 52 17 43 76 83 143 133
Updated February 25, 2005