NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 196,456
COMMITMENTS
34,898 29,527 34,697 92,602 103,586 162,197 167,810 34,258 28,646
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5,870)
7,350 1,158 3,747 -7,853 1,183 3,245 6,088 2,625 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 15.0 17.7 47.1 52.7 82.6 85.4 17.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
33 25 31 55 61 109 99
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 690,603
COMMITMENTS
42,026 58,160 278,237 287,569 319,001 607,832 655,398 82,771 35,206
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 45,474)
6,350 4,046 22,802 12,795 16,569 41,946 43,417 3,527 2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 8.4 40.3 41.6 46.2 88.0 94.9 12.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
61 51 80 84 77 184 173
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,026
COMMITMENTS
7,696 4,708 0 55,019 60,694 62,715 65,402 7,311 4,624
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 3,534)
3,348 0 0 186 3,534 3,534 3,534 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 6.7 0.0 78.6 86.7 89.6 93.4 10.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 19 20 20 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,625
COMMITMENTS
3,251 0 4,322 28,212 31,122 35,785 35,444 3,840 4,181
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 856)
-961 -143 25 2,160 612 1,224 494 -368 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 10.9 71.2 78.5 90.3 89.4 9.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 3 17 14 20 17
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,122
COMMITMENTS
4,266 1,607 1,182 51,254 51,264 56,702 54,053 6,420 9,069
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,887)
-1,474 0 276 3,393 1,486 2,195 1,762 -308 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.5 1.9 81.2 81.2 89.8 85.6 10.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 17 20 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 944,623
COMMITMENTS
254,087 64,344 156,845 516,175 713,481 927,107 934,670 17,516 9,953
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 13,986)
7,902 2,075 -963 6,374 13,405 13,313 14,517 673 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 6.8 16.6 54.6 75.5 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
18 8 24 75 72 103 98
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 113,825
COMMITMENTS
23,413 41,845 28,138 59,341 42,380 110,892 112,363 2,933 1,462
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5,418)
-1,329 -4,045 6,178 3,024 3,623 7,873 5,756 -2,455 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 36.8 24.7 52.1 37.2 97.4 98.7 2.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 8 14 21 20 39 35
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 43,248
COMMITMENTS
2,657 2,754 11,919 28,265 28,219 42,842 42,892 406 355
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 119)
460 -644 940 -277 310 1,123 607 -1,004 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 6.4 27.6 65.4 65.3 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 7 26 27 33 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,864
COMMITMENTS
3,196 1,196 1,114 13,316 15,316 17,626 17,626 238 238
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -909)
794 -144 -765 -1,176 -198 -1,147 -1,107 238 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 6.7 6.2 74.5 85.7 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 4 16 16 21 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,268,379
COMMITMENTS
160,528 53,199 315,481 709,166 810,349 1185175 1179030 83,204 89,350
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 90,072)
25,372 13,405 43,319 12,100 30,153 80,791 86,877 9,281 3,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 4.2 24.9 55.9 63.9 93.4 93.0 6.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
82 90 114 85 98 237 241
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,148
COMMITMENTS
8,144 1,661 142 1,691 10,534 9,977 12,337 3,171 811
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -142)
163 -888 49 -706 996 -494 157 352 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.9 12.6 1.1 12.9 80.1 75.9 93.8 24.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
67 12 6 13 23 85 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,857
COMMITMENTS
3,917 474 61 1,619 6,128 5,597 6,663 2,260 1,194
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 504)
565 94 -99 -153 276 313 271 191 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 6.0 0.8 20.6 78.0 71.2 84.8 28.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
20 3 1 6 12 27 16
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 206,871
COMMITMENTS
43,061 4,691 38,923 98,549 143,032 180,534 186,647 26,337 20,224
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 19,967)
13,646 -785 5,698 -4,471 11,266 14,873 16,179 5,094 3,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 2.3 18.8 47.6 69.1 87.3 90.2 12.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
57 25 46 64 80 141 134
Updated March 11, 2005