NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 210,426 COMMITMENTS 35,893 29,324 38,111 102,898 114,464 176,903 181,900 33,523 28,526 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 13,970) 995 -203 3,414 10,296 10,879 14,705 14,090 -735 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 13.9 18.1 48.9 54.4 84.1 86.4 15.9 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 36 24 29 61 67 111 106 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 725,617 COMMITMENTS 47,499 58,024 289,616 306,719 342,029 643,834 689,669 81,783 35,948 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 35,014) 5,473 -136 11,379 19,150 23,028 36,002 34,271 -988 743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 8.0 39.9 42.3 47.1 88.7 95.0 11.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 63 53 79 84 77 189 171 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 74,089 COMMITMENTS 8,112 4,708 0 59,001 63,791 67,113 68,499 6,976 5,590 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 4,063) 416 0 0 3,982 3,097 4,398 3,097 -335 966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 6.4 0.0 79.6 86.1 90.6 92.5 9.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 20 22 21 23 TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 50,582 COMMITMENTS 0 7,122 2,114 46,402 33,542 48,516 42,778 2,066 7,804 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.1 4.2 91.7 66.3 95.9 84.6 4.1 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 1 11 12 12 15 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 43,078 COMMITMENTS 3,973 0 3,662 31,115 35,448 38,750 39,110 4,328 3,968 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 3,453) 722 0 -660 2,903 4,326 2,965 3,666 488 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 0.0 8.5 72.2 82.3 90.0 90.8 10.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 3 19 16 22 19 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 65,368 COMMITMENTS 4,078 2,035 2,008 51,952 51,774 58,038 55,817 7,330 9,551 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,246) -188 428 826 698 510 1,336 1,764 910 482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 3.1 3.1 79.5 79.2 88.8 85.4 11.2 14.6 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 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 945,838 COMMITMENTS 256,378 60,320 155,772 517,087 719,707 929,237 935,799 16,601 10,039 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,215) 2,291 -4,024 -1,073 912 6,226 2,130 1,129 -915 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 6.4 16.5 54.7 76.1 98.2 98.9 1.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 21 7 28 75 72 106 102 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 119,062 COMMITMENTS 23,707 39,201 29,289 61,382 47,781 114,378 116,271 4,684 2,791 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 5,237) 294 -2,644 1,151 2,041 5,401 3,486 3,908 1,751 1,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 32.9 24.6 51.6 40.1 96.1 97.7 3.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 12 6 13 21 22 37 37 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 44,801 COMMITMENTS 3,923 3,075 11,788 28,553 29,432 44,265 44,295 537 507 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,554) 1,266 321 -131 288 1,212 1,423 1,402 131 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 6.9 26.3 63.7 65.7 98.8 98.9 1.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 6 8 28 26 37 36 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,078 COMMITMENTS 3,328 1,148 1,244 13,268 15,448 17,840 17,840 238 238 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 214) 132 -48 130 -48 132 214 214 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 6.4 6.9 73.4 85.5 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 4 17 16 22 20 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,317,329 COMMITMENTS 172,592 64,887 340,780 729,863 820,270 1243235 1225937 74,093 91,391 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 48,949) 12,064 11,688 25,299 20,697 9,921 58,060 46,908 -9,110 2,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 4.9 25.9 55.4 62.3 94.4 93.1 5.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 82 96 122 85 90 243 243 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,942 COMMITMENTS 8,540 1,379 183 1,088 10,830 9,811 12,392 3,131 550 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -206) 396 -282 41 -603 296 -166 55 -40 -261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.0 10.7 1.4 8.4 83.7 75.8 95.8 24.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 73 10 7 12 24 90 39 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,041 COMMITMENTS 4,324 553 6 1,569 6,286 5,899 6,845 2,142 1,196 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 185) 407 79 -55 -50 158 302 182 -117 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.8 6.9 0.1 19.5 78.2 73.4 85.1 26.6 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 20 4 1 7 15 28 19 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 211,750 COMMITMENTS 41,599 5,045 42,114 103,509 147,224 187,222 194,383 24,528 17,367 CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 4,879) -1,462 353 3,191 4,960 4,192 6,689 7,736 -1,809 -2,857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 2.4 19.9 48.9 69.5 88.4 91.8 11.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 56 23 45 74 82 149 134
Updated March 18, 2005