NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 207,690
COMMITMENTS
36,751 30,942 32,935 105,953 116,115 175,639 179,991 32,052 27,700
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -17,218)
-619 2,214 -9,829 -7,084 -9,431 -17,532 -17,047 314 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 14.9 15.9 51.0 55.9 84.6 86.7 15.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
36 33 31 59 59 116 103
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 713,855
COMMITMENTS
59,592 53,887 282,173 293,083 340,742 634,848 676,803 79,006 37,052
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -45,687)
4,874 -4,617 -20,595 -24,760 -18,707 -40,481 -43,919 -5,205 -1,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 7.5 39.5 41.1 47.7 88.9 94.8 11.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
64 46 76 81 73 185 159
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,282
COMMITMENTS
11,434 3,868 180 71,887 83,949 83,501 87,997 8,781 4,285
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,974)
1,208 -840 180 1,615 2,689 3,003 2,029 -29 945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 4.2 0.2 77.9 91.0 90.5 95.4 9.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 19 24 21 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,009
COMMITMENTS
0 5,340 3,926 47,924 37,612 51,850 46,878 2,159 7,131
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,967)
0 -1,178 1,208 666 3,252 1,874 3,282 93 -1,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.9 7.3 88.7 69.6 96.0 86.8 4.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 12 13 13 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,239
COMMITMENTS
5,183 1,068 3,081 38,169 41,715 46,433 45,864 3,806 4,375
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 3,443)
-266 144 -262 4,373 3,253 3,845 3,135 -402 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 2.1 6.1 76.0 83.0 92.4 91.3 7.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 20 18 23 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,424
COMMITMENTS
148 1,541 4,995 52,658 50,508 57,801 57,044 8,623 9,380
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,355)
-1,908 -676 1,910 193 -905 195 329 1,160 1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.3 7.5 79.3 76.0 87.0 85.9 13.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 20 17 22 19
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,880
COMMITMENTS
2,100 2,190 0 27,360 26,474 29,460 28,664 420 1,216
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 7.3 0.0 91.6 88.6 98.6 95.9 1.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 0 12 9 14 11
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 27,343
COMMITMENTS
2,100 2,370 0 23,909 23,223 26,009 25,593 1,334 1,750
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 8.7 0.0 87.4 84.9 95.1 93.6 4.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 0 11 13 13 15
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 981,941
COMMITMENTS
269,052 67,265 154,808 532,248 742,692 956,108 964,765 25,833 17,176
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 18,844)
7,252 1,289 -2,461 4,466 12,641 9,257 11,469 9,587 7,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 6.9 15.8 54.2 75.6 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
24 6 28 85 80 116 110
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 137,371
COMMITMENTS
29,455 41,819 35,355 67,035 56,647 131,845 133,821 5,526 3,550
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 4,916)
-3,386 -4,024 10,524 -1,034 -3,277 6,104 3,223 -1,188 1,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 30.4 25.7 48.8 41.2 96.0 97.4 4.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 10 11 21 21 37 36
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,113
COMMITMENTS
6,456 2,971 11,883 29,458 33,108 47,797 47,963 316 150
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 541)
969 -508 -243 -215 1,422 511 671 30 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 6.2 24.7 61.2 68.8 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 7 8 27 27 35 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,052
COMMITMENTS
3,200 510 1,456 14,158 16,848 18,814 18,814 238 238
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 256)
44 -128 86 126 298 256 256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 2.7 7.6 74.3 88.4 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 4 17 17 22 21
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,994
COMMITMENTS
348 5,792 856 7,790 2,346 8,994 8,994 0 0
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 64.4 9.5 86.6 26.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 13 7 16 10
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,286,514
COMMITMENTS
169,823 57,821 323,917 720,001 809,960 1213741 1191698 72,774 94,816
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -3,492)
-2,527 -5,905 1,065 -5,538 -4,302 -7,001 -9,142 3,509 5,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 4.5 25.2 56.0 63.0 94.3 92.6 5.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
89 90 116 77 83 227 236
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,463
COMMITMENTS
8,476 1,753 75 1,063 10,043 9,614 11,871 2,849 592
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -433)
-368 351 -9 145 -834 -232 -492 -201 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.0 14.1 0.6 8.5 80.6 77.1 95.2 22.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
69 9 2 10 22 81 33
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,960
COMMITMENTS
4,558 507 66 1,209 6,656 5,833 7,229 2,127 731
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -755)
-334 4 -20 -174 -518 -528 -534 -227 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.3 6.4 0.8 15.2 83.6 73.3 90.8 26.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
22 4 2 8 16 32 20
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 217,391
COMMITMENTS
46,886 7,793 41,285 105,949 152,583 194,119 201,660 23,271 15,730
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -9,738)
-300 1,275 -5,518 -2,990 -6,729 -8,809 -10,973 -929 1,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 3.6 19.0 48.7 70.2 89.3 92.8 10.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
59 28 47 76 84 155 142
Updated April 1, 2005