NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 213,685 COMMITMENTS 40,712 33,114 32,982 105,709 118,241 179,403 184,338 34,281 29,347 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 5,994) 3,961 2,173 47 -244 2,127 3,764 4,347 2,230 1,647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 15.5 15.4 49.5 55.3 84.0 86.3 16.0 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 42 24 25 56 56 111 92 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10,000 MMBTU'S) OPEN INTEREST: 746,891 COMMITMENTS 62,642 58,514 295,360 310,953 359,111 668,955 712,985 77,936 33,906 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 33,036) 3,050 4,627 13,187 17,870 18,369 34,106 36,183 -1,070 -3,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 7.8 39.5 41.6 48.1 89.6 95.5 10.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 56 47 82 85 76 187 167 M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 94,113 COMMITMENTS 10,446 4,048 0 74,971 86,115 85,417 90,163 8,696 3,950 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,831) -988 180 -180 3,084 2,166 1,916 2,166 -85 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 4.3 0.0 79.7 91.5 90.8 95.8 9.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 18 25 19 26 PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 47,101 COMMITMENTS 5,743 844 3,175 33,221 36,853 42,139 40,872 4,962 6,229 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,138) 560 -224 94 -4,948 -4,862 -4,294 -4,992 1,156 1,854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 1.8 6.7 70.5 78.2 89.5 86.8 10.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 17 15 20 18 SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 60,131 COMMITMENTS 0 3,527 4,270 45,465 42,854 49,735 50,651 10,396 9,480 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -6,293) -148 1,986 -725 -7,193 -7,654 -8,066 -6,393 1,773 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.9 7.1 75.6 71.3 82.7 84.2 17.3 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 2 18 15 20 17 HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 935,649 COMMITMENTS 272,952 67,790 137,342 501,818 717,672 912,112 922,804 23,537 12,845 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -46,292) 3,900 525 -17,466 -30,430 -25,020 -43,996 -41,961 -2,296 -4,331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 7.2 14.7 53.6 76.7 97.5 98.6 2.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 19 9 25 75 74 103 101 HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (2,500 MMBTU'S) OPEN INTEREST: 142,847 COMMITMENTS 34,162 42,884 32,714 70,591 63,258 137,467 138,856 5,380 3,991 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 5,476) 4,707 1,065 -2,641 3,556 6,611 5,622 5,035 -146 441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 30.0 22.9 49.4 44.3 96.2 97.2 3.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 7 12 22 22 39 35 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,153 COMMITMENTS 8,196 2,878 11,711 27,708 32,991 47,615 47,581 537 572 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 40) 1,740 -93 -172 -1,750 -117 -181 -382 221 422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 6.0 24.3 57.5 68.5 98.9 98.8 1.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 5 7 28 27 35 35 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,995 COMMITMENTS 3,623 326 1,129 13,005 16,302 17,757 17,757 238 238 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -1,057) 423 -184 -327 -1,153 -546 -1,057 -1,057 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 1.8 6.3 72.3 90.6 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 4 16 17 20 21 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,334,738 COMMITMENTS 179,318 54,534 340,226 732,714 844,547 1252258 1239306 82,480 95,432 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 48,223) 9,495 -3,287 16,309 12,713 34,587 38,517 47,608 9,706 615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 4.1 25.5 54.9 63.3 93.8 92.9 6.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 91 90 124 79 85 239 242 PALLADIUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,923 COMMITMENTS 8,824 1,817 75 1,105 10,396 10,004 12,288 2,919 635 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 460) 348 64 0 42 353 390 417 70 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.3 14.1 0.6 8.6 80.4 77.4 95.1 22.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 66 10 2 10 22 78 33 PLATINUM - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,653 COMMITMENTS 4,478 550 86 996 6,232 5,560 6,868 2,093 785 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -308) -80 43 20 -213 -424 -273 -361 -35 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.5 7.2 1.1 13.0 81.4 72.7 89.7 27.3 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 22 3 2 7 16 30 20 UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 226,356 COMMITMENTS 49,439 6,919 46,160 102,682 153,987 198,280 207,066 28,076 19,290 CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 8,965) 2,553 -873 4,875 -3,267 1,404 4,161 5,406 4,804 3,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 3.1 20.4 45.4 68.0 87.6 91.5 12.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 63 25 48 67 88 147 146
Updated April 8, 2005