NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 202,224
COMMITMENTS
29,126 29,082 34,766 106,222 111,402 170,114 175,250 32,110 26,974
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -11,461)
-11,586 -4,032 1,784 513 -6,839 -9,289 -9,087 -2,172 -2,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 14.4 17.2 52.5 55.1 84.1 86.7 15.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
29 29 29 59 57 109 95
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 746,165
COMMITMENTS
46,464 49,717 304,661 326,065 358,620 677,190 712,999 68,975 33,167
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -726)
-16,178 -8,796 9,301 15,112 -491 8,236 13 -8,961 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 6.7 40.8 43.7 48.1 90.8 95.6 9.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
54 52 85 86 79 186 176
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,736
COMMITMENTS
10,446 3,738 0 77,082 87,862 87,528 91,600 8,208 4,136
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 1,623)
0 -310 0 2,111 1,747 2,111 1,437 -488 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.9 0.0 80.5 91.8 91.4 95.7 8.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 18 26 19 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,239
COMMITMENTS
2,190 4,048 4,048 42,835 34,323 49,073 42,419 2,166 8,820
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -2,770)
2,190 -1,292 122 -5,089 -3,289 -2,777 -4,459 7 1,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.9 7.9 83.6 67.0 95.8 82.8 4.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 1 11 12 13 15
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,299
COMMITMENTS
6,539 2,374 2,902 35,208 37,126 44,649 42,402 4,650 6,897
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 2,198)
796 1,530 -273 1,987 273 2,510 1,530 -312 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 4.8 5.9 71.4 75.3 90.6 86.0 9.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 18 15 21 18
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,298
COMMITMENTS
0 3,096 4,761 47,271 44,264 52,032 52,121 9,266 9,177
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 1,167)
0 -431 491 1,806 1,410 2,297 1,470 -1,130 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 7.8 77.1 72.2 84.9 85.0 15.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 18 22 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 955,703
COMMITMENTS
278,148 64,881 143,522 509,993 735,151 931,663 943,554 24,040 12,149
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 20,054)
5,196 -2,909 6,180 8,175 17,479 19,551 20,750 503 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 6.8 15.0 53.4 76.9 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
19 9 25 78 75 106 102
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 140,941
COMMITMENTS
30,575 49,630 30,616 75,556 57,471 136,747 137,717 4,194 3,224
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -1,906)
-3,587 6,746 -2,098 4,965 -5,787 -720 -1,139 -1,186 -767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 35.2 21.7 53.6 40.8 97.0 97.7 3.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 8 12 24 24 42 37
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,291
COMMITMENTS
9,784 2,985 11,191 27,033 33,935 48,007 48,111 284 180
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 139)
1,588 107 -521 -675 944 392 531 -253 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 6.2 23.2 56.0 70.3 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 8 32 29 40 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,796
COMMITMENTS
2,765 369 1,517 16,276 18,672 20,558 20,558 238 238
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 2,801)
-858 43 388 3,271 2,370 2,801 2,801 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 1.8 7.3 78.3 89.8 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 4 17 17 21 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,342,618
COMMITMENTS
164,237 64,652 363,217 736,054 830,251 1263508 1258120 79,110 84,498
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 7,880)
-15,081 10,118 22,992 3,340 -14,296 11,250 18,814 -3,370 -10,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.8 27.1 54.8 61.8 94.1 93.7 5.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
91 96 125 90 91 245 258
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,940
COMMITMENTS
8,991 1,978 79 1,073 10,436 10,143 12,493 2,797 447
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 17)
167 161 4 -32 40 139 205 -122 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.5 15.3 0.6 8.3 80.6 78.4 96.5 21.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
68 11 2 9 23 79 35
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,617
COMMITMENTS
4,634 700 86 926 6,097 5,646 6,883 1,971 734
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -36)
156 150 0 -70 -135 86 15 -122 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 9.2 1.1 12.2 80.0 74.1 90.4 25.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
23 4 2 8 15 32 20
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 218,414
COMMITMENTS
38,437 6,656 44,844 109,416 149,163 192,696 200,663 25,717 17,751
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -7,942)
-11,002 -263 -1,316 6,734 -4,824 -5,584 -6,403 -2,358 -1,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 3.0 20.5 50.1 68.3 88.2 91.9 11.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
58 22 44 66 84 139 136
Updated April 15, 2005