NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 211,287
COMMITMENTS
29,779 25,535 36,748 112,346 123,033 178,873 185,316 32,414 25,971
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 9,062)
653 -3,547 1,982 6,124 11,631 8,758 10,065 304 -1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 12.1 17.4 53.2 58.2 84.7 87.7 15.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
37 21 33 59 59 111 100
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 764,026
COMMITMENTS
38,590 51,248 309,176 333,880 365,818 681,647 726,243 82,379 37,783
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 17,860)
-7,874 1,531 4,515 7,815 7,198 4,456 13,244 13,404 4,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.7 40.5 43.7 47.9 89.2 95.1 10.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
51 54 85 87 79 186 177
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,832
COMMITMENTS
10,446 4,690 0 78,505 88,093 88,951 92,783 7,881 4,049
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,096)
0 952 0 1,423 231 1,423 1,183 -327 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 4.8 0.0 81.1 91.0 91.9 95.8 8.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 0 19 26 20 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,713
COMMITMENTS
5,738 11,478 604 45,852 35,306 52,194 47,388 3,519 8,325
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 4,474)
3,548 7,430 -3,444 3,017 983 3,121 4,969 1,353 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 20.6 1.1 82.3 63.4 93.7 85.1 6.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 11 13 13 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,660
COMMITMENTS
0 4,892 2,060 33,752 31,700 35,812 38,652 6,848 4,008
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.5 4.8 79.1 74.3 83.9 90.6 16.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 14 13 17 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,510
COMMITMENTS
5,311 4,394 3,931 38,148 38,501 47,390 46,826 6,120 6,684
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 4,211)
-1,228 2,020 1,029 2,940 1,375 2,741 4,424 1,470 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 8.2 7.3 71.3 72.0 88.6 87.5 11.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 4 18 15 22 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,519
COMMITMENTS
0 2,914 4,943 47,976 45,330 52,919 53,187 9,600 9,332
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,221)
0 -182 182 705 1,066 887 1,066 334 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 7.9 76.7 72.5 84.6 85.1 15.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 19 22 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,010
COMMITMENTS
18,288 6,394 0 32,726 46,584 51,014 52,978 4,996 3,032
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 11.4 0.0 58.4 83.2 91.1 94.6 8.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 14 13 16 14
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 979,254
COMMITMENTS
278,636 67,971 149,697 527,475 750,076 955,808 967,744 23,446 11,510
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 23,551)
488 3,090 6,175 17,482 14,925 24,145 24,190 -594 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 6.9 15.3 53.9 76.6 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
22 8 29 82 79 113 111
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 147,854
COMMITMENTS
26,841 56,914 30,565 86,070 56,951 143,476 144,430 4,378 3,424
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,913)
-3,734 7,284 -51 10,514 -520 6,729 6,713 184 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 38.5 20.7 58.2 38.5 97.0 97.7 3.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 10 15 24 24 43 40
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 54,399
COMMITMENTS
14,787 3,285 11,543 27,878 39,465 54,208 54,294 191 106
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,108)
5,003 299 353 845 5,530 6,200 6,182 -93 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 6.0 21.2 51.2 72.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 4 8 31 29 39 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,828
COMMITMENTS
2,705 325 2,001 16,840 19,220 21,546 21,546 282 282
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,032)
-60 -44 484 564 548 988 988 44 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.5 9.2 77.1 88.1 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 4 17 18 21 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,276,556
COMMITMENTS
132,657 58,915 314,565 759,996 823,909 1207218 1197390 69,338 79,166
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -66,062)
-31,580 -5,737 -48,652 23,942 -6,342 -56,290 -60,730 -9,772 -5,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 4.6 24.6 59.5 64.5 94.6 93.8 5.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
82 88 111 86 92 226 239
CRUDE OIL, BRENT - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,899
COMMITMENTS
367 0 7,205 16,126 16,454 23,698 23,659 3,201 3,240
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 26.8 60.0 61.2 88.1 88.0 11.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 6 14 14 20 20
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,165
COMMITMENTS
8,763 2,256 197 1,193 10,130 10,153 12,583 3,012 582
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 225)
-228 278 118 120 -306 10 90 215 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.6 17.1 1.5 9.1 76.9 77.1 95.6 22.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
64 11 6 11 24 80 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,264
COMMITMENTS
5,386 1,007 6 901 6,525 6,293 7,538 1,971 726
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 647)
752 307 -80 -25 428 647 655 0 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.2 12.2 0.1 10.9 79.0 76.1 91.2 23.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
24 6 1 8 16 33 22
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 210,670
COMMITMENTS
35,130 5,883 44,469 106,530 142,208 186,129 192,560 24,541 18,110
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -7,744)
-3,306 -774 -374 -2,886 -6,955 -6,567 -8,103 -1,177 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 2.8 21.1 50.6 67.5 88.4 91.4 11.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
54 20 41 72 85 140 133
Updated April 22, 2005