NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 199,310
COMMITMENTS
25,536 25,075 37,568 104,596 113,091 167,699 175,734 31,610 23,576
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -8,054)
-4,663 -431 2,893 -3,632 -7,617 -5,402 -5,155 -2,652 -2,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 12.6 18.8 52.5 56.7 84.1 88.2 15.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
31 26 33 59 58 109 101
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 738,908
COMMITMENTS
38,532 52,421 295,820 329,055 349,378 663,406 697,618 75,502 41,290
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 9,065)
-553 6,041 3,341 9,401 -3,474 12,189 5,908 -3,124 3,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.1 40.0 44.5 47.3 89.8 94.4 10.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
47 57 77 86 78 174 175
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,393
COMMITMENTS
11,068 644 4,764 77,663 88,900 93,495 94,308 7,898 7,085
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,511)
-376 -2,288 3,006 -344 133 2,286 851 -775 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.6 4.7 76.6 87.7 92.2 93.0 7.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 17 25 20 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,900
COMMITMENTS
8,860 9,434 604 40,235 35,274 49,699 45,312 3,201 7,588
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,286)
1,498 -2,230 0 -5,284 -4,105 -3,786 -6,335 -500 2,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 17.8 1.1 76.1 66.7 93.9 85.7 6.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 12 11 14 14
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,387
COMMITMENTS
2,510 2,851 2,860 33,885 36,644 39,255 42,355 6,132 3,032
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 587)
2,510 -1,320 -279 -866 3,224 1,365 1,625 -778 -1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.3 6.3 74.7 80.7 86.5 93.3 13.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 15 15 18 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,280
COMMITMENTS
6,710 12,083 2,255 39,470 33,840 48,435 48,178 3,845 4,102
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,892)
2,142 5,561 -2,609 -3,315 -5,264 -3,782 -2,312 -1,110 -2,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 23.1 4.3 75.5 64.7 92.6 92.2 7.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 19 19 23 23
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,394
COMMITMENTS
0 3,154 4,449 46,738 45,101 51,187 52,704 11,207 9,690
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 706)
0 242 -186 -318 106 -504 162 1,210 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 7.1 74.9 72.3 82.0 84.5 18.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 19 20 21 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,429
COMMITMENTS
36,508 18,818 120 28,103 47,138 64,731 66,076 4,698 3,353
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,957)
346 2,630 120 -2,663 -4,490 -2,197 -1,740 240 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 27.1 0.2 40.5 67.9 93.2 95.2 6.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 15 16 17 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 964,588
COMMITMENTS
274,338 74,025 138,729 528,085 737,287 941,152 950,041 23,436 14,547
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -36,895)
238 2,847 -5,908 -30,846 -36,962 -36,516 -40,023 -379 3,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 7.7 14.4 54.7 76.4 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
22 8 29 81 77 114 107
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,899
COMMITMENTS
18,883 53,319 24,284 83,577 50,254 126,744 127,857 4,155 3,042
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -27,070)
-10,440 7,477 -9,665 -4,825 -8,261 -24,930 -10,449 -2,140 -16,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 40.7 18.6 63.8 38.4 96.8 97.7 3.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 10 15 23 23 39 40
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,459
COMMITMENTS
16,634 2,803 12,752 28,522 42,836 57,908 58,390 551 69
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 556)
2,343 1,578 -1,124 -971 93 249 547 307 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 4.8 21.8 48.8 73.3 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 7 32 30 39 38
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,990
COMMITMENTS
2,042 643 1,591 18,075 18,965 21,708 21,199 282 791
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -849)
-419 318 -190 -284 -1,021 -893 -893 44 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 2.9 7.2 82.2 86.2 98.7 96.4 1.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 4 17 18 21 22
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,719
COMMITMENTS
172 5,474 856 7,691 2,389 8,719 8,719 0 0
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -693)
-84 -845 0 -609 152 -693 -693 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 62.8 9.8 88.2 27.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 11 7 14 10
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,220
COMMITMENTS
3,500 2,560 1,640 3,720 4,540 8,860 8,740 360 480
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 27.8 17.8 40.3 49.2 96.1 94.8 3.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 4 14 14 19 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,322,143
COMMITMENTS
114,966 67,883 357,785 780,672 811,459 1253423 1237127 68,720 85,016
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 45,878)
-15,156 7,605 29,932 26,571 3,096 41,347 40,633 4,531 5,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 5.1 27.1 59.0 61.4 94.8 93.6 5.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
72 106 130 87 90 237 254
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,235
COMMITMENTS
8,586 2,773 319 1,563 9,435 10,468 12,527 2,767 708
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -146)
-154 97 169 108 -581 123 -315 -269 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.9 21.0 2.4 11.8 71.3 79.1 94.7 20.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
63 18 7 11 25 79 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,729
COMMITMENTS
5,898 1,204 93 865 6,695 6,856 7,992 1,873 738
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -460)
-356 126 88 -29 -612 -297 -398 -163 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.6 13.8 1.1 9.9 76.7 78.5 91.5 21.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
25 8 2 5 18 31 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 187,265
COMMITMENTS
31,975 9,209 36,184 101,492 126,985 169,651 172,378 17,613 14,887
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -13,296)
-5,089 1,434 -1,125 -2,195 -10,171 -8,410 -9,862 -4,886 -3,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 4.9 19.3 54.2 67.8 90.6 92.1 9.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
51 29 49 63 77 137 135
Updated May 6, 2005